ES -- DX/CL -- isee -- cboe put/call -- specialist/public short ratio -- trinq -- trin -- aaii bull ratio -- abx -- cmbx -- cdx -- vxo p&f -- SPX volatility curve -- VIX:VXO skew -- commodity screen -- cot -- conference board

Friday, May 08, 2009

 

SLP dropoff


following on previous postings regarding the supplemental liquidity provider trial period for goldman sachs here and here -- via zero hedge:

According to the most recent data out of the NYSE, Goldman's principal program trading dropped an astonishing 25%, hitting a many week low absolute number. Not only that, but the portion of Goldman's principal PT trades as a percentage of total, and as a multiple of agency and customer facilitation also dropped substantially. Now, if Goldman is indeed, in the words of Ed Canaday, merely providing market liquidity under the guise of the SLP program, did the NYSE all of a sudden just feel the need for much less liquidity last week?

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