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
2026-08-03: 80.48390198 Point

Historical values in Point: Summary Detail
Pages: 234567

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2003-12-01     117.91  (   13.00,  12.39%)  146.50%
2003-11-01     104.91  (  -13.85, -11.66%)  130.35%
2003-10-01     118.76  (    2.07,   1.77%)  147.56%
2003-09-01     116.69  (   -9.86,  -7.79%)  144.99%
2003-08-01     126.55  (  -34.31, -21.33%)  157.24%
2003-07-01     160.86  (   57.26,  55.27%)  199.87%
2003-06-01     103.60  (    3.79,   3.80%)  128.72%
2003-05-01      99.81  (   10.54,  11.81%)  124.01%
2003-04-01      89.27  (  -22.82, -20.36%)  110.92%
2003-03-01     112.09  (    6.73,   6.39%)  139.27%
2003-02-01     105.36  (   -5.53,  -4.99%)  130.91%
2003-01-01     110.89  (  -13.00, -10.49%)  137.78%
2002-12-01     123.89  (        ,        )  153.93%
----------  ---------  -------------------  -------
      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, ≈16🔥, 0💬