Starting the tournament with a double black, Anand defended pretty well for a long time before Nakamura crashed through after persistent pressure.
The first round of the event started with a bang with all games ending decisively.
As in the first edition of the Grand Chess tour, Veselin Topalov of Bulgaria caused the biggest upset for the second time running when he defeated world champion Magnus Carlsen of Norway in what was a repeat of the Norway tournament opener in June this year.
With five winners on the first day, the event has started in a unique way as in recent history such high number of decisive games are hard to find.
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Anand, however, was a little unlucky to lose from an equal position against Nakamura out of a Catalan opening where the Indian played black.
Anand resigned after three more moves rather prematurely in opinion of some masters but the pressure was immense in addition to the material deficit.
Carlsen lost after coming across a new idea by Topalov early in the opening. The World champion sacrificed a piece for some dangerous compensation but it was the calm response by the Bulgarian that saved him the blushes in the end.
Aronian played the game of the day, crushing Caruana with his white pieces. The Queen's gambit declined met with a severe attack by the Armenian star and Caruana was helpless after Aronian spotted a brilliant rook sacrifice to rip apart black's position. The game lasted 39 moves.