One way or another this is going to get wild… As Nanex exposes, liquidity in the S&P 500 e-mini futures contract (the most liquid equity trading vehicle) is the lowest it has ever been on an FOMC Day…
Comparing eMini Liquidity to past FOMC days $ES_F – today is the lowest pic.twitter.com/8dnVuVlQ9r
— Eric Scott Hunsader (@nanexllc) January 28, 2015