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
----------  ---------  -------------------  -------
2012-09-01      60.47  (   -8.23, -11.98%)   86.91%
2012-08-01      68.70  (   -1.10,  -1.58%)   98.74%
2012-07-01      69.80  (   -3.40,  -4.64%)  100.32%
2012-06-01      73.20  (   -1.20,  -1.61%)  105.20%
2012-05-01      74.40  (   11.50,  18.28%)  106.93%
2012-04-01      62.90  (  -15.70, -19.97%)   90.40%
2012-03-01      78.60  (    2.70,   3.56%)  112.96%
2012-02-01      75.90  (    3.80,   5.27%)  109.08%
2012-01-01      72.10  (  -19.00, -20.86%)  103.62%
2011-12-01      91.10  (   -8.60,  -8.63%)  130.93%
2011-11-01      99.70  (   -7.50,  -7.00%)  143.29%
2011-10-01     107.20  (    6.60,   6.56%)  154.07%
2011-09-01     100.60  (    2.70,   2.76%)  144.58%
2011-08-01      97.90  (    9.90,  11.25%)  140.70%
2011-07-01      88.00  (   -0.90,  -1.01%)  126.47%
2011-06-01      88.90  (   17.40,  24.34%)  127.77%
2011-05-01      71.50  (   -5.30,  -6.90%)  102.76%
2011-04-01      76.80  (  -14.10, -15.51%)  110.38%
2011-03-01      90.90  (    0.40,   0.44%)  130.64%
2011-02-01      90.50  (   -5.70,  -5.93%)  130.07%
2011-01-01      96.20  (  -14.20, -12.86%)  138.26%
2010-12-01     110.40  (    8.50,   8.34%)  158.67%
2010-11-01     101.90  (    2.10,   2.10%)  146.45%
2010-10-01      99.80  (   14.70,  17.27%)  143.43%
2010-09-01      85.10  (  -18.60, -17.94%)  122.31%
2010-08-01     103.70  (   25.50,  32.61%)  149.04%
2010-07-01      78.20  (  -11.50, -12.82%)  112.39%
2010-06-01      89.70  (  -22.40, -19.98%)  128.92%
2010-05-01     112.10  (   26.60,  31.11%)  161.11%
2010-04-01      85.50  (    0.20,   0.23%)  122.88%
2010-03-01      85.30  (    4.10,   5.05%)  122.59%
2010-02-01      81.20  (   -5.10,  -5.91%)  116.70%
2010-01-01      86.30  (  -21.20, -19.72%)  124.03%
2009-12-01     107.50  (   21.40,  24.85%)  154.50%
2009-11-01      86.10  (  -27.40, -24.14%)  123.74%
2009-10-01     113.50  (   -0.30,  -0.26%)  163.12%
2009-09-01     113.80  (  -16.90, -12.93%)  163.55%
2009-08-01     130.70  (   -7.80,  -5.63%)  187.84%
2009-07-01     138.50  (  -24.00, -14.77%)  199.05%
2009-06-01     162.50  (   -2.90,  -1.75%)  233.55%
2009-05-01     165.40  (   41.20,  33.17%)  237.71%
2009-04-01     124.20  (    6.90,   5.88%)  178.50%
2009-03-01     117.30  (  -49.30, -29.59%)  168.58%
2009-02-01     166.60  (    3.70,   2.27%)  239.44%
2009-01-01     162.90  (  -27.10, -14.26%)  234.12%
2008-12-01     190.00  (  -24.00, -11.21%)  273.07%
2008-11-01     214.00  (    6.80,   3.28%)  307.56%
2008-10-01     207.20  (   -1.30,  -0.62%)  297.79%
2008-09-01     208.50  (  105.50, 102.43%)  299.66%
2008-08-01     103.00  (  -28.70, -21.79%)  148.03%
2008-07-01     131.70  (    5.70,   4.52%)  189.28%
2008-06-01     126.00  (   -4.20,  -3.23%)  181.09%
2008-05-01     130.20  (   11.10,   9.32%)  187.12%
2008-04-01     119.10  (  -26.40, -18.14%)  171.17%
2008-03-01     145.50  (   -9.70,  -6.25%)  209.11%
2008-02-01     155.20  (    1.50,   0.98%)  223.05%
2008-01-01     153.70  (    8.30,   5.71%)  220.90%
2007-12-01     145.40  (   13.90,  10.57%)  208.97%
2007-11-01     131.50  (   41.32,  45.82%)  188.99%
2007-10-01      90.18  (  -13.52, -13.04%)  129.61%
2007-09-01     103.70  (   -7.30,  -6.58%)  149.04%
2007-08-01     111.00  (   14.60,  15.15%)  159.53%
2007-07-01      96.40  (   18.90,  24.39%)  138.55%
2007-06-01      77.50  (   18.60,  31.58%)  111.38%
2007-05-01      58.90  (   -0.90,  -1.51%)   84.65%
2007-04-01      59.80  (   -8.10, -11.93%)   85.94%
2007-03-01      67.90  (   -1.90,  -2.72%)   97.59%
2007-02-01      69.80  (    8.20,  13.31%)  100.32%
2007-01-01      61.60  (   -5.20,  -7.78%)   88.53%
2006-12-01      66.80  (   -1.70,  -2.48%)   96.01%
2006-11-01      68.50  (    7.60,  12.48%)   98.45%
2006-10-01      60.90  (   -2.20,  -3.49%)   87.53%
2006-09-01      63.10  (    3.30,   5.52%)   90.69%
2006-08-01      59.80  (   -3.60,  -5.68%)   85.94%
2006-07-01      63.40  (   -2.10,  -3.21%)   91.12%
2006-06-01      65.50  (   -1.60,  -2.38%)   94.14%
2006-05-01      67.10  (    4.10,   6.51%)   96.44%
2006-04-01      63.00  (   -5.60,  -8.16%)   90.54%
2006-03-01      68.60  (   11.74,  20.65%)   98.59%
2006-02-01      56.86  (  -16.84, -22.85%)   81.72%
2006-01-01      73.70  (    1.61,   2.23%)  105.92%
2005-12-01      72.09  (   -1.41,  -1.92%)  103.61%
2005-11-01      73.50  (   -6.58,  -8.22%)  105.63%
2005-10-01      80.08  (    3.37,   4.39%)  115.09%
2005-09-01      76.71  (   -1.49,  -1.91%)  110.25%
2005-08-01      78.20  (    3.40,   4.55%)  112.39%
2005-07-01      74.80  (   -0.80,  -1.06%)  107.50%
2005-06-01      75.60  (    0.60,   0.80%)  108.65%
2005-05-01      75.00  (   -7.53,  -9.12%)  107.79%
2005-04-01      82.53  (   -5.17,  -5.90%)  118.61%
2005-03-01      87.70  (   -2.35,  -2.61%)  126.04%
2005-02-01      90.05  (   10.76,  13.57%)  129.42%
2005-01-01      79.29  (   -7.31,  -8.44%)  113.96%
2004-12-01      86.60  (   -2.96,  -3.31%)  124.46%
2004-11-01      89.56  (   -6.89,  -7.14%)  128.72%
2004-10-01      96.45  (    3.56,   3.83%)  138.62%
2004-09-01      92.89  (   -9.77,  -9.52%)  133.50%
2004-08-01     102.66  (    5.45,   5.61%)  147.54%
2004-07-01      97.21  (    3.30,   3.51%)  139.71%
2004-06-01      93.91  (  -12.21, -11.51%)  134.97%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: 1234567

 

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