Todays Dow Roller Coaster T&S

stock777

stock777

Note that the actual rug pull took place on NO VOLUME AT ALL. Looks like they simply pulled all bids. Or was there a glitch?


6/23/2005 YM 5-Sep 10400 2:28:30 PM 2
6/23/2005 YM 5-Sep 10439 2:28:30 PM 10
6/23/2005 YM 5-Sep 10432 2:28:30 PM 1
6/23/2005 YM 5-Sep 10420 2:28:30 PM 1
6/23/2005 YM 5-Sep 10417 2:28:30 PM 1
6/23/2005 YM 5-Sep 10415 2:28:30 PM 4
6/23/2005 YM 5-Sep 10385 2:28:30 PM 1
6/23/2005 YM 5-Sep 10380 2:28:30 PM 1
6/23/2005 YM 5-Sep 10400 2:28:30 PM 2
6/23/2005 YM 5-Sep 10400 2:28:30 PM 4
6/23/2005 YM 5-Sep 10400 2:28:30 PM 2
6/23/2005 YM 5-Sep 10400 2:28:30 PM 1
6/23/2005 YM 5-Sep 10400 2:28:30 PM 3
6/23/2005 YM 5-Sep 10400 2:28:30 PM 1
6/23/2005 YM 5-Sep 10400 2:28:30 PM 4
6/23/2005 YM 5-Sep 10439 2:28:30 PM 2
6/23/2005 YM 5-Sep 10400 2:28:30 PM 2
6/23/2005 YM 5-Sep 10409 2:28:30 PM 3
6/23/2005 YM 5-Sep 10411 2:28:30 PM 2
6/23/2005 YM 5-Sep 10410 2:28:30 PM 1
6/23/2005 YM 5-Sep 10437 2:28:30 PM 1
6/23/2005 YM 5-Sep 10432 2:28:30 PM 2
6/23/2005 YM 5-Sep 10356 2:28:31 PM 1
6/23/2005 YM 5-Sep 10387 2:28:31 PM 1
6/23/2005 YM 5-Sep 10396 2:28:31 PM 1
6/23/2005 YM 5-Sep 10396 2:28:31 PM 2
6/23/2005 YM 5-Sep 10380 2:28:31 PM 1
6/23/2005 YM 5-Sep 10354 2:28:31 PM 1
6/23/2005 YM 5-Sep 10330 2:28:31 PM 1
6/23/2005 YM 5-Sep 10326 2:28:31 PM 3
6/23/2005 YM 5-Sep 10300 2:28:31 PM 1
6/23/2005 YM 5-Sep 10300 2:28:31 PM 1
6/23/2005 YM 5-Sep 10300 2:28:31 PM 4
6/23/2005 YM 5-Sep 10356 2:28:31 PM 1
6/23/2005 YM 5-Sep 10350 2:28:31 PM 10
6/23/2005 YM 5-Sep 10300 2:28:31 PM 1
6/23/2005 YM 5-Sep 10300 2:28:31 PM 1
6/23/2005 YM 5-Sep 10300 2:28:31 PM 1
6/23/2005 YM 5-Sep 10356 2:28:31 PM 1
6/23/2005 YM 5-Sep 10396 2:28:31 PM 1
6/23/2005 YM 5-Sep 10316 2:28:32 PM 1
6/23/2005 YM 5-Sep 10298 2:28:32 PM 1
6/23/2005 YM 5-Sep 10300 2:28:32 PM 2
6/23/2005 YM 5-Sep 10294 2:28:33 PM 1
6/23/2005 YM 5-Sep 10298 2:28:33 PM 1
6/23/2005 YM 5-Sep 10300 2:28:33 PM 1
6/23/2005 YM 5-Sep 10304 2:28:33 PM 1
6/23/2005 YM 5-Sep 10302 2:28:34 PM 1
6/23/2005 YM 5-Sep 10345 2:28:34 PM 1
6/23/2005 YM 5-Sep 10345 2:28:34 PM 2
6/23/2005 YM 5-Sep 10345 2:28:34 PM 1
6/23/2005 YM 5-Sep 10299 2:28:34 PM 8
6/23/2005 YM 5-Sep 10299 2:28:34 PM 1
6/23/2005 YM 5-Sep 10301 2:28:34 PM 1
6/23/2005 YM 5-Sep 10345 2:28:34 PM 1
6/23/2005 YM 5-Sep 10345 2:28:34 PM 1
6/23/2005 YM 5-Sep 10345 2:28:34 PM 1
6/23/2005 YM 5-Sep 10345 2:28:34 PM 3
6/23/2005 YM 5-Sep 10345 2:28:35 PM 6
6/23/2005 YM 5-Sep 10364 2:28:35 PM 1
6/23/2005 YM 5-Sep 10367 2:28:35 PM 3
6/23/2005 YM 5-Sep 10369 2:28:35 PM 41
 
I don't get it.

I have seen this before with some size, but there is no size here.

I checked my Time and Sales too and it looks almost the same as the one you listed.
 
dunno, looks like some glitch in the Matrix to me. There are supposed to be market makers/arb guys in there to pick up the slack when the contract gets out of whack.

Really odd that there were many ping pong trades , where bids and offers widely spaced got filled simultaneously.

6/23/2005 YM 5-Sep 10400 2:28:30 PM 2
6/23/2005 YM 5-Sep 10439 2:28:30 PM 10
6/23/2005 YM 5-Sep 10432 2:28:30 PM 1
6/23/2005 YM 5-Sep 10420 2:28:30 PM 1
6/23/2005 YM 5-Sep 10417 2:28:30 PM 1
6/23/2005 YM 5-Sep 10415 2:28:30 PM 4
6/23/2005 YM 5-Sep 10385 2:28:30 PM 1
6/23/2005 YM 5-Sep 10380 2:28:30 PM 1
6/23/2005 YM 5-Sep 10400 2:28:30 PM 2

wtf is that? Someone posted a bid ask list, that shows 100 point spreads.

My guess is something broke.
 
This may be what the MM looked like during that dislocation.

BeatIt.gif
 
Watch carefully and during the day if you see size hitting several markets AT THE SAME TIME, SAME MINUTE, wait to see if follow through, then the market always goes the other way. Worked in AB the other day, its an amazing phenomena. I think whoever hit it, did so during a low liquidity period, and got more follow-through than they expected and then leaned into it and the stops followed. Nice trade.

Probably some MM who watched cnbc and decided Maria's comments were valid.
 
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