Archives by Tag 'case-shiller index'

Aug Recap posted

By blogadmin - Last updated: Tuesday, September 1, 2015

I’ve posted a recap of activity for August in the CME Case Shiller home price futures contracts.  The report (and monthly price changes are in the Reports section or can be accessed here: Recap,  Prices )

It was another … Read More

CME Futures, post Case Shiller #’s

By blogadmin - Last updated: Thursday, July 30, 2015

Quotes on the S&P Case Shiller futures contracts were generally lower after Tuesday’s release of the May indices.  (Sorry for the delay but I was attending the Core Logic Real Estate symposium, where among other topics, the 300+ audience heard … Read More

Source of 2015 gains?

By blogadmin - Last updated: Monday, July 6, 2015

As I was compiling the (very thin) June recap I was struck by how the prices  of CME Case Shiller home price futures have continued to rise year after year.
AAA_YOY gains June 2015 Note how the year-end CME prices (as measured by mid-market) … Read More

June recap posted

By blogadmin - Last updated: Wednesday, July 1, 2015

I’ve posted the June recap report, as well as updating graphs for month-end prices, price changes between May and June, and tables showing volume and open interest over the last five years.  All reports, graphs and tables are in the … Read More

CME activity post June release of CS #’s

By blogadmin - Last updated: Tuesday, June 30, 2015

CME markets have been mostly quiet this morning as Case Shiller numbers came out generally in line toward CME quotes for the Aug ’15 contract.  The two exceptions seem to have been in the BOS and SDG contracts where Nov … Read More

April recap posted

By blogadmin - Last updated: Monday, May 4, 2015

I posted my monthly recap of trading activity in the CME Case Shiller futures Arpil Summaryin the reports section (or you can link by clicking here).

The key observations are:

Read More

March recap posted

By blogadmin - Last updated: Wednesday, April 1, 2015

I posted a recap of activity in the CME S&P Case Shiller home price futures for the month of March in the Reports section.    In addition there is a set of graphs for 11 contracts, and prices and price changes … Read More

Post March CS #’s

By blogadmin - Last updated: Tuesday, March 31, 2015

The CME housing futures moved slightly higher, and bid/offered spreads widened after this morning’s Case Shiller numbers were released.   Four contracts traded (bringing the MTD total to 12).  All trades were on calendar spread orders in the CHI and SDG … Read More

Insight from other indices? FHFA

By blogadmin - Last updated: Tuesday, March 24, 2015

While the CME contracts reference the Case Shiller 10-city index (and its ten components), some traders believe that there “may” be quite a bit to learn from other indices that might be helpful in trading the short expiration CME contracts.  … Read More

Mid-March Update

By blogadmin - Last updated: Tuesday, March 17, 2015

The two trends of a) tightening bid/ask spreads and b) nearly no trading early in the month, continued to play out in the first half of March.  As highlighted March summaryin the table to the right, bid/ask spreads have inched in … Read More