Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
TA-Banks5
Dollar
Euro
ICL
Additional Underlying Asset  
01/03/2019 - 31/03/2019
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 Index20918,81545,940.82.197,33185,808.415,065,442
  Monthly Options20680,15634,007.8269,55073,642.810,748,227.4
  Monthly Futures200000 0
  Weekly Options16238,65914,916.22.334,72615,2075,396,518.2
  Weekly Futures160000 0
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   Additional Columns   
No. of Customer Accounts:
      Daily Maximum in Period3,374
      Date25/03/2019
      At the End of Period2,651
Underlying Asset Price (End of Period) 1,542.80
Change in Period (%)-1.81
Turnover in Underlying Assets (NIS thousands)11,851,786.1
Turnover Ratio *7.9705
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover