I’ve posted a recap of (the very limited) activity in the CME Case Shiller home price index futures for September. You can find the recap in the Reports section, or access here.
(I’ve also updated life-to-date volume and open interest tables. Both are in the Reports section.)
There was … Read More
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 REPORTS section of this website.
As to the recap, there … Read More
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 for the month. You can access them here (Recap… Read More
I’ve posted a recap of activity in the CME S&P Case Shiller home price index futures for the month of Nov to the Reports section of this website (or one can click here to access.) The report uses an end date of Monday Dec. 2 as the last business day … Read More
In working to update the marketing book, I compiled historical open interest and volume data from the CME covering the period 2006-2013 into two tables in the Reports section (or that one can access here volume, open interest) and shown here.
The volume table shows that 10 times … Read More
I mentioned in yesterday’s blog (on calendar spreads) that the bid/ask spreads in the Aug ’13 outright markets had narrowed. That seemed to challenge/prompt other traders yesterday to bring spreads in further. (Thanks! Always appreciated!) Those actions resulted in 35 changes (all upticks) to closing prices. (I view keeping closes … Read More
The Feb 2013 (G13) contract will settle on Feb 26th when the Case Shiller indices for December are released. While there is limited open interest (22 contracts w/ 11 in LAV) this is an important contract to watch in the run-up to the close. Many economists and Wall Street analysts … Read More