BORSA ISTANBUL MARKETS MONTHLY September 2014
What’s inside
Consolidated Data Total Value of Trading in All Markets, Breakdown by Markets, BIST Main Indices
Equity Market Total Value of Trading, Breakdown by Instruments, Market Cap., Blue Chips Heat Map, Monthly Top 10s
Fixed Income Market Total Value of Trading, Breakdown by Instruments, FI Indices, Repo Rate, Benchmark Bond Rate
Derivatives Market Total Notional Value of Trading, Breakdown by Underlying Asset, Open Interest, Number of Trades, Top 10 Members
Commodities Market Total Value of Trading, Breakdown by Instruments, Number of Trades, Member Distribution
BORSA ISTANBUL CONSOLIDATED
Total Value of All Trading (USD billions) Monthly Traded Value Market Breakdown, September 2014
Click on markets
for details 5.6% 0.3%
10.4% Fixed Income Market Equity Market Derivatives Market 83.8% Commodities Market
Total Value of Trading in September % Change YoY= % 2.9
BIST30 vs BIST Industrial vs BIST Financial Indices BIST100 Versus BIST30 30.09.2013=100 Cobweb Battle,
120
100
80
60
40 Click line for graph 20
0 Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 May-14 Sep 1=100 BIST 30 BIST INDUSTRIAL BIST FINANCIAL
BIST100 BIST30 September 30 74,938 91,601 % Change MoM -6.69 -7.17
BORSA İSTANBUL, MONTHLY REPORT, SEPTEMBER 2014 2
EQUITY MARKET
Total Value of Trading Breakdown of Traded Value (USD billions) 40 36 35 35 33 35 34 33 34 34 33 30 2% 30 28 6% 26 27 25 20 15 10 92% 5
0 National Market Collective Products Market Second National Market Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14
May-14
Traded Volume Market Capitalization (in billions share) (USD billions)
285 19.7 19.8 279 279 273 17.8 20 18.6 269 269
300 267 17.0 254 16.4 16.3 16.1 16.0 240 237 235 15.1 15.7 14.7 250 213 13.4 15 207 200 10 150 100 5 50 0 0 Jul-14 Jan-14 Jun-14 Oct-13 Jul-14 Apr-14 Feb-14 Sep-14 Sep-13 Dec-13 Aug-14 Nov-13 Jan-14 Mar-14 Jun-14 Oct-13 May-14 Apr-14 Feb-14 Sep-14 Sep-13 Dec-13 Aug-14 Nov-13 Mar-14 May-14
Foreign Ownership Ratio & Net Purchases and Sales
65.0 800
64.0 600 400 63.0 200
% 62.0 0 61.0 -200
60.0 -400 million USD dollars 59.0 -600 Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-14 Feb-14 Sep-13 Dec-13 Aug-14 Nov-13 Mar-14 May-14
Foreign Net Purchases&Sales BIST Foreign Ownership Ratio
BORSA İSTANBUL, MONTHLY REPORT, SEPTEMBER 2014 3
BLUE CHIPS (Index Constituents Monthly % Returns)
BIST30 Heat Map
BIST30 Top and Bottom Performers (%) TAVHL (1.9) EREGL (0.7) KRDMD (-0.9) SISE (-1.0) PGSUS (-1.1) PETKM (-2.3) TOASO (-3.7) ENKAI (-3.8) MGROS (-3.9) TTKOM (-3.9) SAHOL (-4.2) KCHOL (-4.9) THYAO (-5.5) GARAN (-5.5) ULKER (-5.6) TCELL (-5.9) ARCLK (-6.1) BIMAS (-6.2) TKFEN (-6.8) YKBNK (-7.0) FROTO (-8.2) ISCTR (-9.3) TUPRS (-9.9) AKBNK (-9.9) EKGYO (-12.5) HALKB (-13.5) VAKBN (-15.2) DOHOL (-15.3) KOZAA (-21.2) KOZAL (-27.0)
