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yesterday vol spike


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yesterday vol spike

  #1 (permalink)
 
cory's Avatar
 cory 
virginia
 
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Oh SEC! What Sort Of BS Game Was This? - The Market Ticker

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  #2 (permalink)
 
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 Silvester17 
Columbus, OH
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sorry cory,

you're too late again. we solved that mystery already yesterday. eric confessed.

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  #3 (permalink)
 Mftkn 
Düsseldorf, Germany
 
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CME is investigating:


-----Original Message-----
From: CME Globex Control Center
Sent: Wednesday, January 13, 2010 4:54 PM
Subject: ESH0 Event
Importance: High

Between 11:03 and 11:04 CT today, there were a series of transactions in
ESH0 in which a market participant appears to have inadvertently traded
approximately 200,000 contracts as both buyer and seller.
CME maintains
trade practice and risk management rules and procedures respecting such
matters. In keeping with standard practices and CME's self-regulatory
responsibilities, CME is reviewing the circumstances of this event.




For further infos check also:

S&P 500 E-Mini Volume Surge Is Under Review, [AUTOLINK]CME[/AUTOLINK] Says (Update1) - Bloomberg.com

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  #4 (permalink)
Andrew
sea side
 
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sorry, I know I'm late ))
228 K, as per exchange rule all correct
it was known at the same time, investigation just to calm down public

Originally here was 280K typed, so that;s how all that goes
zero here zero there, then oops exchange are down

Krgds,
Andrew

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  #5 (permalink)
 Mftkn 
Düsseldorf, Germany
 
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The size is not the real problem, but it was one trader trading both sides (buyer and seller) and that is not allowed.

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Last Updated on January 15, 2010


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