I introduced a new graph in the May review that I think will help anyone looking at prices across the front three expirations. I barely commented on the graph in the review. Now, with the benefit of more quotes since … Read More
Posts tagged ‘trading’
Prices on CME Case Shiller futures rose after the release of the March index numbers. As highlighted in the table below, the March indices for five regions (BOS, LAX, SDG, SFR, and WDC) were outside the bid/ask range (above) of … Read More
Friday I teed up ten intercity day orders for the May ’13 contracts. While I’m open to continuing that discussion, today I want to focus on the other end of the expirations -the Nov ’17 contracts.
Unlike the May ’13 … Read More
Inter-city spreads allow a trader to express a … Read More
Prices for Case Shiller futures largely tracked changes in the index numbers released Tuesday (April 30th) morning. The California markets were generally stronger, while DEN and CHI lagged on weaker index numbers. Mid-market levels for the California (and LAV, MIA) … Read More
Inter-city quote spreads may be a great way to express a view on the relative performance of two contracts for a given expiration. The outright level of home price moves may be reduced with a simulaneous buy and sell, execution … 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
Here’s a last idea on another way to approach inter-city spread trades. We’ve looked at one trade (BOS/NYM Nov 15) at the beginning of last week, then a calendar strip of trades between two cities across expirations (at the end … Read More
The futures markets are generally unchanged after this morning’s release of the Case Shiller indices, although there is a mix of up and down markets.
I’ve posted prices that I’ve observed over the last 24 hours. (That is these are … Read More