BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Thursday March 26, 2020 11:05 —Bank of Thailand

as of Mar 26, 2020

Tenor        Last (26/03/2020)     Change     Previous (25/03/2020)
O/N               0.75000         0.00000            0.75000
1 Week            0.77330         0.00048            0.77282
1 Month           0.80210         0.00100            0.80110
2 Month           0.83413         0.00413            0.83000
3 Month           0.87580         0.00653            0.86927
6 Month           0.98114        -0.00075            0.98189
1 Year            1.19770         0.00060            1.19710

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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