indeX Israeli Cash Flow Bonds A & up

Index DataComponentsHistorical Levels

Characteristics
Last Price	121.50
1D Change	0.46%
# of Constituents	185
# of Issuers	69
Average Duration	3.51
Yield to Maturity	4.11%
Adjusted Spread	213
Adjusted Rating	ilAA-

Performance
YTD	1 Year	3 Year	5 Year
-6.23%	-3.56%	2.88%	8.81%

Annualized STD Dev
1 Year	3 Year	5 Year
2.90%	6.63%	5.43%

Sharp Ratio
1 Year	3 Year	5 Year
-1.44	0.15	0.31

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 (%)
Israel Electric B26	IL0060002024	ELEC.B26	1399154.8065121	1.0454
Melisron B15	IL0032302403	MLSR.B15	978835.0051975	1.0432
Amot B5	IL0011381147	AMOT.B5	889961.395032	1.0398
Shufersal B5	IL0077702095	SAE.B5	912173.6116152	1.0371
Alony Hetz B9	IL0039003541	ALHE.B9	1146657.013936	1.0309
Partner B7	IL0011563975	PTNR.B7	893206.16308	1.03
Israel Corp. B14	IL0057603016	ILC.B14	1371883	1.027
Ashtrom Group B3	IL0011401028	ASHG.B3	1091496.21442	1.0261
Cellcom B12	IL0011430803	CEL.B12	1172304.531684	1.0256
Gav Yam B8	IL0075901517	GVYM.B8	1351113.130471	1.0204
Bezeq B9	IL0023001766	BEZQ.B9	1801947.6130896	1.0187
Alony Hetz B12	IL0039004952	ALHE.B12	1214992.60092	1.0146
Paz Oil B8	IL0011628174	PZOL.B8	1330602.7275	1.0115
Shufersal B7	IL0077702582	SAE.B7	850660.17036	1.0047
Bazan B12	IL0025905782	ORL.B12	827492.9662868	0.9773
Bezeq B11	IL0023002343	BEZQ.B11	816818.531	0.9647
Pacific B2	IL0011630626	PCOK.B2	1107653.2485392	0.9482
ICL B5	IL0028102999	ICL.B5	791468.4121	0.9348
Alon Blue Square Israel B4	IL0011395832	BSI.B4	772110.932184	0.9119
OPC B3	IL0011803553	OPCE.B3	762967.8456	0.9011
Bazan B10	IL0025905113	ORL.B10	731759.880384	0.8643
Alon Blue Square Israel B6	IL0011691271	BSI.B6	708548.439375	0.8368
Shapir Engineering B2	IL0011419517	SPEN.B2	625519.1644236	0.7388
Navitas Petroleum B2	IL0011696148	NVPT.B2	624568	0.7377
Cellcom B11	IL0011392524	CEL.B11	610320.90456	0.7208
Energix B1	IL0011617516	ENRG.B1	589121.3539224	0.6958
Amidar B1	IL0011435851	AMDR.B1	578220	0.6829
Electra B5	IL0073902228	ELTR.B5	559853.9639	0.6612
Israel Electric B30	IL0060002776	ELEC.B30	552535.7002	0.6526
Strauss Group B5	IL0074603890	STRS.B5	545134.84344	0.6438
Afi Properties B12	IL0011737645	AFPR.B12	544062.694041	0.6426
Azorim B14	IL0071504448	AZRM.B14	543858.86	0.6423
Medtr Tower B5	IL0011685174	MDTR.B5	522111.6372849	0.6166
Israel Corp. B12	IL0057602513	ILC.B12	503028.40023	0.5941
Isras B14	IL0061301995	ISRS.B14	493280.641357	0.5826
Enlight B6	IL0072001733	ENLT.B6	481928.3245875	0.5692
Shlomo Holdings B18	IL0014103076	SHLD.B18	1227395.572338	0.5661
Cellcom B8	IL0011328288	CEL.B8	490735.1326654	0.5658
Adgar Investments B9	IL0018201900	ADGR.B9	649030.21296	0.5638
