BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Thursday February 27, 2020 11:07 —Bank of Thailand

as of Feb 27, 2020

Tenor        Last (27/02/2020)      Change     Previous (26/02/2020)
O/N               1.00020         -0.00100           1.00120
1 Week            1.02084         -0.00016           1.02100
1 Month           1.05220          0.00000           1.05220
2 Month           1.08110          0.00000           1.08110
3 Month           1.12342         -0.00031           1.12373
6 Month           1.22998         -0.00035           1.23033
1 Year            1.45510         -0.00062           1.45572

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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