Posts tagged ‘case-shiller index’

Recap of CME contracts post June release of Case Shiller #’s

The complacency of prices in the CME contracts got a mild shock yesterday with the June release of the April Case Shiller indices.  Prior to Tuesday there had been no trades in June (that I was aware of) and very … Read More

Links to discussions of regional home price forecasts

While the CUS-10 city index is the most actively traded contract, and the one that typically has the tightest bid/ask spreads, and while there is a long list of companies that analyze home price fundamentals and/or predict forward home prices … Read More

Basics – Understanding CUS10 values using new weights

I just got the answers that I was looking for in response to a reader’s question on how to tie out the CUS 10 index valuation using the recently announced new weights.  The net impact of this corrected approach- this … Read More

6 month perspective: Price changes Oct to April

With the release of the April Case Shiller #’s almost upon us (Tuesday April 29th), with the increasingly bearish tilt in some housing forecasts, and with the (OK a personal)  perspective of having snow in my yard in both October … Read More

Shiller highlights graph of CME futures on CNBC

When Professor Robert Shiller was asked this morning, on CNBC, for his views on market expectations of forward home prices, he had a graph prepared to illustrate how the 2018 CUS contract prices were consistent with ~25% gains (over today’s … Read More

Basics: OK, so you’re bearish. What to do besides selling your house?

It seems that a growing numbers of commentators are becoming ever-louder in their bearish views.  Yet few give their readers any practical advice as to how to put this “knowledge” to work.  Are they suggesting that people sell their houses … Read More

Higher Forward Prices, but Forward Prices Remain Flat (and could go lower)

As I listen to the debate about the direction of home prices over the next year, I think people get confused between those who call for a higher level of forward prices (a possibly bullish signal), versus those highlighting reductions … Read More

Case Shiller #’s vs Feb 2014 market (G14 CME contract)

While much of the press seemed to interpret today’s Case Shiller #’s as weaker, a comparison of the actual numbers versus the mid-market quotes for the expiring Feb 2014 (G14) contract suggests that the numbers were more bullish than expected.… Read More

Dec recap (belatedly) posted

I just got around to posting a recap of activity in the S&P Case Shiller (home price index) futures that are traded on the CME.  (See Reports section or click here).  Unfortunately it wasn’t large December volume, but other … Read More

Recap of Nov activity posted

I’ve posted a recap of activity in the CME S&P Case Shiller home price index futures for the month of Nov to the Reports section of this website (or one can click here to access.)  The report uses an end … Read More