Azrieli B2	IL0011344368	AZRG.B2	481468.368945	0.5635
Israel Electric B29	IL0060002362	ELEC.B29	3595788.112301	0.5622
Israel Electric B32	IL0060003840	ELEC.B32	1263630.6615	0.5607
Gav Yam B6	IL0075901285	GVYM.B6	1767771.35125	0.5606
Shufersal B6	IL0077702178	SAE.B6	861000.0917091	0.5606
Mkorot B10	IL0011584682	MKR.B10	1097265.575	0.5597
Israel Ports B1	IL0011455644	IPC.B1	1646431.7922	0.5592
Amot B4	IL0011331498	AMOT.B4	1905306.48	0.5579
G City B11	IL0012605460	GZT.B11	1224105.2492508	0.5579
Big B12	IL0011562316	BIG.B12	496450.521864	0.5575
Mivne B18	IL0022604792	MVNE.B18	744275.952	0.5569
Melisron B10	IL0032301900	MLSR.B10	1522588.2793209	0.5563
Israel Electric B27	IL0060002107	ELEC.B27	3206095.2745968	0.5559
Property & Building B4	IL0069901549	PTBL.B4	1217337.647526	0.5558
Airport City B5	IL0011334872	ARPT.B5	3367313.446989	0.5556
Bezeq B10	IL0023001840	BEZQ.B10	968970.504992	0.5552
Melisron B16	IL0032302650	MLSR.B16	841609.83582	0.5549
Melisron B11	IL0032302080	MLSR.B11	1448800.7473203	0.5546
Big B9	IL0011410508	BIG.B9	654177.464304	0.5544
Amot 6	IL0011586091	AMOT.B6	2098983.2535	0.5544
Gav Yam B9	IL0075902192	GVYM.B9	1657309.76084	0.5543
Azrieli B4	IL0011386500	AZRL.B4	3319108.68498	0.5528
Mega Or B6	IL0011386682	MGOR.B6	511263.768524	0.5528
REIT 1 B5	IL0011367534	RIT1.B5	1159008.8419206	0.5523
Paz Oil B7	IL0011425951	PZOL.B7	1510161.5064252	0.5518
Mega Or B8	IL0011476020	MGOR.B8	877463.44	0.5517
Isras B16	IL0061302233	ISRS.B16	1246333.608798	0.5515
Mivne B20	IL0022604958	MVNE.B20	1072092.74256	0.5514
Mivne B17	IL0022604461	MVNE.B17	600722.615155	0.5512
Brack N.V B2	IL0011283475	BCNV.B2	694929.2367273	0.5512
Afi Properties B11	IL0011716284	AFPR.B11	478630	0.5511
Mivne B23	IL0022605450	MVNE.B23	723224.7201504	0.5507
Mega Or B7	IL0011416968	MGOR.B7	558898.47981	0.5505
Big B15	IL0011622219	BIG.B15	737935.54016	0.5492
Paz Oil B6	IL0011395428	PZOL.B6	464899.641031	0.5491
Sella Real Estate B3	IL0011389736	SLARL.B3	1050323.1727897	0.5489
Adgar Investments B10	IL0018202080	ADGR.B10	740286.4482	0.5483
Alrov Properties B6	IL0038701855	ALRP.B6	570101.828	0.5482
Melisron B17	IL0032302734	MLSR.B17	1245129.717591	0.5481
Big B18	IL0011742264	BIG.B18	1230750	0.5468
REIT 1 B6	IL0011385445	RIT1.B6	1070296.5510807	0.5466
Cellcom B9	IL0011328361	CEL.B9	462537.2586515	0.5463
Sella Real Estate B4	IL0011671471	SLARL.B4	838425.95354	0.5458
Afi Properties B8	IL0011422313	AFPR.B8	1283853.56005	0.5456
Bezeq B12	IL0023002426	BEZQ.B12	1333209.696	0.5453
Blue Square Real Estate B8	IL0011575698	BLSR.B8	1082643.346191	0.5446
Aspen Group B8	IL0031303907	ASGR.B8	576395.658	0.5446
Mega Or B9	IL0011651416	MGOR.B9	689300.790308	0.5441
Airport City B9	IL0011609448	ARPT.B9	1601478.3004	0.5439
