BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Friday January 31, 2020 11:07 —Bank of Thailand

as of Jan 31, 2020

Tenor        Last (31/01/2020)     Change     Previous (30/01/2020)
O/N               1.25050         0.00050           1.25000
1 Week            1.26736        -0.00018           1.26754
1 Month           1.29707        -0.00174           1.29881
2 Month           1.32465         0.00052           1.32413
3 Month           1.36417        -0.00008           1.36425
6 Month           1.47543         0.00049           1.47494
1 Year            1.70778        -0.00009           1.70787

Remark:

- The number of BIBOR rate contributors has been changed from 15 to 14 since 1 January 2018.
- To enhance transparency and reliability of the Bangkok Interbank Offered Rate (BIBOR),
the BOT has implemented a code of conduct for BIBOR contributors which suggests that BIBOR
be quoted based on transaction data. As interbank transactions in the 9-month tenor records
very thin volume and there is no financial contracts referencing such benchmark, the BOT has
decided to discontinue the calculation and publication of the 9-month BIBOR since 1 April 2015.

Source: Bank of Thailand

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