Welcome to this forum on home price derivatives. I’m John Dolan, the independent market maker for the S&P Case Shiller (home price index) futures that are traded on the CME.
My original goal is setting up this site in 2010 was to foster discussion about CME futures (and, in the past options) but it has expanded to other topics related to home price hedging products. I want to faciliate a better understanding by academics, regulators, policy makers, rating agencies, traders and all interested parties in housing transactions (e.g. buyers, sellers, lenders, MBA, NAR), in the markets for home price products, how they can be traded, and how to interpret observed market prices. Please feel free to email me with questions or suggestions at johnhdolan@homepricefutures.com . You can join the discussion on LinkedIn in the CME Case Shiller Home Price Futures group, and/or sign up for Twitter updates (mostly trade notices) at @HomePriceFuture
My hope is that with greater awareness, more contributions (quotes) from other traders, and a willingness by traders and hedgers to dabble in these products, that better liquidity will evolve for futures on this critically important financial market.




