indeX Israeli AA-A Domestic 1-3 Bond

Index DataComponentsHistorical Levels

Characteristics
Last Price	126.00
1D Change	0.39%
# of Constituents	100
# of Issuers	67
Average Duration	1.87
Yield to Maturity	3.66%
Adjusted Spread	193
Adjusted Rating	ilA+

Performance
YTD	1 Year	3 Year	5 Year
-2.37%	-0.77%	-0.75%	3.24%

Annualized STD Dev
1 Year	3 Year	5 Year
1.96%	6.33%	4.99%

Sharp Ratio
1 Year	3 Year	5 Year
-0.66	-0.04	0.12

As of

29/05/2022

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 (%)
Shlomo Holdings B18	IL0014103076	SHLD.B18	1227395.572338	2.0375
Adgar Investments B9	IL0018201900	ADGR.B9	649030.21296	2.0293
Direct Finance B4	IL0011756603	DIFI.B4	860286.07208	2.0281
Direct Finance B3	IL0011712143	DIFI.B3	983774	2.0216
Gav Yam B6	IL0075901285	GVYM.B6	1767771.35125	2.0179
G City B11	IL0012605460	GZT.B11	1224105.2492508	2.0081
Shikun & Binui B6	IL0011297335	SKBN.B6	1298632.5675	2.0053
Mivne B18	IL0022604792	MVNE.B18	744275.952	2.0046
Israel Land Development B22	IL0061202409	ILDC.B22	616689.981765	2.0039
Property & Building B4	IL0069901549	PTBL.B4	1217337.647526	2.0006
Albar B17	IL0011587321	ALBR.B17	944506.444206	1.9999
Bezeq B10	IL0023001840	BEZQ.B10	968970.504992	1.9983
Cellcom B8	IL0011328288	CEL.B8	490735.1326654	1.6135
Afi Properties B11	IL0011716284	AFPR.B11	478630	1.5737
Ashtrom Properties B10	IL0025102042	ASPR.B10	465156.8753076	1.5294
Big B7	IL0011360844	BIG.B7	443180.9439746	1.4572
Jerusalem Bank B13	IL0011425126	JRIS.B13	479265.6635343	1.3664
UMI B3	IL0011606709	UNMI.B3	400837.86645	1.3179
Meitav DS B3	IL0011217630	MTDS.B3	388966.9622685	1.2553
Alrov Properties B4	IL0038701285	ALRP.B4	377701.0623687	1.2419
Mega Or B6	IL0011386682	MGOR.B6	511263.768524	1.681
Azrieli B2	IL0011344368	AZRG.B2	481468.368945	1.583
Sella Real Estate B2	IL0011329278	SLARL.B2	458684.427684	1.0875
Albar B16	IL0011398232	ALBR.B16	324320.5372905	1.0664
Harel Issuing B7	IL0011260770	HRIS.B7	295150	0.9704
Clal Insurance B7	IL0011329500	CLLBT.B7	290437.8301864	0.9549
Property & Building B6	IL0069901887	PTBL.B6	281239.1237989	0.9247
Harel Issuing B6	IL0011260697	HRIS.B6	274568.633856	0.9028
REIT 1 B4	IL0011298994	RIT1.B4	273320.8626913	0.8987
ICL B5	IL0028102999	ICL.B5	791468.4121	0.8983
Shapir Engineering B1	IL0011361347	SPEN.B1	279541.5696	0.8981
Africa Israel Residences B4	IL0011426454	AFRE.B4	338032.205485	0.8962
Melisron B15	IL0032302403	MLSR.B15	978835.0051975	0.8957
Bazan B5	IL0025903886	ORL.B5	832322.4533568	0.8954
Partner B6	IL0011414153	PTNR.B6	385814.8435795	0.8954
Israel Ports B3	IL0011455800	IPC.B3	312120.9139125	0.8949
Phoenix Capital B4	IL0011335291	PNCP.B4	412072.1892	0.8946
Israel Electric B30	IL0060002776	ELEC.B30	552535.7002	0.8939
Summit B6	IL0011309395	SMT.B6	345307.0270576	0.8938
Migdal Fund B5	IL0011392862	MGDF.B5	936979.377	0.8938
Clal Insurance B10	IL0011360687	CLBT.B10	997480.2768	0.8936
Alon Blue Square Israel B4	IL0011395832	BSI.B4	772110.932184	0.8931
Amot B5	IL0011381147	AMOT.B5	889961.395032	0.8927
Villar B8	IL0041601563	VILR.B8	338559.86	0.8926
Electra B4	IL0073901493	ELTR.B4	341976.7667058	0.8919
