Last Update: 18 Jun 2019 18:15 GMT+0
The Turkey 10Y Government Bond has a 17.100% yield.
10 Years vs 2 Years bond spread is -386 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 24.00%.
The Turkey rating is B+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 467.04 and implied probability of default is 7.78%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -229 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -221 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -386 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
- |
| Moody's Investors Service |
B1
|
negative |
| Fitch Ratings |
BB
|
negative |
| DBRS |
BB (high)
|
negative |
| Turkey Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 24.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 467.04 | +4.10 % | -1.75 % | +50.07 % | 7.78 % |
Turkey Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 year | 23.250% | -315.0 bp | +217.0 bp | 81.14 | +2.57 % | -1.76 % | |||
| 2 years | 20.960% | -357.0 bp | +64.0 bp | 68.35 | +6.00 % | -1.06 % | |||
| 3 years | 20.000% | -370.0 bp | +138.0 bp | 57.87 | +9.54 % | -3.41 % | |||
| 5 years | 18.750% | -315.0 bp | +74.0 bp | 42.35 | +14.00 % | -3.07 % | |||
| 10 years | 17.100% | -115.0 bp | +23.0 bp | 20.63 | +10.26 % | -1.95 % | |||
10Y Bond Yield Spread - Turkey vs Main Countries
The Turkey 10Y Government Bond has a 17.100% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Turkey 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1741.9 bp | -93.7 | +78.9 | ||
| Japan 10Y | 1723.4 bp | -107.2 | +38.7 | ||
| France 10Y | 1708.6 bp | -87.8 | +92.5 | ||
| Spain 10Y | 1670.2 bp | -66.5 | +121.7 | ||
| United Kingdom 10Y | 1629.2 bp | -92.0 | +70.2 | ||
| Australia 10Y | 1574.3 bp | -86.8 | +127.0 | ||
| Canada 10Y | 1567.4 bp | -88.7 | +81.9 | ||
| United States 10Y | 1504.2 bp | -81.5 | +99.8 | ||
| Italy 10Y | 1497.9 bp | -59.1 | +103.6 | ||
| China 10Y | 1384.1 bp | -112.6 | +38.0 | ||
| India 10Y | 1029.2 bp | -59.6 | +76.7 | ||
| Russia 10Y | 954.0 bp | -67.0 | +145.0 | ||
| Brazil 10Y | 921.0 bp | +6.0 | +206.0 |
Turkey Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 17.100% | 20.63 | 25.27 | 34.55 | 43.84 | 53.12 | 62.40 | |
| 5 years | 18.750% | 42.35 | 45.42 | 51.57 | 57.72 | 63.87 | 70.02 | |
| 3 years | 20.000% | 57.87 | 59.98 | 64.19 | 68.40 | 72.62 | 76.83 | |
| 2 years | 20.960% | 68.35 | 69.86 | 72.88 | 75.90 | 78.92 | 81.94 | |
| 1 year | 23.250% | 81.14 | 81.95 | 83.57 | 85.19 | 86.82 | 88.44 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||