Merrill Lynch’ s MOVE Index - IV 1-month Treasury Options

[BellWeather]

The following link is an overview.....and very dated:

http://convexitymaven.com/images/RateLab_Implied_Vol.pdf


Is anyone familiar with this Index and is it still available through regular data vendors? (Yahoo, TS, TOS, MSN, etc.) Intraday data available also?

 

[Martinghoul]

Yes, it's a sort of a VIX for treasury futures...

No idea whether it's available publicly.

 

[Eurokopek]

I never found it available for free on the internet. It doesn't have intraday data iirc.