ILS – Israel Market Data Product Specification

Product Code:

SPC-ILS-EUR-MEN

Description:

Our Israel data package provides comprehensive market coverage, with data sourced directly from Tradition’s brokerage desks in Tel Aviv.

Data Source:

Data sourced directly from Tradition’s Tradition’s market-leading desk located in Tel-Aviv.

Delivery Method:

• real-time:Access real-time data
• Hourly:Receive hourly snapshots delivered via SFTP.
• end-of-day:Obtain end-of-day snapshots delivered via SFTP.

Data Frequency:

Market data is updated real-time directly sourced from various trading platforms.

Data Format:

CSV files for hourly snaps , FIX API for Real-time

Data Coverage:

• Asset Class: Specialist Product (SPC)
• Sub Class: Israel Market Data (ILS)
• Key stats : +300 instruments

Tradition Data Packages:

Product Code	Product Name
SPC-ILS-EUR-MEN	Europe, Middle East & Africa MENA

Israel Market Data Coverage

Data Type	Tenors
FRAs (3M)	1×4, 2×5, 3×6, 4×7, 5×8, 6×9, 6×12, 7×10, 8×11, 9×12, 12×15, 15×18, 18×21, 21×24
IRS (AM3T)	1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y,10Y, 12Y, 15Y, 20Y, 25Y, 30Y
ILS SHIR OIS	1W,1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 11Y, 12Y, 15Y, 20Y, 25Y, 30Y
Basis Swaps (3m v 6m)	1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y,10Y, 12Y, 15Y, 20Y, 25Y, 30Y
Cross-Currency Swaps (vs SOFR)	3M, 6M, 9M, 1Y, 15M, 18M, 21M,2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y
Cross-Currency Swaps (Vs USD LIBOR)	3M, 6M, 9M, 1Y, 15M, 18M, 21M,2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y
ILS CPI	1W,1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 11Y, 12Y, 15Y, 20Y, 25Y, 30Y
FX Forwards	ON, SN, TN, 1W, 2W, 3W, 1M, 2M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 5Y, 10Y
Swaptions	ATM (spot & forward premiums, normal & log norm vols), OTM (forwards premiums, normal & log norm vols)

FAQ:

Question	Answer
How many snap files are available per day?	24 files per day
What are the Key benefits of TraditionData Data package?	With data directfrom Tradition’s market-leading desk located in Tel-Aviv,this data package provides comprehensive depth ofthe Israeli Shekel market. By offering smaller,focused and more granular packages based on region and product, our clients only pay for whatthey need, as opposed to receiving larger data packages that need unbundling. Real-time, Intraday and End of Day prices are available for interestrate markets providing complete exibility on both data content and delivery method.
Is Historical Data Available?	Yes, Since May 2023.

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