Derivatives Market - All Derivatives Derivatives Market

Market Data
Margin Parameters
Equity Options Adjustment
All Derivatives
Today  |  Previous Trading Day  |  Other Date
As of 22/01/2020

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
11
4
0.20
 
11
8
Dollar - Shekel
4
2
0.20
1.80
5
5
TA-Banks5 Index
14
4
0.20
 
14
8
Euro - Shekel
5
2
0.20
-0.40
5
5
ICL
24
5
0.20
 
24
11
Poalim
18
5
0.20
 
18
10
Leumi
16
5
0.20
 
16
10
Teva
58
12
0.20
 
58
24
Discount
17
5
0.20
 
17
10
Mizrahi Tefahot
19
5
0.20
 
19
10
Bezeq
30
6
0.20
 
30
16
Perrigo
34
7
0.20
 
34
23
TA-125 Index
11
4
0.20
 
11
8
FIBI Bank
17
5
0.20
 
17
10
NICE
21
5
0.20
 
21
10
Delek Group
42
8
0.20
 
42
14
Isramco L
26
5
0.20
 
26
10
Israel Corp
29
6
0.20
 
29
14
Elbit Systems
22
5
0.20
 
22
10
Azrieli Group
23
5
0.20
 
23
10
Delek Drill L
34
7
0.20
 
34
14
Paz Oil
19
5
0.20
 
19
10
Gazit Globe
29
6
0.20
 
29
12
Melisron
21
5
0.20
 
21
10
Strauss Group
16
5
0.20
 
16
10
Partner
40
8
0.20
 
40
20
Cellcom
58
12
0.20
 
58
28
Harel
21
5
0.20
 
21
10
Shufersal
21
5
0.20
 
21
10
Phoenix
24
5
0.20
 
24
13
Bazan
20
5
0.20
 
20
10
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly