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 12/12/2019

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
10
4
0.10
 
12
8
Dollar - Shekel
5
2
0.10
1.90
5
5
TA-Banks5 Index
14
4
0.10
 
14
8
Euro - Shekel
5
2
0.10
-0.40
5
5
ICL
23
5
0.10
 
23
11
Poalim
18
5
0.10
 
18
10
Leumi
17
5
0.10
 
17
10
Teva
60
12
0.10
 
60
24
Discount
18
5
0.10
 
18
10
Mizrahi Tefahot
19
5
0.10
 
19
10
Bezeq
32
6
0.10
 
32
16
Perrigo
31
6
0.10
 
31
23
TA-125 Index
11
4
0.10
 
11
8
FIBI Bank
16
5
0.10
 
16
10
NICE
20
5
0.10
 
20
10
Delek Group
40
8
0.10
 
40
14
Isramco L
22
5
0.10
 
22
10
Israel Corp
29
6
0.10
 
29
14
Elbit Systems
23
5
0.10
 
23
10
Azrieli Group
22
5
0.10
 
22
10
Delek Drill L
32
6
0.10
 
32
14
Paz Oil
21
5
0.10
 
21
10
Gazit Globe
29
6
0.10
 
29
12
Melisron
22
5
0.10
 
22
10
Strauss Group
18
5
0.10
 
18
10
Partner
41
8
0.10
 
41
20
Cellcom
58
12
0.10
 
58
28
Harel
21
5
0.10
 
21
10
Shufersal
21
5
0.10
 
21
10
Phoenix
25
5
0.10
 
25
13
Bazan
18
5
0.10
 
18
10
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly