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Here Is Who Traded What And How Much Yesterday

Tyler Durden's picture




Here are the detailed Indications Of Interest blasts in the SPY blasted by various market makers. Not surprisingly JPMorgan, UBS and Morgan Stanley were the three busiest bees selling and buying in what was certainly a record day for their ETF and correlation desks. As the audiorecording posted earlier discloses, we know that MSCO at least was a size seller. We are curious who were the buyers, i.e., doing the bidding of Liberty 33.

Granular IOIA:

And summary IOIA:




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Fri, 05/07/2010 - 07:01 | Link to Comment RobotTrader
RobotTrader's picture

Some incredible round trips:

Charts of top S & P 500 stocks:

http://clearstation.etrade.com/cgi-bin/bbs?post_id=9309381

Charts of top Nasdaq stocks:

http://clearstation.etrade.com/cgi-bin/bbs?post_id=9309380

 

Fri, 05/07/2010 - 07:28 | Link to Comment Goyim Sheep
Goyim Sheep's picture

Salomon(C) and Swiss Bank are the feds bitches on a normal day. Not sure what went down during the rout yesterday.

Fri, 05/07/2010 - 07:34 | Link to Comment John McCloy
John McCloy's picture

 I remember during the drop below 10 in Jan before the ramp that UBS came in and bought a huge block of SPYs much like that figure we are seeing here.

Fri, 05/07/2010 - 07:47 | Link to Comment Goyim Sheep
Goyim Sheep's picture

Funny how the bids started coming in within a few points of the circuit breakers. 1053? on ES

Fri, 05/07/2010 - 12:34 | Link to Comment VegasBD
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What are the current circuit breakers set at? Is it 10% and shuts down for an hour? I cant remember, anyone have a link?

Fri, 05/07/2010 - 08:04 | Link to Comment Mordor
Mordor's picture

tbh, I m very scared...this was not a mistake, was done on purposes. I hope they did not use the general situation just to get all the stop, maybe alredy knowing the today's NFP.

It's crazy, I know...but I hope not to see another nice manipulation.

 

Fri, 05/07/2010 - 08:06 | Link to Comment Jack Ryan
Jack Ryan's picture

I wonder if the Fed became a client of UBS after the tax deal.

Fri, 05/07/2010 - 08:36 | Link to Comment dcb
dcb's picture

you need to break the data down by percent. when you show any one form is trading a high percent it means that firm is manipulating the market

Fri, 05/07/2010 - 08:50 | Link to Comment Thalamus
Thalamus's picture


I thought savvy investors with like minds overcame their fear and purchased massive SPY and other futures contracts seeing what a great deal the indexes were at the time?  The question is how do these obvious agents of the government unload their massive inventory of futures contracts?  They probably already had a sizable chunk from the last years' melt up of the market, and added more over the evening to get a positive futures open today.

Fri, 05/07/2010 - 09:18 | Link to Comment Grand Supercycle
Grand Supercycle's picture

 

Posted 1 week before the recent crash:

"The weekly DOW chart shows an expanding wedge indicating a significant move is probable ....this remains an overbought bear market rally and the uptrend could falter at any time.

http://www.zerohedge.com/forum/latest-market-outlook-0#comment-326767

Fri, 05/07/2010 - 10:32 | Link to Comment barthezz
barthezz's picture

what is the bloomberg command to get the screens above? anyone have an idea?

thx

Fri, 05/07/2010 - 10:52 | Link to Comment Mordor
Mordor's picture

IOIA

(history to get the granular)

Fri, 05/07/2010 - 11:03 | Link to Comment barthezz
barthezz's picture

thanks. got it!

Fri, 05/07/2010 - 13:28 | Link to Comment theprofromdover
theprofromdover's picture

But my pal Lloyd told me HFT was to help liquidity, sschoooorley?

Sun, 06/05/2011 - 07:56 | Link to Comment sun1
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