Of course, a brokerage like Citi will run most of their trades larger than 1000 lots through their program trading, which splits the order into lots of smaller

Of course, a brokerage like Citi will run most of their trades larger than 1000 lots through their program trading, which splits the order into lots of smaller trades of 100-200. I agree that it sure sounds suspicious, but I seriously doubt the exchanges saw a single bid for 1.6b shares of the e-mini.