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Constantine Courcoulas
Last Updated : Feb 05 2013 | 9:28 AM IST

Rogue trader: How do you drive up the price of a barrel oil by $2.50 in under an hour? Simple. First, place a great big one-way bet on oil futures in the wee hours of the morning, when trading is light. Then sit back and let market-chasers do the rest.

A PMV Oil Associates trader, identified as Steve Perkins by the Financial Times, allegedly did just that on Tuesday night. The unauthorised trade, placed on ICE Futures Europe, where traders bet on prices in several months’ time, is said to have singlehandedly pushed the price of crude oil from $71 to $73.50 per barrel.

The trade allegedly accounted for 9m barrels' worth of futures contracts. To put that in scale, the world’s largest producer, Saudi Arabia, puts out about 11m barrels of oil a day.

The market was shocked at the $650m bet – although the rogue trader presumably only had to put up a tiny fraction of that sum. It accounted for about half of the activity on Tuesday night.

Hyperactive traders and computer systems set off by the unexpected spike then began chasing the rally, despite the lack of any substantial news. Contracts for an additional 7m barrels of oil changed hands in that hour, pulling the price even further along.

PMV Oil’s computer systems quickly identified the unusual trading patterns. The firm began unloading its substantial volume of futures contracts, creating a broad selloff.

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PMV managed to sell fast enough to limit its losses to £10m. That’s an achievement. But the incident makes clear that even the world’s most heavily traded commodity can be manipulated remarkably easily.

The rogue trader’s motives aren’t clear. He may have been daring or malicious. But the traders who blindly followed him just look foolish.

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First Published: Jul 06 2009 | 12:46 AM IST

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