Derivatives Market - All Derivatives Derivatives Market

Market Data
Margin Parameters
Equity Options Adjustment
All Derivatives
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As of 22/09/2020

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
25
5
0.10
 
26
11
Dollar - Shekel
8
2
0.10
0.30
8
5
TA-Banks5 Index
35
7
0.10
 
35
14
Euro - Shekel
9
2
0.10
-0.50
9
5
ICL
42
8
0.10
 
42
16
Poalim
38
8
0.10
 
38
14
Leumi
35
7
0.10
 
35
14
Teva
54
11
0.10
 
54
24
Discount
45
9
0.10
 
45
17
Mizrahi Tefahot
45
9
0.10
 
45
18
Bezeq
37
7
0.10
 
37
15
Perrigo
40
8
0.10
 
40
24
TA-125 Index
27
5
0.10
 
27
12
FIBI Bank
34
7
0.10
 
34
14
NICE
33
7
0.10
 
33
15
Delek Group
101
20
0.10
 
101
49
Isramco L
45
9
0.10
 
45
21
Israel Corp
66
13
0.10
 
66
28
Elbit Systems
28
6
0.10
 
28
10
Azrieli Group
41
8
0.10
 
41
14
Delek Drill L
101
20
0.10
 
101
48
Paz Oil
51
10
0.10
 
51
21
Gazit Globe
50
10
0.10
 
50
21
Melisron
55
11
0.10
 
55
23
Strauss Group
24
5
0.10
 
24
10
Partner
44
9
0.10
 
44
20
Cellcom
51
10
0.10
 
51
29
Harel
45
9
0.10
 
45
19
Shufersal
27
5
0.10
 
27
13
Phoenix
45
9
0.10
 
45
20
Bazan
70
14
0.10
 
70
29
Alony Hetz
54
11
0.10
 
54
20
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly