Select Highlights From Goldman's End Of Trading Recap

From vampire squid:

Some color on the extent of the selling from Laine Litman on the futures desk: Starting 6 minutes before the cash close we saw a strong sell off in ESM3. As predicted, volumes and volatility were high. We sold off 7 handles before the additional quick crash of 4.25 points in the final few seconds. Over 110k contracts traded in the last minute. This is the largest non-quarter end volumes seen since November 2011 (117k) and the largest volumes since June 2012 (111k).

Oh, so thaaaaaaat‘s where the volume was hiding.

    

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