Archives by Tag 'trading'
I posted my monthly recap of trading activity in the CME Case Shiller futures in the reports section (or you can link by clicking here).
The key observations are:
- 14 contracts traded across 6 regions, and 4 expirations.
I had a question from a reader that reminded me that the schedule for rolling out of new contracts may not be intuitive to those that don’t follow the contract every day. There are 11 expirations in the CME Case … Read More
I’ve finally been able to post a recap of activity in the CME Case Shiller (home price index) Futures here. (I’ve had challenges at the server level, on the trade-entry platform, and with juggling work that have all contributed … Read More
Quotes on all of the Nov ’14 CME Case Shiller futures edged lower after the release of this morning’s monthly CS indices, as illustrated in the row highlighted in yellow “One Day Price Moves”. That line shows the change in … Read More
As I’ve written earlier, I’m trying to get first-time readers (and the press) to focus on the CUS Nov ’16 contract as a benchmark of market sentiment for the overall home price market. A benefit of focusing on one contract … Read More
Over the last few months headlines have simultaneously touted rising AND falling home prices (or at least indices). As seen in the table below, nominal, non-seasonally adjusted (NSA) home prices have continued to grind higher (albeit at ever slower implied … Read More
Since there has been so little trading in the first halves of the last 3-4 months I’d thought that we might have more luck with early-in-the-month trading by suggesting that trades focus on a smaller set of contracts. As such, … Read More
It seems that a growing numbers of commentators are becoming ever-louder in their bearish views. Yet few give their readers any practical advice as to how to put this “knowledge” to work. Are they suggesting that people sell their houses … Read More
I continue to believe that while traders may approach outright markets with some caution that they can be more aggressive when expressing views of relative performance. That is, they may not have a precise view about how much the LAX … Read More
I’ve posted the February monthly recap of activity in the CME Case Shiller housing contracts to the Reports section (or one can access here).
A key impression when comparing information from Feb 28 versus Jan 31 (or Dec 31, … Read More