Archives by Tag 'SDG'

As Nov. expiration approaches

By blogadmin - Last updated: Wednesday, November 20, 2013

The last day of trading for the Nov 2013 contract is Monday.   (Recall that the Case Shiller indices will be released on Tuesday and that the Nov 2013 contract will settle on those numbers.)  With only a few days to … Read More

Basics: What If CUS Index composition weights change?

By blogadmin - Last updated: Sunday, November 3, 2013

The weighting for Case Shiller composite indices (e.g. CUS 10-city, referenced in the CME contracts) may be adjusted 2- 3 years after the 2010 census, per the Case Shiller index methodology.  I raise this notion to: 1) increase awareness, 2) … Read More