Working the trade deadline (and the weeks before that) is similar to the dilemma that comic fans have when shopping at a comic convention. When you first arrive, you're excited to get what you want, and there are plenty of sellers. But what they're offering may not be the best they have to offer, and they are likely to be priced higher than the seller really thinks they're worth. If you luck out, you may find one seller that hasn't gauged the market and has a bargain out there, but those are far and few between.
The buyer who waits until the last day of the show - those are the ones who get the deals. Knowing that they don't want to lug all this stuff back to where they originally came from, sellers are more likely to mark down or negotiate a better price just to make sure that they get something for what they were selling, instead of going home without a sale. The seller might also be selling something that he wasn't selling earlier in the show - something he wasn't going to sell earlier but changed his mind. However, the buyer who waits until the last day looking for bargains may miss out on the things he really wanted - which were sold earlier - and risks either coming home himself empty-handed, or even worse buying something he didn't really need just to say he bought something there, and dealing with the buyer's regret in the months that follow.
So let's see who got screwed on the 2006 trade deadline's Sunday afternoon: