Here are (not live) quotes on components of the CS-20 city index. Note that the first ten just show (dated) CME quotes as of the posted date. The quotes on the “other 10” indices are where I would have quoted two-sided markets.
I posted an introductory piece on how to potentially trade non-CME listed contracts in a blog earlier this month. If interested in discussing an OTC trade, please email me (firstname.lastname@example.org) for details.