CME Group » Equity Index » What Happened May 6, 2010?
What Happened May 6, 2010?
Resources for Researchers Analyzing May 6 Market Activity

On May 6, 2010, the equity and related derivatives markets - including markets for exchange-traded funds (ETFs) and stock index futures listed at CME Group exchanges - experienced significant trading activity within a short period of time.

Discussion of this incident continues, with analysts looking at:

  • What caused the event
  • How price protection measures (such as circuit breakers) are applied across related markets
  • The role various market participants serve in today’s markets
  • What might be done to prevent similar events

The resources on this page can help further the study and discussion of the May 6 incident.

Resources

Papers

What Happened on May 6?
Overview focusing of activity in our stock index futures markets

CME Group Statement Regarding Market Events on May 6, 2010

Data

May 6 Dataset File
Limited dataset of activity in CME E-mini S&P 500 future, SPDR ETFs and key stock issues.

CME DataMine Tool
For complete historical data on how our equity markets performed on May 6 and other time periods, use CME DataMine. This comprehensive tool is designed to enable in-depth research on our markets. CME DataMine offers tick-by-tick data on all products traded at CME Group. You can customize your request by product, time, date and other parameters. Provided directly from the source, this is the most comprehensive and authoritative data available on our products.

For more information on CME DataMine, e-mail marketdata@cmegroup.com or call (312) 634-8395.

Speeches

CME Group submission to CFTC Technology Advisory Committee (PDF 951 KB)
Statement to the CFTC Technology Advisory Committee meeting on July 14, 2010, presented by Bryan Durkin, Chief Operating Officer and Managing Director, Products and Services, CME Group

Statement of Craig Donohue, June 22, 2010 (PDF 951 KB)
Statement of Craig Donohue Before the Joint CFTC-SEC Committee on Emerging Regulatory Issues

Testimony of Terry Duffy, May 20, 2010 (PDF 429 KB)
Testimony of Terry Duffy, Executive Chairman, Before the Subcommittee on Securities, Insurance and Investment of the Senate Committee on Banking, Housing and Urban Affairs

Testimony of Terry Duffy, May 11, 2010 (PDF 256 KB)
Testimony of Terry Duffy, Executive Chairman, Before the Subcommittee on Capital Markets, Insurance and Government Sponsored Enterprises of the House Committee on Financial Services

Videos (Interviews)