Posts tagged ‘open interest’
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
I just posted the May monthly trading recap for the Case Shiller futures to the Reports section here. You can also click here http://homepricefutures.com/blog/wp-content/uploads/2010/04/CS-Futures-May-31-Final.pdf to download a copy of the report.
My intent in preparing this report is to try … Read More
Last week I highlighted the markets with the narrowest bid/ask spreads with the idea that traders might want to focus their energies in those markets as the probability of a trade seemed higher. This week, I want to start with … Read More
With the trades in Denver contracts last month, open interest is up to 118, prior to the release of today’s Case-Shiller index #’s.
With the expiration of the May contract open interest has declined to less than 100 contracts – although three new positions were added with trading from Tuesday May 25th.
The distribution of open interest by “city” and contract maturity is:… Read More
Open Interest in the CME Home Price futures contracts has been holding steady over the last few months and appears, by my calculations, to tally just over 100 contracts. 
Three of the 11 contracts (Chicago, Washington, and the 10-city Index) … Read More
