BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Wednesday March 18, 2020 11:16 —Bank of Thailand

as of Mar 18, 2020

Tenor        Last (18/03/2020)     Change     Previous (17/03/2020)
O/N               1.00040         0.00040           1.00000
1 Week            1.01974         0.00084           1.01890
1 Month           1.04942         0.00014           1.04928
2 Month           1.07852         0.00069           1.07783
3 Month           1.11203         0.00100           1.11103
6 Month           1.22050         0.00181           1.21869
1 Year            1.43980         0.00131           1.43849

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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