Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
TA-Banks5
Dollar
Euro
ICL
Additional Underlying Asset  
01/11/2019 - 30/11/2019
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 Index20763,08738,154.42.387,62368,16414,666,896
  Monthly Options20535,65726,782.92.362,82758,747.310,528,281.3
  Monthly Futures200000 0
  Weekly Options20227,43011,371.52.224,7969,416.64,138,614.7
  Weekly Futures200000 0
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No. of Customer Accounts:
      Daily Maximum in Period3,156
      Date12/11/2019
      At the End of Period2,427
Underlying Asset Price (End of Period) 1,702.52
Change in Period (%)2.93
Turnover in Underlying Assets (NIS thousands)14,270,053.3
Turnover Ratio *5.9857
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover