tremendous lquidity in the E-mini S&P

Discussion in 'Index Futures' started by sabena, May 13, 2002.

  1. sabena



    In the last hour of trading there was
    tremendous liquidity in E-mini S&P.
    The average volume was cumulative 2000
    contracts 5 deep where normal the average
    is around 1000.

    Anybody has a sensible explanation for this ??
  2. stevet


    i mentioned some time ago that more companies were going to start trading the eminis

    from bonds to stock traders

    liquidity feeds liquidity
  3. aldrums

    aldrums Guest

    Institutional buying. Ticks made new highs for the day in the last 15 minutes. Attached is a 15 Min. Bar Chart of the NYSE Tick indicator.
  4. josbarr


    Anticipation of April retail sales data???
  5. jeffm


    Was the actual volume traded higher, or just the bid/ask depth? Watch for awhile and you will see lots of 500 contract surges on the bid/ask 2 or 3 ticks away from the current market. These big contract blocks then disappear before price reaches them. My guess is that big boyz are trying to play level II type games with globex. I would be suprised if they were successful.
  6. sabena


    I was referring to the Bid/Ask depth, about
    2 times the average depth, not the volume

    Never seen such a depth....