Leaders: 2 Laggers: 28
Monthly Top 10s in Equity Market
Monthly Trading Leaders Top 10 Equities by Traded Value Contribution of Top 10 Shares to (USD billions) Total Value of Trading is 70% 40 Top 10 Top 10 Equities Equities % % by Traded by Traded 35 Value Value GARAN 25% KRDMD 3% 30 HALKB 10% TCELL 3% VAKBN 9% YKBNK 2%
25 ISCTR 6% SAHOL 2% 20 AKBNK 5% Others 30% THYAO 5%
15 Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-14 Feb-14 Sep-13 Dec-13 Aug-14 Nov-13 Mar-14 May-14
BORSA İSTANBUL, MONTHLY REPORT, SEPTEMBER 2014 4
Top 10 Brokers by Traded Value
İŞ YATIRIM MENKUL DEĞERLER A.Ş. Top 10 brokers’
YAPI KREDİ YATIRIM MENKUL DEĞERLER A.Ş. share in total 49% GARANTİ YATIRIM MENKUL KIYMETLER A.Ş. traded value is 8% MEKSA YATIRIM MENKUL DEĞERLER A.Ş. 51% 7% GEDİK YATIRIM MENKUL DEĞERLER A.Ş.
DENİZ YATIRIM MENKUL KIYMETLER A.Ş. 7% FİNANS YATIRIM MENKUL DEĞERLER A.Ş. 3% 5% 4% TEB YATIRIM MENKUL DEĞERLER A.Ş. 4% 4% 4% 5% AK YATIRIM MENKUL DEĞERLER A.Ş.
BURGAN YATIRIM MENKUL DEĞERLER A.Ş.
OTHERS
Top 10 Performers By Monthly Returns
Vestel Elektronik Sanayi ve Ticaret AŞ 51%
Datagate Bilgisayar Malzemeleri TAŞ 46%
Link Bilgisayar Sistemleri Yazilimi Ve D 29%
Hateks Hatay Tekstil İşletmeleri AŞ 26%
Polisan Holding AŞ 25%
Atlantik Petrol Ürünleri ve Ticaret AŞ 22%
Kiler Alişveriş Hizmetleri Gıda Sanayi v 21%
Bimeks Bilgi İşlem ve Dış Ticaret AŞ 21%
Kristal Kola ve Meşrubat Sanayi Ticaret 20%
Vestel Beyaz Eşya Sanayi ve Ticaret AŞ 19%
0% 10% 20% 30% 40% 50% 60%
Click on sub-markets to see top performers
National Market
markets Second National -
ub Market
Exchange Traded Products Market
arket S M arket Equity Emerging Companies Market
BORSA İSTANBUL, MONTHLY REPORT, SEPTEMBER 2014 5
FIXED INCOME MARKET
Total Value of Trading (USD billions)
450 425 440 Breakdown of Traded Value 400 by Instruments
350 310 305 291 288 300 276 267 257 255 37.22% 250 221 223 198 4.92% 0.21% 200 0.23% 150 100 57.63% 0.03% 50 0 Interbank Repo-Reverse Repo Market Repo-Reverse Repo Market Outright Purchases and Sales Market Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 May-14 Repo Market for Specified Securities Offering Market for Qualified Investors
Fixed Income Market Indices Benchmark Bond Rate 02.01.2001=100
156 2100 10.00
154 2050 9.80 2000 9.60 152 1950 9.40 150 1900 9.20 148 1850 9.00 146 1800 8.80 Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Feb-14 Sep-14 Sep-13 Dec-13 Aug-14 Nov-13 Mar-14 May-14 01.09.2014 03.09.2014 05.09.2014 07.09.2014 09.09.2014 11.09.2014 13.09.2014 15.09.2014 17.09.2014 19.09.2014 21.09.2014 23.09.2014 25.09.2014 27.09.2014 29.09.2014 Price Indices-15 Month Performance Indices-15 Month
Top 10 Members by Traded Value T.İŞ BANKASI A.Ş. T.C ZİRAAT BANKASI A.Ş.
