Nanex Research
Nanex ~ 18-Mar-2014 ~ FTSE Rockets 1.3% and back in 1 Second
On March 18, 2014, at 11:10:09, the FTSE 100 futures contracts (symbol Z) suddenly rocketed
1.3% on significant volume. Most of the price returned to normal within about 10 seconds.
During the same second (11:10:09) the following ETF's had unusually high trading activity:
VEA, VGK, EFA, EWU and IEV. Also during the same second there was significant activity in
FCE. FTI, ES, DX, 6B and 6E futures.
1. March 2014 FTSE (Z) Futures
2. March 2014 FTSE (Z) Futures - Zoom of 27 seconds of trading.
3. March 2014 FTSE (Z) Futures - Zoom showing 5 seconds of trading.
Note the 5 separate buying waves.
4. June 2014 FTSE (Z) Futures - Zoom showing 5 seconds of trading.
The June contract also shows 5 separate buying waves - note how the first 4 are ~270
contracts, while the 5th surge is 540 which is twice 270.
5. EWU - a related ETF traded in New York.
6. EWU Zoom
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