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Showing 1 - 2 of 2 results for "America Merrill Lynch MOVE Index"

Time to be fearful?

BENJAMIN ONG  |  WEDNESDAY, 16 OCT 2013
... 2011. Panic was the reading of 80.86 in November of 2008. What about the bond market? The Bank of America Merrill Lynch MOVE Index - the bond market sibling of the VIX index - is 77.1. This compares with readings of 117.9 (July 2013), 117.8 (August 2011) ...

Volatile safe-haven bonds

BENJAMIN ONG  |  THURSDAY, 30 MAY 2013
... in the US bond market. According to Bloomberg, "Treasury volatility as measured by the Bank of America Merrill Lynch MOVE index rose to 75.51 yesterday, the most since Aug. 16, four weeks before the Fed's Sept. 13 announcement...The index has averaged ...
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