Melisron B14	IL0032302320	MLSR.B14	1382538.2124099	0.5439
OPC B2	IL0011660573	OPCE.B2	995478.0879	0.5436
Fattal Europe B3	IL0011418527	FTEU.B3	452531.55982	0.5345
Isras B18	IL0061302803	ISRS.B18	447749.26	0.5288
G City B16	IL0012607854	GZT.B16	884345.7615	0.5288
Big B7	IL0011360844	BIG.B7	443180.9439746	0.5234
G City B12	IL0012606039	GZT.B12	3027897.88143	0.5199
G City B14	IL0012607367	GZT.B14	1126180.3997864	0.5185
Isras B15	IL0061302076	ISRS.B15	538102.0481344	0.5084
Norstar B11	IL0072303527	NSTR.B11	430440.128325	0.5084
Mivne B19	IL0022604875	MVNE.B19	428760.8505712	0.5064
BIG B11	IL0011511172	BIG.B11	427821.405	0.5053
Afi Properties B13	IL0011782922	AFPR.B13	424935	0.5019
Eldan Transportation B6	IL0011616781	ELDT.B6	424632.846294	0.5015
Melisron B19	IL0032303989	MLSR.B19	423297.136	0.4999
Giron Development B6	IL0011398497	GRON.B6	420520.9998255	0.4967
Big B13	IL0011595167	BIG.B13	418521.6	0.4943
Blue Square Real Estate B7	IL0011406159	BLSR.B7	417280.9578581	0.4928
Delta B1	IL0062701441	DELT.B1	410591.354592	0.4849
Afi Properties B9	IL0011564700	AFPR.B9	410184	0.4845
Adgar Investments B11	IL0018202817	ADGR.B11	395059.2	0.4666
Dor Alon B7	IL0011577009	DRAL.B7	388965.48217	0.4594
Partner B6	IL0011414153	PTNR.B6	385814.8435795	0.4557
Melisron B18	IL0032303724	MLSR.B18	382886.4	0.4522
Alrov Properties B4	IL0038701285	ALRP.B4	377701.0623687	0.4461
Ashtrom Group B2	IL0011323313	ASHG.B2	367770.69696	0.4344
Equital B2	IL0075501226	EQTL.B2	367748.04	0.4343
Norstar B12	IL0072304020	NSTR.B12	361673.1306786	0.4272
Alon Blue Square Israel B7	IL0011839797	BSI.B7	354468.0656	0.4187
Big B14	IL0011615122	BIG.B14	350209.5	0.4136
Big B8	IL0011389249	BIG.B8	345918.15632	0.4086
Summit B6	IL0011309395	SMT.B6	345307.0270576	0.4078
Electra B4	IL0073901493	ELTR.B4	341976.7667058	0.4039
SHIR Shlomo Real Estate B4	IL0011576688	SLMO.B4	339325.92865	0.4008
Ashdar B5	IL0011577835	ASDR.B5	338793.37902	0.4001
Villar B8	IL0041601563	VILR.B8	338559.86	0.3999
G City B15	IL0012607698	GZT.B15	337708.8	0.3989
Giron Development B7	IL0011426298	GRON.B7	336088.68791	0.3969
Alrov Properties B5	IL0038701699	ALRP.B5	334560	0.3951
Navitas Petroleum B3	IL0011815938	NVPT.B3	331188	0.3912
Sella Real Estate B2	IL0011329278	SLARL.B2	458684.427684	0.3906
Afi Properties B10	IL0011608788	AFPR.B10	322386.9744	0.3808
Israel Ports B3	IL0011455800	IPC.B3	312120.9139125	0.3686
Israel Corp. B10	IL0057602364	ILC.B10	311921.68203	0.3684
Hadera Paper B6	IL0063201052	HAP.B6	308646.3885	0.3645
Shapir Engineering B3	IL0011784175	SPEN.B3	307545	0.3632
Melisron B6	IL0032301256	MLSR.B6	303884.4672864	0.3589
Mivne B16	IL0022604388	MVNE.B16	299805.3926133	0.3541
