Archives by Tag 'convergence'

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

Basics -Convergence

By blogadmin - Last updated: Thursday, August 19, 2010

With the expiration of the August contracts approaching, I thought that it might be useful to illustrate how convergence in the CME Home Price futures contracts as taken place in the past.

The graphs are of 1) the Nov 2007 … Read More