BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Monday March 16, 2020 11:12 —Bank of Thailand

as of Mar 16, 2020

Tenor        Last (16/03/2020)     Change     Previous (13/03/2020)
O/N               1.00000         0.00000            1.00000
1 Week            1.01893         0.00109            1.01784
1 Month           1.04871        -0.00023            1.04894
2 Month           1.07673        -0.00028            1.07701
3 Month           1.10967        -0.00033            1.11000
6 Month           1.21663         0.00083            1.21580
1 Year            1.43759        -0.00224            1.43983

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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