ITG, a leading execution and research broker, today announced the launch of the ITG FX Volatility Index (ITG FXVX), a daily benchmark for Foreign Exchange traders and portfolio managers. The ITG FX Volatility Index forecasts the volatility in the coming trading day based on historical trends and adjusts for implied volatility as well as recent volatility trends across dealers and ECNs on the previous trading day.
ITG Trading Cost Index upgraded
ITG also upgraded their FX Trading Cost Index (ITG FXCX) to include cost estimates for 5 currency aggregates (Asia Pacific, Big 3, Commonwealth, Emerging Markets and Europe) as well as 20 currency pairs, see example below:
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