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Strategies & Market Trends : Free Float Trading/ Portfolio Development/ Index Stategies
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From: dvdw©6/25/2007 8:56:24 AM
of 3821
 
Expect Shennanigans...... a Billion or more shares friday transacted under the Russell Rebalance which were never located (not matched trades) or were just plain Naked, suspect that SOI report due this week will show a decrease, but will expand again in july as fridays trades were past this months cut off.

90 % of all Vol in MM1 & MM2 occurred at the closing window.
You can be sure they had no inventory to fill these orders, so, lets see how the trade rationalizes this mess.
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