trending Market Intelligence /marketintelligence/en/news-insights/trending/YZkrlaP3RtKMQP2X9uN4aA2 content esgSubNav
In This List

ICE closes deal for fixed-income volatility indexes from BofA Merrill Lynch

Blog

Banking Essentials Newsletter: 7th February Edition

Case Study

A Bank Outsources Data Gathering to Meet Basel III Regulations

Podcast

Private Markets 360° | Episode 8: Powering the Global Private Markets (with Adam Kansler of S&P Global Market Intelligence)

Blog

Banks’ Response to Rising Rates & Liquidity Concerns


ICE closes deal for fixed-income volatility indexes from BofA Merrill Lynch

Intercontinental Exchange Inc. completed its acquisition of various U.S. fixed-income volatility indexes from Bank of America Merrill Lynch.

Financial terms of the deal were not disclosed.

The acquired indexes include the Merrill Lynch Option Volatility Estimate Index, or the MOVE Index. The MOVE Index measures the implied yield volatility of one-month over-the-counter options on 2-year, 5-year, 10-year and 30-year Treasurys. Other acquired indexes track different option expiries and measure volatility in the U.S. interest rate swap market.

The acquired indexes have been re-branded as ICE BofAML Indices and are now part of ICE Data Indices.