BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Thursday March 19, 2020 11:17 —Bank of Thailand

as of Mar 19, 2020

Tenor        Last (19/03/2020)     Change     Previous (18/03/2020)
O/N               1.00000        -0.00040            1.00040
1 Week            1.02031         0.00057            1.01974
1 Month           1.04952         0.00010            1.04942
2 Month           1.07893         0.00041            1.07852
3 Month           1.11284         0.00081            1.11203
6 Month           1.22158         0.00108            1.22050
1 Year            1.44000         0.00020            1.43980

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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