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
2026-05-11: 70.73500061 Point

Historical values in Point: Summary Detail
Pages: 123456

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2016-05-01      67.91  (    2.99,   4.61%)   96.01%
2016-04-01      64.92  (   -3.88,  -5.64%)   91.78%
2016-03-01      68.80  (  -14.59, -17.50%)   97.26%
2016-02-01      83.39  (    9.39,  12.69%)  117.89%
2016-01-01      74.00  (    6.20,   9.14%)  104.62%
2015-12-01      67.80  (   -2.10,  -3.00%)   95.85%
2015-11-01      69.90  (   -3.20,  -4.38%)   98.82%
2015-10-01      73.10  (   -8.50, -10.42%)  103.34%
2015-09-01      81.60  (   -6.10,  -6.96%)  115.36%
2015-08-01      87.70  (   11.90,  15.70%)  123.98%
2015-07-01      75.80  (  -16.50, -17.88%)  107.16%
2015-06-01      92.30  (    9.60,  11.61%)  130.49%
2015-05-01      82.70  (    7.40,   9.83%)  116.92%
2015-04-01      75.30  (  -10.80, -12.54%)  106.45%
2015-03-01      86.10  (   -5.30,  -5.80%)  121.72%
2015-02-01      91.40  (    4.80,   5.54%)  129.21%
2015-01-01      86.60  (   17.70,  25.69%)  122.43%
2014-12-01      68.90  (    2.30,   3.45%)   97.41%
2014-11-01      66.60  (   -2.10,  -3.06%)   94.15%
2014-10-01      68.70  (    4.50,   7.01%)   97.12%
2014-09-01      64.20  (    3.71,   6.13%)   90.76%
2014-08-01      60.49  (    4.03,   7.14%)   85.52%
2014-07-01      56.46  (    3.76,   7.13%)   79.82%
2014-06-01      52.70  (   -5.60,  -9.61%)   74.50%
2014-05-01      58.30  (   -0.60,  -1.02%)   82.42%
2014-04-01      58.90  (   -2.90,  -4.69%)   83.27%
2014-03-01      61.80  (    4.10,   7.11%)   87.37%
2014-02-01      57.70  (   -7.00, -10.82%)   81.57%
2014-01-01      64.70  (   -8.80, -11.97%)   91.47%
2013-12-01      73.50  (    5.50,   8.09%)  103.91%
2013-11-01      68.00  (    6.30,  10.21%)   96.13%
2013-10-01      61.70  (  -18.50, -23.07%)   87.23%
2013-09-01      80.20  (  -23.30, -22.51%)  113.38%
2013-08-01     103.50  (   20.90,  25.30%)  146.32%
2013-07-01      82.60  (  -17.20, -17.23%)  116.77%
2013-06-01      99.80  (   19.80,  24.75%)  141.09%
2013-05-01      80.00  (   30.80,  62.60%)  113.10%
2013-04-01      49.20  (   -8.10, -14.14%)   69.56%
2013-03-01      57.30  (    1.42,   2.54%)   81.01%
2013-02-01      55.88  (   -9.72, -14.82%)   79.00%
2013-01-01      65.60  (    6.20,  10.44%)   92.74%
2012-12-01      59.40  (    7.60,  14.67%)   83.98%
2012-11-01      51.80  (  -19.63, -27.48%)   73.23%
2012-10-01      71.43  (   10.96,  18.12%)  100.98%
2012-09-01      60.47  (   -8.23, -11.98%)   85.49%
2012-08-01      68.70  (   -1.10,  -1.58%)   97.12%
2012-07-01      69.80  (   -3.40,  -4.64%)   98.68%
2012-06-01      73.20  (   -1.20,  -1.61%)  103.48%
2012-05-01      74.40  (   11.50,  18.28%)  105.18%
2012-04-01      62.90  (  -15.70, -19.97%)   88.92%
2012-03-01      78.60  (    2.70,   3.56%)  111.12%
2012-02-01      75.90  (    3.80,   5.27%)  107.30%
2012-01-01      72.10  (  -19.00, -20.86%)  101.93%
2011-12-01      91.10  (   -8.60,  -8.63%)  128.79%
2011-11-01      99.70  (   -7.50,  -7.00%)  140.95%
2011-10-01     107.20  (    6.60,   6.56%)  151.55%
2011-09-01     100.60  (    2.70,   2.76%)  142.22%
2011-08-01      97.90  (    9.90,  11.25%)  138.40%
2011-07-01      88.00  (   -0.90,  -1.01%)  124.41%
2011-06-01      88.90  (   17.40,  24.34%)  125.68%
2011-05-01      71.50  (   -5.30,  -6.90%)  101.08%
2011-04-01      76.80  (  -14.10, -15.51%)  108.57%
2011-03-01      90.90  (    0.40,   0.44%)  128.51%
2011-02-01      90.50  (   -5.70,  -5.93%)  127.94%
2011-01-01      96.20  (  -14.20, -12.86%)  136.00%
2010-12-01     110.40  (    8.50,   8.34%)  156.08%
2010-11-01     101.90  (    2.10,   2.10%)  144.06%
2010-10-01      99.80  (   14.70,  17.27%)  141.09%
2010-09-01      85.10  (  -18.60, -17.94%)  120.31%
2010-08-01     103.70  (   25.50,  32.61%)  146.60%
2010-07-01      78.20  (  -11.50, -12.82%)  110.55%
2010-06-01      89.70  (  -22.40, -19.98%)  126.81%
2010-05-01     112.10  (   26.60,  31.11%)  158.48%
2010-04-01      85.50  (    0.20,   0.23%)  120.87%
2010-03-01      85.30  (    4.10,   5.05%)  120.59%
2010-02-01      81.20  (   -5.10,  -5.91%)  114.79%
2010-01-01      86.30  (  -21.20, -19.72%)  122.00%
2009-12-01     107.50  (   21.40,  24.85%)  151.98%
2009-11-01      86.10  (  -27.40, -24.14%)  121.72%
2009-10-01     113.50  (   -0.30,  -0.26%)  160.46%
2009-09-01     113.80  (  -16.90, -12.93%)  160.88%
2009-08-01     130.70  (   -7.80,  -5.63%)  184.77%
2009-07-01     138.50  (  -24.00, -14.77%)  195.80%
2009-06-01     162.50  (   -2.90,  -1.75%)  229.73%
2009-05-01     165.40  (   41.20,  33.17%)  233.83%
2009-04-01     124.20  (    6.90,   5.88%)  175.58%
2009-03-01     117.30  (  -49.30, -29.59%)  165.83%
2009-02-01     166.60  (    3.70,   2.27%)  235.53%
2009-01-01     162.90  (  -27.10, -14.26%)  230.30%
2008-12-01     190.00  (  -24.00, -11.21%)  268.61%
2008-11-01     214.00  (    6.80,   3.28%)  302.54%
2008-10-01     207.20  (   -1.30,  -0.62%)  292.92%
2008-09-01     208.50  (  105.50, 102.43%)  294.76%
2008-08-01     103.00  (  -28.70, -21.79%)  145.61%
2008-07-01     131.70  (    5.70,   4.52%)  186.19%
2008-06-01     126.00  (   -4.20,  -3.23%)  178.13%
2008-05-01     130.20  (   11.10,   9.32%)  184.07%
2008-04-01     119.10  (  -26.40, -18.14%)  168.37%
2008-03-01     145.50  (   -9.70,  -6.25%)  205.70%
2008-02-01     155.20  (    1.50,   0.98%)  219.41%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: 123456

 

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