BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Thursday March 5, 2020 11:07 —Bank of Thailand

as of Mar 05, 2020

Tenor        Last (05/03/2020)      Change     Previous (04/03/2020)
O/N               1.00000         -0.00050           1.00050
1 Week            1.01974         -0.00052           1.02026
1 Month           1.04934         -0.00092           1.05026
2 Month           1.07900         -0.00100           1.08000
3 Month           1.11690         -0.00238           1.11928
6 Month           1.22535         -0.00341           1.22876
1 Year            1.44910         -0.00149           1.45059

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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