Slammed

Tyler Durden's picture

At 13:19:58, in a brief 1 second interval, it appears someone (or thing) decided it was time to slam $138mm notional to work with no consequence for market impact or cost basis. 15,700 S&P 500 e-mini contracts surged through in that second, running all the stops above the highs of the day to test up to the highs from Monday (pre-election). Meanwhile, FX and Treasury markets are not at all enthused... but whetever it takes to get the Dow to all-time highs...

NMS Stock trades priced below $240 color coded by exchange via Nanex.

ES depth (or complete lack thereof) chart also via Nanex.

 

S&P 500 futures (volume came on stop-run above yesterday's highs)...

 

Bonds don't care...

 

FX doesn't care...

 

Charts: Bloomberg