indeX Israeli Bank-Insurance Bonds – Tier 2

Index DataComponentsHistorical Levels

Characteristics
Last Price	108.95
1D Change	-0.01%
# of Constituents	32
# of Issuers	8
Average Duration	3.72
Yield to Maturity	3.51%
Adjusted Spread	137
Adjusted Rating	ilAA-

Performance
YTD	1 Year	3 Year	5 Year
-5.09%	-3.06%	3.74%	---

Annualized STD Dev
1 Year	3 Year	5 Year
2.61%	7.44%	---

Sharp Ratio
1 Year	3 Year	5 Year
-1.22	0.18	---

As of

27/06/2022

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 (%)
Poalim Hanpakot B18	IL0019406003	PHAN.B18	1145482	4.06
Mizrahi Tefahot Issuing B50	IL0023102903	MZIS.B50	1172497	4.045
Clal Insurance B10	IL0011360687	CLBT.B10	995849	4.0442
Migdal Fund B6	IL0011427858	MGDF.B6	1373218	4.0364
Clal Insurance B11	IL0011606477	CLBT.B11	1491862	4.0308
Leumi Bank B403	IL0060404303	LUM.B403	1590741	4.027
Leumi Bank B404	IL0060404717	LUM.B404	1333028	4.0205
Poalim Hanpakot B20	IL0019406912	PHAN.B20	1145707	4.0198
Migdal Fund B3	IL0011358624	MGDF.B3	1210183	4.0068
Discount Manpikim B6	IL0074801973	DSMN.B6	1398765	3.9841
Phoenix Capital B11	IL0011593592	PNCP.B11	1000535	3.9834
Poalim Hanpakot B21	IL0019407258	PHAN.B21	1140325	3.9142
Migdal Fund B5	IL0011392862	MGDF.B5	907963	3.9105
Discount Manpikim B7	IL0074802476	DSMN.B7	1629912	3.8421
Phoenix Capital B8	IL0011398158	PNCP.B8	794209	3.5765
Mizrahi Tefahot Issuing B48	IL0023102663	MZIS.B48	774589	3.4882
Migdal Fund B7	IL0011560419	MGDF.B7	746084	3.3598
Mizrahi Tefahot Issuing B47	IL0023102333	MZIS.B47	730827	3.2911
Harel Issuing B14	IL0011431223	HRIS.B14	681349	3.0683
Leumi Bank B405	IL0060406209	LUM.B405	635263	2.8607
Harel Issuing B15	IL0011431306	HRIS.B15	626275	2.8203
Harel Issuing B18	IL0011826661	HRIS.B18	597546	2.6909
Clal Insurance B9	IL0011360505	CLLBT.B9	477692	2.1512
Clal Insurance B12	IL0011799280	CLBT.B12	643532	2.898
Harel Issuing B16	IL0011576019	HRIS.B16	590460	2.659
Phoenix Capital B5	IL0011354177	PNCP.B5	464756	2.0929
Phoenix Capital B6	IL0011366965	PNCP.B6	419666	1.8899
Harel Issuing B9	IL0011340309	HRIS.B9	331648	1.4935
Harel Issuing B10	IL0011340481	HRIS.B10	331057	1.4908
Harel Issuing B17	IL0011614547	HRIS.B17	318955	1.4363
Harel Issuing B11	IL0011363160	HRIS.B11	310200	1.3969
Phoenix Capital B9	IL0011555229	PNCP.B9	313340	1.411

As of

27/06/2022

Date	Level
26/06/2022	108.95
23/06/2022	108.97
22/06/2022	108.38
21/06/2022	107.87
20/06/2022	107.86
19/06/2022	107.52
16/06/2022	107.23
15/06/2022	107.15
14/06/2022	107.21
13/06/2022	107.28
12/06/2022	107.96
09/06/2022	108.54
08/06/2022	108.65
07/06/2022	108.86
06/06/2022	108.75
02/06/2022	108.97
01/06/2022	108.88
31/05/2022	108.74
30/05/2022	108.93
29/05/2022	108.86
26/05/2022	108.51
25/05/2022	108.25
24/05/2022	108.59
23/05/2022	108.86
22/05/2022	109.22
19/05/2022	109.27
18/05/2022	109.68
17/05/2022	109.57
16/05/2022	109.28
15/05/2022	109.45
12/05/2022	109.34
11/05/2022	109.42
10/05/2022	109.36
09/05/2022	109.29
08/05/2022	109.74
03/05/2022	110.16
02/05/2022	110.03
01/05/2022	110.47
28/04/2022	110.64
27/04/2022	110.75
26/04/2022	111.00
25/04/2022	110.96
24/04/2022	110.95
20/04/2022	111.11
19/04/2022	111.02
18/04/2022	110.95
17/04/2022	110.87
14/04/2022	110.69
13/04/2022	110.48
12/04/2022	110.37
11/04/2022	110.65
10/04/2022	110.98
07/04/2022	111.16
06/04/2022	111.35
05/04/2022	111.54
04/04/2022	111.53
03/04/2022	111.48
31/03/2022	111.54
30/03/2022	111.41
29/03/2022	111.13
28/03/2022	111.35
27/03/2022	111.32
24/03/2022	111.83
23/03/2022	112.03
22/03/2022	112.03
21/03/2022	112.19
20/03/2022	112.40
16/03/2022	112.28
15/03/2022	112.14
14/03/2022	111.86
13/03/2022	112.10
10/03/2022	112.38
09/03/2022	112.62
08/03/2022	112.61
07/03/2022	112.62
06/03/2022	112.73
03/03/2022	112.60
02/03/2022	112.42
01/03/2022	112.31
28/02/2022	111.91
27/02/2022	111.82
24/02/2022	111.81
23/02/2022	112.26
22/02/2022	112.69
21/02/2022	113.02
20/02/2022	113.03
17/02/2022	113.02
16/02/2022	112.84
15/02/2022	112.81
14/02/2022	112.74
13/02/2022	112.99
10/02/2022	113.19
09/02/2022	113.22
08/02/2022	112.81
07/02/2022	112.61
06/02/2022	112.47
03/02/2022	112.76
02/02/2022	113.00
01/02/2022	112.90
31/01/2022	112.89
30/01/2022	113.63
27/01/2022	113.46
26/01/2022	113.63
25/01/2022	113.49
24/01/2022	113.59
23/01/2022	113.98
20/01/2022	114.28
19/01/2022	114.16
18/01/2022	114.29
17/01/2022	114.42
16/01/2022	114.70
13/01/2022	114.74
12/01/2022	114.74
11/01/2022	114.69
10/01/2022	114.79
09/01/2022	114.95
06/01/2022	115.16
05/01/2022	115.19
04/01/2022	115.07
03/01/2022	115.06
02/01/2022	114.99

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 Bank-Insurance Bonds – Tier 2

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