BAML puts vol indices on ICE

Software trading fotolia
By GlobalCapital
06 Aug 2019

Intercontinental Exchange has agreed to acquire a suite of fixed income volatility indices from Bank of America Merrill Lynch.

The data and analytics business of the global exchange and clearing house operator will purchase the Merrill Lynch Option Volatility Estimate (“MOVE”) family of indices as part of the deal. MOVE is sometimes referred to as “the VIX for bonds” and is viewed as a flagship index.

The MOVE ...

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