NYSE: ^MOVE - ICE BofAML MOVE Index

Q

What is the ICE BofAML MOVE Index (NYSE: ^MOVE) index? What are the historical values of the ^MOVE index?

✍: FYIcenter.com

A

The ICE BofAML MOVE Index (NYSE: ^MOV), measures expected volatility of the US fixed income market, by calculating the implied volatility of U.S. Treasury options using a weighted average of option prices on Treasury futures across multiple maturities (2, 5, 10, and 30 years).

The ^MOVE index was created by Harley Bassman, a former managing director at Merrill Lynch. The name, MOVE, stands for Merrill Lynch Option Volatility Estimate. Today, the ^MOVE index is maintained by ICE (Intercontinental Exchange).

The historical values of the ICE BofAML MOVE Index (NYSE: ^MOVE) index are presented below.

Northern Trust iBoxx 5-Year Tar
NYSE: ^MOVE
2026-09-22: 78.56089783 Point

Historical values in Point: Summary Detail
      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2026-09-22      78.56  (   -2.64,  -3.25%)  100.00%
2026-09-21      81.20  (    0.56,   0.69%)  103.36%
2026-09-18      80.64  (    4.42,   5.80%)  102.65%
2026-09-17      76.22  (   -4.51,  -5.59%)   97.02%
2026-09-16      80.73  (   -2.98,  -3.56%)  102.76%
2026-09-15      83.71  (   -0.19,  -0.23%)  106.55%
2026-09-14      83.90  (    1.69,   2.06%)  106.80%
2026-09-11      82.21  (    0.12,   0.15%)  104.64%
2026-09-10      82.09  (    5.35,   6.97%)  104.49%
2026-09-09      76.74  (    0.60,   0.79%)   97.68%
2026-09-08      76.14  (    3.04,   4.16%)   96.92%
2026-09-04      73.10  (   -1.58,  -2.12%)   93.05%
2026-09-03      74.68  (   -5.03,  -6.31%)   95.06%
2026-09-02      79.71  (    1.83,   2.35%)  101.46%
2026-09-01      77.88  (    2.56,   3.40%)   99.13%
2026-08-31      75.32  (    4.35,   6.13%)   95.87%
2026-08-28      70.97  (    1.11,   1.59%)   90.34%
2026-08-27      69.86  (    0.42,   0.60%)   88.92%
2026-08-26      69.44  (   -2.48,  -3.45%)   88.39%
2026-08-25      71.92  (   -1.48,  -2.02%)   91.55%
2026-08-22      73.40  (   -2.91,  -3.81%)   93.43%
2026-07-22      76.31  (    6.29,   8.98%)   97.13%
2026-06-22      70.02  (   -8.41, -10.72%)   89.13%
2026-05-22      78.43  (    8.55,  12.24%)   99.83%
2026-04-22      69.88  (  -38.96, -35.80%)   88.95%
2026-03-22     108.84  (   44.57,  69.35%)  138.54%
2026-02-22      64.27  (    7.77,  13.75%)   81.81%
2026-01-22      56.50  (   -5.20,  -8.43%)   71.92%
2025-12-22      61.70  (  -17.11, -21.71%)   78.54%
2025-11-22      78.81  (    3.32,   4.40%)  100.32%
2025-10-22      75.49  (   -0.31,  -0.41%)   96.09%
2025-09-22      75.80  (  -29.51, -28.02%)   96.49%
2024-09-22     105.31  (    0.00,   0.00%)  134.05%
2023-09-22     105.31  (    0.00,   0.00%)  134.05%
2022-09-22     105.31  (   44.24,  72.44%)  134.05%
2021-09-22      61.07  (   21.86,  55.75%)   77.74%
2020-09-22      39.21  (  -37.99, -49.21%)   49.91%
2019-09-22      77.20  (   31.04,  67.24%)   98.27%
2018-09-22      46.16  (   -6.72, -12.71%)   58.76%
2017-09-22      52.88  (   -7.68, -12.68%)   67.31%
2016-09-22      60.56  (  -21.04, -25.78%)   77.09%
2015-09-22      81.60  (   17.40,  27.10%)  103.87%
2014-09-22      64.20  (  -16.00, -19.95%)   81.72%
2013-09-22      80.20  (   19.73,  32.63%)  102.09%
2012-09-22      60.47  (  -40.13, -39.89%)   76.97%
2011-09-22     100.60  (   15.50,  18.21%)  128.05%
2010-09-22      85.10  (  -28.70, -25.22%)  108.32%
2009-09-22     113.80  (  -94.70, -45.42%)  144.86%
2008-09-22     208.50  (  104.80, 101.06%)  265.40%
2007-09-22     103.70  (   40.60,  64.34%)  132.00%
2006-09-22      63.10  (  -13.61, -17.74%)   80.32%
2005-09-22      76.71  (  -16.18, -17.42%)   97.64%
2004-09-22      92.89  (  -23.80, -20.40%)  118.24%
2003-09-22     116.69  (   -7.20,  -5.81%)  148.53%
2002-12-01     123.89  (        ,        )  157.70%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail

 

Relation of VIX and MOVE Indixes

Relation of 13Wk T-Bill Index and 30Yr Bond

US Treasury Security Indices

⇑⇑ Market Indices

2025-02-17, ≈22🔥, 0💬