So it turns out secrets from the sky is something of a tradition over there: http://sports.espn.go.com/mlb/playoffs/2009/news/story?id=4632491
Note the parade authority actively provided blank paper to the offices en route to prevent just this sort of thing. Which means the 2012 Macy’s parade was at least the third time it happened.
Government has (only? at least?) two valid roles in society: preventing people from infringing on others’ rights, and stepping in where the free market fails. I feel like data protection laws are a good fit for either category… this sort of thing being the extreme case.
Somewhere in the EU bureaucracy the shredder-parade is becoming an in-joke.