BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Tuesday February 25, 2020 11:11 —Bank of Thailand

as of Feb 25, 2020

Tenor        Last (25/02/2020)     Change     Previous (24/02/2020)
O/N               1.00020         -0.00110            1.00130
1 Week            1.02000          0.00000            1.02000
1 Month           1.05220          0.00000            1.05220
2 Month           1.08060          0.00060            1.08000
3 Month           1.12334         -0.00001            1.12335
6 Month           1.23077         -0.00014            1.23091
1 Year            1.45643         -0.00091            1.45734

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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