Hadera Paper B6	IL0063201052	HAP.B6	308646.3885	0.8918
Cellcom B11	IL0011392524	CEL.B11	610320.90456	0.8907
Cellcom B9	IL0011328361	CEL.B9	462537.2586515	0.8895
Isras B14	IL0061301995	ISRS.B14	493280.641357	0.8894
Menora Mivtachim Holdings B3	IL0056600633	MMHD.B3	272083.59648	0.8887
Dimri B8	IL0011537250	DIR.B8	357675.4632	0.8884
Menora Mivtachim Hon B4	IL0011359200	MNMO.B4	313380	0.8883
Israel Corp. B12	IL0057602513	ILC.B12	503028.40023	0.8882
Fattal Holdings B2	IL0011508129	FTAL.B2	341907.5368296	0.8869
Shikun & Binui B7	IL0011297418	SKBN.B7	513072.5018184	0.8863
Alony Hetz B9	IL0039003541	ALHE.B9	1146657.013936	0.8851
Carasso B1	IL0011364648	CRSO.B1	278552.8886728	0.8843
Albar B18	IL0011587404	ALBR.B18	424371.5141638	0.8826
Azorim B13	IL0071504109	AZRM.B13	281583.9333	0.8812
Isras B13	IL0061301813	ISRS.B13	267459.11913	0.8794
Alon Blue Square Israel B6	IL0011691271	BSI.B6	708548.439375	0.8772
Formula B3	IL0025602090	FORTY.B3	367189.2942828	0.8771
Dor Alon B7	IL0011577009	DRAL.B7	388965.48217	0.8763
Bezeq B9	IL0023001766	BEZQ.B9	1801947.6130896	0.8746
Shlomo Holdings B17	IL0014102995	SHLD.B17	265377.782376	0.8726
Property & Building B7	IL0069901960	PTBL.B7	285896.580844	0.8723
MLRN B3	IL0011800583	MLRN.B3	308495.1625	0.8649
Avgol B3	IL0011332892	AVGL.B3	261611.0835924	0.8602
Fattal Europe B4	IL0011680381	FTEU.B4	259300	0.8526
Afi Properties B9	IL0011564700	AFPR.B9	410184	0.8394
Ashtrom Group B1	IL0011323230	ASHG.B1	255066.6671494	0.8386
Israel Land Development B20	IL0061202169	ILDC.B20	248618.73507	0.8174
Azorim B12	IL0071503606	AZRM.B12	231010.4597916	0.7596
Ashdar B4	IL0011356073	ASDR.B4	229487.9804962	0.7545
Isracard B1	IL0011575367	ISCT.B1	475683.8161194	0.7098
Mega Or B4	IL0011306326	MGOR.B4	208894.8288196	0.6868
Eldan Transportation B5	IL0011553570	ELDT.B5	201881.414742	0.6638
Tadiran Group B3	IL0025801320	TDRN.B3	200490.4912	0.6592
Ashtrom Group B2	IL0011323313	ASHG.B2	367770.69696	0.6551
Fattal Europe B1	IL0011375123	FTEU.B1	196311.591	0.6455
MLRN B2	IL0011703233	MLRN.B2	195681	0.6434
SHIR Shlomo Real Estate B3	IL0011374399	SLMO.B3	188691.00009	0.6204
Israel Corp. B10	IL0057602364	ILC.B10	311921.68203	0.6106
Dor Alon B6	IL0011406563	DRAL.B6	177865.8896088	0.5848
Naphtha B8	IL0064301695	NFTA.B8	168168	0.5529
Dimri B7	IL0011411910	DIR.B7	157984.10705	0.5194
Nawi B6	IL0020802737	NAWI.B6	156222.979	0.5137
Prashkovsky B13	IL0011693095	PRSK.B13	150225	0.4939
Mivne B16	IL0022604388	MVNE.B16	299805.3926133	0.4929
Fattal Europe B2	IL0011408544	FTEU.B2	148497.111	0.4883
Carasso B2	IL0011395915	CRSO.B2	141323.4062229	0.4647
Kardan Real Estate B4	IL0011623530	KARE.B4	130763.7820125	0.4299
Big B6	IL0011325219	BIG.B6	127015.1983572	0.4176
Summit B7	IL0011334799	SMT.B7	114853.077288	0.3776
Vitania B4	IL0011394769	VTNA.B4	113382.6408	0.3728
Electra Real Estate B5	IL0011385932	ELCRE.B5	106168.3486214	0.3491
Formula B1	IL0025601423	FORTY.B1	104870.6170434	0.3448
Equital B2	IL0075501226	EQTL.B2	367748.04	0.896
Eldan Transportation B6	IL0011616781	ELDT.B6	424632.846294	0.885
Ashdar B5	IL0011577835	ASDR.B5	338793.37902	0.89

