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Market Maker Surveillance Report. KEY, EFA, RSP, IVV, IWD, XLF, Bearishly Biased Price Friction For Monday, December 6th 2010

^{Published on 2010-12-06 19:00:41, Last Modified on 2010-12-22 19:36:14 - WOPRAI}
 

December 6, 2010 / M2 PRESSWIRE / BUYINS.NET / www.buyins.net, announced today its proprietary Market Maker Friction Factor Report for Monday. Since October 2008 market makers are now required to be on the bid as much as they are on the offer and for like amounts of stock. This Fair Market Making Requirement is designed to prevent market makers from manipulating stock prices. On Monday there were 2603 companies with "abnormal" market making, 2654 companies with positive Friction Factors and 2660 companies with negative Friction Factors. Here is a list of the top companies with Abnormal Price Friction (bearish bias) in their stock prices. This means that there was more buying than selling in the stocks and their stock prices dropped. KEYCORP (NYSE:KEY), ISHARES MSCI EAFE INDEX FUND (NYSE:EFA), RYDEX S&P EQUAL WEIGHT ETF (NYSE:RSP), ISHARES S&P 500 INDEX FUND (NYSE:IVV), ISHARES RUSSELL 1000 VALUE (NYSE:IWD), FINANCIAL SELECT SECTOR SPDR (NYSE:XLF). To access Friction Factor, Naked Short Data and SqueezeTrigger Prices on all stocks please visit http://www.buyins.net .

Market Maker Friction Factor is shown in the chart below:

     Symbol     Change       Percent      Buy Volume      Buy %%       Sell Volume     Sell %%      Net Volume      Friction
     KEY        $-0.020      -0.23%       5,359,365       53.16%       3,905,531       38.74%       1,453,834       Abnormal
     EFA        $-0.250      -0.44%       8,535,077       54.55%       7,120,163       45.51%       1,414,914       Abnormal
     RSP        $-0.030      -0.07%       4,431,228       51.22%       491,334         5.68%        3,939,894       Abnormal
     IVV        $-0.090      -0.07%       2,074,778       72.21%       798,315         27.79%       1,276,463       Abnormal
     IWD        $-0.060      -0.10%       2,301,269       65.23%       828,865         23.49%       1,472,404       Abnormal
     XLF        $-0.030      -0.20%       26,847,280      51.58%       25,568,247      49.12%       1,279,033       Abnormal

Analysis of the Friction Factor chart above shows that each of the six stocks mentioned above had more buying than selling on Monday and their stock prices dropped. The Friction Factor displays how many more shares of buying than selling are required to move a stock higher by one cent or how many more shares of selling than buying moves a stock lower by 1 cent.

For example, the chart above shows XLF with 1,279,033 greater shares of buying than selling (NetVol) and the stock price was down $-0.03000. This means the Market Makers were trading the stock in a way inconsistent with normal supply and demand (Economics 101); more buying than selling should cause prices to rise.

KEYCORP (NYSE:KEY) - KeyCorp operates as a holding company for KeyBank National Association that provides various banking services in the United States. The company operates in Community Banking and National Banking divisions. The Community Banking division provides regional banking services, including deposit and investment products; personal finance services and loans comprising residential mortgages, home equity, and installment loans; deposits, investment and credit products, and business advisory services to small businesses; and financial, estate and retirement planning, and asset management services to high-net-worth clients. This division also provides commercial banking products and services, such as commercial lending, cash management, equipment leasing, investment and employee benefit programs, succession planning, access to capital markets, and derivatives and foreign exchange to mid size businesses. The National Banking division offers real estate capital and corporate banking services. Its real estate capital banking services include construction and interim lending, permanent debt placements and servicing, equity and investment banking, and other commercial banking products and services to developers, brokers, and owner-investors. This divisions corporate banking services comprise cash management, interest rate derivatives, and foreign exchange products and services. It also offers commercial lending, treasury management, derivatives, foreign exchange, equity and debt underwriting and trading, and syndicated finance products and services, as well as provides equipment financing services. KeyCorp also offers personal and corporate trust services, principal investing, community development financing, securities brokerage, and merchant services. As of December 31, 2009, it operated 1,007 retail banking branches in 14 states; and 1,495 automated teller machines in 16 states. The company was founded in 1849 and is headquartered in Cleveland, Ohio.

ISHARES MSCI EAFE INDEX FUND (NYSE:EFA) - ISHARES TRUST MSCI

RYDEX S&P EQUAL WEIGHT ETF (NYSE:RSP) - RYDEX SP500 EQUAL WT

ISHARES S&P 500 INDEX FUND (NYSE:IVV) - ISHARE S&P 500 IN

ISHARES RUSSELL 1000 VALUE (NYSE:IWD) - ISHARES RUS 1000 VAL

FINANCIAL SELECT SECTOR SPDR (NYSE:XLF) - FINANCIAL SEL SPD

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BUYINS.NET, www.buyins.net , monitors trading in all US stocks in real time and maintains massive databases of short sale and naked short sale time and sales data, short squeeze SqueezeTrigger prices, market maker price movements, shareholder data, statistical data on earnings, sector correlation, seasonality, hedge fund trading strategies, comparable valuations. Reports include:

REGULATORY & COMPLIANCE NEWS

Friction Factor -- market maker surveillance system tracking Level II market makers in all stocks to determine Price Friction and compliance with new "Fair Market Making Requirements"

RegSHO Naked Shorts -- tracks EVERY failure to deliver in all US stocks and tracks all Threshold Security Lists daily for which stocks have naked shorts that are not in compliance with Regulation SHO

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SqueezeTrigger -- 29 billion cell database tracks EVERY short sale (not just total short interest) in all US stocks and calculates volume weighted price that a short squeeze will begin in each stock.

Earnings Edge -- predicts probability, price move and length of move before and after all US stock earnings reports.

Seasonality -- predicts probability, price move and length of move based on exact time of year for all US stocks.

Group Trader -- tracks sector rotation and stock correlation to its sector and predicts future moves in ALL sectors and industry groups.

Pattern Scan -- automates tracking of every technical pattern and predicts time and size of move in all stocks.

GATS (Global Automated Trading System) -- tracks all known trading strategies and qualifies and quantifies which are working best in real time.

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