indeX Israeli Corporate Bond Balanced Duration 2-4

Index DataComponentsHistorical Levels

Characteristics
Last Price	149.24
1D Change	-0.11%
# of Constituents	137
Total Market Cap	ILS 94.3B
Average Duration	2.90
Yield to Maturity	1.98%
Adjusted Spread	168
Adjusted Rating	ilA+

Performance
YTD	1 Year	3 Year	5 Year
3.41%	7.85%	8.34%	15.56%

Annualized STD Dev
1 Year	3 Year	5 Year
4.10%	6.88%	5.42%

Sharp Ratio
1 Year	3 Year	5 Year
1.92	0.41	0.55

As of

27/05/2021

Yield to Maturity calculated on non-linked basis, meaning CPI-linked securites' YTM been adjusted to market implied inflation

Security Name	ISIN	Symbol	Market Value (ILS thousands)	Wgt (%)
Discount Investment B6	IL0063902071	DISI.B6	1505912.5320092	1.5332
Direct Finance B3	IL0011712143	DIFI.B3	1005994.2	1.5307
Melisron B11	IL0032302080	MLSR.B11	1516558.5781658	1.5209
Property & Building B4	IL0069901549	PTBL.B4	1909169.806456	1.5172
Airport City B5	IL0011334872	ARPT.B5	3714745.771884	1.5166
Mizrahi Tefahot Issuing B45	IL0023102176	MZIS.B45	2744232.1821	1.5164
Melisron B10	IL0032301900	MLSR.B10	1594382.6669026	1.5152
Leumi Bank B181	IL0060405052	LUM.B181	2482141.7094	1.5133
Gazit Globe B11	IL0012605460	GZT.B11	1269809.777754	1.5132
Mizrahi Tefahot Issuing B51	IL0023103240	MZIS.B51	2642486.0384	1.5118
Shikun & Binui B6	IL0011297335	SKBN.B6	1512887.441009	1.5097
Poalim Hanpakot B35	IL0019406185	PHAN.B35	1689705.19795	1.5078
Blue Square Real Estate B6	IL0011406076	BLSR.B6	1543671.304	1.5055
Bezeq B10	IL0023001840	BEZQ.B10	981314.078304	1.4949
Mivne B18	IL0022604792	MVNE.B18	887922	1.4923
Adgar Investments B9	IL0018201900	ADGR.B9	813652.6188	1.4564
Shlomo Holdings B18	IL0014103076	SHLD.B18	1222564.8764911	1.4455
Israel Land Development B22	IL0061202409	ILDC.B22	713165.7516	1.2766
Mivne B17	IL0022604461	MVNE.B17	706870.478028	1.2653
Union Bank B9	IL0011394926	UNON.B9	689417.5414	1.2341
Mega Or B7	IL0011416968	MGOR.B7	640724.3414	1.1469
Blue Square Real Estate B7	IL0011406159	BLSR.B7	624725.6266962	1.1183
Bayside Land B6	IL0075901285	BYSD.B6	2260985.5797	1.514
Shufersal B6	IL0077702178	SAE.B6	1012065.425691	1.509
Azrieli B2	IL0011344368	AZRG.B2	637428.91576	1.141
Mega Or B6	IL0011386682	MGOR.B6	576062.506404	1.0312
Jerusalem Bank B13	IL0011425126	JRIS.B13	552216.7025	0.9885
Albar B17	IL0011587321	ALBR.B17	543720.354816	0.9733
Ashtrom Properties B10	IL0025102042	ASPR.B10	539989.1054976	0.9666
Meitav DS B3	IL0011217630	MTDS.B3	496759.9999726	0.8892
Afi Properties B11	IL0011716284	AFPR.B11	490268	0.8776
Giron Development B6	IL0011398497	GRON.B6	467132.079336	0.8362
Big B7	IL0011360844	BIG.B7	464059.469166	0.8307
Sella Real Estate B2	IL0011329278	SLARL.B2	449753.201835	0.8051
Norstar B11	IL0072303527	NSTR.B11	440539.1517219	0.7886
Union Bank B11	IL0011573537	UNON.B11	433810.92	0.7765
Clal Insurance B7	IL0011329500	CLLBT.B7	402607.561	0.7207
Spencer B2	IL0011398984	SPNR.B2	485102.4908835	0.6756
Fattal Europe B3	IL0011418527	FTEU.B3	532973.2431231	0.6714
Alon Blue Square Israel B6	IL0011691271	BSI.B6	684101.4336	0.6684
Westdale B1	IL0011575771	WSDL.B1	532800	0.6644
Dor Alon B7	IL0011577009	DRAL.B7	486032.2491992	0.6644
Carasso B3	IL0011418295	CRSO.B3	515525.0638725	0.6633
Property & Building B7	IL0069901960	PTBL.B7	384520.1591618	0.6618
Discount Investment B10	IL0063903483	DISI.B10	2118426.5991494	0.6614
Israel Electric B30	IL0060002776	ELEC.B30	577896.9194	0.6611
Fattal Holdings B2	IL0011508129	FTAL.B2	423169.876752	0.6609
Dimri B8	IL0011537250	DIR.B8	380838.81	0.6607
Albar B18	IL0011587404	ALBR.B18	392336.2969988	0.6604
Eldan Transportation B6	IL0011616781	ELDT.B6	529403.8059215	0.6604
Ashtrom Group B3	IL0011401028	ASHG.B3	1341846.9078422	0.6603
Hadera Paper B6	IL0063201052	HAP.B6	393032.72511	0.6603
Cellcom B11	IL0011392524	CEL.B11	744957.6222	0.6602
Ashdar B5	IL0011577835	ASDR.B5	394429.933	0.6599
Phoenix Capital B4	IL0011335291	PNCP.B4	432173.2716	0.6598
Leumi Bank B180	IL0060404220	LUM.B180	1759460.6601	0.6597
Delta B1	IL0062701441	DELT.B1	511739.61003	0.6596
Leumi Bank B178	IL0060403230	LUM.B178	1230960	0.6595
Union Bank B12	IL0011601676	UNON.B12	779609.5444	0.6594
Phoenix Capital B8	IL0011398158	PNCP.B8	846092	0.6586
Electra B4	IL0073901493	ELTR.B4	427487.36016	0.6584
Alony Hetz B9	IL0039003541	ALHE.B9	1156813.966264	0.6581
Amidar B1	IL0011435851	AMDR.B1	716310	0.6579
Israel Ports B3	IL0011455800	IPC.B3	854986.5379	0.6578
Amot B5	IL0011381147	AMOT.B5	1051994.533131	0.6574
Clal Insurance B10	IL0011360687	CLBT.B10	1051520.057	0.6565
Migdal Fund B5	IL0011392862	MGDF.B5	980413.12	0.6563
Mivne B16	IL0022604388	MVNE.B16	366263.6397584	0.6556
Avgol B3	IL0011332892	AVGL.B3	365849.248552	0.6549
Formula B3	IL0025602090	FORTY.B3	444592.4	0.6532
Shapir Engineering B1	IL0011361347	SPEN.B1	363754.4982	0.6511
Spencer B3	IL0011474959	SPNR.B3	408058.74746	0.6433
Carasso B1	IL0011364648	CRSO.B1	358694.002257	0.6421
Mizrahi Tefahot Issuing B40	IL0023101673	MZIS.B40	2751072.5242	0.6405
Lightston B2	IL0011607467	LGTS.B2	356324.1187	0.6378
The Zarasai B3	IL0011379752	TZRS.B3	1241351.9448504	0.6354
Villar B8	IL0041601563	VILR.B8	353323.62	0.6325
Africa Israel Residences B4	IL0011426454	AFRE.B4	352745.471675	0.6314
Big B9	IL0011410508	BIG.B9	699288.245656	0.6259
Afi Properties B9	IL0011564700	AFPR.B9	463449	0.6259
Menora Mivtachim Holdings B3	IL0056600633	MMHD.B3	345472.7657788	0.6184
The Zarasai B5	IL0011695561	TZRS.B5	338713.92	0.6063
Menora Mivtachim Hon B4	IL0011359200	MNMO.B4	332550	0.5953
Namco B1	IL0011395758	NMCO.B1	558412.4860702	0.5858
Ashtrom Group B1	IL0011323230	ASHG.B1	326476.5998378	0.5844
