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 17/10/2019

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
11
4
0.20
 
13
8
Dollar - Shekel
6
2
0.20
2.00
5
5
TA-Banks5 Index
15
4
0.20
 
15
8
Euro - Shekel
5
2
0.20
-0.40
5
5
ICL
27
5
0.20
 
27
11
Poalim
19
5
0.20
 
19
10
Leumi
18
5
0.20
 
18
10
Teva
64
13
0.20
 
64
20
Discount
20
5
0.20
 
20
10
Mizrahi Tefahot
19
5
0.20
 
19
10
Bezeq
36
7
0.20
 
36
16
Perrigo
36
7
0.20
 
36
23
TA-125 Index
13
4
0.20
 
13
8
FIBI Bank
16
5
0.20
 
16
10
NICE
23
5
0.20
 
23
10
Delek Group
39
8
0.20
 
39
14
Isramco L
19
5
0.20
 
19
10
Israel Corp
33
7
0.20
 
33
14
Elbit Systems
24
5
0.20
 
24
10
Azrieli Group
23
5
0.20
 
23
10
Delek Drill L
31
6
0.20
 
31
14
Paz Oil
20
5
0.20
 
20
10
Gazit Globe
27
5
0.20
 
27
11
Melisron
24
5
0.20
 
24
10
Strauss Group
18
5
0.20
 
18
10
Partner
37
7
0.20
 
37
19
Cellcom
52
10
0.20
 
52
19
Harel
24
5
0.20
 
24
10
Shufersal
19
5
0.20
 
19
10
Phoenix
28
6
0.20
 
28
13
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly