WebThe MOVE Index is the bond market equivalent of the VIX Index. It measures the implied volatility of 1-month options from the 2-year note to the 30-year bond. Today's closed was 153.9.... WebThe MOVE Index (Merrill Lynch Option Volatility Estimate) measures the market’s expectation of implied volatility of the US bond market using 1-month Treasury …
USD Index Extends Weakness, Eyes 2024 Lows - Bonds
WebJul 13, 2024 · The MOVE Index measures Treasury rate volatility through options pricing Daily bond market swings are the wildest since the Global Financial Crisis Yield volatility and credit spreads are key... WebMerrill Lynch MOVE Index 1 Month (MERMOVE1M) Global Indexes Create Alert Add to Watchlist Merrill Lynch MOVE Index 1 Month historical data, for real-time data please try … home reflections heated mattress pad
Liz Ann Sonders on LinkedIn: Serious retreat of late for MOVE Index ...
WebBond Market Indexes. Categories > Money, Banking, & Finance > Financial Indicators. BofA Merrill Lynch Total Bond Return Index Values (48) WebU.S. markets open in 1 hour 3 minutes ICE BofAML MOVE Index (^MOVE) NYSE - NYSE Delayed Price. Currency in USD Follow 135.93 -5.31 (-3.76%) At close: 03:33PM EDT … WebOct 27, 2024 · Squaring the respective correlations tells us that VIX explains 0.743 2 or 55.2% of the variance in the ICE BofA US High Yield Index's option-adjusted spread versus 0.689 2 or 47.5% for MOVE. MOVE turns the tables when it comes to the OAS differential between the < CCC and BB&B subindexes. hinton park burial ground christchurch