CME Market Deregulators

Shedding light on illegal trading behavior the CME turns a blind eye to.

[CME Market Deregulators @CmeDeregulators]

It’s the morning of one of the busiest days of the US Treasury roll, and the ZF spread is 17k up. Nice job destroying liquidity @CMEGroup

[CME Market Deregulators @CmeDeregulators]

@CMEGroup It’s not to late to roll back the tick size in the Five Year Treasury Spread. So far today, 1.4M volume in the ZN spread, 500k volume in the ZF spread. No liquidity in the ZF for participants to execute.

[CME Market Deregulators @CmeDeregulators]

@Interest_Rates Look at that difference in liquidity.

[CME Market Deregulators @CmeDeregulators]

@Interest_Rates Glad TY(Ten year) is going so well. Wish I could say the same about the ZF(Five year) spread. Why is there no liquidity in the ZF spread? Oh that’s right you cut the tick size in half, no one is willing to make a market. Good luck rolling 6.5M OI.

[CME Market Deregulators @CmeDeregulators]

He then buys 582 and then machine guns in at least 6 more orders to have time on the first 2,000.

This happens all day in grain spreads. I will keep reporting it.

[CME Market Deregulators @CmeDeregulators]

Todays Example: Soybean Oil - ZLH6-ZLK6 spread.

You will see the same thing every time. Resting orders on a price get ‘cancelled on cross’ then he flips the market and machine guns in multiple prices on the new price turn. This is him taking it bid

[CME Market Deregulators @CmeDeregulators]

If you look at the 2nd picture, there was 3624 on the offer before that 15, and 513 bought. That immediately triggered him to delete all his offers. He was around 2,500 of the remaining 3,100 offer.

[CME Market Deregulators @CmeDeregulators]

Time to start exposing the “Grain Flipper”. He’s been in front month grain spreads for years, constantly flipping. I’m just going to keep posting about it until the CME Group does something, so that means probably forever.

[CME Market Deregulators @CmeDeregulators]

Someone bid over 2500 10 lots limit up in Dec Hogs pre open. Totaling over 25k. Pulled all of them 40 mins later. Appears to be a huge algo error. When they started to delete the orders the algo appeared to keep firing them back in. Machines gone wild!

#cme #hogs #trading #cftc

[CME Market Deregulators @CmeDeregulators]

@alsabogal @WilliamCohan @VanityFair It appears this writer looked at the total volume in ES for those time periods. It could have been insiders loading up, but it would have been far smaller of a position than he claims.

[CME Market Deregulators @CmeDeregulators]

@WilliamCohan @VanityFair As interesting as this article is you really need to provide evidence of how you know people put these positions on. Buying 400k ES in a short amount of time is not exactly and easy thing to do. I’m assuming you’re talking about block trades?

[CME Market Deregulators @CmeDeregulators]

Corn spreads gone wild! Wonder if that broker got the wrong Dec July spread.
#corn #spreads #zc #cmegroup #trading

[CME Market Deregulators @CmeDeregulators]

@RaganBlair @Phs818 You can’t

[CME Market Deregulators @CmeDeregulators]

1400 ZC Dec futures were sold 40 seconds before the release of the monthly crop report. Just a smidge suspicious. Corn outrights were 10 cents lower after the release. That’s a $700k profit for 1 second of work. Not to bad.

#cmegroup #corn #InsiderTrading #cftc #futures

[CME Market Deregulators @CmeDeregulators]

@JohnNetto It’s impossible for stops to have the same time stamp as the sell orders that trigger them, since they need a step in time to process the new price change.

[CME Market Deregulators @CmeDeregulators]

@JohnNetto You are correct, most of the time that is the case. However, this instance it was a solid 1407 lot sell order. The pic I provided is evidence of that. Each column is a unique time stamp from the exchange, so all those sells have the exact same time stamp.

[CME Market Deregulators @CmeDeregulators]

And yes I get he got filled on a 4 lot, 1% of his working qty. That doesn’t change the fact that the order was put in for the sole purpose to manipulate the market.

#spoofing #cme #corn #cmegroup #futures #trading

[CME Market Deregulators @CmeDeregulators]

@CMEGroup You want a great example of spoofing? Take a look at corn spreads. ZC Mar20May20 There was 357 on the offer, someone throws a 4510 lot on the offer. Deletes his 4510 lot after 1 minute. That’s a 1263% increase.