Is there some point or concrete method CME will use to decide which trades will be busted or not? I understand their basic feeling is that fictitious trades that are way away from the actual market will not stand. It looks like the SEC uses 20% away from the prevailing market as their bust threshold for stock trades. If I remember correctly, on May 6 2010, all of the futures trades were held, even though ES went from like 1130 to 1060 in a few minutes. Is that because the cash market went there also, even though it wasn't really an orderly market anywhere? obviously this is wishful thinking/moot point at this point. but just wondering where someone could put a bid in now and reasonably expect to get filled (and the trade ruled valid) at this point.