BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Tuesday March 3, 2020 11:03 —Bank of Thailand

as of Mar 03, 2020

Tenor        Last (03/03/2020)      Change     Previous (02/03/2020)
O/N               1.00000          0.00000            1.00000
1 Week            1.02027          0.00053            1.01974
1 Month           1.05110          0.00000            1.05110
2 Month           1.08000         -0.00010            1.08010
3 Month           1.12089         -0.00031            1.12120
6 Month           1.22984         -0.00031            1.23015
1 Year            1.45409         -0.00059            1.45468

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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