Derivatives Market - All Derivatives Derivatives Market

Market Data
Margin Parameters
Equity Options Adjustment
All Derivatives
Next Trading Day  |  Last Trading Day  |  Previous Trading Day  |  Other Date
As of 13/06/2019

All Derivatives - Margin Parameters
Underlying AssetSD for collateral calculation *Volatility Fluctuation *NIS Interest Rate **FX Interest Rate **Historical SD
(120 days) *		Price Scan Range ***
TA-35 Index
15
4
0.30
 
15
8
Dollar - Shekel
5
2
0.30
2.40
5
5
TA-Banks5 Index
17
4
0.30
 
17
8
Euro - Shekel
5
2
0.30
-0.40
5
5
ICL
24
5
0.30
 
24
11
Poalim
20
5
0.30
 
20
10
Leumi
17
5
0.30
 
17
10
Teva
50
10
0.30
 
50
19
Discount
21
5
0.30
 
21
10
Mizrahi Tefahot
22
5
0.30
 
22
10
Bezeq
41
8
0.30
 
41
18
Perrigo
59
12
0.30
 
59
23
TA-125 Index
14
4
0.30
 
14
8
FIBI Bank
19
5
0.30
 
19
10
NICE
23
5
0.30
 
23
10
Delek Group
27
5
0.30
 
27
13
Isramco L
18
5
0.30
 
18
10
Israel Corp
30
6
0.30
 
30
14
Elbit Systems
22
5
0.30
 
22
10
Azrieli Group
20
5
0.30
 
20
10
Delek Drill L
26
5
0.30
 
26
14
Paz Oil
17
5
0.30
 
17
10
Gazit Globe
24
5
0.30
 
24
10
Melisron
20
5
0.30
 
20
10
Strauss Group
14
5
0.30
 
14
10
Partner
37
7
0.30
 
37
19
Cellcom
45
9
0.30
 
45
19
Harel
27
5
0.30
 
27
10
Shufersal
16
5
0.30
 
16
10
Phoenix
29
6
0.30
 
29
10
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly