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HAFTALIK STRATEJİ 17/09/2013


I.I TAHVİL BONO PİYASASI


EYLÜL 2013 HAZİNE İHALELERİ


BENCH/10Y SPREAD BMK

10Y

12

11 10 9 8 7 6 5

Spread Özet

Gözlem

31.8.13

31.7.13

30.6.13

31.5.13

30.4.13 Kümülatif

70

100,00% 90,00% 80,00% 70,00% 60,00% 50,00% 40,00% 30,00% 20,00% 10,00% 0,00%

60 50 40 30 20 10 0

1,2650

0,9865

0,7080

0,4295

0,1510

-0,1275

-0,4060

-0,6845

-0,9630

-1,2415

0,6300 0,4374 0,1926 0,5925 0,6043 0,5298 1,2650 - 1,5200

-1,5200

Son Ortalama Ortalamadan Fark Medyan StdSapma Percentile Maksimum 20/02/13 Minimum 05/01/12

31.3.13

28.2.13

31.1.13

31.12.12

30.11.12

31.10.12

30.9.12

31.8.12

31.7.12

30.6.12

31.5.12

30.4.12

31.3.12

29.2.12

29.1.12

29.12.11

29.11.11

4


BENCH/10Y SPREAD (SON 2 AY)

13.9.13

6.9.13

30.8.13

23.8.13

16.8.13

9.8.13

2.8.13

26.7.13

19.7.13

13.09.2013

06.09.2013

30.08.2013

23.08.2013

16.08.2013

09.08.2013

02.08.2013

26.07.2013

19.07.2013 0,8 0,7 0,6 0,5 0,4 0,3 0,2 0,1 0 -0,1 -0,2

10Y BMK

11

10

9

8

7

6

5

4


9

11

8

10,5

10

9,5

9

8,5

19.07.2013

11,5

19.05.2013

10

19.03.2013

12

19.01.2013

11

19.11.2012

12,5

19.09.2012

19.07.2012

19.05.2012

19.03.2012

19.01.2012

19.11.2011

19.09.2011

TR BENCHMARK FAİZİ GÜNLÜK

7

6

5

4

8

7,5

7

6,5

6

5,5

5

4,5

4


UST-10Y FAİZİ GÜNLÜK 35

30

25

20

15

10 19.09.2011

Mak Min Ortalama StdSapma Son

19.12.2011

29,8 13,9 19,6 3,3 29,0

19.03.2012

19.06.2012

19.09.2012

20 50 ORTALAMA 200

19.12.2012

28,6 27,1 21,2

19.03.2013

23,6 38,2 50 61,8

19.06.2013

FİBO

17,7 20,0 21,9 23,8


TR YC-TRYUSD SWAP CURVE


EM Rankings


TCMB FONLAMA MALİYETLERİ


TCMB FONLAMA MİKTARI


TRY 20 GÜN VOLATILITE 2,15

0,2 0,18

2,0841

2,1

0,16

2,05

0,14

2

0,12

1,95 0,1

1,9 0,08 1,85

0,06

1,8

0,04

1,75 1,7 06.06.2011

0,02

14.09.2011

23.12.2011

01.04.2012

10.07.2012

18.10.2012

26.01.2013

06.05.2013

14.08.2013

0 22.11.2013


ALTIN 1900 1800 1700 1600 1500 1400 1300 1200 1100 1000 06.06.2011

Mak Min Ortalama StdSapma Son

14.09.2011

23.12.2011

1.828 1.181 1.599 140 1.311

01.04.2012

10.07.2012

20 50 ORTALAMA 200

18.10.2012

1.379 1.338 1.481

26.01.2013

06.05.2013

23,6 38,2 50 61,8

FİBO

14.08.2013

22.11.2013

1.333 1.428 1.504 1.581


I.II. HİSSE SENETLERİ PİYASASI


İMKB 100 100000

90000

80000

70000

60000

50000

40000 06.06.2011

14.09.2011

23.12.2011

Mak Min Ortalama StdSapma Son

93.398 48.812 68.119 10.765 73.771

01.04.2012

10.07.2012

20 50 ORTALAMA 200

18.10.2012

69.249 72.233 79.236

26.01.2013

23,6 38,2 50 61,8

FİBO

06.05.2013

59.335 65.844 71.105 76.367

14.08.2013

22.11.2013


İMKB 100 SON 2 AY XU100 -SON 2 AY 79000

77000

75000

73000

71000

69000

67000

65000

63000

15.09.2013 13.09.2013 11.09.2013 09.09.2013 07.09.2013 05.09.2013 03.09.2013 01.09.2013 30.08.2013 28.08.2013 26.08.2013 24.08.2013 22.08.2013 20.08.2013 18.08.2013 16.08.2013

14.08.2013 12.08.2013 10.08.2013 08.08.2013 06.08.2013 04.08.2013 02.08.2013 31.07.2013 29.07.2013 27.07.2013 25.07.2013 23.07.2013 21.07.2013 19.07.2013 17.07.2013

FİBO

59.335 65.844 71.105 76.367 23,6 38,2 50 61,8 69.249 72.233 79.236 20 50 ORTALAMA 200 93.398 48.812 68.119 10.765 73.771 Mak Min Ortalama StdSapma Son


İMKB 100 RELATİF PERFORMANSI (EMERGING) .XU100IBV

.XU100RTS

.XU100KSP

.XU100SOA

.XU100BSE

XU100

220,00%

200,00%

180,00%

160,00%

140,00%

120,00%

100,00%

80,00% 23.12.2011

01.04.2012

10.07.2012

18.10.2012

26.01.2013

06.05.2013

14.08.2013

22.11.2013


İMKB 100 RELATİF PERFORMANSI (DEVELOPED) .XU100NKY

.XU100DAX

.XU100FUT

.XU100SPX

.XU100HSI

.XU100SHC

XU100

160,00%

150,00%

140,00%

130,00%

120,00%

110,00%

100,00%

90,00%

80,00% 23.12.2011

01.04.2012

10.07.2012

18.10.2012

26.01.2013

06.05.2013

14.08.2013

22.11.2013


İMKB 100 MSCI RELATİF PERFORMANS

Turkiye MSCI Endekslerine Göre Relatif Getiri Günlük Haftalik EM Genel Asya Latin Amerika EM Dogu Avrupa EM Avrupa Avrupa OrtaDogu Afrika

-1,7% -1,5% -2,5% -1,5% -1,3% -1,3%

6,3% 6,4% 4,3% 5,6% 5,4% 5,4%

Aylik -11,4% -11,4% -11,3% -12,5% -10,7% -10,7%

Bu Yıl -14% -17% -7% -15% -13% -13%

1 Yıl -2% -7% 10% 4% 4% 4%

3 Yıl -14% -20% 5% -14% -12% -12%

5 Yıl -11% -21% 11% 16% 11% 8%


İMKB SEKTÖRLER RELATİF XBANK

120,00%

XHOLD

XUSIN

XUHIZ

115,00%

110,00%

105,00%

100,00%

95,00%

90,00%

85,00%

80,00% 23.12.2011

01.04.2012

10.07.2012

18.10.2012

26.01.2013

06.05.2013

14.08.2013

22.11.2013


YABANCI MENKUL STOKU


TAKVİM Date Time 16-18 SEP

CH 1)

09/17/2013 05:00 09/17/2013 10:00 09/17/2013 12:00 09/17/2013 12:00 09/17/2013 14:00 09/17/2013 14:00 09/17/2013 14:00 09/17/2013 15:30 09/17/2013 15:30 09/17/2013 15:30 09/17/2013 15:30 09/17/2013 15:30 09/17/2013 15:30 09/17/2013 16:00 09/17/2013 16:00 09/17/2013 17:00 09/18/2013 04:30 09/18/2013 14:00 09/18/2013 15:30 09/18/2013 15:30 09/18/2013 15:30 09/18/2013 15:30 09/18/2013 21:00

CH SP GE GE TU TU TU US US US US US US US US US CH US US US US US US

2) 3) 4) 5) 6) 7) 8) 9) 10) 11) 12) 13) 14) 15) 16) 17) 18) 19) 20) 21) 22) 23) 24)

09/18/2013 21:00 09/18/2013 21:00 09/18/2013 21:00 09/19/2013 15:30 09/19/2013 15:30 09/19/2013 15:30 09/19/2013 16:45 09/19/2013 16:45 09/19/2013 17:00 09/19/2013 17:00 09/19/2013 17:00 09/19/2013 17:00 09/20/2013 11:00 09/20/2013 11:00 09/20/2013 11:00 09/20/2013 11:00 09/20/2013

US US US US US US US US US US US US IT IT IT IT SP

25) 26) 27) 28) 29) 30) 31) 32) 33) 34) 35) 36) 37) 38) 39) 40) 41)

Event Foreign Direct Investment YoY Conference Board China August Leading Economic Index Labour Costs YoY ZEW Survey Current Situation ZEW Survey Expectations Benchmark Repurchase Rate Overnight Lending Rate Overnight Borrowing Rate CPI MoM CPI Ex Food and Energy MoM CPI YoY CPI Ex Food and Energy YoY CPI Core Index SA CPI Index NSA Total Net TIC Flows Net Long-term TIC Flows NAHB Housing Market Index China August Property Prices MBA Mortgage Applications Housing Starts Housing Starts MoM Building Permits Building Permits MoM FOMC Rate Decision Fed Releases Summary of Economic Projections Fed Pace of MBS Purchases Fed Pace of Treasury Pur Initial Jobless Claims Continuing Claims Current Account Balance Bloomberg Economic Expectations Bloomberg Consumer Comfort Philadelphia Fed Business Outlook Existing Home Sales Existing Home Sales MoM Leading Index Industrial Orders MoM Industrial Orders NSA YoY Industrial Sales MoM Industrial Sales WDA YoY Trade Balance

Aug

Survey 12.5%

Actual --

2Q Sep Sep Sep 17 Sep 17 Sep 17 Aug Aug Aug Aug Aug Aug Jul Jul Sep

-20.0 45.0 4.50% 7.75% 3.50% 0.2% 0.2% 1.6% 1.8% 234.341 233.963 --$15.0B 59

----------------

Sep 13 Aug Aug Aug Aug Sep 18

-920K 2.7% 950K -0.4% 0.25%

-------

Sep Sep Sep 14 Sep 7 2Q Sep Sep 15 Sep Aug Aug Aug Jul Jul Jul Jul Jul

$40 $38 330K 2900K -$97.0B --10.May 5.25M -2.6% 0.6% ------

-----------------

Haftalık Strateji 17 09 2013  

Haftalık Strateji 17 09 2013

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