BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Wednesday March 4, 2020 11:07 —Bank of Thailand

as of Mar 04, 2020

Tenor        Last (04/03/2020)     Change     Previous (03/03/2020)
O/N               1.00050          0.00050           1.00000
1 Week            1.02026         -0.00001           1.02027
1 Month           1.05026         -0.00084           1.05110
2 Month           1.08000          0.00000           1.08000
3 Month           1.11928         -0.00161           1.12089
6 Month           1.22876         -0.00108           1.22984
1 Year            1.45059         -0.00350           1.45409

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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