HomePriceFutures.com

If inter-city spread trades are going to be a focus for 2013 then it might help to explain what they mean.  That was the “constructive criticism” from one reader.  Point noted.

Let me use a rivalry that New York traders … Read More

I’ve mentioned before that I think inter-city spread trading might be the key to growing volume, liquidity and interest in the CME Case Shiller futures for 2013.  Here’s some quotes for the Nov 2015 contracts:

Recall that the bid side … Read More

Anyone tallying the number of bids and offers for all 121 CME Case Shiller futures (11 regions * 11 expirations) should notice that over the last few weeks there’s been more bids than offers.  (Today we’re at 93 bids x … Read More

I mentioned in an earlier blog that Inter-City spread markets might be a good opportunity to express relative value views, and to promote trading.   While the CME website has a pull-down menu that shows inter-city quotes (click here), they … Read More

I mentioned in my month-end report (click here) that the longer-dated CUS contracts were trading 1-2 points rich to fair value.  That prompted a question of “what’s fair value”.

The following table show that the  CUS (10-city) index … Read More

Two weeks ago, when the Case Shiller index numbers for December were released, I mentioned that the WDC index came in dramatically lower than expected by the Feb ’12 contract prices.  I noted then that the WDC index had been … Read More

I thought that the long holiday weekend might be a good opportunity to revisit a powerful tool -the use of calendar spreads.  (The table and graph of hypothetical numbers will be used for illustration.)

Calendar spreads allow a traders … Read More

I had a recent question worth sharing (that I’ll post in the Basics section) when a reader asked – “OK, I understand that there’s a Case Shiller index for LA.  What areas (counties) does the index actually cover?”

MacroMarkets did … Read More

The CBOE/ RPX futures launched on Thursday Feb 2nd.  I’ve teed up links to CBOE websites describing contract specs, quotes, margins, RPX index history, and RPX index methodology on the right hand column on the Home Page under RPX/CBOE.

The … Read More

Every now and then I get a retail question that’s so obvious, that I kick myself for not posting it to a FAQs page before.  The line of questioning runs- “OK, I like the idea of hedging in home futures, … Read More

If inter-city spread trades are going to be a focus for 2013 then it might help to explain what they mean.  That was the “constructive criticism” from one reader.  Point noted.

Let me use a rivalry that New York traders … Read More

I’ve mentioned before that I think inter-city spread trading might be the key to growing volume, liquidity and interest in the CME Case Shiller futures for 2013.  Here’s some quotes for the Nov 2015 contracts:

Recall that the bid side … Read More

Anyone tallying the number of bids and offers for all 121 CME Case Shiller futures (11 regions * 11 expirations) should notice that over the last few weeks there’s been more bids than offers.  (Today we’re at 93 bids x … Read More

I mentioned in an earlier blog that Inter-City spread markets might be a good opportunity to express relative value views, and to promote trading.   While the CME website has a pull-down menu that shows inter-city quotes (click here), they … Read More

I mentioned in my month-end report (click here) that the longer-dated CUS contracts were trading 1-2 points rich to fair value.  That prompted a question of “what’s fair value”.

The following table show that the  CUS (10-city) index … Read More

Two weeks ago, when the Case Shiller index numbers for December were released, I mentioned that the WDC index came in dramatically lower than expected by the Feb ’12 contract prices.  I noted then that the WDC index had been … Read More

I thought that the long holiday weekend might be a good opportunity to revisit a powerful tool -the use of calendar spreads.  (The table and graph of hypothetical numbers will be used for illustration.)

Calendar spreads allow a traders … Read More

I had a recent question worth sharing (that I’ll post in the Basics section) when a reader asked – “OK, I understand that there’s a Case Shiller index for LA.  What areas (counties) does the index actually cover?”

MacroMarkets did … Read More

The CBOE/ RPX futures launched on Thursday Feb 2nd.  I’ve teed up links to CBOE websites describing contract specs, quotes, margins, RPX index history, and RPX index methodology on the right hand column on the Home Page under RPX/CBOE.

The … Read More

Every now and then I get a retail question that’s so obvious, that I kick myself for not posting it to a FAQs page before.  The line of questioning runs- “OK, I like the idea of hedging in home futures, … Read More