BOT: Bangkok Interbank Offered Rate (BIBOR)*

Stocks News Wednesday February 26, 2020 11:41 —Bank of Thailand

as of Feb 26, 2020

Tenor        Last (26/02/2563)     Change     Previous (25/02/2563)
O/N               1.00120         0.00100            1.00020
1 Week            1.02100         0.00100            1.02000
1 Month           1.05220         0.00000            1.05220
2 Month           1.08110         0.00050            1.08060
3 Month           1.12373         0.00039            1.12334
6 Month           1.23033        -0.00044            1.23077
1 Year            1.45572        -0.00071            1.45643

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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