Nanex Research

Nanex 14-May-2014 ~ Large Orders in Treasury Futures

On May 14, 2014 between 8:04 and 8:28 in the June 2014 2 Year T-Note Futures, there were regularly spaced appearances of 50,000+ sell orders, most of which were canceled within 5 seconds. This phenomenon also appeared on the next two days, May 15th and 16th.

All charts are of the June 2014 2-Year T-Note (ZT) Futures. (How to read these charts)

1. May 14, 2014.

2a. May 15, 2014.

2b. May 15, 2014.

3a. May 16, 2014.

3b. May 16, 2014

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