I noticed the open interest in the stock index futures both pit and electronic increased by a very large amount friday ... I know friday is triple witch and its possibly related to this ... now I only need to know the direction of the move ...
Seth, Open interest spikes, going into every roll. There's a large number of Sept. positions that were offset Thurs, and Fri in Dec. Those U-Z spreads will be executed this week, and O.I. will move down to more normal levels.