ITG launches new FX benchmark
The ITG FX Volatility Index aims to support best execution
ITG, an execution and research broker, has launched a new currency benchmark for traders and portfolio managers as the race to find alternatives heats up in the wake of the global regulatory investigation into trading practices around the WM/Reuters daily fix.
The ITG FX Volatility Index (FXVX) tracks historical volatility in 20 currency pairs and five aggregates, with the aim of predicting the extent of price moves for future trading dates. This is based on historical trends and adjustments for
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