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HAFTALIK STRATEJİ 21/05/2013


I.I TAHVİL BONO PİYASASI


MAYIS 2013 HAZİNE İHALE PROGRAMI


BENCH/10Y SPREAD BMK

10Y

12

11 10 9 8 7 6 5

Spread Özet

Gözlem

2.5.13

2.4.13

2.3.13

2.2.13

2.1.13 Kümülatif

80

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

70 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

1,1650 0,3858 0,7791766 0,6000 0,6585 0,9766 1,2650 - 1,5200

-1,5200

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

2.12.12

2.11.12

2.10.12

2.9.12

2.8.12

2.7.12

2.6.12

2.5.12

2.4.12

2.3.12

2.2.12

2.1.12

2.12.11

2.11.11

2.10.11

2.9.11

2.8.11

4


BENCH/10Y SPREAD (SON 2 AY) 10Y BMK

7,5

7

6,5

6

5,5

5

4,5

4

17.5.13

10.5.13

3.5.13

26.4.13

19.4.13

12.4.13

5.4.13

29.3.13

22.3.13

1,4

1,2

1

0,8

0,6

0,4

0,2

0

17.05.2013

10.05.2013

03.05.2013

26.04.2013

19.04.2013

12.04.2013

05.04.2013

29.03.2013

22.03.2013


(10Y-2Y)/2Y


23.03.2013

23.01.2013

23.11.2012

23.09.2012

23.07.2012

23.05.2012

23.03.2012

23.01.2012

23.11.2011

23.09.2011

23.07.2011

23.05.2011

TR BENCHMARK FAİZİ GÜNLÜK

12,5

12

11,5

11

10,5

10

9,5

9

8,5

8

7,5

7

6,5

6

5,5

5

4,5

4


TR YC - TRYUSD SWAP CURVE


TR YIELD CURVE 1 GÜN


EMERGING 2*10


TCMB FAİZLERİ


TCMB FONLAMASI


TRY VOLATILITE –GEÇEN HAFTA


TRY VOLATILITE –BU HAFTA


ALTIN


I.II. HİSSE SENETLERİ PİYASASI


İMKB 100 100000

90000

80000

70000

60000

50000

40000 26.02.2011

06.06.2011

14.09.2011

Mak Min Ortalama StdSapma Son

93.116 48.600 65.537 10.499 91.409

23.12.2011

01.04.2012

20 50 ORTALAMA 200

10.07.2012

88.035 85.375 76.343

18.10.2012

23,6 38,2 50 61,8

FİBO

26.01.2013

59.106 65.605 70.858 76.111

06.05.2013

14.08.2013


İMKB 100 SON 2 AY XU100 -SON 2 AY 98000

93000

88000

83000

78000

73000

19.05.2013 17.05.2013 15.05.2013 13.05.2013 11.05.2013 09.05.2013 07.05.2013 05.05.2013 03.05.2013 01.05.2013 29.04.2013 27.04.2013 25.04.2013 23.04.2013 21.04.2013 19.04.2013

17.04.2013 15.04.2013 13.04.2013 11.04.2013 09.04.2013 07.04.2013 05.04.2013 03.04.2013 01.04.2013 30.03.2013 28.03.2013 26.03.2013 24.03.2013 22.03.2013 20.03.2013

FİBO

59.106 65.605 70.858 76.111 23,6 38,2 50 61,8 88.035 85.375 76.343 20 50 ORTALAMA 200 93.116 48.600 65.537 10.499 91.423 Mak Min Ortalama StdSapma Son


İMKB 100 RELATİF PERFORMANSI (EMERGING) .XU100IBV

.XU100RTS

.XU100KSP

.XU100SOA

.XU100BSE

XU100

200,00%

180,00%

160,00%

140,00%

120,00%

100,00%

80,00% 11.02.2012

01.04.2012

21.05.2012

10.07.2012

29.08.2012

18.10.2012

07.12.2012

26.01.2013

17.03.2013

06.05.2013

25.06.2013


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% 11.02.2012 01.04.2012 21.05.2012 10.07.2012 29.08.2012 18.10.2012 07.12.2012 26.01.2013 17.03.2013 06.05.2013 25.06.2013


İMKB 100 MSCI RELATİF PERFORMANS

Turkiye MSCI Endekslerine Göre Relatif Getiri Günlük Haftalik Aylik Bu Yıl 1 Yıl 3 Yıl 5 Yıl EM Genel Asya Latin Amerika EM Dogu Avrupa EM Avrupa Avrupa OrtaDogu Afrika

-0,7% -0,7% -0,9% -1,7% -1,3% -1,3%

0,6% 0,1% 1,9% 2,0% 1,5% 1,5%

3,4% 2,7% 6,9% 2,2% 1,4% 1,4%

15% 13% 17% 22% 17% 17%

41% 38% 49% 44% 34% 34%

14% 58% 10% 39% 24% 87% 26% 177% 18% 137% 19% 113%


İMKB SEKTÖRLER RELATİF XBANK

115,00%

XHOLD

XUSIN

XUHIZ

110,00%

105,00%

100,00%

95,00%

90,00%

85,00%

80,00% 11.02.2012

01.04.2012

21.05.2012

10.07.2012

29.08.2012

18.10.2012

07.12.2012

26.01.2013

17.03.2013

06.05.2013

25.06.2013


YABANCI MENKUL STOKU


II. ULUSLARARASI PİYASALAR


MARKET YIELDS


GELİŞMİŞ PİYASALAR


Takvim


Takvim Date Time 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 09:00 05/24/2013 10:00 05/24/2013 10:00 05/24/2013 11:00 05/24/2013 11:00 05/24/2013 11:00 05/24/2013 11:00 05/24/2013 11:00 05/24/2013 12:00 05/24/2013 12:00 05/24/2013 15:30 05/24/2013 15:30 05/24/2013 15:30 05/24/2013 15:30

GE GE GE GE GE GE GE GE GE GE GE SP SP GE GE GE IT TU IT IT US US US US

24) 25) 26) 27) 28) 29) 30) 31) 32) 33) 34) 35) 36) 37) 38) 39) 40) 41) 42) 43) 44) 45) 46) 47)

Event GDP s.a. (QOQ) GDP wda (YoY) GDP nsa (YoY) Domestic Demand Exports Capital Investment Government Spending Construction Investment Imports Private Consumption GfK Consumer Confidence Survey Producer Prices (MoM) Producer Prices (YoY) IFO - Business Climate IFO - Current Assessment IFO - Expectations Consumer Confidence Ind. sa Foreign Tourist Arrivals YoY Hourly Wages (MoM) Hourly Wages (YoY) Durable Goods Orders Durables Ex Transportation Cap Goods Orders Nondef Ex Air Cap Goods Ship Nondef Ex Air

1Q F 1Q F 1Q F 1Q 1Q 1Q 1Q 1Q 1Q 1Q Jun Apr Apr May May May May Apr Apr Apr Apr Apr Apr Apr

Survey 0.1% -0.2% -1.4% 0.1% -0.6% -0.7% 0.3% -1.2% -0.9% 0.3% 06.Şub --104.4 107.2 101.6 86.9 ---1.5% 0.5% 0.5% -0.3%

Actual -------------------------

Prior 0.1% -0.2% -1.4% 0.2% -2.0% -0.7% 0.4% -0.1% -0.6% 0.1% 06.Şub -1.0% 0.5% 104.4 107.2 101.6 86.3 26.1% 0.0% 1.4% -5.7% -1.4% 0.2% 0.3%


Haftalık Strateji 21-05-2013