Recap of activity in CME Case Shiller futures for July

I just posted an 18-page recap of (the very limited) activity in the CME Case Shiller futures for the month of July.  There are pages with tables of recent outright prices, and price changes,  calendar and intercity spread quotes, indicative option prices, and volume and open interest (OI) figures.   The … Read More

Basics: Scorecard for Sept 12/ how much does (should) stock market impact home prices?

The combination of three events (the end of summer, my decision to switch benchmark to Nov ’18 expirations, and the recent sell-off in the stock market) prompted me to re-think how to show summary information to anyone potentially interested in the CME Case Shiller home price index futures.  This is … Read More