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BORSA İSTANBUL
MARKETS MONTHLY
January 2016
What’s inside
Derivatives Market
Total Traded Value, Breakdown by Underlying Asset,
Open Interest, Number of Trades, Top 10 Members
Fixed Income Market
Traded Value, Breakdown by Instruments, Benchmark Bond Rate
Equity Market
Traded Value, Breakdown by Instruments, Traded
Volume, Market Cap, Monthly Top 10s
Consolidated Data
Total Traded Value, Breakdown by Markets, BIST Main Indices
Commodities Market
Total Traded Value, Breakdown by Instruments, Traded Volume,
Member Distribution
2
BORSA İSTANBUL, MONTHLY REPORT, JANUARY 2016
BORSA İSTANBUL CONSOLIDATED Total Value of All Trading (USD billions)
Monthly Traded Value Market Breakdown, January 2016
88.8%
7.0%4.0%
0.1%
Fixed IncomeMarket
Equity Market
DerivativesMarket
CommoditiesMarket
BIST30 vs BIST Industrial vs BIST Financial Indices 01/30/2015=100
65
70
75
80
85
90
95
100
105
110
Jan
-15
Fe
b-1
5
Ma
r-1
5
Ap
r-1
5
Ma
y-1
5
Jun
-15
Jul-
15
Au
g-1
5
Se
p-1
5
Oct-
15
No
v-1
5
De
c-1
5
Jan
-16
BIST 30 BIST INDUSTRIAL BIST FINANCIAL
BIST100 Versus BIST30 Cobweb Battle
95
97
99
101
103
10504
0506
07
08
11
12
13
1415
1819
20
21
22
25
26
27
2829
BIST100 BIST30
1/4/2015=100
Total Value of Trading Absolute Change (January 2016- January 2015)= 36.05 (USD billions) % Change YoY= 9.9%
BIST100 BIST30 January 29 73.481 90.041 % Change MoM 2.45 2.99
Clic
k fo
r lin
e gr
aph
Click on markets for details
3
BORSA İSTANBUL, MONTHLY REPORT, JANUARY 2016
EQUITY MARKET Total Value of Trading (USD billions)
0
5
10
15
20
25
30
35
40
45
Jan
-15
Feb
-15
Ma
r-1
5
Ap
r-1
5
Ma
y-1
5
Jun
-15
Jul-
15
Au
g-1
5
Sep
-15
Oct
-15
No
v-1
5
De
c-1
5
Jan
-16
42
39 39
3432 32
28
23
19
30
3331
28
90%
3%7%
BIST Stars
BIST Main
ETP/ETF Market
Traded Volume (in billions share)
Market Capitalization (USD billions)
0
5
10
15
20
25
Jan
-15
Feb
-15
Ma
r-1
5
Ap
r-1
5
Ma
y-1
5
Jun
-15
Jul-
15
Au
g-1
5
Sep
-15
Oct
-15
No
v-1
5
De
c-1
5
Jan
-16
18
.7
19
.4 20
.9
19
.2
16
.9 18
.8
16
.0
14
.3
13
.1
18
.2
18
.6 20
.1
18
.7
0
50
100
150
200
250
300
Jan
.15
Feb
.15
Ma
r.1
5
Ap
r.1
5
Ma
y.1
5
Jun
.15
Jul.
15
Au
g.1
5
Sep
.15
Oct
.15
No
v.1
5
De
c.1
5
Jan
.16
26
9
24
9
22
9
24
0
23
5
22
7
21
5
19
3
18
6 20
6
19
8
19
0
19
0
Foreign Ownership Ratio & Net Purchases and Sales
-1,400
-1,200
-1,000
-800
-600
-400
-200
0
200
400
600
800
60.0
61.0
62.0
63.0
64.0
65.0
66.0
Jan-
15
Feb-
15
Mar
-15
Apr
-15
May
-15
Jun-
15
Jul-1
5
Aug
-15
Sep-
15
Oct
-15
Nov
-15
Dec
-15
Jan-
16
mill
ion
USD
dol
lars
%
Foreign Net Purchases&Sales BIST Foreign Ownership Ratio
Breakdown of Traded Value
4
BORSA İSTANBUL, MONTHLY REPORT, JANUARY 2016
BLUE CHIPS (Index Constituents Monthly % Returns)
YKBNK (12.77) ARCLK (10.31) KCHOL (8.14) TUPRS (7.61) TOASO (7.55)
AKBNK (7.31) ULKER (7.22) OTKAR (7.02) FROTO (6.67) TCELL (6.26)
GARAN (4.35) SAHOL (3.26) KOZAL (2.12) EREGL (1.64) ISCTR (0.43)
KRDMD (0) EKGYO (-0.77) THYAO (-1.08) TTKOM (-1.1) DOAS (-1.45)
VAKBN (-1.57) HALKB (-2.02) BIMAS (-2.71) ENKAI (-2.88) TAVHL (-3.79)
TKFEN (-4.7) PGSUS (-5.3) SISE (-6.27) CCOLA (-11.74) PETKM (-24.18)
Leaders: 15 Laggers: 15
Monthly Top 10s in Equity Market Monthly Trading Leaders Top 10 Equities by Traded Value (BIST Stars)
23%
12%8%
6%
6%4%
3%
3%3%
2%
30%GARANTI BANKASI
TURK HAVA YOLLARI
T. HALK BANKASI
AKBANK
IS BANKASI (C)
VAKIFLAR BANKASI
SABANCI HOLDING
TUPRAS
TUMOSAN MOTOR VE TRAKTOR
YAPI VE KREDI BANK.