As of

29/05/2022

Date	Level
26/05/2022	126.00
25/05/2022	125.51
24/05/2022	125.56
23/05/2022	125.75
22/05/2022	126.19
19/05/2022	126.24
18/05/2022	126.92
17/05/2022	126.67
16/05/2022	126.53
15/05/2022	126.81
12/05/2022	126.69
11/05/2022	126.85
10/05/2022	126.76
09/05/2022	126.75
08/05/2022	127.10
03/05/2022	127.55
02/05/2022	127.45
01/05/2022	127.90
28/04/2022	128.17
27/04/2022	128.24
26/04/2022	128.34
25/04/2022	128.28
24/04/2022	128.40
20/04/2022	128.64
19/04/2022	128.50
18/04/2022	128.45
17/04/2022	128.34
14/04/2022	128.07
13/04/2022	127.88
12/04/2022	127.70
11/04/2022	128.01
10/04/2022	128.09
07/04/2022	128.09
06/04/2022	128.12
05/04/2022	128.31
04/04/2022	128.32
03/04/2022	128.23
31/03/2022	128.20
30/03/2022	128.16
29/03/2022	128.08
28/03/2022	128.30
27/03/2022	128.30
24/03/2022	128.67
23/03/2022	128.88
22/03/2022	128.60
21/03/2022	128.74
20/03/2022	128.93
16/03/2022	128.69
15/03/2022	128.19
14/03/2022	128.05
13/03/2022	128.23
10/03/2022	128.29
09/03/2022	128.56
08/03/2022	128.69
07/03/2022	128.77
06/03/2022	128.77
03/03/2022	128.56
02/03/2022	128.30
01/03/2022	128.12
28/02/2022	127.79
27/02/2022	127.65
24/02/2022	127.52
23/02/2022	127.88
22/02/2022	128.18
21/02/2022	128.42
20/02/2022	128.48
17/02/2022	128.61
16/02/2022	128.52
15/02/2022	128.41
14/02/2022	128.28
13/02/2022	128.43
10/02/2022	128.67
09/02/2022	128.63
08/02/2022	128.41
07/02/2022	128.25
06/02/2022	128.09
03/02/2022	128.27
02/02/2022	128.38
01/02/2022	128.21
31/01/2022	128.18
30/01/2022	128.47
27/01/2022	128.31
26/01/2022	128.51
25/01/2022	128.34
24/01/2022	128.35
23/01/2022	128.59
20/01/2022	128.95
19/01/2022	128.89
18/01/2022	129.01
17/01/2022	129.13
16/01/2022	129.24
13/01/2022	129.19
12/01/2022	129.14
11/01/2022	129.13
10/01/2022	129.17
09/01/2022	129.25
06/01/2022	129.51
05/01/2022	129.63
04/01/2022	129.63
03/01/2022	129.61
02/01/2022	129.31

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-A Domestic 1-3 Bond

Copyright