During the first Clinton-Trump presidential debate on September 26, 2016, the S&P 500 E-mini stock index futures, which trade nearly around the clock five days per week, increased in value by ~0.7% during the course of the 90-minute debate. A move of this magnitude, which represented a ~$175 billion dollar increase in the consensus view of US equity market capitalization, during evening hours, is extremely unusual.
As discussed in this article, the market's rise was correlated with Trump's poor debate performance. Prediction market activity showed that the consensus odds of a Clinton victory rose steadily through the debate. The simultaneous rise in both the market and in Clinton's chances appears to be a marker of concern that an economic downturn will arise if Trump wins the election.
The Second Clinton-Trump Presidential Debate is scheduled for 9:00 PM - 10:30 PM (ET) on Sunday, October 9. The CME Globex platform is scheduled to be open and trading during the entire debate window.
Prior to 10:30 PM ET on 10/09/2016, will the traded E-mini futures price change by more than 0.5% from the in-force traded price at 9:00 PM?