Archives by Tag 'open interest'

Recap of Nov activity posted

By blogadmin - Last updated: Tuesday, December 3, 2013

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

Basics: Historical Volume, Open Interest 2006-2013

By blogadmin - Last updated: Saturday, November 9, 2013

In working to update the marketing book, I compiled historical open interest and volume data from the CME covering the period 2006-2013 into two tables in the Reports section (or that one can access here volume, open interest) … Read More

Two weeks to go -Aug ’13 contract tightens up

By blogadmin - Last updated: Tuesday, August 13, 2013

I mentioned in yesterday’s blog (on calendar spreads) that the bid/ask spreads in the Aug ’13 outright markets had narrowed.  That seemed to challenge/prompt other traders yesterday to bring spreads in further.  (Thanks! Always appreciated!)  Those actions resulted in 35 … Read More

Feb 2013 Contract ~ one week to go

By blogadmin - Last updated: Thursday, February 14, 2013

The Feb 2013 (G13) contract will settle on Feb 26th when the Case Shiller indices for December are released.  While there is limited open interest (22 contracts w/ 11 in LAV) this is an important contract to watch in the … Read More