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SEC releases Aug. 24 market volatility report

A trader works on the floor of the New York Stock Exchange on Aug. 24, 2015, in New York City.
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A trader works on the floor of the New York Stock Exchange on Aug. 24, 2015, in New York City.

The Securities and Exchange Commission made public a document outlining the volatile moves that took place Aug. 24.

The 88-page document breaks down the volatility seen in both the S&P 500 and Nasdaq 100 indexes, as well as on exchange-traded funds (ETFs).

The study also found that, over 50 percent of stocks with a market cap of more than $100 billion experienced a fall of at least 10 percent. "These included five of the largest 10," the report said.

The SEC also said that about 1,200 stocks with a market cap of less than $100 billion saw similar moves.

U.S. equities plunged more than 3.5 percent on Aug. 24, with S&P firms shedding $685 billion in market cap.