BIBOR – Bangkok Interbank Offered Rate
 |
May 23, 2013 Treasury Sector |
BANGKOK INTERBANK OFFERED RATE (BIBOR Rates)
| as of May 23, 13 | 12.00 AM |
|
|||||||||
O/N |
2.75000 |
0.00000 |
2.75000 |
||||||
1
Week |
2.75769 |
-0.00462 |
2.76231 |
||||||
1 Month |
2.76000 |
-0.00154 |
2.76154 |
||||||
2
Month |
2.78154 |
-0.00308 |
2.78462 |
||||||
3 Month |
2.80846 |
-0.00385 |
2.81231 |
||||||
6
Month |
2.87538 |
-0.01231 |
2.88769 |
||||||
9 Month |
2.92846 |
-0.00692 |
2.93538 |
||||||
1
Year |
2.97769 |
-0.00846 |
2.98615 |
||||||
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) |
COMPARISON POLICY RATE - BIBOR - THBFIX
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