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 20/08/2019

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
17
4
0.20
 
13
8
Dollar - Shekel
6
2
0.20
2.10
5
5
TA-Banks5 Index
15
4
0.20
 
15
8
Euro - Shekel
4
2
0.20
-0.40
4
5
ICL
25
5
0.20
 
25
11
Poalim
18
5
0.20
 
18
10
Leumi
16
5
0.20
 
16
10
Teva
58
12
0.20
 
58
20
Discount
20
5
0.20
 
20
10
Mizrahi Tefahot
21
5
0.20
 
21
10
Bezeq
40
8
0.20
 
40
13
Perrigo
35
7
0.20
 
35
23
TA-125 Index
12
4
0.20
 
12
8
FIBI Bank
16
5
0.20
 
16
10
NICE
21
5
0.20
 
21
10
Delek Group
32
6
0.20
 
32
14
Isramco L
19
5
0.20
 
19
10
Israel Corp
31
6
0.20
 
31
14
Elbit Systems
24
5
0.20
 
24
10
Azrieli Group
20
5
0.20
 
20
10
Delek Drill L
28
6
0.20
 
28
14
Paz Oil
19
5
0.20
 
19
10
Gazit Globe
27
5
0.20
 
27
10
Melisron
22
5
0.20
 
22
10
Strauss Group
16
5
0.20
 
16
10
Partner
41
8
0.20
 
41
19
Cellcom
52
10
0.20
 
52
19
Harel
26
5
0.20
 
26
10
Shufersal
18
5
0.20
 
18
10
Phoenix
29
6
0.20
 
29
13
 Export Table Data 
   Open in a Separate Window   
* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly