I've recently taken a whack up updating some of the files on the Resources page.
Historical Volume and OI tables are now current (purple).
A link to the weekly scoreboard (with stale prices on all 11 regions, for the February expiration cycle (green). This is the table that I post to Twitter.
Graphs on all 11 regions to include past index history, bids, offers and closes (Red box)
Historical Ratio Agreements ("RA") (Regional index price divided by Case Shiller 10-city index) for both the 10 cities with CME contracts, as well as components of the Case Shiller 20-city index that do not (e.g. Phoenix, Minneapolis, Seattle) (blue box). Note that I will be posting these to Twitter/LinkedIn over the next week. While the primary impetus for quoting RAs is to give those wishing to take outright views on the metros not referenced by CME contracts, I've done RAs with cities referenced by CME contracts as the users prefer matching the exact notional amount. Figure that all RA's are good for $250k notional amount per side -for qualified counterparites, but levels change over time, particularly as indices are updated. See the HPHF page and Sept 16th blog for more info.
Examples of HPHF Ratio Agreements for cities that do not have a Case Shiller index. (Yellow) Note that I use Freddie Mac NSA indices and have quoted HPHF Ratio Agreement levels on several cities. (Will try to fill in more over time, but will also prioritize inquires).
My next step is to convert the User Trading Axes into a more comprehensive table, to include interest in RAs, with notional amounts per side.
Please let me know if you have any questions from this blog/page, or if there are other things that you'd like to have added to the Resources page.
Thanks, John
