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According to this
http://biz.yahoo.com/cbsm-top/041207/0f8c1050df70adc53448d333f9269133_1.html
"Williamson noted that losses accelerated after a large $3.3 billion
sale of electronic S&P futures hit the tape."
Okay. As far as I understand, notional value of ES is $50 * S&P (say 1185?)
So, number of contracts involved = 3.3 * 1,000,000,000 / (50 * 1185) = 55696
yikes. I want to be that dude / duderina who pulled that trigger. Gotta
increase my size... someday... hehe
Abhijit
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