New Tool Tracks Volatility in 20 Currency Pairs and 5 Aggregates NEW YORK, Sept. 16, 2014 (GLOBE NEWSWIRE) -- ITG (NYSE:ITG), a leading execution and research broker, today announced the launch of the ITG FX Volatility Index (ITG FXVX), an innovative 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 also upgraded the ITG FX Trading Cost Index (ITG FXCX) to include cost estimates for 5 currency aggregates (Asia Pacific, Big 3, Commonwealth, Em...
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