Summit B10	IL0011433955	SMT.B10	290913	0.3436
Property & Building B7	IL0069901960	PTBL.B7	285896.580844	0.3377
Azorim B13	IL0071504109	AZRM.B13	281583.9333	0.3326
Afi Properties B7	IL0011322323	AFPR.B7	280343.119308	0.3311
Shapir Engineering B1	IL0011361347	SPEN.B1	279541.5696	0.3302
REIT 1 B4	IL0011298994	RIT1.B4	273320.8626913	0.3228
Aspen Group B9	IL0031304244	ASGR.B9	272880	0.3223
Shufersal B4	IL0077701915	SAE.B4	270656.9964	0.3197
Rani Zim B2	IL0011718348	RANI.B2	266229.3	0.3144
Shlomo Holdings B17	IL0014102995	SHLD.B17	265377.782376	0.3134
Fattal Europe B4	IL0011680381	FTEU.B4	259300	0.3063
Ashtrom Group B1	IL0011323230	ASHG.B1	255066.6671494	0.3013
Maman B3	IL0023800530	MMAN.B3	250850.445047	0.2963
Elco B13	IL0069402332	ELCO.B13	250269.449592	0.2956
UMI B4	IL0011722530	UNMI.B4	243354.375	0.2874
Blue Square Real Estate B5	IL0011304677	BLSR.B5	245606.30073	0.2864
AFCON Holdings B4	IL0057801685	AFHL.B4	242392.5	0.2863
Altitudee B1	IL0011439242	ALTD.B1	236287.2930672	0.2791
Electra Consumption‏ B5	IL0050103352	ECP.B1	236050	0.2788
Supergas B1	IL0011673600	SPGE.B1	235826.784	0.2785
Azorim B12	IL0071503606	AZRM.B12	231010.4597916	0.2728
Eldan Transportation B7	IL0011847790	ELDT.B7	219507.054	0.2593
Adgar Investments B12	IL0018203310	ADGR.B12	217250	0.2566
Big B17	IL0011684599	BIG.B17	211896.96	0.2503
Vitania B5	IL0011509036	VTNA.B5	210354.777	0.2484
Mega Or B4	IL0011306326	MGOR.B4	208894.8288196	0.2467
Eldan Transportation B5	IL0011553570	ELDT.B5	201881.414742	0.2384
UMI B3	IL0011606709	UNMI.B3	400837.86645	0.2367
UMI B1	IL0011416398	UNMI.B1	199443.2653002	0.2356
Dor Alon B6	IL0011406563	DRAL.B6	177865.8896088	0.2101
UMI B2	IL0011416471	UNMI.B2	176611.789149	0.2086
Bazan B5	IL0025903886	ORL.B5	832322.4533568	0.983
Property & Building B9	IL0069902125	PTBL.B9	1576512.885264	0.972
2021.09	IL0057603271	ILC.B15	703575	0.831
Silverstein B1	IL0011455982	SILV.B1	618930.70335	0.731
Namco B2	IL0011602583	NMCO.B2	602832.6726928	0.712
Silverstein B2	IL0011605974	SILV.B2	532574.8695	0.629
Azrieli B5	IL0011566036	AZRL.B5	3505456.9928	0.553
Blue Square Real Estate B6	IL0011406076	BLSR.B6	2104081.78176	0.548
Mivne B24	IL0022605526	MVNE.B24	602152.00848	0.546
Blue Square Real Estate B9	IL0011745564	BLSR.B9	651840.453	0.539
G City B13	IL0012606526	GZT.B13	1697481.6107678	0.524
Namco B1	IL0011395758	NMCO.B1	419939.1051438	0.496
Melisron B13	IL0032302247	MLSR.B13	280262.4131408	0.331
Ashtrom Group B4	IL0011829897	ASHG.B4	280260	0.331
Avgol B3	IL0011332892	AVGL.B3	261611.0835924	0.309
Ashdar B4	IL0011356073	ASDR.B4	229487.9804962	0.271
Equital B3	IL0075501481	EQTL.B3	200666.448	0.237
Enlight B4	IL0072002566	ENLT.B4	321744.592	0.38

