Citi’s Painful Flash Crash Highlights Risks From Algo Trades

  • Monday’s shock spread quickly from one erroneous trade
  • Selloff briefly erased $315 billion from European equities
Citi’s London Trading Desk Behind European ‘Flash Crash’
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A rare flash crash in European stocks caused by a Citigroup Inc. trader highlights the risks from computer-initiated sell orders exacerbating a single human error.

The OMX Stockholm 30 Index slumped as much as 8% in just five minutes before 10 a.m. CET on Monday, but quickly recovered most of the losses. A trader at Citi’s London desk made an error inputting a transaction, sparking an abrupt selloff across European equities that briefly wiped out 300 billion euros ($315 billion).