Archives by Tag 'case-shiller index'
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
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
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
I’ve posted a recap of activity in the CME Case Shiller contracts during February, in the Reports section (or you can link here).
–8 contracts traded in at least 3 regions, and 2 expirations. (Slide 12)
–With … Read More
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
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 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
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
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
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