These tables look at the high prices that US housimng made over the last two years and compares them to the spot indexes and what the derivatives markets project will be the full swing out two-three years. Sources: Bloomberg, Radar Logic, TFS.
S&P/Case-Shiller Index - February 2008 v Highs | ||||||
Nov 2010 Future v High Index | ||||||
High Month | Hi Index | Feb 08 | High v Feb 08 | High v Feb 08 | ||
Atl | Jul 07 | 136.47 | 125.83 | (10.64) | -7.80% | |
Bos | Sep 05 | 182.48 | 160.31 | (22.17) | -12.15% | -17.80% |
Char | Aug 07 | 135.88 | 131.22 | (4.66) | -3.43% | |
Chi | Sep 06 | 168.60 | 153.33 | (15.27) | -9.06% | -19.45% |
Clev | Jul 06 | 123.49 | 106.82 | (16.67) | -13.50% | |
Dal | Jun 07 | 126.47 | 117.72 | (8.75) | -6.92% | |
Den | Aug 06 | 140.27 | 127.50 | (12.77) | -9.10% | -19.44% |
Det | Dec 05 | 127.05 | 97.61 | (29.44) | -23.17% | |
LA | Sep 06 | 273.94 | 214.83 | (59.11) | -21.58% | -43.78% |
LV | Aug 06 | 234.78 | 177.18 | (57.60) | -24.53% | -46.33% |
Mia | Dec 06 | 280.87 | 218.74 | (62.13) | -22.12% | -39.19% |
Min | Sep 06 | 171.12 | 145.93 | (25.19) | -14.72% | |
NY | Jun 06 | 215.83 | 198.46 | (17.37) | -8.05% | -22.07% |
Pho | Jun 06 | 227.42 | 172.72 | (54.70) | -24.05% | |
Port | Jul 07 | 186.51 | 176.24 | (10.27) | -5.51% | |
SD | Nov 05 | 250.34 | 190.34 | (60.00) | -23.97% | -38.64% |
Sea | Jul 07 | 192.30 | 179.85 | (12.45) | -6.47% | |
SF | May 06 | 218.37 | 174.54 | (43.83) | -20.07% | -40.47% |
Tamp | Jul 06 | 238.09 | 188.59 | (49.50) | -20.79% | |
WDC | May 06 | 251.07 | 207.05 | (44.02) | -17.53% | -26.71% |
10-C | Jun 06 | 226.29 | 190.58 | (35.71) | -15.78% | -29.12% |
20-C | Jul 06 | 206.52 | 175.94 | (30.58) | -14.81% | |
Radar Logic RPX - April 29, 2008 Publication Date v High Watermarks | ||||||
3 Year Swap v High Index | ||||||
High Month | High Month | 29-Apr-08 | High v | High v | ||
Pub date | 28 day Index | 28 day Index | Index | Index | ||
Atl | Aug 07 | 106.31 | 92.30 | (14.01) | -13.18% | |
Bos | Oct 05 | 257.46 | 198.29 | (59.17) | -22.98% | |
Char | Aug 07 | 101.62 | 97.15 | (4.47) | -4.40% | |
Chi | Aug 07 | 205.19 | 160.13 | (45.06) | -21.96% | |
Clev | Aug 05 | 99.59 | 85.94 | (13.65) | -13.71% | |
Col | Sep 05 | 103.92 | 91.16 | (12.76) | -12.28% | |
Den | Sep 07 | 152.56 | 128.00 | (24.56) | -16.10% | |
Det | Oct 05 | 121.60 | 94.80 | (26.80) | -22.04% | |
Jax | Jan 07 | 135.97 | 112.12 | (23.85) | -17.54% | |
LA | Jun 07 | 401.65 | 319.68 | (81.97) | -20.41% | |
LV | Jul 06 | 186.72 | 132.36 | (54.36) | -29.11% | |
Manh | Dec 07 | 1184.95 | 1117.59 | (67.36) | -5.68% | |
Mia | Jul 06 | 208.48 | 168.82 | (39.66) | -19.02% | |
Milw | Aug 07 | 135.29 | 107.60 | (27.69) | -20.47% | |
Minn | Aug 06 | 164.36 | 138.13 | (26.23) | -15.96% | |
NY | Aug 07 | 310.00 | 290.01 | (19.99) | -6.45% | |
Phi | Aug 07 | 164.59 | 148.65 | (15.94) | -9.68% | |
Phx | Aug 06 | 167.81 | 131.87 | (35.94) | -21.42% | |
Sacr | Nov 05 | 252.78 | 161.25 | (91.53) | -36.21% | |
SD | Jul 06 | 357.34 | 253.79 | (103.55) | -28.98% | |
Sea | Aug 07 | 236.16 | 217.56 | (18.60) | -7.88% | |
SF | Aug 07 | 463.32 | 372.95 | (90.37) | -19.50% | |
SJ | Jul 07 | 484.69 | 424.43 | (60.26) | -12.43% | |
Stl | Jul 07 | 124.52 | 98.54 | (25.98) | -20.86% | |
Tamp | Aug 06 | 147.18 | 115.26 | (31.92) | -21.69% | |
WDC | Jul 06 | 267.18 | 211.83 | (55.35) | -20.72% | |
25 C | Aug 07 | 278.32 | 239.26 | (39.06) | -14.03% | -32.03% |
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