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
2026-09-15: 83.70870209 Point

Historical values in Point: Summary Detail
      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2026-09-15      83.71  (   -0.19,  -0.23%)  100.00%
2026-09-14      83.90  (    1.69,   2.06%)  100.23%
2026-09-11      82.21  (    0.12,   0.15%)   98.21%
2026-09-10      82.09  (    5.35,   6.97%)   98.07%
2026-09-09      76.74  (    0.60,   0.79%)   91.68%
2026-09-08      76.14  (    3.04,   4.16%)   90.96%
2026-09-04      73.10  (   -1.58,  -2.12%)   87.33%
2026-09-03      74.68  (   -5.03,  -6.31%)   89.21%
2026-09-02      79.71  (    1.83,   2.35%)   95.22%
2026-09-01      77.88  (    2.56,   3.40%)   93.04%
2026-08-31      75.32  (    4.35,   6.13%)   89.98%
2026-08-28      70.97  (    1.11,   1.59%)   84.78%
2026-08-27      69.86  (    0.42,   0.60%)   83.46%
2026-08-26      69.44  (   -2.48,  -3.45%)   82.95%
2026-08-25      71.92  (   -2.06,  -2.78%)   85.92%
2026-08-24      73.98  (    0.58,   0.79%)   88.38%
2026-08-21      73.40  (    0.22,   0.30%)   87.69%
2026-08-20      73.18  (    1.92,   2.69%)   87.42%
2026-08-19      71.26  (   -3.72,  -4.96%)   85.13%
2026-08-18      74.98  (    5.40,   7.76%)   89.57%
2026-08-15      69.58  (    1.10,   1.61%)   83.12%
2026-07-15      68.48  (   -0.90,  -1.30%)   81.81%
2026-06-15      69.38  (  -10.49, -13.13%)   82.88%
2026-05-15      79.87  (   11.93,  17.56%)   95.41%
2026-04-15      67.94  (  -23.23, -25.48%)   81.16%
2026-03-15      91.17  (   21.07,  30.06%)  108.91%
2026-02-15      70.10  (   13.96,  24.87%)   83.74%
2026-01-15      56.14  (  -17.17, -23.42%)   67.07%
2025-12-15      73.31  (   -6.40,  -8.03%)   87.58%
2025-11-15      79.71  (    4.60,   6.12%)   95.22%
2025-10-15      75.11  (   -1.77,  -2.30%)   89.73%
2025-09-15      76.88  (  -28.43, -27.00%)   91.84%
2024-09-15     105.31  (    0.00,   0.00%)  125.81%
2023-09-15     105.31  (    0.00,   0.00%)  125.81%
2022-09-15     105.31  (   44.24,  72.44%)  125.81%
2021-09-15      61.07  (   21.86,  55.75%)   72.96%
2020-09-15      39.21  (  -37.99, -49.21%)   46.84%
2019-09-15      77.20  (   31.04,  67.24%)   92.22%
2018-09-15      46.16  (   -6.72, -12.71%)   55.14%
2017-09-15      52.88  (   -7.68, -12.68%)   63.17%
2016-09-15      60.56  (  -21.04, -25.78%)   72.35%
2015-09-15      81.60  (   17.40,  27.10%)   97.48%
2014-09-15      64.20  (  -16.00, -19.95%)   76.69%
2013-09-15      80.20  (   19.73,  32.63%)   95.81%
2012-09-15      60.47  (  -40.13, -39.89%)   72.24%
2011-09-15     100.60  (   15.50,  18.21%)  120.18%
2010-09-15      85.10  (  -28.70, -25.22%)  101.66%
2009-09-15     113.80  (  -94.70, -45.42%)  135.95%
2008-09-15     208.50  (  104.80, 101.06%)  249.08%
2007-09-15     103.70  (   40.60,  64.34%)  123.88%
2006-09-15      63.10  (  -13.61, -17.74%)   75.38%
2005-09-15      76.71  (  -16.18, -17.42%)   91.64%
2004-09-15      92.89  (  -23.80, -20.40%)  110.97%
2003-09-15     116.69  (   -7.20,  -5.81%)  139.40%
2002-12-01     123.89  (        ,        )  148.00%
----------  ---------  -------------------  -------
      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💬