OTHERS
BIST30 Heat Map
Contribution of Top 10 Shares
to Total Value of Trading is 70%
BIST30 Top and Bottom Performers (%)
5
BORSA İSTANBUL, MONTHLY REPORT, JANUARY 2016
Top 10 Brokers by Traded Value
8%
8%
8%
8%6%5%
4%4%
4%
4%
41%
IS YATIRIM MENKUL DEGERLER A.S.
GARANTI YATIRIM MENKUL KIYMETLER A.S.
YAPI KREDI YATIRIM MENKUL DEGERLER A.S.
GEDIK YATIRIM MENKUL DEGERLER A.S.
TEB YATIRIM MENKUL DEGERLER A.S.
AK YATIRIM MENKUL DEGERLER A.S.
MERRILL LYNCH MENKUL DEGERLER A.S.
DENIZ YATIRIM MENKUL KIYMETLER A.S.
YATIRIM FINANSMAN MENKUL DEGERLER A.S.
MEKSA YATIRIM MENKUL DEGERLER A.S.
OTHERS
Top 10 Performers By Monthly Returns (BIST All Shares Index)
%0 %10 %20 %30 %40 %50 %60 %70 %80
23%
24%
24%
32%
35%
38%
38%
43%
54%
63%
*Warrants and certificates are not included.
Equ
ity
Mar
ket
Sub
-mar
kets
BIST Stars
BIST Main
Collective and Structured Products*
BIST Emerging Companies
Top 10 brokers’ share in total
traded value is 59%
Click on sub-markets to see top performers
6
BORSA İSTANBUL, MONTHLY REPORT, JANUARY 2016
FIXED INCOME MARKET
Total Value of Trading Breakdown of Traded Value (USD billions) by Instruments
0
50
100
150
200
250
300
350
400
Jan
-15
Feb
-15
Mar
-15
Apr
-15
May
-15
Jun-
15
Jul-
15
Au
g-1
5
Sep
-15
Oct
-15
Nov
-15
Dec
-15
Jan
-16
302
253281 271 257
329 322 323 328354 346
384353
79.3%
17.5% 3.1%
0.1%
0.0%
0.1%
Interbank Repo-Reverse Repo Market
Repo-Reverse Repo Market
Bond Market
Repo Market for Specified Securities
Offering Market for Qualified Investors
Benchmark Bond Rate
11.03
10.5
10.7
10.9
11.1
11.3
11.5
05.0
1.20
16
07.0
1.20
16
09.0
1.20
16
11.0
1.20
16
13.0
1.20
16
15.0
1.20
16
17.0
1.20
16
19.0
1.20
16
21.0
1.20
16
23.0
1.20
16
25.0
1.20
16
27.0
1.20
16
29.0
1.20
16
%
34%
16%
14%
5%
4%3%
3%3% 3% 2%
13%
Top 10 Members by Traded Value
TURKIYE CUMHURIYET MERKEZ BANKASI
T.C. ZIRAAT BANKASI A.S.
TURKIYE IS BANKASI A.S.
TURKIYE GARANTI BANKASI A.S.
YAPI VE KREDI BANKASI A.S.
TURKIYE VAKIFLAR BANKASI T.A.O.
ODEA BANK A.S.
DENIZBANK A.S.
AKBANK T.A.S.
TURKIYE HALK BANKASI A.S.
