Basic -Year End Prices

Here’s a table of year-end bids and offers for the CUS Home Price futures. 

Trades on Dec 31st helped tighten up Boston quotes. 

Four contracts (BOS, CUS, NYM and SFR) now have quotes for all expirations.

The average bid/asked spread for all Nov ’11 contracts is 5.4 points.  There are six contracts for Nov 2012 with bid/asked spreads <7.5.