I’ve tried to get traders on Tuesday mornings to spend some time focusing on Case Shiller futures. Earlier this morning there were 14 one-point bid/ask spread markets across the CHI, CUS, LAX and NYM contracts. (See table).
Several quotes are for more than one lot. I’d be open to increasing the bid or ask size for specific inquiries.
There are also relatively tight calendar spreads- also with more than one lot – for those interested in that approach to trading.
I’m also willing to accommodate inquiries in inter-region trades so if anyone wants to take a view on NYM vs LAX or any contract vs CUS, please let me know.
Finally, I’d encourage others who want to see this market thrive to consider “just going along” by joining the bid or ask side. Price spreads have collapsed to the point where that shouldn’t be the reason to limited trading. Any help in adding to the depth of the market (i.e. the size available for trading) would be appreciated.
Feel free to contact me (johnhdolan@homepricefutures.com) if you have any questions.