Table 9 - Derivatives Market - Summary by Groups

TA-35 Index
TA-125 Index
TA-Banks5
Dollar
Euro
ICL
Additional Underlying Asset  
01/10/2021 - 31/10/2021
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 Index211,078,10451,338.32.1108,71098,830.719,973,000
  Monthly Options21644,87430,708.32.268,46578,682.112,633,401.5
  Monthly Futures210000 0
  Weekly Options21433,23020,630240,24420,148.67,339,598.5
  Weekly Futures210000 0
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    Additional Columns    
No. of Customer Accounts:
      Daily Maximum in Period3,430
      Date19/10/2021
      At the End of Period2,824
Underlying Asset Price (End of Period) 1,850.11
Change in Period (%)2.65
Turnover in Underlying Assets (NIS thousands)14,656,310.2
Turnover Ratio *8.5495
*Turnover ratio in underlying asset terms (Delta weighted ) to TA-35 Index securities turnover