Starting yesterday there has been a dramatic drop in the average trade lot size on the emini S&P. one of the things I track is trades >= 500 lots. there were almost none yesterday, which extremely unusual (unknown in my trading experience.) market delta chart of normal day: http://www.charthub.com/images/2009/10/06/ESbig chart of 10/5: http://www.charthub.com/images/2009/10/06/ESbig_2 today is the same. Does anyone know why this might be, other than some big players sitting it out? has there been a change in CME reporting of trades?