$MOVE at StockCharts

[yogibearbull]

Treasury volatility $MOVE is now recognized by StockCharts, but its history is from 03/2021 only; Yahoo finance has recognized ^MOVE for quite a while and has a longer history.

stockcharts.com/h-sc/ui?s=$MOVE&p=D&yr=1&mn=0&dy=0&id=p92417735568
Info on MOVE ybbpersonalfinance.proboards.com/post/632/thread

[steadyeddy]

Apr 16, 2024 14:49:20 GMT yogibearbull said:

Treasury volatility $MOVE is now recognized by StockCharts, but its history is from 03/2021 only; Yahoo finance has recognized ^MOVE for quite a while and has a longer history.

stockcharts.com/h-sc/ui?s=$MOVE&p=D&yr=1&mn=0&dy=0&id=p92417735568
Info on MOVE ybbpersonalfinance.proboards.com/post/632/thread

yogibearbull, do you know what symbol could be used in googlefinance() function for MOVE index?

TIA,
Eddy

[yogibearbull]

steadyeddy, I don't think that Google Finance recognizes MOVE yet. But Yahoo Finance, StockCharts, FT do.

[steadyeddy]

Apr 21, 2024 12:02:23 GMT yogibearbull said:

steadyeddy , I don't think that Google Finance recognizes MOVE yet. But Yahoo Finance, StockCharts, FT do.

Thank you, yogibearbull. MOVE is around 111 now, and I heard that if it approaches 150 it indicates high volatility in bond market and perhaps the Fed could employ some tools to cool it down. Is that your understanding?

[yogibearbull]

$MOVE has had a range of 37-265. Peaks have occurred during credit crisis: Great Financial Crisis (GFC) 264.60 (record), 11/2008; Covid-19 Pandemic high 138.40, 03/2020 & low 36.62 (record), 09/2020. It's elevated at 111. Unlike VIX, MOVE is normalized, so the ratio $MOVE:$VIX can be used to assess relative volatilities of Treasuries and SP500.
$MOVE stockcharts.com/sc3/ui/?s=%24MOVE&id=p95546229908
Ratio $MOVE:$VIX stockcharts.com/sc3/ui/?s=%24MOVE%3A%24VIX&id=p08143441260 OR LINK

[retiredat48]

yogibearbull,...last link didn't work for me.

[yogibearbull]

retiredat48, it opened for me, but try the added "LINK".