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
2026-06-16: 67.27649689 Point

Historical values in Point: Summary Detail
      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2026-06-16      67.28  (   -2.08,  -3.00%)  100.00%
2026-06-12      69.36  (   -0.09,  -0.13%)  103.10%
2026-06-11      69.45  (   -4.50,  -6.09%)  103.23%
2026-06-10      73.95  (   -3.08,  -4.00%)  109.92%
2026-06-09      77.03  (    0.05,   0.06%)  114.50%
2026-06-08      76.98  (    1.78,   2.37%)  114.42%
2026-06-05      75.20  (    4.04,   5.68%)  111.78%
2026-06-04      71.16  (   -2.42,  -3.29%)  105.77%
2026-06-03      73.58  (    0.15,   0.20%)  109.37%
2026-06-02      73.43  (    0.10,   0.14%)  109.15%
2026-06-01      73.33  (    3.11,   4.43%)  109.00%
2026-05-29      70.22  (    0.48,   0.69%)  104.38%
2026-05-28      69.74  (   -1.16,  -1.64%)  103.66%
2026-05-27      70.90  (   -4.05,  -5.40%)  105.39%
2026-05-26      74.95  (   -3.48,  -4.44%)  111.41%
2026-05-22      78.43  (   -1.29,  -1.62%)  116.58%
2026-05-21      79.72  (   -1.81,  -2.22%)  118.50%
2026-05-20      81.53  (   -3.79,  -4.44%)  121.19%
2026-05-19      85.32  (    5.45,   6.82%)  126.82%
2026-05-16      79.87  (   13.98,  21.22%)  118.72%
2026-04-16      65.89  (  -19.36, -22.71%)   97.94%
2026-03-16      85.25  (   15.15,  21.61%)  126.72%
2026-02-16      70.10  (   12.05,  20.76%)  104.20%
2026-01-16      58.05  (   -9.09, -13.54%)   86.29%
2025-12-16      67.14  (  -12.57, -15.77%)   99.80%
2025-11-16      79.71  (   -1.52,  -1.87%)  118.48%
2025-10-16      81.23  (    4.14,   5.37%)  120.74%
2025-09-16      77.09  (    0.43,   0.56%)  114.59%
2025-08-16      76.66  (  -12.86, -14.37%)  113.95%
2025-07-16      89.52  (   -3.96,  -4.24%)  133.06%
2025-06-16      93.48  (  -11.83, -11.23%)  138.95%
2024-06-16     105.31  (    0.00,   0.00%)  156.53%
2023-06-16     105.31  (    0.00,   0.00%)  156.53%
2022-06-16     105.31  (   48.04,  83.88%)  156.53%
2021-06-16      57.27  (    3.14,   5.80%)   85.13%
2020-06-16      54.13  (  -16.30, -23.14%)   80.46%
2019-06-16      70.43  (   19.26,  37.64%)  104.69%
2018-06-16      51.17  (   -4.05,  -7.33%)   76.06%
2017-06-16      55.22  (  -17.42, -23.98%)   82.08%
2016-06-16      72.64  (  -19.66, -21.30%)  107.97%
2015-06-16      92.30  (   39.60,  75.14%)  137.20%
2014-06-16      52.70  (  -47.10, -47.19%)   78.33%
2013-06-16      99.80  (   26.60,  36.34%)  148.34%
2012-06-16      73.20  (  -15.70, -17.66%)  108.80%
2011-06-16      88.90  (   -0.80,  -0.89%)  132.14%
2010-06-16      89.70  (  -72.80, -44.80%)  133.33%
2009-06-16     162.50  (   36.50,  28.97%)  241.54%
2008-06-16     126.00  (   48.50,  62.58%)  187.29%
2007-06-16      77.50  (   12.00,  18.32%)  115.20%
2006-06-16      65.50  (  -10.10, -13.36%)   97.36%
2005-06-16      75.60  (  -18.31, -19.50%)  112.37%
2004-06-16      93.91  (   -9.69,  -9.35%)  139.59%
2003-06-16     103.60  (  -20.29, -16.38%)  153.99%
2002-12-01     123.89  (        ,        )  184.15%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail

 

Relation of VIX and MOVE Indixes

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

US Treasury Security Indices

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2025-02-17, ≈12🔥, 0💬