Positive Market-on-Close Imbalances Reported for Major US Indices

Market-on-close (MOC) imbalances for major US stock indices were reported as positive on April 13, 2026. These imbalances reflect the difference between buy and sell orders scheduled to execute at the market's closing price. Positive values suggest more buying interest than selling pressure at the session's end.

The S&P 500 recorded an MOC imbalance of +1927 million. This figure represents the net excess of buy orders over sell orders for S&P 500 components. Such imbalances can influence the final pricing of index futures and related exchange-traded funds.

For the Nasdaq 100, the imbalance was +847 million. This index, focused on technology and growth stocks, often sees heightened activity in MOC orders due to its composition. Traders use these imbalances to adjust positions ahead of the close.

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This subset highlights activity in high-profile names within the broader indices. Positive imbalances in this area may signal confidence in the tech sector.

imbalances are published by exchanges like the New York Stock Exchange and Nasdaq approximately 25 minutes before the market close.

They update every five minutes until five minutes before the bell. This information allows market participants to respond to potential order flow disparities. These reports stem from paired orders, where brokers match buys and sells at the closing price.

Unpaired portions create the imbalance. Regulators require dissemination to promote transparency and orderly markets.

imbalances can lead to upward pressure on closing prices for affected securities.

Investors and algorithmic traders monitor these figures closely. They may execute additional orders to capitalize on or mitigate the imbalance. For index investors, these imbalances affect settlement prices for futures contracts and options.

Mutual funds and ETFs tracking these indices must align with closing values. Persistent positive imbalances could contribute to end-of-day gains in the respective benchmarks. The reporting of these figures occurs daily during regular trading hours.

On this date, all major indices listed showed positive net buy imbalances. Market participants use this data as part of end-of-day positioning strategies.