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Violent Dump Of 6,800 E-Minis Leads To Flash Sale
Starting at 11:06, S&P futures began to slide, picked up at 11:09, then at ~11:11:11, someone decided to dump 6,800 e-mini contracts in one second all at once in a nice fiduciary-duty-worthy trade as Europe begins to close and POMO ends. That is around $625 million notional... Volume overall was huge in the last few minutes (as the chart below shows). VIX jerked 0.4 vols higs to 13.4%; JPY banged higher against the USD (but stocks still well below JPY expectations); and bonds quickly bid 1-2bps. This dump in the S&P drops it back to one-week lows.
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- Jan 21, 2014 11:33am Jan 21, 2014 11:33am
- Idoscon
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- Mednetuser
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- shiva
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- Exodus
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Carbon-Dioxide: the gas of life!
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- Spreadbetter
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"The meek shall inherit the earth.." Yeah right, good luck with that shit..
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- shiva
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