Amazingly there is a market maker for these futures. His name is John H. Dolan and he has the website https://www.homepricefutures.com/ where he posts quotes in one lot size not only for every expiry, but for every regional sub-index as well. Hero.
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"I've been the market maker for the S&P CME Case Shiller contracts for ~10 years, have been involved in most trades, often have more than half the OI, and am typically providing >75% of quotes." Got to respect the dedication.
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Wild. Think he hedges with spot?
Thanks. Twitter will use this to make your timeline better. UndoUndo
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Feel like there’s a 33 Act loophole here where a bank could issue a hedging product to a client referencing the index and then do like 5 contracts the day of the swap calculation and jerk them around
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Does FTX solve this?
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