indeX Israeli AA & up CPI-Linked Bond

Index DataComponentsHistorical Levels

Characteristics
Last Price	147.95
1D Change	0.53%
# of Constituents	129
# of Issuers	35
Average Duration	4.53
Yield to Maturity	1.09%
Adjusted Spread	172
Adjusted Rating	ilAA

Performance
YTD	1 Year	3 Year	5 Year
-7.33%	-3.77%	2.21%	9.07%

Annualized STD Dev
1 Year	3 Year	5 Year
3.57%	5.07%	4.11%

Sharp Ratio
1 Year	3 Year	5 Year
-1.24	0.13	0.40

As of

29/05/2022

Security Name	ISIN	Symbol	Market Value (ILS thousands)	Wgt (%)
Leumi Bank B181	IL0060405052	LUM.B181	2491878.3258	1.5639
Israel Electric B29	IL0060002362	ELEC.B29	3595788.112301	1.5379
Leumi Bank B179	IL0060403727	LUM.B179	2684021.1816	1.5355
Gav Yam B6	IL0075901285	GVYM.B6	1767771.35125	1.5337
Israel Ports B1	IL0011455644	IPC.B1	1646431.7922	1.5297
First International Issues B10	IL0011602906	INIS.B10	1553400	1.5291
Poalim Hanpakot B200	IL0066204962	PLI.B200	3296328.9408	1.5291
Poalim Hanpakot B36	IL0019406599	PHAN.B36	4112616.9524672	1.5275
Amot B4	IL0011331498	AMOT.B4	1905306.48	1.5263
Israel Electric B27	IL0060002107	ELEC.B27	3206095.2745968	1.5208
Airport City B5	IL0011334872	ARPT.B5	3367313.446989	1.5199
Amot 6	IL0011586091	AMOT.B6	2098983.2535	1.5166
Gav Yam B9	IL0075902192	GVYM.B9	1657309.76084	1.5164
Israel Electric B31	IL0060002859	ELEC.B31	2226857.1	1.5159
Azrieli B5	IL0011566036	AZRL.B5	3505456.9928	1.5128
Azrieli B4	IL0011386500	AZRL.B4	3319108.68498	1.5123
Israel Ports B2	IL0011455727	IPC.B2	2295663.6024	1.5039
Blue Square Real Estate B6	IL0011406076	BLSR.B6	2104081.78176	1.4992
Bezeq B12	IL0023002426	BEZQ.B12	1333209.696	1.4918
Gas Lunes B4	IL0011475030	INGL.B4	1768080.0544314	1.4917
Airport City B9	IL0011609448	ARPT.B9	1601478.3004	1.4879
Adama B2	IL0011109159	ADAMA.B2	5077397.0740335	1.4595
Mkorot B11	IL0011584765	MKR.B11	3031669.614274	1.4265
Shlomo Holdings B18	IL0014103076	SHLD.B18	1227395.572338	1.4054
Amot B8	IL0011727828	AMOT.B8	1190000	1.3625
REIT 1 B5	IL0011367534	RIT1.B5	1159008.8419206	1.3271
Big B18	IL0011742264	BIG.B18	1230750	1.2968
Blue Square Real Estate B8	IL0011575698	BLSR.B8	1082643.346191	1.2396
Mivne B20	IL0022604958	MVNE.B20	1072092.74256	1.2275
REIT 1 B6	IL0011385445	RIT1.B6	1070296.5510807	1.2255
Sella Real Estate B3	IL0011389736	SLARL.B3	1050323.1727897	1.2026
Poalim Hanpakot B32	IL0019405351	PHAN.B32	2395642.7310966	1.1613
Azrieli B6	IL0011566119	AZRL.B6	2155939.4857	1.1248
Bezeq B10	IL0023001840	BEZQ.B10	968970.504992	1.1095
Leumi Bank B182	IL0060405391	LUM.B182	3113098.1365	1.525
Discount Manpikim B15	IL0074803045	DSMN.B15	2864207.0655	1.524
Isras B16	IL0061302233	ISRS.B16	1246333.608798	1.427
Mivne B25	IL0022606367	MVNE.B25	900899.415	1.0315
Melisron B10	IL0032301900	MLSR.B10	1522588.2793209	1.0245
Mega Or B8	IL0011476020	MGOR.B8	877463.44	1.0047
Shufersal B6	IL0077702178	SAE.B6	861000.0917091	0.9858
Melisron B11	IL0032302080	MLSR.B11	1448800.7473203	0.9748
Melisron B14	IL0032302320	MLSR.B14	1382538.2124099	0.9408
Azrieli B7	IL0011786725	AZRL.B7	1755876.9504	0.9161
Mizrahi Tefahot Issuing B46	IL0023102259	MZIS.B46	3312649.782	0.8983
Mizrahi Tefahot Issuing B62	IL0023104982	MZIS.B62	3255871.751	0.8828
Mizrahi Tefahot Issuing B44	IL0023102093	MZIS.B44	3234790.9642	0.8771
Phoenix B5	IL0076702849	PHOE.B5	764598.538752	0.8755
Mivne B18	IL0022604792	MVNE.B18	744275.952	0.8522
Mizrahi Tefahot Issuing B49	IL0023102820	MZIS.B49	3093000	0.8387
Melisron B17	IL0032302734	MLSR.B17	1245129.717591	0.8378
Mivne B23	IL0022605450	MVNE.B23	723224.7201504	0.8281
Poalim Hanpakot B35	IL0019406185	PHAN.B35	1427233.8475695	0.8072
Leumi Bank B183	IL0060405474	LUM.B183	695713.9944	0.7966
Brack N.V B2	IL0011283475	BCNV.B2	694929.2367273	0.7957
Mkorot B10	IL0011584682	MKR.B10	1097265.575	0.7853
Big B15	IL0011622219	BIG.B15	737935.54016	0.7775
Blue Square Real Estate B9	IL0011745564	BLSR.B9	651840.453	0.7464
Mizrahi Tefahot Issuing B45	IL0023102176	MZIS.B45	2715216.5105	0.7363
