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 17/09/2020

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
21
4
0.10
 
27
11
Dollar - Shekel
7
2
0.10
0.30
10
5
TA-Banks5 Index
37
7
0.10
 
37
14
Euro - Shekel
12
2
0.10
-0.50
12
5
ICL
43
9
0.10
 
43
16
Poalim
40
8
0.10
 
40
14
Leumi
36
7
0.10
 
36
14
Teva
55
11
0.10
 
55
24
Discount
46
9
0.10
 
46
17
Mizrahi Tefahot
48
10
0.10
 
48
18
Bezeq
37
7
0.10
 
37
15
Perrigo
43
9
0.10
 
43
24
TA-125 Index
27
5
0.10
 
27
12
FIBI Bank
37
7
0.10
 
37
14
NICE
34
7
0.10
 
34
15
Delek Group
129
26
0.10
 
129
49
Isramco L
45
9
0.10
 
45
21
Israel Corp
66
13
0.10
 
66
28
Elbit Systems
28
6
0.10
 
28
10
Azrieli Group
42
8
0.10
 
42
14
Delek Drill L
102
20
0.10
 
102
48
Paz Oil
50
10
0.10
 
50
21
Gazit Globe
50
10
0.10
 
50
21
Melisron
55
11
0.10
 
55
23
Strauss Group
25
5
0.10
 
25
10
Partner
44
9
0.10
 
44
20
Cellcom
53
11
0.10
 
53
29
Harel
46
9
0.10
 
46
19
Shufersal
29
6
0.10
 
29
13
Phoenix
45
9
0.10
 
45
20
Bazan
73
15
0.10
 
73
29
Alony Hetz
59
12
0.10
 
59
20
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly