One of the more scientific oriented comments poses this question:

If an engineer analyzed this, what would he see?   At the first moment of disintegration, the shards tend to propagate separations that are longer in a tangential direction than in a radial direction; this suggests a dominating banded, tangential laminar structure to the polymer chains of the CD’s polycarbonate substrate. Such a disk structure of roughly concentric bands would more freely expand tangentially with the extensive centrifugal forces that differentially increase with radius, the most extended circumference toward the outside, giving it the necessary ruffle that must leave the plane of the CD like a sine wave wrapped around a cylinder.  

Well that CD is toast!  We hope you like the video and don’t try this without the supervision of a professional.