Archives by Tag 'open interest'
I took a final tweak at May ’15 quotes, but I must say that this month -more than any in the last 6 – has an element of “pushing on a string”. That is, I don’t get the sense that … Read More
I posted a recap of activity in the CME S&P Case Shiller home price futures for the month of March in the Reports section. In addition there is a set of graphs for 11 contracts, and prices and price changes … Read More
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
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
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
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