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In August's edition of SIFMA Insights Monthly Market Metrics and Trends report, we explore the unwinding of the USD-JPY carry trade➡️ https://bit.ly/3XvAIhc Metrics: • Volatility (VIX): Monthly average 19.31; 33.5% M/M, +21.8% Y/Y • S&P 500 (Price): Monthly average 5,478.21; -1.1% M/M, +22.9% Y/Y • Performance (month/year): best = cons staples/tech +5.8%/+26.5%; worst = energy/cons disc -2.3%/+5.8% • Equity ADV: Monthly average 11.5 billion shares; +2.3% M/M, +9.0% Y/Y • Options ADV: Monthly average 47.0 million contracts; -3.4% M/M, +8.1% Y/Y

Market Metrics and Trends: SIFMA Insights

Market Metrics and Trends: SIFMA Insights

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