Snapshot for Merrill Lynch Option Volatility Estimate MOVE Index (MOVE)

Rate Profile Information for MOVE

Merrill Option Volatility Estimate. This is a yield curve weighted index of the normalized implied volatility on 1-month Treasury options. It is the weighted average of volatilities on the CT2, CT5, CT10, and CT30. `MOVE' is a trademark product of Merrill Lynch (weighted average of 1m2y, 1m5y, 1m10y and 1m30y Treasury implied vols with weights 0.2/0.2/0.4/0.2, respectively). For further tools and analysis, please visit MLX at www.mlx.ml.com.