Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
TA-Banks5
Dollar
Euro
ICL
Additional Underlying Asset  
01/07/2020 - 31/07/2020
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 Index211,185,61056,457.62112,565131,204.115,592,230.5
  Monthly Options21683,84732,564.12.166,983101,036.69,274,276.9
  Monthly Futures2140.210 26.3
  Weekly Options21501,75923,893.31.945,58130,167.56,317,927.4
  Weekly Futures210000 0
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   Additional Columns   
No. of Customer Accounts:
      Daily Maximum in Period3,626
      Date15/07/2020
      At the End of Period2,295
Underlying Asset Price (End of Period) 1,380.63
Change in Period (%)2.85
Turnover in Underlying Assets (NIS thousands)15,243,607.6
Turnover Ratio *6.6888
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover