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HAFTALIK STRATEJİ 28/05/2013


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

9.5.13

9.4.13

9.3.13

9.2.13

9.1.13 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

1,0700 0,3943 0,6757064 0,6050 0,6625 0,9021 1,2650 - 1,5200

-1,5200

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

9.12.12

9.11.12

9.10.12

9.9.12

9.8.12

9.7.12

9.6.12

9.5.12

9.4.12

9.3.12

9.2.12

9.1.12

9.12.11

9.11.11

9.10.11

9.9.11

9.8.11

4


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

7,5

7

6,5

6

5,5

5

4,5

4

24.5.13

17.5.13

10.5.13

3.5.13

26.4.13

19.4.13

12.4.13

5.4.13

29.3.13

1,4

1,2

1

0,8

0,6

0,4

0,2

0

24.05.2013

17.05.2013

10.05.2013

03.05.2013

26.04.2013

19.04.2013

12.04.2013

05.04.2013

29.03.2013


(10Y-2Y)/2Y


31.03.2013

31.01.2013

30.11.2012

30.09.2012

31.07.2012

31.05.2012

31.03.2012

31.01.2012

30.11.2011

30.09.2011

30.07.2011

30.05.2011

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


EMERGING 10Y


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

93.398 48.600 65.802 10.792 90.675

23.12.2011

01.04.2012

20 50 ORTALAMA 200

10.07.2012

89.877 86.224 77.012

18.10.2012

23,6 38,2 50 61,8

FİBO

26.01.2013

59.173 65.713 70.999 76.285

06.05.2013

14.08.2013


İMKB 100 SON 2 AY

Mak Min Ortalama StdSapma Son

93.116 48.600 65.537 10.499 91.423

20 50 ORTALAMA 200

88.035 85.375 76.343

23,6 38,2 50 61,8

FİBO

59.106 65.605 70.858 76.111


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

-0,3% -0,4% -0,3% 0,1% 0,1% 0,1%

0,5% 1,0% -0,1% -0,4% -0,9% -0,9%

5,1% 4,6% 6,8% 3,2% 2,7% 2,7%

16% 13% 17% 21% 16% 16%

47% 44% 56% 47% 36% 36%

23% 66% 15% 45% 40% 97% 37% 190% 28% 147% 28% 124%


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 05/29/2013 05/29/2013 05/29/2013 05/30/2013 10:00 05/30/2013 10:00 05/30/2013 10:00 05/30/2013 10:00 05/30/2013 10:00 05/30/2013 11:00 05/30/2013 11:00 05/30/2013 15:30 05/30/2013 15:30 05/30/2013 15:30 05/30/2013 15:30 05/30/2013 15:30 05/30/2013 15:30 05/30/2013 16:45 05/30/2013 17:00 05/30/2013 17:00 05/30/2013 05/30/2013 05/31/2013 04:35 05/31/2013 09:00 05/31/2013 09:00 05/31/2013 10:00 05/31/2013 11:00 05/31/2013 11:00 05/31/2013 12:00 05/31/2013 12:00 05/31/2013 12:00 05/31/2013 12:00 05/31/2013 15:30 05/31/2013 15:30 05/31/2013 15:30 05/31/2013 15:30 05/31/2013 15:30 05/31/2013 15:30 05/31/2013 16:00 05/31/2013 16:45 05/31/2013 16:55

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

05/31/2013 17:00 05/31/2013 17:00 05/31/2013

US 75) US 76) SP 77)

35) 36) 37) 38) 39) 40) 41) 42) 43) 44) 45) 46) 47) 48) 49) 50) 51) 52) 53) 54) 55) 56) 57) 58) 59) 60) 61) 62) 63) 64) 65) 66) 67) 68) 69) 70) 71) 72) 73) 74)

Event CPI - Baden Wuerttemberg (YoY) CPI - North Rhine-West. (MoM) CPI - North Rhine-West. (YoY) GDP (Constant SA) (QoQ) GDP (Constant SA) (YoY) Consumer Confidence CPI (EU Harmonised) (YoY) Consumer Price Index (YoY) PPI (MoM) PPI (YoY) GDP QoQ (Annualized) Personal Consumption GDP Price Index Core PCE QoQ Initial Jobless Claims Continuing Claims Bloomberg Consumer Comfort Pending Home Sales MoM Pending Home Sales YoY Total Housing Permits (MoM) Total Housing Permits (YoY) MNI May Business Sentiment Indicator Retail Sales (MoM) Retail Sales (YoY) Trade Balance Unemployment Rate (SA) Unemployment Rate (s.a) CPI (NIC incl. tobacco) (MoM) CPI (NIC incl. tobacco) (YoY) CPI - EU Harmonized (MoM) CPI - EU Harmonized (YoY) Personal Income Personal Spending PCE Deflator (MoM) PCE Deflator (YoY) PCE Core (MoM) PCE Core (YoY) NAPM-Milwaukee Chicago Purchasing Manager U. of Michigan Confidence Revisions to the Wholesale Sales and Inventories Report Revisions of Retail Sales Released Current Account (Euros)

May May May 1Q F 1Q F May May P May P Apr Apr 1Q S 1Q S 1Q S 1Q S May.25 May.18 May.26 Apr Apr Mar Mar

Survey ----0.5% -2.0% -1.7% 1.6% -0.1% -0.7% 2.5% 3.3% 1.2% 1.2% 340K 2970K -1.5% 12.6% ---

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

Prior 0.9% -0.4% 1.2% -0.5% -2.0% 75.6 1.5% 1.4% 0.0% 0.0% 2.5% 3.2% 1.2% 1.2% 340K 2912K -29.4 1.5% 5.8% 24.1% -10.1%

Apr Apr Apr Apr P 1Q May P May P May P May P Apr Apr Apr Apr Apr Apr May May May F

0.2% 1.1% -7.80B 11.6% 11.6% 0.0% 1.2% 0.0% 1.3% 0.1% 0.0% -0.2% 0.8% 0.1% 1.0% 49.00 50.0 83.7

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

-0.3% -2.8% -7.39B 11.5% 11.2% 0.1% 1.2% 0.3% 1.3% 0.2% 0.2% -0.1% 1.0% 0.0% 1.1% 48.43 49.0 83.7

Mar

--

--

-1.3B

Haftalık Strateji 28-05-2013  

Haftalık Strateji 28-05-2013

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