Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
TA-Banks5
Dollar
Euro
ICL
Additional Underlying Asset  
01/08/2020 - 31/08/2020
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 Index22913,07041,503.22.185,34281,904.812,039,875.8
  Monthly Options22586,31126,650.52.156,28366,495.87,944,554.4
  Monthly Futures220000 0
  Weekly Options22326,75914,852.7229,06015,4094,095,321.4
  Weekly Futures220000 0
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   Additional Columns   
No. of Customer Accounts:
      Daily Maximum in Period3,257
      Date18/08/2020
      At the End of Period2,741
Underlying Asset Price (End of Period) 1,394.16
Change in Period (%)0.98
Turnover in Underlying Assets (NIS thousands)14,166,093.7
Turnover Ratio *5.7861
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover