The ability of high dynamic range (HDR) to capture details in environments with high contrast has a significant impact on privacy in video surveillance. However, the extent to which HDR imaging affects privacy, when compared to a typical low dynamic range (LDR) imaging, is neither well studied nor well understood. To achieve such an objective, a suitable dataset of images and video sequences is needed. Therefore, we have created a publicly available dataset of HDR video for privacy evaluation PEViD-HDR, which is an HDR extension of an existing Privacy Evaluation Video Dataset (PEViD). PEViD-HDR video dataset can help in the evaluations of privacy protection tools, as well as for showing the importance of HDR imaging in video surveillance applications and its influence on the privacy-intelligibility trade-off. We conducted a preliminary subjective experiment demonstrating the usability of the created dataset for evaluation of privacy issues in video. The results confirm that a tone-mapped HDR video contains more privacy sensitive information and details compared to a typical LDR video.