Archives by Tag 'case-shiller index'

Post April release of Case Shiller #’s

By blogadmin - Last updated: Tuesday, April 26, 2016

CME Case Shiller futures are slightly higher on the day after this morning’s release of the Case Shiller numbers for the period ending in February.  There were 4 trades in May ’16 contracts this morning (DEN, LAX, and SFR (2)) … Read More

March Recap posted

By blogadmin - Last updated: Friday, April 1, 2016

I just posted the March recap in the Reports tab (or you can access it here).

In sum, March was a quiet month with only 2 trades.  As stock prices rebounded, CME quotes moved higher (with the exception of … Read More

CME Reaction- Post Case Shiller #’s

By blogadmin - Last updated: Tuesday, March 29, 2016

Activity in the CME Case Shiller futures has been quiet after this morning’s release of the Case Shiller #’s covering the period ending in Jan.  Some markets (as measured by mid-markets of the Nov 2016 contracts (X16)) were up slightly … Read More

Feb Recap posted

By blogadmin - Last updated: Thursday, March 3, 2016

I’ve posted a recap of activity in the CME Case Shiller contracts during February, in the Reports section (or you can link here).

Highlights include:

–8 contracts traded in at least 3 regions, and 2 expirations. (Slide 12)

–With … Read More

Post Feb #’s -Market Color

By blogadmin - Last updated: Tuesday, February 23, 2016

The CME home price futures were relatively quiet after this morning’s release of the December Case Shiller #’s.

The first table below shows a comparison between the Feb CME markets from yesterday and today’s #’s.  Note that there were four … Read More

Basics -Convergence: Feb 2016

By blogadmin - Last updated: Saturday, February 20, 2016

One of key features of using CME Case Shiller housing futures to infer home price expectations, is that in the long run the settlement price of the contract, that is, at expiration, is the index value released that month.  For … Read More

CME Case Shiller future post today’s #’s

By blogadmin - Last updated: Tuesday, January 26, 2016

CME prices were mixed following this morning’s release of the Nov ’15 Case Shiller indices. The table below shows prices (as of earlier this morning) on the Nov ’16 contracts for all ten regions (plus the HCI/CUS 10-city index).  Note … Read More

Impact of Stock Price moves on Home Prices?!?

By blogadmin - Last updated: Friday, January 22, 2016

Stock market gyrations have taken center stage since year-end.  However, while price drops dominate the headlines most Americans have a bigger investment in the homes than their 401Ks.  As such, I’m getting an increasing number of questions along the lines … Read More

CME Futures post today’s Case Shiller #’s

By blogadmin - Last updated: Tuesday, December 29, 2015

Here’s a mid-afternoon update on quotes on the CME housing futures post this morning’s release of the October Case Shiller indices.

CME quotes (at least as measured by the Nov ’16 contracts) are slightly higher in 9 of the 11 … Read More

Recap of Nov activity in CME Case Shiller futures

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

I posted a recap of activity in the CME Case Shiller futures contracts during November in the Reports section (or you can link here).  Month-end graphs and Price Changes for November vs. October are also posted.

The highlights include:… Read More