I think the mid-point, down-tick CXXT trades are also designed to generate false volume and "game" the VWAP. I'm guessing the agreement the shorters have with the index funds is linked to the 5- of 10-day VWAP (i.e. to avoid a last minute share price manipulation). I don't think the MSCI rebalancing has completed, either, based on the volumes we've observed and the small decline in short positions observed up until last Tuesday. Still waiting for one or two of those large after-market XTs (i.e. ~60 million shares) that we saw on entry into the MSCI small cap index and ASX 200.
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