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ìMay 16, 2012
Treasury Sector
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BANGKOK INTERBANK OFFERED RATE (BIBOR)
BIBOR (Bangkok Interbank Offered Rate) is the average of the borrowing rates for clean loan transactions tenor O/N till 1 year quoted by predetermined banks totally 17 banks in Thailand (including UOBT).
BIBOR is a reference rate which is fixed at 11.00 a.m. of each working day and published by BOT at 11.15 a.m.
Summary of BIBOR Design and Methodology
Subject |
Description |
1. |
Current number
of rate contributors |
17 banks |
2. |
Quote time |
10.45-11.00 AM (Bangkok time) |
3. |
Tenors |
O/N,1 week, 1, 2, 3, 6, 9, and
12-month |
4. |
Distribution time |
11.15 AM on daily working day
(the rates are specified as of 11.00 AM) |
5. |
Settlement date |
T+2 for all maturities except
O/N |
6. |
Day count convention |
Actual/365 |
7. |
Calculation method |
Eliminate the first two highest
and lowest of the quoted rates and arithmetic-averaging the
remaining rates for the day. |
8. |
Calculation result |
BIBOR rates with 5 decimals (rounding
up the sixth decimal place when it is 5 or more) |
BANGKOK INTERBANK OFFERED RATE (BIBOR Rates)
| as
of May 16, 12 |
|
12.00 AM |
Tenor |
Lastest |
Change |
Previous day |
May 16,
12 |
May 15, 12 |
|
O/N |
3.00000 |
0.00000 |
3.00000 |
1 Week |
3.02000 |
0.00077 |
3.01923 |
1 Month |
3.04615 |
0.00000 |
3.04615 |
2 Month |
3.08000 |
0.00077 |
3.07923 |
3 Month |
3.14231 |
0.00000 |
3.14231 |
6 Month |
3.24308 |
0.00000 |
3.24308 |
9 Month |
3.29077 |
-0.00154 |
3.29231 |
1 Year |
3.33846 |
0.00000 |
3.33846 |
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