As of

29/05/2022

Date	Level
26/05/2022	121.50
25/05/2022	120.94
24/05/2022	121.17
23/05/2022	121.76
22/05/2022	122.45
19/05/2022	122.52
18/05/2022	123.05
17/05/2022	122.76
16/05/2022	122.65
15/05/2022	122.98
12/05/2022	122.90
11/05/2022	123.21
10/05/2022	123.00
09/05/2022	122.89
08/05/2022	123.41
03/05/2022	124.03
02/05/2022	123.84
01/05/2022	124.50
28/04/2022	125.00
27/04/2022	124.96
26/04/2022	125.27
25/04/2022	125.25
24/04/2022	125.39
20/04/2022	125.70
19/04/2022	125.50
18/04/2022	125.45
17/04/2022	125.26
14/04/2022	125.01
13/04/2022	124.82
12/04/2022	124.75
11/04/2022	125.24
10/04/2022	125.59
07/04/2022	125.77
06/04/2022	125.83
05/04/2022	126.16
04/04/2022	126.19
03/04/2022	126.05
31/03/2022	126.00
30/03/2022	125.59
29/03/2022	125.28
28/03/2022	125.51
27/03/2022	125.52
24/03/2022	126.25
23/03/2022	126.69
22/03/2022	126.43
21/03/2022	126.75
20/03/2022	127.10
16/03/2022	126.74
15/03/2022	126.16
14/03/2022	126.05
13/03/2022	126.34
10/03/2022	126.55
09/03/2022	127.01
08/03/2022	127.23
07/03/2022	127.37
06/03/2022	127.43
03/03/2022	127.20
02/03/2022	126.90
01/03/2022	126.65
28/02/2022	126.08
27/02/2022	125.85
24/02/2022	125.67
23/02/2022	126.34
22/02/2022	126.92
21/02/2022	127.38
20/02/2022	127.37
17/02/2022	127.50
16/02/2022	127.38
15/02/2022	127.36
14/02/2022	127.14
13/02/2022	127.38
10/02/2022	127.70
09/02/2022	127.67
08/02/2022	127.25
07/02/2022	127.08
06/02/2022	126.94
03/02/2022	127.33
02/02/2022	127.61
01/02/2022	127.46
31/01/2022	127.50
30/01/2022	127.99
27/01/2022	127.72
26/01/2022	127.99
25/01/2022	127.69
24/01/2022	127.75
23/01/2022	128.25
20/01/2022	128.78
19/01/2022	128.65
18/01/2022	128.81
17/01/2022	129.05
16/01/2022	129.23
13/01/2022	129.38
12/01/2022	129.37
11/01/2022	129.35
10/01/2022	129.51
09/01/2022	129.71
06/01/2022	130.02
05/01/2022	130.20
04/01/2022	130.23
03/01/2022	130.11
02/01/2022	129.88

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 Cash Flow Bonds A & up

Copyright