13 January 2010

13 JAN 2010, Wednesday

  1. Holy Crop! 
  2. Someone with really, really, really big pockets wants the SP500 futures market up.  Ordinarily, about 5-8,000 contracts trade each minute.  At 12:03 EST today, 230,000 contracts traded in 1 minute!!???
  3. Hmmm...bad data?  Who the hell has that kind of firepower?
  4. Was that Goldman Sachs flipping the bird to futures traders and saying "We've brought our HFT death machines to you, too."?

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