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.

ICE BofAML MOVE Index
NYSE: ^MOVE
2026-08-14: 69.57959747 Point

Historical values in Point: Summary Detail
Pages: 1234567

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2021-01-01      47.41  (   -1.57,  -3.21%)   68.14%
2020-12-01      48.98  (    8.14,  19.93%)   70.39%
2020-11-01      40.84  (  -21.07, -34.03%)   58.70%
2020-10-01      61.91  (   22.70,  57.89%)   88.98%
2020-09-01      39.21  (   -7.81, -16.61%)   56.35%
2020-08-01      47.02  (    5.04,  12.01%)   67.58%
2020-07-01      41.98  (  -12.15, -22.45%)   60.33%
2020-06-01      54.13  (    2.58,   5.00%)   77.80%
2020-05-01      51.55  (   -2.04,  -3.81%)   74.09%
2020-04-01      53.59  (  -30.28, -36.10%)   77.02%
2020-03-01      83.87  (  -25.80, -23.53%)  120.54%
2020-02-01     109.67  (   36.69,  50.27%)  157.62%
2020-01-01      72.98  (   14.70,  25.22%)  104.89%
2019-12-01      58.28  (    1.71,   3.02%)   83.76%
2019-11-01      56.57  (   -9.31, -14.13%)   81.30%
2019-10-01      65.88  (  -11.32, -14.66%)   94.68%
2019-09-01      77.20  (   -9.69, -11.15%)  110.95%
2019-08-01      86.89  (   31.64,  57.27%)  124.88%
2019-07-01      55.25  (  -15.18, -21.55%)   79.41%
2019-06-01      70.43  (   -2.25,  -3.10%)  101.22%
2019-05-01      72.68  (   23.21,  46.92%)  104.46%
2019-04-01      49.47  (   -9.08, -15.51%)   71.10%
2019-03-01      58.55  (   11.33,  23.99%)   84.15%
2019-02-01      47.22  (   -2.59,  -5.20%)   67.86%
2019-01-01      49.81  (  -16.77, -25.19%)   71.59%
2018-12-01      66.58  (   14.15,  26.99%)   95.69%
2018-11-01      52.43  (   -7.70, -12.81%)   75.35%
2018-10-01      60.13  (   13.97,  30.26%)   86.42%
2018-09-01      46.16  (   -4.55,  -8.97%)   66.34%
2018-08-01      50.71  (    4.21,   9.05%)   72.88%
2018-07-01      46.50  (   -4.67,  -9.13%)   66.83%
2018-06-01      51.17  (   -9.37, -15.48%)   73.54%
2018-05-01      60.54  (   10.19,  20.24%)   87.01%
2018-04-01      50.35  (   -8.19, -13.99%)   72.36%
2018-03-01      58.54  (   -4.43,  -7.04%)   84.13%
2018-02-01      62.97  (    5.77,  10.09%)   90.50%
2018-01-01      57.20  (   10.60,  22.75%)   82.21%
2017-12-01      46.60  (   -0.23,  -0.49%)   66.97%
2017-11-01      46.83  (   -4.32,  -8.45%)   67.30%
2017-10-01      51.15  (   -1.73,  -3.27%)   73.51%
2017-09-01      52.88  (    1.75,   3.42%)   76.00%
2017-08-01      51.13  (    2.99,   6.21%)   73.48%
2017-07-01      48.14  (   -7.08, -12.82%)   69.19%
2017-06-01      55.22  (    1.27,   2.35%)   79.36%
2017-05-01      53.95  (   -6.24, -10.37%)   77.54%
2017-04-01      60.19  (   -0.51,  -0.84%)   86.51%
2017-03-01      60.70  (  -10.19, -14.37%)   87.24%
2017-02-01      70.89  (   -1.63,  -2.25%)  101.88%
2017-01-01      72.52  (    0.89,   1.24%)  104.23%
2016-12-01      71.63  (   -9.33, -11.52%)  102.95%
2016-11-01      80.96  (   15.49,  23.66%)  116.36%
2016-10-01      65.47  (    4.91,   8.11%)   94.09%
2016-09-01      60.56  (   -8.52, -12.33%)   87.04%
2016-08-01      69.08  (    4.93,   7.69%)   99.28%
2016-07-01      64.15  (   -8.49, -11.69%)   92.20%
2016-06-01      72.64  (    4.73,   6.97%)  104.40%
2016-05-01      67.91  (    2.99,   4.61%)   97.60%
2016-04-01      64.92  (   -3.88,  -5.64%)   93.30%
2016-03-01      68.80  (  -14.59, -17.50%)   98.88%
2016-02-01      83.39  (    9.39,  12.69%)  119.85%
2016-01-01      74.00  (    6.20,   9.14%)  106.35%
2015-12-01      67.80  (   -2.10,  -3.00%)   97.44%
2015-11-01      69.90  (   -3.20,  -4.38%)  100.46%
2015-10-01      73.10  (   -8.50, -10.42%)  105.06%
2015-09-01      81.60  (   -6.10,  -6.96%)  117.28%
2015-08-01      87.70  (   11.90,  15.70%)  126.04%
2015-07-01      75.80  (  -16.50, -17.88%)  108.94%
2015-06-01      92.30  (    9.60,  11.61%)  132.65%
2015-05-01      82.70  (    7.40,   9.83%)  118.86%
2015-04-01      75.30  (  -10.80, -12.54%)  108.22%
2015-03-01      86.10  (   -5.30,  -5.80%)  123.74%
2015-02-01      91.40  (    4.80,   5.54%)  131.36%
2015-01-01      86.60  (   17.70,  25.69%)  124.46%
2014-12-01      68.90  (    2.30,   3.45%)   99.02%
2014-11-01      66.60  (   -2.10,  -3.06%)   95.72%
2014-10-01      68.70  (    4.50,   7.01%)   98.74%
2014-09-01      64.20  (    3.71,   6.13%)   92.27%
2014-08-01      60.49  (    4.03,   7.14%)   86.94%
2014-07-01      56.46  (    3.76,   7.13%)   81.14%
2014-06-01      52.70  (   -5.60,  -9.61%)   75.74%
2014-05-01      58.30  (   -0.60,  -1.02%)   83.79%
2014-04-01      58.90  (   -2.90,  -4.69%)   84.65%
2014-03-01      61.80  (    4.10,   7.11%)   88.82%
2014-02-01      57.70  (   -7.00, -10.82%)   82.93%
2014-01-01      64.70  (   -8.80, -11.97%)   92.99%
2013-12-01      73.50  (    5.50,   8.09%)  105.63%
2013-11-01      68.00  (    6.30,  10.21%)   97.73%
2013-10-01      61.70  (  -18.50, -23.07%)   88.68%
2013-09-01      80.20  (  -23.30, -22.51%)  115.26%
2013-08-01     103.50  (   20.90,  25.30%)  148.75%
2013-07-01      82.60  (  -17.20, -17.23%)  118.71%
2013-06-01      99.80  (   19.80,  24.75%)  143.43%
2013-05-01      80.00  (   30.80,  62.60%)  114.98%
2013-04-01      49.20  (   -8.10, -14.14%)   70.71%
2013-03-01      57.30  (    1.42,   2.54%)   82.35%
2013-02-01      55.88  (   -9.72, -14.82%)   80.31%
2013-01-01      65.60  (    6.20,  10.44%)   94.28%
2012-12-01      59.40  (    7.60,  14.67%)   85.37%
2012-11-01      51.80  (  -19.63, -27.48%)   74.45%
2012-10-01      71.43  (   10.96,  18.12%)  102.66%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: 1234567

 

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