CME reaction to Dec CS #’s

CME Case Shiller home price index futures contracts did not have much of a reaction to today’s release of the October CS #’s.  As shown in the table below, CHI and DEN Nov ’17 contracts are quoted slightly lower (using mid-market levels), while the SDG and SFR contracts (where most of the trading action took place in Oct-Nov) are quoted slightly higher.

Bid/ask spreads are a tad wider (mostly in the longer-dated contracts, and in the SDG/SFR regions).

Quotes for the front contract (Feb ’17 expiration) have not tightened much (as typically happens when the time to expiration falls from 3 months to 2, or 2 to 1).

There have been no trades yet today.

I could use some help in tightening spreads, filling out missing prices, for the year-end summary report.  Any help would be appreciated.

Feel free to contact me ( if you have any questions or trading ideas.