Nanex Market Anomaly Research Our business is supplying a real-time data feed comprising trade and quote data for all US equity, option, and futures exchanges. We have archived this data since 2004 and have created and used numerous tools to help us sift through the enormous dataset: approximately 2.5 trillion quotes and trades as of June 2010. May 6th, had approximately 7.6 billion trade, quote, level 2, and depth records. Market Research Nanex's larger research pieces regarding recent market activity. Strange Days Nanex's daily short reports on irregular occurrences in the market. Flash Crash Analysis Nanex's Flash Crash Research Reports, from our initial report to our final conclusion. Algos Various reports describing new found algos roaming the market as well as past archives such as Nanex's Crop Circle of the Day collection. News Chronological media reports about Nanex Research. Inquiries: pr@nanex.net This report and all material shown on this website is published by Nanex, LLC and may not be reproduced, disseminated, or distributed, in part or in whole, by any means, outside of the recipient's organization without express written authorization from Nanex. It is a violation of federal copyright law to reproduce all or part of this publication or its contents by any means. This material does not constitute a solicitation for the purchase or sale of any securities or investments. The opinions expressed herein are based on publicly available information and are considered reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT with respect to this report. Any person using this material does so solely at their own risk and Nanex and/or its employees shall be under no liability whatsoever in any respect thereof.