Archives by Tag 'SDG'

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

As Nov. expiration approaches

By blogadmin - Last updated: Wednesday, November 20, 2013

The last day of trading for the Nov 2013 contract is Monday.   (Recall that the Case Shiller indices will be released on Tuesday and that the Nov 2013 contract will settle on those numbers.)  With only a few days to … Read More

Basics: What If CUS Index composition weights change?

By blogadmin - Last updated: Sunday, November 3, 2013

The weighting for Case Shiller composite indices (e.g. CUS 10-city, referenced in the CME contracts) may be adjusted 2- 3 years after the 2010 census, per the Case Shiller index methodology.  I raise this notion to: 1) increase awareness, 2) … Read More