Quote from Feeman:
Try buying 2500 and tell us what happened to price.
I have personally done blocks of 5,000 within 5 cents through ICAP and TFS, clearing ICE Swaps or Clearport. I used to trade energy commercially. That's what those facilities are there for.
And I have also traded ICE Swaps and Clearport through Chicago Prop Futures Groups. I have also traded PJM-W Swaps and HHNG Swaps at Chicago Prop Firms.
I would be happy to arrange an independently verifiable wager if you doubt it.