Azorim B13	IL0071504109	AZRM.B13	319812.7937	0.5725
Strauss Group B5	IL0074603890	STRS.B5	618162.65996	0.5533
Harel Issuing B7	IL0011260770	HRIS.B7	301350	0.5394
Azorim B12	IL0071503606	AZRM.B12	299381.637624	0.5359
UMI B4	IL0011722530	UNMI.B4	296117.8125	0.5301
The Leser B5	IL0011356644	TLSR.B5	507920.07336	0.5247
Phoenix B3	IL0076702013	PHOE.B3	284112.9658	0.5086
Fattal Europe B4	IL0011680381	FTEU.B4	283300	0.5071
Harel Issuing B6	IL0011260697	HRIS.B6	277155.74016	0.4961
Altitudee B1	IL0011439242	ALTD.B1	263440.8804363	0.4716
Fattal Europe B1	IL0011375123	FTEU.B1	262983.294	0.4707
Pacific B2	IL0011630626	PCOK.B2	249431.199	0.4465
The Zarasai B4	IL0011475600	TZRS.B4	227458.430196	0.4072
Delshah Capital B2	IL0011373144	DLSH.B2	251112.3602232	0.4021
The Leser B6	IL0011674772	TLSR.B6	222255.2192	0.3978
Hertz Properties B1	IL0011426033	HRZP.B1	414004.4307938	0.3854
Copperline B2	IL0011401770	CPLN.B2	260099.425705	0.3707
UMI B3	IL0011606709	UNMI.B3	201721.7648642	0.3611
Maman B3	IL0023800530	MMAN.B3	200836.153395	0.3595
Southern B2	IL0011433872	TSRN.B2	200453.4	0.3588
Dimri B7	IL0011411910	DIR.B7	198988.734475	0.3562
ILD Insurance B4	IL0011560252	ILDN.B4	189291.0264	0.3388
Fattal Europe B2	IL0011408544	FTEU.B2	181851.648	0.3255
Klein B2	IL0011404097	KLEN.B2	183273.0143882	0.3071
Brack N.V B2	IL0011283475	BCNV.B2	162172.8	0.2903
Shlomo Holdings B17	IL0014102995	SHLD.B17	155211.3608334	0.2778
Levinstein Properties B2	IL0011397168	LVPR.B2	151707.2256	0.2716
Mishorim B8	IL0011431637	MSHR.B8	151487.8070461	0.2712
Encore B1	IL0011411183	ENCR.B1	142610.569	0.2553
Medi Power B2	IL0011613481	MDPR.B2	142192.5075	0.2545
Summit B7	IL0011334799	SMT.B7	130888.855998	0.2343
MDG Real Estate B3	IL0011425043	MDG.B3	232882.7506082	0.2157
Noble B1	IL0011418600	NOBL.B1	252496.9146054	0.2142
Brack N.V B3	IL0011330409	BCNV.B3	168099.7669897	0.1505
Moinian B2	IL0011430159	MNAN.B2	920769.74583	0.704
MGG B2	IL0011608119	MGG.B2	630666	0.668
Wharton B1	IL0011401697	WHRT.B1	559296.3476924	0.668
Silverstein B1	IL0011455982	SILV.B1	848323.4556	0.663
Cellcom B9	IL0011328361	CEL.B9	596293.957168	0.662
Melisron B15	IL0032302403	MLSR.B15	1052405.491326	0.661
Shikun & Binui B7	IL0011297418	SKBN.B7	630732.9983598	0.659
Isras B14	IL0061301995	ISRS.B14	630194.4018587	0.658
Enlight B6	IL0072001733	ENLT.B6	571505.8654664	0.657
Israel Corp. B12	IL0057602513	ILC.B12	591579.9537	0.656
Bezeq B9	IL0023001766	BEZQ.B9	2316565.44	0.648
Mega Or B4	IL0011306326	MGOR.B4	275441.7171423	0.493
Dor Alon B6	IL0011406563	DRAL.B6	248614.228307	0.445
Kardan Real Estate B4	IL0011623530	KARE.B4	160313.283	0.287
Cornerstone B2	IL0011607046	CSPL.B2	139119.6625	0.249
Orian B2	IL0011433799	ORIN.B2	120643.749	0.216
Levinstein Engineering B4	IL0057300985	LEVI.B4	112289.625	0.201
MGG B1	IL0011557951	MGG.B1	223461.08172	0.4

