Rates Dashboard
THB Sovereign Curve
Yield levels, curve shape, peer 2-year spreads, and derived forward segments on one screen. The public dashboard uses a 90-day store-backed window and the same rates analytics now available in the API.
View
Switch Currency
Only currencies with live curve analytics are listed here.
Curve regime
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Anchor spread
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Snapshot
Live Yield Tape
Front-end summary built from the same stored curve nodes used by the rates analytics API.
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Term Structure
All Tenors Over The Public Window
Use the stacked tenor view to see whether the move is isolated to the policy-sensitive front end or propagating through the long end.
90d window
Curve Shape
Current vs Start Of Window
Quickly shows whether the recent move has bull-steepened, bear-flattened, or inverted the curve.
Forward Segments
Derived Forward Curve
Implied forwards are derived from stored government spot nodes. Useful for slope comparisons and carry framing, not a direct OIS market curve.
Regime Monitor
10s-2s And 10Y Minus Real Yield
The first series tracks inversion risk. The second isolates the nominal-real gap when an inflation-linked bond series is available.
Cross-Market
Peer 2Y Spread Board
These are the cleanest live pair-rate comparisons on this page. Positive means THB screens richer than the peer at the 2-year point.
Anchor Pair
2Y Differential vs Anchor
The anchor pair defaults to USD for non-USD curves and EUR for USD. This chart shows the historical 2-year rate differential over the public window.
Anchor Forward Differential
2Y→5Y Forward Spread vs Anchor
Derived forward spread between the selected curve and its anchor. This highlights medium-term carry and steepness divergence.
Slope Tape
Curve Proxy Matrix
Computed from the latest stored government nodes. Negative slope values indicate inversion.
Forward Tape
Derived Segment Matrix
Each segment is built from adjacent stored tenors, for example `2y1y` from the 2Y and 3Y nodes or `5y5y` from 5Y and 10Y.
Use In Models
The Same Analytics Are Exposed In The API
This page now surfaces the derived rates analytics directly, not just the raw bond-yield series.
/api/v1/curve_proxies/thb
Slope and inversion proxies like `2s10s`, `2s5s`, and `5s10s` computed from stored government tenors.
/api/v1/forward_curves/thb
Derived forward segments from the live node snapshot, useful for medium-term carry and steepness analytics.
/api/v1/rate_differentials/thb/usd
Pair rate differential history aligned by date intersection. On this page the anchor view uses the 2-year government spread.