trending Market Intelligence /marketintelligence/en/news-insights/trending/74YKJHrMJ2vJVpUV1ZHagg2 content
Log in to other products

Login to Market Intelligence Platform

 /


Looking for more?

Contact Us

Request a Demo

You're one step closer to unlocking our suite of comprehensive and robust tools.

Fill out the form so we can connect you to the right person.

If your company has a current subscription with S&P Global Market Intelligence, you can register as a new user for access to the platform(s) covered by your license at Market Intelligence platform or S&P Capital IQ.

  • First Name*
  • Last Name*
  • Business Email *
  • Phone *
  • Company Name *
  • City *
  • We generated a verification code for you

  • Enter verification Code here*

* Required

In This List

ICE to acquire fixed-income volatility indexes from BofA Merrill Lynch

Street Talk Episode 56 - Latest bank MOE shows even the strong need scale to thrive

South State CenterState MOE Shows Even The Strong Need Scale To Thrive

Talking Bank Stocks, Playing The M&A Trade With Longtime Investor

Report: Kashkari Says Fed In Holding Pattern But Rate Cut Still Possible


ICE to acquire fixed-income volatility indexes from BofA Merrill Lynch

Intercontinental Exchange Inc. agreed to acquire a family of fixed-income volatility indexes, including the Merrill Lynch Option Volatility Estimate family of indexes, from Bank of America Merrill Lynch.

Terms of the deal were not disclosed.

The Merrill Lynch Option Volatility Estimate, or MOVE Index, is a measure of U.S. interest rate volatility that tracks the movement in U.S. treasury yield volatility implied by current prices of one-month over-the-counter options on two-year, five-year, 10-year and 30-year treasuries. Intercontinental Exchange will also acquire other variations of MOVE that track different option expiries, and other indexes that similarly measure volatility in the U.S. interest rate swap market.

The MOVE Index and the accompanying fixed-income volatility indexes will become part of ICE Data Indices' family of more than 5,000 global fixed-income, equity, commodity and currency indexes that leverage ICE Data Services' pricing, reference data and analytics solutions.