ICE Acquires Fixed Income Volatility Index from BAML

The exchange and data provider says purchase of market sentiment index from BAML is a natural next step.

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Intercontinental Exchange plans to increase the frequency of updates—from end-of-day to continuous intraday values—for a set of fixed income volatility indices that the exchange and data services provider has agreed to acquire from Bank of America Merrill Lynch. Officials say the more timely updates will be useful to investors who are watching the index as an indicator of market sentiment.

ICE’s acquisition of the the volatility indices, including the Merrill Lynch Option Volatility Estimate

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