BANKS MARGIN CALLED: The $19B Fed Injection That Stopped Silver's Flash Crash At $69

On January 7th, 2026, silver plunged more than $9 in under 20 minutes — then recovered almost just as fast.

The mainstream explanation blamed “technical glitches” and “algo errors.”
This investigation looks deeper at the liquidity mechanics, futures positioning, and physical-market behavior that occurred during the event.

In this video you’ll see:

• The precise minute-by-minute timeline of the flash crash
• How large futures liquidations amplify volatility
• Why overnight repo usage spiked the following session
• What the Fed’s weekly balance-sheet data actually shows
• How physical dealers and Shanghai pricing behaved during the crash
• What this divergence between paper and physical markets could mean going forward

🔍 Investigation Framework

Time window analyzed: Jan 7, 2026 — 11:45 AM to 12:30 PM EST
Markets reviewed: COMEX silver futures, Shanghai Futures Exchange silver, U.S. bullion retail pricing
Data inputs: CME time & sales, dealer pricing checks, Federal Reserve H.4.1 balance-sheet releases

📚 Public Reference Sources

• CME Group — Silver Futures Market Data
• Federal Reserve H.4.1 Statistical Release (Weekly Balance Sheet)
• LBMA Market Structure Papers
• Shanghai Futures Exchange price data
• Dealer pricing — APMEX, JM Bullion, SD Bullion, Money Metals Exchange
• COMEX warehouse inventory reports — cmegroup.com/delivery-reports

⚠️ Disclaimer

This content is for educational and informational purposes only.
Nothing in this video constitutes financial, investment, or trading advice.

All opinions expressed are personal interpretations of publicly available data.
Market conditions change rapidly and viewers are solely responsible for their own financial decisions.

🛎 Why Subscribe?

This channel focuses on market-structure anomalies, liquidity events, and physical-market signals that are rarely discussed in mainstream media.

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