As of

27/05/2021

Date	Level
26/05/2021	149.24
25/05/2021	149.41
24/05/2021	149.36
23/05/2021	149.31
20/05/2021	149.15
19/05/2021	149.52
18/05/2021	149.66
13/05/2021	149.53
12/05/2021	149.18
11/05/2021	148.96
10/05/2021	149.38
09/05/2021	149.12
06/05/2021	148.97
05/05/2021	148.91
04/05/2021	148.70
03/05/2021	148.52
02/05/2021	148.15
29/04/2021	147.87
28/04/2021	147.89
27/04/2021	147.86
26/04/2021	147.84
25/04/2021	147.90
22/04/2021	147.89
21/04/2021	147.80
20/04/2021	147.89
19/04/2021	147.81
18/04/2021	147.78
13/04/2021	147.58
12/04/2021	147.43
11/04/2021	147.44
08/04/2021	147.36
07/04/2021	147.36
06/04/2021	147.34
05/04/2021	147.19
04/04/2021	147.15
01/04/2021	147.06
31/03/2021	146.92
30/03/2021	146.76
29/03/2021	146.79
25/03/2021	146.59
24/03/2021	146.76
22/03/2021	146.62
21/03/2021	146.18
18/03/2021	146.19
17/03/2021	145.81
16/03/2021	145.77
15/03/2021	145.30
14/03/2021	145.17
11/03/2021	145.14
10/03/2021	144.98
09/03/2021	144.98
08/03/2021	144.51
07/03/2021	144.89
04/03/2021	145.64
03/03/2021	145.83
02/03/2021	145.86
01/03/2021	145.67
28/02/2021	145.61
25/02/2021	145.75
24/02/2021	145.74
23/02/2021	145.67
22/02/2021	145.70
21/02/2021	145.86
18/02/2021	145.69
17/02/2021	145.76
16/02/2021	145.90
15/02/2021	145.65
14/02/2021	145.71
11/02/2021	145.74
10/02/2021	145.86
09/02/2021	145.75
08/02/2021	145.57
07/02/2021	145.55
04/02/2021	145.44
03/02/2021	145.19
02/02/2021	144.90
01/02/2021	144.78
31/01/2021	144.62
28/01/2021	144.98
27/01/2021	145.16
26/01/2021	145.47
25/01/2021	145.58
24/01/2021	145.59
21/01/2021	145.56
20/01/2021	145.63
19/01/2021	145.52
18/01/2021	145.22
17/01/2021	144.90
14/01/2021	144.93
13/01/2021	144.85
12/01/2021	144.72
11/01/2021	144.65
10/01/2021	144.60
07/01/2021	144.52
06/01/2021	144.37
05/01/2021	144.35
04/01/2021	144.49
03/01/2021	144.41

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 Corporate Bond Balanced Duration 2-4

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