OTHERS
7
BORSA İSTANBUL, MONTHLY REPORT, JANUARY 2016
DERIVATIVES MARKET
Total Notional Value of Derivatives Trading (USD billions)
0
5
10
15
20
25
Jan
-15
Feb
-15
Ma
r-1
5
Ap
r-1
5
Ma
y-1
5
Jun
-15
Jul-
15
Au
g-1
5
Sep
-15
Oct
-15
No
v-1
5
De
c-1
5
Jan
-16
15
.2
20
.7
20
.5
18
.0
15
.8
19
.2
15
.6
18
.6
13
.5
19
.1
16
.9 18
.6
16
.1
Breakdown of Traded Value Value Traded
(USD)
Equity Index Futures 12,073,852,098 75.20%
Currency Futures 3,387,933,762 21.10%
Currency Options 314,473,322 1.96%
Equity Index Options 99,585,630 0.62%
Power Futures 89,324,993 0.56%
Precious Metals Futures 43,744,039 0.27%
Equity Options 31,525,151 0.20%
Equity Futures 14,908,491 0.09%
ETF Futures 439,673 0.00%
Total 16,055,787,159 100
Underlying Asset Share
Open Interest (in thousands)
0
200
400
600
800
1,000
1,200
1,400
1,600
Jan
-15
Fe
b-1
5
Ma
r-1
5
Ap
r-1
5
Ma
y-1
5
Jun
-15
Jul-
15
Au
g-1
5
Se
p-1
5
Oct-
15
No
v-1
5
De
c-1
5
Jan
-16
61
4
79
2
74
0
80
9
76
9 88
6
93
4
12
39
10
84
10
96
11
25 1
33
6
14
31
Traded Volume (in millions)
0
1
2
3
4
5
6
7
8
9
Jan
-15
Feb
-15
Ma
r-1
5
Ap
r-1
5
Ma
y-1
5
Jun
-15
Jul-
15
Au
g-1
5
Sep
-15
Oct
-15
No
v-1
5
De
c-1
5
Jan
-16
5.0
7.5
8.7
7.3
6.0
7.8
6.5
8.8
6.9
9.0
7.8
8.88.1
Top 10 Members by Traded Value
16%
11%
7%7%6%
6%
6%
5%
3%
3%
32% TEB YATIRIM MENKUL DEĞERLER A.Ş.
GARANTİ YATIRIM MENKUL KIYMETLER A.Ş.
İŞ YATIRIM MENKUL DEĞERLER A.Ş.
SANKO MENKUL DEĞERLER A.Ş.
GEDİK YATIRIM MENKUL DEĞERLER A.Ş.
YAPI KREDİ YATIRIM MENKUL DEĞERLER A.Ş.
AK YATIRIM MENKUL DEĞERLER A.Ş.
A1 CAPITAL MENKUL DEĞERLER A.Ş.
DENİZ YATIRIM MENKUL KIYMETLER A.Ş.
YATIRIM FİNANSMAN MENKUL DEĞERLER A.Ş.
OTHERS
Top 10 members’
share in traded
value is 68%
8
All rights reserved. This material issued by Borsa Istanbul Research and Business Development Department is for information purposes only. Although
Borsa Istanbul uses its best endeavours to update the material presented, it does not undertake that all information is accurate or complete, nor
should it be relied upon as such.
COMMODITIES MARKET Total Value of Commodities Trading (USD billions)
0.00
0.20
0.40
0.60
0.80
1.00
1.20
1.40
1.60
Jan
-15
Feb
-15
Mar
-15
Apr
-15
May
-15
Jun-
15
Jul-1
5
Aug
-15
Sep
-15
Oct
-15
Nov
-15
Dec
-15
Jan
-16
1.5
1.2
0.8 0.8
0.4 0.4
1.1
1.0
0.5
0.8
0.6
0.8
0.3
Breakdown of Traded Value
96%
4%
Gold
Silver
Traded Volume (tons)
0
10
20
30
40
50
60
70
Jan-
15
Feb-
15
Mar
-15
Apr
-15
May
-15
Jun-
15
Jul-1
5
Aug
-15
Sep-
15
Oct
-15
Nov
-15
Dec
-15
Jan-
16
35.1
29.2
19.2
20.2
10.1
10.5
30.5
26.2
13.7
20.1
16.3
22.8
9.3
38.3
51.9
67.2
40.9
30.3
42.9
30.0 33
.2
47.2
53.4
22.1
42.3
29.5
Gold Silver
23 181341
449
Number of Members
Banks
Precious Metals Companies
Precious Metals Producingand Marketing Companies
FX Offices
Members from JewellerySector
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