Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
TA-Banks5
Dollar
Euro
ICL
Additional Underlying Asset  
01/07/2019 - 31/07/2019
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 Index231,026,98044,651.32.193,66574,398.414,955,356.9
  Monthly Options23690,14330,006.22.163,31361,903.310,093,593.7
  Monthly Futures230000 0
  Weekly Options23336,83714,645.12.130,35312,495.14,861,763.2
  Weekly Futures230000 0
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   Additional Columns   
No. of Customer Accounts:
      Daily Maximum in Period2,988
      Date15/07/2019
      At the End of Period2,797
Underlying Asset Price (End of Period) 1,624.42
Change in Period (%)1.65
Turnover in Underlying Assets (NIS thousands)15,192,088.2
Turnover Ratio *6.8206
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover