The largest real-world data set yet for Shockwave Coronary IVL, presented at #TCT2026#.⚡ The CathPCI Registry data set analyzed more than 250,000 #ShockwaveCoronaryIVL# outcomes, offering a powerful look at its use in everyday practice, including highly complex #ComplexPCI# cases with 79.3% high complexity lesions and 55.8% multivessel disease. The findings support consistent, predictable coronary performance in real-world practice. Thank you to Dr. @PrakritiGaba for presenting these important findings and bringing insights from this extensive data set to the field. US Rx only. Safety info: Product availability may vary by country.

A tortuous, heavily calcified RCA. Multiple calcium morphologies. Complex PCI decision-making. Watch Dr. Allen Jeremias (@DrAllenJ) and Dr. Lindsey Cilia (@lindsey_cilia) break down a real-world case and discuss how #ShockwaveC2Aero# performed, including insights on deliverability, imaging, procedural efficiency, and treatment strategy. Explore the full interview and case walkthrough at Dr. Jeremias and Dr. Cilia are paid consultants of Shockwave Medical. US Rx only. Safety Info: Product availability may vary by country.

🕵️‍♂️ Cracking calcium starts with the CALC checklist At the CALC Agency, every investigation is built on a structured approach: 📌 C as in Calcium morphology 📌 A as in Area of the lumen 📌 L as in Length & depth 📌 C as in Complexity & patient safety Four letters. One clear framework to help you decode calcific lesions and guide smarter, more confident decisions in complex PCI. Couldn’t make it to EuroPCR? The education continues on our website. 👉   #ShockwaveIVL# #CALCAgency# #InterventionalCardiology# #PCI# #Innovation# #EuroPCR# Supporting references are available at the following link:  US Rx only. Safety Info:   Product availability may vary by country.

Every calcified lesion tells a story… but are you reading all the clues? 🔎 At EuroPCR, physicians stepped into The CALC Agency: a virtual investigation where calcium is the mystery and you’re the one cracking the case. Through an immersive VR experience, Dr. Simon Wilson walks you through the scene, uncovering critical evidence with the CALC checklist: a structured way to assess calcific lesions and guide smarter, more confident device selection. Because in complex PCI, it’s not just about seeing calcium. It’s about understanding it. Interpreting it. Solving it. Missed the experience at EuroPCR? The investigation doesn’t stop here. Start your case now:   #ShockwaveIVL# #CALCAgency# #EuroPCR# #InterventionalCardiology# #PCI# #Innovation# US Rx only. Safety Info:  Product availability may vary by country.

LAPD is investigating the ComplexCon altercation that left LUCKI injured with a laceration as an attempted murder. Playboi Carti was also present There were 4 victims in total: 3 are in stable condition, and one transported themselves to a hospital.

The mechanics and complexities of futures expirations, and how HFTs and market makers handle them from a technical perspective. • A single futures contract is associated with more than one expiration-related date. Physically settled contracts in particular have first notice dates, last trading dates, last notice dates, last delivery dates, final settlement dates, and exchange-defined “roll dates” that may be none of the above. The underlying asset type determines which dates are most relevant for tracking expiration effects. In addition, an exchange’s current trade date is not necessarily the calendar date. For example, CME advances the trade date to the next business day at 16:00 CT. HFTs maintain accurate metadata including all relevant expiration dates by building proprietary symbology databases. Firms reconcile across multiple input sources including real-time binary-encoded symbol definitions from live market data feeds, daily universe files from FTP, and third-party normalization services such as Bloomberg and FactSet. • The official front month is not necessarily the most-traded front month. Volume and open interest routinely migrate days to weeks ahead of last trade date or first notice date. For example, Treasury futures roll most open interest in the last 10 business days before the delivery month starts. Liquidity rolls in energy and agricultural products are determined by commercial hedging and index fund activity. Market makers decide which futures contracts to reference based on empirical liquidity measurements. Live and historical market data capture services are essential for tracking when the market decides to shift to the next expiry. • ETFs with futures holdings will convert front month positions to back month positions gradually over a predefined roll period. Arbitrage market-making systems that accurately price the fair value of futures-based funds need to reference multiple contract expiries in the right quantities based on the trading day. The indexes used to settle commodity perpetual futures use a similar liquidity rolling strategy. ETF market makers download basket definition files directly from issuers and encode the roll mechanics from prospectuses to ensure the fund holdings are modeled correctly. Sometimes the issuers publish mistakes in their own basket files, providing an additional source of edge for participants savvy enough to catch them. • Efficiently trading out of front month futures positions and legging into the next expiry requires an understanding of market microstructure. Trading firms time execution to the optimal combination of order book depth and spread tightness in the front month contract, back month contract, and atomic calendar spread if supported by the exchange. HFTs build models that predict calendar roll prices and spreads as a function of time-to-expiry. Firms also deploy algorithms that gradually execute roll strategies while minimizing alpha leakage. Some firms will pre-position ahead of the liquidity roll based on known positions of large funds in order to take advantage of the expected flow. • Most futures brokerages automatically roll or liquidate positions to avoid expiry, especially in the case of physically settled commodity futures. The specific date used as the deadline depends on the clearing firm, with first notice and last trade the two most common cutoffs. Auto-liquidations incur extra fees and often result in large amounts of slippage from inefficient execution. The solution for HFTs is to become direct members of futures exchanges and avoid any intermediation by third-party clearing firms or brokerages. In place of external processes, the internal back-office teams at HFTs and market makers build monitoring tools to ensure futures trading desks do not unintentionally take positions to expiry or delivery. Exchange membership is prohibitively costly and time-consuming for non-HFT market participants. Solving the above issues with futures expirations has become a hard-won source of edge for many HFTs and market makers. While perpetual futures reduce complexity and deadweight cost, they also remove profit opportunities for trading firms and fee capture for exchanges, which is an under-discussed source of the current pushback against listing commodity perpetuals in the US.