Someone Decided To Buy $1 Billion eMinis In 1 Second At The All Time High

Tyler Durden's picture

Someone decided that 1436ET was the perfect time to buy $1bn worth of S&P 500 futures (10k contracts) in 1 second (and $1.8 billion in that minute)... this flush of volume is the largest minute of the day and lifted all equity indices and ETFs in one magical move. As a result of the order, bonds rallied even as and VIX is higher on the day.

 

 

 

10k contracts in 1 second and 18.6k contracts in that minute...

 

and Bonds rallied...

 

Charts: Bloomberg