Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is designed to represent investors’ expectation of future volatility, and is calculated as the weighted arithmetic average of the 3-month level of implied volatility for 9 major currency pairs - with weights:
- EURUSD 35.90%
- USDJPY 21.79%
- GBPUSD 17.95
- USDCHF 5.13%
- USDCAD 5.13%
- AUDUSD 6.41%
- EURJPY 3.85%
- EURGBP 2.56%
- EURCHF 1.28%
IVs are calculated at 4pm London BBA fixing, with the weights corresponding to the average daily turnover in each cross.
Unless you have access to Bloomberg, the only source for the data is CNBC website.
Here are 2 files: 1 year of daily data, and 5 years of weekly data. Enjoy!
364 days, almost one year since the full-scale invasion, but russian soldiers have been killing Ukrainian citizens in Crimea and Donbas since 2014. In occupied territories russian have created concentration and torture camps.
"Izoliatsiia" is best known for its system of cruel physical torture which is applied to prisoners of all ages and genders. The most common method of torture is exposure to electricity. A newly arrived prisoner is immediately lowered into the basement, stripped naked, tightly taped to a metal table and connected to two wires from a field military phone. Then water is poured over the person and electric current is released. Among the prisoners of the concentration camp, one is considered to be lucky if the wires are tied to one’s fingers or ears. More often, one wire is connected to the genitals, and the second is inserted into the anus.
This is what is at stake, this is the russian plan for Ukraine, this is what we are fighting for. Readers from USA, Canada, Europe, and others - thank you for supporting Ukraine!
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