BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Monday March 30, 2020 11:12 —Bank of Thailand

as of Mar 30, 2020

Tenor        Last (30/03/2020)     Change     Previous (27/03/2020)
O/N               0.75000         0.00000            0.75000
1 Week            0.77342        -0.00001            0.77343
1 Month           0.80220         0.00000            0.80220
2 Month           0.83339         0.00066            0.83273
3 Month           0.87275        -0.00073            0.87348
6 Month           0.98056        -0.00012            0.98068
1 Year            1.19780         0.00000            1.19780

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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