Mizrahi Tefahot Issuing B51	IL0023103240	MZIS.B51	2675049.648	0.7254
Sella Real Estate B4	IL0011671471	SLARL.B4	838425.95354	0.6968
Mivne B24	IL0022605526	MVNE.B24	602152.00848	0.6895
Big B9	IL0011410508	BIG.B9	654177.464304	0.6893
Mivne B17	IL0022604461	MVNE.B17	600722.615155	0.6878
Azrieli B8	IL0011786808	AZRL.B8	1640799.5792	0.6816
Melisron B20	IL0032304227	MLSR.B20	992870.49827	0.6681
Jerusalem Bank B15	IL0011617698	JRIS.B15	572627.4897735	0.6557
Alrov Properties B6	IL0038701855	ALRP.B6	570101.828	0.6528
Israel Electric B32	IL0060003840	ELEC.B32	1263630.6615	0.6409
Bezeq B6	IL0023001436	BEZQ.B6	554195.9221964	0.6346
Isras B15	IL0061302076	ISRS.B15	538102.0481344	0.6161
Melisron B16	IL0032302650	MLSR.B16	841609.83582	0.5662
Jerusalem Bank B13	IL0011425126	JRIS.B13	479265.6635343	0.5488
Clal Insurance B9	IL0011360505	CLLBT.B9	473118.7949292	0.5417
Phoenix Capital B5	IL0011354177	PNCP.B5	460501.121556	0.5273
Amot B2	IL0011266306	AMOT.B2	458887.56138	0.5254
Israel Electric B33	IL0060003923	ELEC.B33	1782736.89	0.5254
Big B12	IL0011562316	BIG.B12	496450.521864	0.5231
Isras B18	IL0061302803	ISRS.B18	447749.26	0.5127
Jerusalem Bank B18	IL0011820540	JRIS.B18	441855	0.5059
Mivne B19	IL0022604875	MVNE.B19	428760.8505712	0.4909
Blue Square Real Estate B7	IL0011406159	BLSR.B7	417280.9578581	0.4778
Mercantile B4	IL0011713059	MRCN.B4	406434.6919843	0.4654
REIT 1 B7	IL0011712713	RIT1.B7	396914.711904	0.4545
BIG B11	IL0011511172	BIG.B11	427821.405	0.4508
Jerusalem Bank B16	IL0011721706	JRIS.B16	393641.211	0.4507
Gav Yam B10	IL0075902846	GVYM.B10	369560	0.4231
Poalim Hanpakot B14	IL0019405013	PHAN.B14	824997.476625	0.3999
G City B15	IL0012607698	GZT.B15	337708.8	0.3867
Harel Issuing B9	IL0011340309	HRIS.B9	333271.376237	0.3816
Harel Issuing B10	IL0011340481	HRIS.B10	333241.8570717	0.3816
Sella Real Estate B2	IL0011329278	SLARL.B2	458684.427684	0.3787
Poalim Hanpakot B34	IL0019405765	PHAN.B34	765723.586391	0.3712
Big B8	IL0011389249	BIG.B8	345918.15632	0.3645
Harel Issuing B7	IL0011260770	HRIS.B7	295150	0.3379
Clal Insurance B7	IL0011329500	CLLBT.B7	290437.8301864	0.3325
Harel Issuing B6	IL0011260697	HRIS.B6	274568.633856	0.3144
Shufersal B4	IL0077701915	SAE.B4	270656.9964	0.3099
Isras B13	IL0061301813	ISRS.B13	267459.11913	0.3062
Melisron B19	IL0032303989	MLSR.B19	423297.136	0.2848
Blue Square Real Estate B5	IL0011304677	BLSR.B5	245606.30073	0.2812
Alony Hetz B8	IL0039002717	ALHE.B8	235645.749366	0.2698
Melisron B18	IL0032303724	MLSR.B18	382886.4	0.2576
Israel Ports B4	IL0011750333	IPC.B4	347720	0.2526
Azrieli B2	IL0011344368	AZRG.B2	481468.368945	0.2512
Mizrahi Tefahot Issuing B52	IL0023103810	MZIS.B52	926113.5156	0.2511
UMI B1	IL0011416398	UNMI.B1	199443.2653002	0.2284
Big B5	IL0011292799	BIG.B5	214225.3624156	0.2258
Big B17	IL0011684599	BIG.B17	211896.96	0.2233
Mizrahi Tefahot Issuing B61	IL0023104644	MZIS.B61	793540.8057887	0.2151
Melisron B6	IL0032301256	MLSR.B6	303884.4672864	0.2045
Big B16	IL0011684425	BIG.B16	187219.2	0.1973
Mercantile B3	IL0011712978	MRCN.B3	171497.994925	0.1964
Mizrahi Tefahot Issuing B42	IL0023101830	MZIS.B42	705155.8642	0.1912
Melisron B13	IL0032302247	MLSR.B13	280262.4131408	0.1886
Bezeq B14	IL0023003176	BEZQ.B14	176540	0.1884
Poalim Hanpakot B15	IL0019405435	PHAN.B15	372820.682344	0.1807
Brack N.V B3	IL0011330409	BCNV.B3	149210.66039	0.1708
Mizrahi Tefahot Issuing B58	IL0023104313	MZIS.B58	447956.8725	0.1214
Mizrahi Tefahot Issuing B59	IL0023104495	MZIS.B59	434536.626	0.1178
Big B7	IL0011360844	BIG.B7	443180.9439746	0.467
UMI B3	IL0011606709	UNMI.B3	400837.86645	0.459
Big B13	IL0011595167	BIG.B13	418521.6	0.441
First International Issues B11	IL0011670481	INIS.B11	362455.14	0.415
Big B14	IL0011615122	BIG.B14	350209.5	0.369
REIT 1 B4	IL0011298994	RIT1.B4	273320.8626913	0.313
Shlomo Holdings B16	IL0014102813	SHLD.B16	249740.1312128	0.286
Mizrahi Tefahot Issuing B64	IL0023105559	MZIS.B64	1157778.1309	0.157
Mizrahi Tefahot Issuing B57	IL0023104230	MZIS.B57	523572.2502375	0.142

