BIST Fixed Income Data 2026-07-21
Latest: 2026-07-21  ·  Built 2026-07-22

Yield Curves#

TRY 1Y
41.40%
▼ 9 bps · 5d
TRY 2Y
41.53%
▲ 89 bps · 5d
TRY 5Y
38.66%
▲ 49 bps · 5d
TRY 9Y
34.72%
▲ 82 bps · 5d
2s9s Slope
-681 bps
(inverted)

TRY Nominal Government Bond Curve#

TRY-denominated nominal government bonds, filtered using the explicit Sabit / Fixed and İskontolu / Discounted tags from the BIST instrument master. Older curves shown progressively transparent so you can read the curve's movement through time.

Implied Forward Rates#

What the market is pricing for future TRY rates, back-solved from today's spot curve using compound interest. Read 1y1y = 36% as 'the market expects the 1Y rate 1 year from today to be 36%' — i.e. it's pricing in rate cuts. When the curve is inverted (5Y < 2Y), forwards lie BELOW spot — the math automatically tells you the implied cutting cycle.

Data table with 5 rows across 5 columns
ForwardWindowSpot StartSpot EndImplied Forward
1y1y1y → 2y41.40%41.53%41.65%
2y1y2y → 3y41.53%40.25%37.74%
2y3y2y → 5y41.53%38.66%36.78%
1y4y1y → 5y41.40%38.66%37.98%
3y2y3y → 5y40.25%38.66%36.30%

Curve Slope History (2s10s)#

The long-end-minus-2Y spread, tracked daily. Negative = inverted curve = market pricing cuts. Steepening (line rising) = market re-pricing later/smaller cuts; flattening = the opposite. When the long-end isn't available, we substitute the longest tenor present (e.g. 2s9s).

FX-Implied TRY Funding Curve#

The covered-interest-parity-implied TRY rate, computed by BIST and published directly in the FX swap market as WT. AVG. PRICE/RETURN. This is the rate offshore counterparties would charge to lend TRY through a USD/TRY (or EUR/TRY) swap. Persistent wedge to TLREF spot signals either onshore-vs-offshore funding asymmetry or FX-forward demand from corporate hedgers.

FX Eurobond Curve — USD & EUR#

Government bonds denominated in USD or EUR. Each point shows the most recent observed yield per ISIN across the full history (daily trades are too thin for a same-day curve). Read this as where the external-curve has been pricing.

TRY CPI-Linker Real-Yield Curve#

TRY government bonds explicitly tagged TÜFE'ye endeksli / Indexed to CPI in the BIST instrument master. Yields shown are real (after inflation). Same latest-per-ISIN pooling as the FX curve.

TRY Floating-Rate Notes (TLREF / TLREFK Indexed)#

Variable-rate government bonds whose coupon resets at each period to TLREF or TLREFK. The yield published by BIST for these instruments reflects the current-period margin, not a YTM in the usual sense — interpret accordingly.

Floater pricing comes online with TLREF integration

There are ~513 TLREF / TLREFK-indexed TRY government and corporate bonds in the universe. Their YTM requires a forward TLREF curve which we plan to build using a constant-forward assumption (today's TLREF held flat across future reset periods). Until then we surface them with an explicit "no nominal yield" tag in the corporate bond tables.

Breakeven Inflation Curve#

Fisher-implied inflation at the same maturity: (1 + nominal) / (1 + real) − 1. Computed by pairing each CPI-linker's latest real-yield observation with the TRY nominal curve from the same observation date.

Show breakeven breakdown by tenor (18 rows)
Data table with 18 rows across 6 columns
DTMISINObsNominalRealImplied Inflation
372TRT070727T132026-06-3040.56%5.26%33.53%
413TRT180827T192026-07-0140.67%9.90%28.00%
561TRT120128T112026-06-3040.13%9.44%28.04%
610TRT151227T162026-04-1439.56%7.17%30.22%
729TRT280628T182026-06-3040.13%6.50%31.58%
749TRT190728T342026-07-0139.64%8.23%29.02%
841TRT181028T142026-06-3038.88%8.07%28.51%
1016TRT020529T182026-07-2140.40%5.64%32.91%
1050TRT140229T172026-04-0139.83%5.14%32.99%
1093TRT110429T182026-04-1437.81%5.59%30.51%
1154TRT130629T142026-04-1637.26%5.05%30.66%
1611TRT110930T102026-04-1436.29%5.68%28.97%
1639TRT080131T122026-07-1439.07%5.63%31.66%
1793TRT280531T142026-06-3037.13%3.43%32.58%
2052TRT110232T152026-06-3036.89%3.83%31.84%
2227TRT040832T182026-06-3035.79%4.07%30.48%
2388TRT120133T142026-06-3034.43%4.68%28.42%
2626TRT070933T132026-06-3033.53%3.74%28.71%

Outstanding TRY Government Bonds by Maturity Bucket#

Data table with 5 rows across 2 columns
bucketinstruments
0-3m396
3-12m1449
1-2y2192
2-5y3105
5-10y1551