BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Friday March 20, 2020 11:20 —Bank of Thailand

as of Mar 20, 2020

Tenor        Last (20/03/2020)     Change     Previous (19/03/2020)
O/N               1.00020         0.00020            1.00000
1 Week            1.01974        -0.00057            1.02031
1 Month           1.04969         0.00017            1.04952
2 Month           1.07911         0.00018            1.07893
3 Month           1.11326         0.00042            1.11284
6 Month           1.22208         0.00050            1.22158
1 Year            1.44000         0.00000            1.44000

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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