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NYSE: ^MOVE - ICE BofAML MOVE Index
What is the ICE BofAML MOVE Index (NYSE: ^MOVE) index?
What are the historical values of the ^MOVE index?
✍: FYIcenter.com
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
2025-02-17, ≈22🔥, 0💬
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