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Israel Market Data

Gain valuable insight into the Israeli Shekel market with data direct from Tel-Aviv.
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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)
SUMMARY

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

With data direct from Tradition’s market-leading desk located in Tel-Aviv, this data package provides comprehensive depth of the Israeli Shekel market.

By offering smaller, focused and more granular packages based on region and product, our clients only pay for what they need, as opposed to receiving larger data packages that need unbundling.

Real-time, Intraday and End of Day prices are available for interest rate markets providing complete flexibility on both data content and delivery method.

Optimise portfolio performance by using our data to;

  • Calculate lag mechanism in indexation
  • Carry calculations
  • Fit the adjusted real yield curve
  • Build market-implied breakeven and CSP swaps curve
  • Model real yield and breakeven fair values
  • Value front-end linkers
  • Capture “core” break evens
  • Hedge energy risk in breakeven positions
  • Make forward curve adjustments
  • Determine Beta calculations, drivers and uses
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