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
2026-03-13: 91.16979980 Point

Historical values in Point: Summary Detail
Pages: 123456

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2004-08-01     102.66  (    5.45,   5.61%)  112.60%
2004-07-01      97.21  (    3.30,   3.51%)  106.63%
2004-06-01      93.91  (  -12.21, -11.51%)  103.01%
2004-05-01     106.12  (  -16.81, -13.67%)  116.40%
2004-04-01     122.93  (   17.01,  16.06%)  134.84%
2004-03-01     105.92  (   15.78,  17.51%)  116.18%
2004-02-01      90.14  (  -26.61, -22.79%)   98.87%
2004-01-01     116.75  (   -1.16,  -0.98%)  128.06%
2003-12-01     117.91  (   13.00,  12.39%)  129.33%
2003-11-01     104.91  (  -13.85, -11.66%)  115.07%
2003-10-01     118.76  (    2.07,   1.77%)  130.26%
2003-09-01     116.69  (   -9.86,  -7.79%)  127.99%
2003-08-01     126.55  (  -34.31, -21.33%)  138.81%
2003-07-01     160.86  (   57.26,  55.27%)  176.44%
2003-06-01     103.60  (    3.79,   3.80%)  113.63%
2003-05-01      99.81  (   10.54,  11.81%)  109.48%
2003-04-01      89.27  (  -22.82, -20.36%)   97.92%
2003-03-01     112.09  (    6.73,   6.39%)  122.95%
2003-02-01     105.36  (   -5.53,  -4.99%)  115.56%
2003-01-01     110.89  (  -13.00, -10.49%)  121.63%
2002-12-01     123.89  (        ,        )  135.89%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: 123456

 

Relation of VIX and MOVE Indixes

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

US Treasury Security Indices

⇑⇑ Market Indices

2025-02-17, ∼7906🔥, 0💬