Nanex Research

Nanex ~ 12-Mar-2013 ~ Euro Rag Doll

On March 12, 2013 at 11:49:50, an algo appears to have gone out of control, causing wild oscillations in FTSE, CAC, SMI and DAX futures. Note a similar event occurred on December 14, 2012.

1. March 2013 FTSE Futures, 1-second interval chart showing trades.

2. March 2013 FTSE Futures - zooming in to about 1/2 minute of data.

3. March 2013 FTSE Futures - zooming in to 5 seconds of time.

4. March 2013 CAC Futures - showing about 1/2 minute of data. Charts 2, 5, 6 and 7 show the same time period.

5. March 2013 SMI Futures - showing about 1/2 minute of data. Charts 2, 5, 6 and 7 show the same time period.

6. March 2013 DAX Futures - showing about 1/2 minute of data. Charts 2, 5, 6 and 7 show the same time period.;

7. March 2013 Nasdaq-100 Futures - showing about 1/2 minute of data. Charts 2, 5, 6 and 7 show the same time period.

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