Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
Additional Underlying Asset  
01/08/2021 - 31/08/2021
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 Index231,166,10550,700.22103,65391,339.117,879,317.3
  Monthly Options23729,72131,7272.166,21272,706.811,461,240.8
  Monthly Futures230000 0
  Weekly Options23436,38418,973.2237,44118,632.36,418,076.5
  Weekly Futures230000 0
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No. of Customer Accounts:
      Daily Maximum in Period3,751
      At the End of Period3,118
Underlying Asset Price (End of Period) 1,757.71
Change in Period (%)3.90
Turnover in Underlying Assets (NIS thousands)15,656,488.7
Turnover Ratio *7.9632
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover