Monthly Archives: December 2012

MOVE!

MOVE The Merrill Lynch MOVE Index, according to Bloomberg, is a “yield curve weighted index of the normalized implied volatility on 1-month Treasury options.” In basic terms, the MOVE Index shows what the option market is pricing in (or implying)…

The MorningSnapshot- 12/4

The MorningSnapshot December 4, 2012 Fiscal Cliff Countdown: 27 days Yesterday’s Wrap-Up Stocks fell as manufacturing numbers dropped and Washington continued its fiscal cliff talks. Indices started out the day strong but trended down all session to close near the…