As of

29/05/2022

Date	Level
26/05/2022	147.95
25/05/2022	147.18
24/05/2022	147.54
23/05/2022	148.72
22/05/2022	149.74
19/05/2022	150.07
18/05/2022	150.25
17/05/2022	149.92
16/05/2022	149.94
15/05/2022	150.46
12/05/2022	150.39
11/05/2022	150.92
10/05/2022	150.80
09/05/2022	150.73
08/05/2022	151.19
03/05/2022	151.98
02/05/2022	151.57
01/05/2022	152.57
28/04/2022	153.39
27/04/2022	153.32
26/04/2022	153.81
25/04/2022	153.78
24/04/2022	154.07
20/04/2022	154.53
19/04/2022	154.19
18/04/2022	154.08
17/04/2022	153.93
14/04/2022	153.75
13/04/2022	153.70
12/04/2022	153.94
11/04/2022	154.51
10/04/2022	154.97
07/04/2022	155.08
06/04/2022	154.99
05/04/2022	155.38
04/04/2022	155.46
03/04/2022	155.19
31/03/2022	155.18
30/03/2022	154.81
29/03/2022	154.39
28/03/2022	154.81
27/03/2022	154.96
24/03/2022	155.90
23/03/2022	156.81
22/03/2022	156.80
21/03/2022	157.16
20/03/2022	157.56
16/03/2022	157.01
15/03/2022	156.09
14/03/2022	155.81
13/03/2022	156.07
10/03/2022	156.17
09/03/2022	156.92
08/03/2022	157.48
07/03/2022	157.57
06/03/2022	157.42
03/03/2022	156.96
02/03/2022	156.24
01/03/2022	155.84
28/02/2022	154.91
27/02/2022	154.29
24/02/2022	154.02
23/02/2022	154.35
22/02/2022	155.22
21/02/2022	155.87
20/02/2022	156.00
17/02/2022	156.15
16/02/2022	156.05
15/02/2022	156.07
14/02/2022	155.70
13/02/2022	155.76
10/02/2022	156.03
09/02/2022	155.81
08/02/2022	155.13
07/02/2022	154.93
06/02/2022	154.84
03/02/2022	155.57
02/02/2022	156.22
01/02/2022	156.44
31/01/2022	157.04
30/01/2022	157.47
27/01/2022	157.08
26/01/2022	157.50
25/01/2022	156.94
24/01/2022	157.09
23/01/2022	157.97
20/01/2022	158.68
19/01/2022	158.64
18/01/2022	158.80
17/01/2022	159.17
16/01/2022	159.30
13/01/2022	159.53
12/01/2022	159.58
11/01/2022	159.45
10/01/2022	159.75
09/01/2022	159.99
06/01/2022	160.39
05/01/2022	160.73
04/01/2022	160.75
03/01/2022	160.43
02/01/2022	160.07

The data shown above represent index levels from Year to Date.

Historical Index levels can be downloaded below. This historical data may reflect back-tested performance which is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation process of the index.

Download Historical Levels

indeX Israeli AA & up CPI-Linked Bond

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