HSBC BANK A.Ş. 27% CITIBANK A.Ş. 3% 2% 3% T.VAKIFLAR BANKASI T.A.O. 4% TÜRKİYE GARANTİ BANKASI A.Ş. 4% 25% AKBANK T.A.Ş.
6% THE ROYAL BANK OF SCOTLAND PLC. MERKEZİ EDINBURGH İST.MR. ŞB 7% TÜRKİYE SINAİ KALKINMA BANKASI A.Ş. 10% 9% DEUTSCHE BANK A.Ş.
OTHERS
BORSA İSTANBUL, MONTHLY REPORT, SEPTEMBER 2014 6
DERIVATIVES MARKET
Total Notional Value of Derivatives Trading Breakdown of Traded Value (USD billions) Underlying Asset Value Traded (USD) Share (%) 25 Equity Index Futures 16,037,600,497 90.64 1,546,893,246 8.74 20.6 Currency Futures 19.3
18.0 59,759,233 0.34 17.7 20 17.6 Precious Metals Futures 16.9
15.3 Equity Futures 1,426,447 0.01 14.1 13.8 13.7 13.3 15 13.0 12.1 Commodity Futures 0 0.00 0 0.00 10 Power Futures Equity Index Options 39,013,725 0.22 5 Currency Options 81,370 0.00 Equity Options 8,188,624 0.05 0 Total 17,692,963,142 100.00
Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 May-14
Open Interest Traded Volume (in millions) (in thousands) 5.9 6 5.6 5.4 567 562 5.2 5.2 5.2 600 533 5.1 507 4.7
461 5 4.4 445 436 428
500 423 413 380
372 3.6 353 4 3.4 3.5 400 3.0 300 3 200 2 100 1 0 0 Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 Jul-14 May-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 May-14
Top 10 Members by Traded Value
İŞ YATIRIM MENKUL DEĞERLER A.Ş. Top 10 members’
TEB YATIRIM MENKUL DEĞERLER A.Ş. share in traded 44% value is 56% GARANTİ YATIRIM MENKUL KIYMETLER A.Ş. 10% DENİZ YATIRIM MENKUL KIYMETLER A.Ş.
GEDİK YATIRIM MENKUL DEĞERLER A.Ş. 9% YATIRIM FİNANSMAN MENKUL DEĞERLER A.Ş. 3% 4% 7% SANKO MENKUL DEĞERLER A.Ş. 4% 4% 5% YAPI KREDİ YATIRIM MENKUL DEĞERLER A.Ş. 5% 5% MEKSA YATIRIM MENKUL DEĞERLER A.Ş.
DEUTSCHE SECURITIES MENKUL DEĞERLER A.Ş.
Others
BORSA İSTANBUL, MONTHLY REPORT, SEPTEMBER 2014 7
COMMODITIES MARKET Total Value of Commodities Trading (USD billions) Breakdown of Traded Value
1.80 1.66 1.60 1.37 3% 1.40 1.20 1.00 0.95 Gold 1.00 0.88 0.84 0.71 0.80 0.63 0.63 Silver 0.52 0.54 0.52 0.60 0.47 0.40 0.20 97% 0.00
Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 May-14
Total Number of Trades
1800 1644 1600
1400 1271 1200 924 943 1000 845 761 809 721 708 800 636 640 679 576 600 400 200 0 Jul-14 Jan-14 Jun-14 Oct-13 Apr-14 Sep-13 Feb-14 Sep-14 Dec-13 Aug-14 Nov-13 Mar-14 May-14
Number of Members
Banks 23 68 19 Precious Metals Companies 12 Precious Metals Producing and 40 Marketing Companies FX Offices
Members from Jewellery Sector
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