Derivatives Market - All Derivatives Derivatives Market

Market Data
Margin Parameters
Equity Options Adjustment
All Derivatives
Next Trading Day  |  Last Trading Day  |  Previous Trading Day  |  Other Date
As of 14/01/2021

All Derivatives - Margin Parameters
Underlying AssetSD for collateral calculation *Volatility Fluctuation *NIS Interest Rate **FX Interest Rate **Historical SD
(120 days) *
Price Scan Range ***
TA-35 Index
17
4
0
 
16
10
Dollar - Shekel
8
2
0
0.20
5
5
TA-Banks5 Index
23
5
0
 
23
12
Euro - Shekel
6
2
0
-0.60
6
5
ICL
34
7
0
 
34
14
Poalim
25
5
0
 
25
11
Leumi
25
5
0
 
25
12
Teva
41
8
0
 
41
24
Discount
29
6
0
 
29
15
Mizrahi Tefahot
26
5
0
 
26
18
Bezeq
36
7
0
 
36
14
Perrigo
32
6
0
 
32
24
TA-125 Index
16
4
0
 
16
10
FIBI Bank
22
5
0
 
22
12
NICE
30
6
0
 
30
12
Delek Group
58
12
0
 
58
49
Isramco L
27
5
0
 
27
14
Israel Corp
52
10
0
 
52
23
Elbit Systems
28
6
0
 
28
11
Azrieli Group
34
7
0
 
34
13
Delek Drill L
54
11
0
 
54
48
Paz Oil
35
7
0
 
35
16
Gazit Globe
56
11
0
 
56
20
Melisron
42
8
0
 
42
20
Strauss Group
19
5
0
 
19
10
Partner
39
8
0
 
39
19
Cellcom
45
9
0
 
45
25
Harel
34
7
0
 
34
14
Shufersal
24
5
0
 
24
12
Phoenix
34
7
0
 
34
15
Bazan
41
8
0
 
41
25
Alony Hetz
37
7
0
 
37
16
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly