Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
Additional Underlying Asset  
01/12/2018 - 31/12/2018
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 Index221,301,00061,9242.5154,975178,899.923,724,707.2
  Monthly Options221,025,03246,592.42.5117,922158,871.217,853,384.7
  Monthly Futures220000 0
  Weekly Options18275,96815,331.62.437,05320,028.75,871,322.5
  Weekly Futures180000 0
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No. of Customer Accounts:
      Daily Maximum in Period4,392
      At the End of Period3,518
Underlying Asset Price (End of Period) 1,463.87
Change in Period (%)-10.19
Turnover in Underlying Assets (NIS thousands)16,918,695.5
Turnover Ratio *8.5642
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover