Archive for July 2012
Futures prices rose after the release of this morning’s Case Shiller numbers. Similar to last month, the market has demonstrated what we use to call the accordion effect where one side (the offers) moves up sharply, while the other side … Read More
Trading in the CME S&P/Case Shiller futures contracts has been noticeably quiet this month after the pop in prices during the last week of June. Quote updates have been less frequent. My sense is that less than ten contracts have … Read More
In addition to the posting of the inter-city quotes for both the East and West Coast from last week, this week I’ve added some CUS versus regional inter-city spreads. I chose to focus on the Nov 2016 contracts as that … Read More
Here’s some inter-city spread quotes to possibly foster discussion on both spread trading and the underlying outright markets. I’ve included examples across regions within both the east and west coasts that don’t rely on CUS quotes. As such, traders can … Read More
