Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
Additional Underlying Asset  
01/01/2021 - 31/01/2021
CategoryNo. of Trading Days for categoryNo. of Trans. in PeriodAverage Daily No. of TransactionsAverage Trans. Turnover (Contracts)In Traded ContractsPremium Turnover
(NIS thousands)
In Underlying Asset Terms
(NIS thousands)
TA-35 Index211,181,51056,262.42.1116,820135,269.318,430,470.8
  Monthly Options21780,65237,173.92.179,802112,621.312,631,896.1
  Monthly Futures210000 0
  Weekly Options21400,85819,088.51.937,01822,647.95,798,574.6
  Weekly Futures210000 0
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No. of Customer Accounts:
      Daily Maximum in Period3,684
      At the End of Period3,036
Underlying Asset Price (End of Period) 1,573.70
Change in Period (%)4.98
Turnover in Underlying Assets (NIS thousands)17,306,415.2
Turnover Ratio *6.4164
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover