BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Friday March 27, 2020 11:08 —Bank of Thailand

as of Mar 27, 2020

Tenor        Last (27/03/2020)      Change     Previous (26/03/2020)
O/N               0.75000          0.00000            0.75000
1 Week            0.77343          0.00013            0.77330
1 Month           0.80220          0.00010            0.80210
2 Month           0.83273         -0.00140            0.83413
3 Month           0.87348         -0.00232            0.87580
6 Month           0.98068         -0.00046            0.98114
1 Year            1.19780          0.00010            1.19770

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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