My first thought is that those are not odd lot sizes.
I'm fairly sure that if there was a communications system that was widely used in such a public manner that some broker who was under indictment would have given up the system in exchange for a good plea, and there are a lot of brokers over the years that have gone to jail or had huge fines.
A look at the way the LIBOR was being fixed is reasonable guide about how such things are done.
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