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Explaining Today's "Massive Stop Loss" Quad-Witching Market Waterfall: Why 2000 Must Be Defended At All Costs 

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Sat, 19 Dec 15 12:35 AM | 67 view(s)
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Submitted by Tyler Durden on 12/18/2015 - 11:43

Levels to watch are the large imbalances in favor of puts in Dec SPX put contracts at 2050, 2000, 1950, 1900 strikes. It further writes that "as SPX moves below these levels market makers who are short these puts would be forced to sell spot futures to hedge, which could exacerbate a market selloff."

http://www.zerohedge.com/news/2015-12-18/explaining-todays-massive-stop-loss-quad-witching-market-waterfall-why-2000-must-be-




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