Equity Market Volatility on August 24, 2015

Equity Market Volatility on August 24, 2015
A research note from the US Securities and Exchange Commission Staff of the Office of Analytics and Research Division of Trading and Markets. It is not intended to reach or suggest any legal conclusions or factual findings regarding the causes of the volatility on August 24 or potential steps to address volatility. Rather, it is a preliminary step to help inform a public assessment of the operation of U.S. equity markets under stressed conditions.