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
Posts tagged ‘open interest’
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