that chart sends chills down my back...... speaking of tudor, here's something one does not see everyday: enjoy ! surf
Yeah, you're probably right -- the futures were really deep that day (not!) and the bid-ask was at least 20-40 times wider than usual as I recall!
Bonds soared on the day of the crash, but gold did not benefit much on that day. The british government was in the process of privatising BP and had placed, via the bank of England, a very large number of shares to be sold with several NY investment banks. I know Salomen and Goldman were both involved, but i don't know who else. Some blamed this flood of BP stock into the sell side of the market as a precipitating factor, but i don't think that had anything to do with it.