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
Pages: ◀◁…234567

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2007-05-01      58.90  (   -0.90,  -1.51%)   74.97%
2007-04-01      59.80  (   -8.10, -11.93%)   76.12%
2007-03-01      67.90  (   -1.90,  -2.72%)   86.43%
2007-02-01      69.80  (    8.20,  13.31%)   88.85%
2007-01-01      61.60  (   -5.20,  -7.78%)   78.41%
2006-12-01      66.80  (   -1.70,  -2.48%)   85.03%
2006-11-01      68.50  (    7.60,  12.48%)   87.19%
2006-10-01      60.90  (   -2.20,  -3.49%)   77.52%
2006-09-01      63.10  (    3.30,   5.52%)   80.32%
2006-08-01      59.80  (   -3.60,  -5.68%)   76.12%
2006-07-01      63.40  (   -2.10,  -3.21%)   80.70%
2006-06-01      65.50  (   -1.60,  -2.38%)   83.37%
2006-05-01      67.10  (    4.10,   6.51%)   85.41%
2006-04-01      63.00  (   -5.60,  -8.16%)   80.19%
2006-03-01      68.60  (   11.74,  20.65%)   87.32%
2006-02-01      56.86  (  -16.84, -22.85%)   72.38%
2006-01-01      73.70  (    1.61,   2.23%)   93.81%
2005-12-01      72.09  (   -1.41,  -1.92%)   91.76%
2005-11-01      73.50  (   -6.58,  -8.22%)   93.56%
2005-10-01      80.08  (    3.37,   4.39%)  101.93%
2005-09-01      76.71  (   -1.49,  -1.91%)   97.64%
2005-08-01      78.20  (    3.40,   4.55%)   99.54%
2005-07-01      74.80  (   -0.80,  -1.06%)   95.21%
2005-06-01      75.60  (    0.60,   0.80%)   96.23%
2005-05-01      75.00  (   -7.53,  -9.12%)   95.47%
2005-04-01      82.53  (   -5.17,  -5.90%)  105.05%
2005-03-01      87.70  (   -2.35,  -2.61%)  111.63%
2005-02-01      90.05  (   10.76,  13.57%)  114.62%
2005-01-01      79.29  (   -7.31,  -8.44%)  100.93%
2004-12-01      86.60  (   -2.96,  -3.31%)  110.23%
2004-11-01      89.56  (   -6.89,  -7.14%)  114.00%
2004-10-01      96.45  (    3.56,   3.83%)  122.77%
2004-09-01      92.89  (   -9.77,  -9.52%)  118.24%
2004-08-01     102.66  (    5.45,   5.61%)  130.68%
2004-07-01      97.21  (    3.30,   3.51%)  123.74%
2004-06-01      93.91  (  -12.21, -11.51%)  119.54%
2004-05-01     106.12  (  -16.81, -13.67%)  135.08%
2004-04-01     122.93  (   17.01,  16.06%)  156.48%
2004-03-01     105.92  (   15.78,  17.51%)  134.83%
2004-02-01      90.14  (  -26.61, -22.79%)  114.74%
2004-01-01     116.75  (   -1.16,  -0.98%)  148.61%
2003-12-01     117.91  (   13.00,  12.39%)  150.09%
2003-11-01     104.91  (  -13.85, -11.66%)  133.54%
2003-10-01     118.76  (    2.07,   1.77%)  151.17%
2003-09-01     116.69  (   -9.86,  -7.79%)  148.53%
2003-08-01     126.55  (  -34.31, -21.33%)  161.09%
2003-07-01     160.86  (   57.26,  55.27%)  204.76%
2003-06-01     103.60  (    3.79,   3.80%)  131.87%
2003-05-01      99.81  (   10.54,  11.81%)  127.05%
2003-04-01      89.27  (  -22.82, -20.36%)  113.63%
2003-03-01     112.09  (    6.73,   6.39%)  142.68%
2003-02-01     105.36  (   -5.53,  -4.99%)  134.11%
2003-01-01     110.89  (  -13.00, -10.49%)  141.15%
2002-12-01     123.89  (        ,        )  157.70%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: ◀◁…234567

 

⇒ 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💬