Posts tagged ‘open interest’

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

Basics: Historical Volume, Open Interest 2006-2013

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

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

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