BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Thursday March 12, 2020 11:04 —Bank of Thailand

as of Mar 12, 2020

Tenor        Last (12/03/2020)      Change     Previous (11/03/2020)
O/N               1.00000          0.00000           1.00000
1 Week            1.01864         -0.00026           1.01890
1 Month           1.04884         -0.00008           1.04892
2 Month           1.07672         -0.00035           1.07707
3 Month           1.11000         -0.00010           1.11010
6 Month           1.21460         -0.00083           1.21543
1 Year            1.43982         -0.00038           1.44020

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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