I was looking at volume stats for the ES for yesterday 11/14/06. During the 8:30-3:15 session, we traded about 1,104,928 contracts, and that volume came from 45,190 trades. Of that, 39922 trades were 50 lots or less, with small trades making up 88% of the trades. Those trades, however, accounted for 21.83% of the total volume. The large trades of 50 lots or more, while only being 11.66% of the total number of trades accounted for 78.17% of the total volume. I dont really have a point to make from all this, other than I found the stats to be in interesting example of "The 80/20 Rule" being found in trading.