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 That, or the same exchange liquidating someone specific, with no shame or pretense to hide, of course. 
 I've seen occasions that people siphon funds over from one account to another by placing orders deep in the order book. You'll lose a lot of funds due to slippage and other people's orders, and works better on really thin books.

F.e. if you got access to an exchange account, but don't have access to withdrawal functionality, you can use this to move funds over to an account you control. That's in line with the fact that BitMEX closed some accounts for withdrawals, probably from accounts on the other end of these trades.