Derivatives Market - All Derivatives Derivatives Market

Market Data
Margin Parameters
Equity Options Adjustment
All Derivatives
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As of 25/10/2021

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
13
4
0
 
11
10
Dollar - Shekel
5
2
0
0.10
4
5
TA-Banks5 Index
15
4
0
 
15
12
Euro - Shekel
4
2
0
-0.60
4
5
ICL
25
5
0
 
25
14
Poalim
17
5
0
 
17
11
Leumi
18
5
0
 
18
12
Teva
35
7
0
 
35
24
Discount
20
5
0
 
20
15
Mizrahi Tefahot
15
5
0
 
15
18
Bezeq
23
5
0
 
23
15
Perrigo
40
8
0
 
40
21
TA-125 Index
11
4
0
 
11
10
FIBI Bank
16
5
0
 
16
12
NICE
26
5
0
 
26
12
Delek Group
52
10
0
 
52
49
Isramco L
27
5
0
 
27
14
Israel Corp
31
6
0
 
31
23
Elbit Systems
21
5
0
 
21
10
Azrieli Group
23
5
0
 
23
12
Delek Drill L
29
6
0
 
29
48
Paz Oil
34
7
0
 
34
16
Gazit Globe
28
6
0
 
28
17
Melisron
26
5
0
 
26
20
Strauss Group
14
5
0
 
14
10
Partner
29
6
0
 
29
20
Cellcom
37
8
0
 
37
25
Harel
25
5
0
 
25
14
Shufersal
16
5
0
 
16
12
Phoenix
27
5
0
 
27
15
Bazan
30
6
0
 
30
25
Alony Hetz
22
5
0
 
22
16
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly