Derivatives Market - Index Derivatives Derivatives Market

TA-35 Index
TA-125 Index
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TA-35 Index Derivatives

01/09/2019 - 30/09/2019
CategoryNo. of Trading Days for categoryNo. of Trans. in PeriodAverage Daily No. of TransactionsAverage Trans. Turnover (Contracts)In Traded ContractsPremium Turnover
(NIS thousands)
In Underlying Asset Terms
(NIS thousands)
TA-35 Index19844,50444,447.62.297,56982,926.615,584,463.4
  Monthly Options19582,10930,637.32.369,14069,827.911,069,145.5
  Monthly Futures190000 0
  Weekly Options19262,39513,810.32.128,42913,098.84,515,317.9
  Weekly Futures190000 0
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No. of Customer Accounts:
      Daily Maximum in Period3,215
      Date18/09/2019
      At the End of Period2,287
Underlying Asset Price (End of Period) 1,615.48
Change in Period (%)3.43
Turnover in Underlying Assets (NIS thousands)14,206,094.6
Turnover Ratio *6.0222
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover