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Service Manager FMD-MarketInfrastructureTeam (0-2283-6329, 0-2283-6504)

Latest update November 05, 2024 : Time 09:30 AM

Thai Overnight Repurchase Rate (THOR)

Thai Overnight Repurchase Rate (THOR) is the interbank overnight private repurchase rate.
THOR (Unit: Percent per annum)

Date
THOR
November 04, 2024
2.24621

THOR Index

THOR index represents the cumulative value of compounding THOR (Thai Overnight Repurchase Rate) over time, with an initial value of 100 on April 1, 2020 which is the first day of THOR publication.
1 April 2020: Index = 100

Date
THOR Index
November 05, 2024
105.8160959214

THOR Average

THOR Average is the term rate obtained from compounding the daily values of THOR (compound setting in arrears method) for the specific tenors.
THOR Average (Unit: Percent per annum)

November 05, 2024
Tenor
Day Counts
THOR Average
1 Month
3 Months
6 Months
32 days
92 days
186 days
2.34033
2.44501
2.48022
Source

  1. The Thai Bond Market Association
  2. All commercial banks and specialized financial institutions

Remarks

  1. ^ denotes that fallback implemented due to no qualified transaction to calculate THOR for that business day.
  2. * denotes revised data.
  3. # denotes that no publication of THOR at 5.00 pm due to technical issue and can be published after 9.30 am on next business day.
  4. Under the EU Benchmarks Regulation (BMR), it is stated that BMR does not apply to the benchmarks provided by central banks. Since the Bank of Thailand is THOR’s administrator, THOR is not to be included in the register of the BMR.

Terms and Conditions for use/Disclaimer

  1. Bank of Thailand (BOT) who is the owner and administrator, Thai Bond Market Association (ThaiBMA) who is the official calculation agent, and the financial institutions who supply the data do not warrant the completeness, timeliness, regularity, or accuracy of the published THOR and THOR Average.
  2. Under no circumstances shall the BOT, ThaiBMA, the financial institutions who supply the data, and any related parties be liable for any loss, damage, liability or expense incurred or suffered which is claimed to have resulted from the use of the published THOR and THOR Average
  3. Compounded THOR from different methods; for example, computing from daily THOR, or deriving from THOR index, could result in a slight discrepancy of the final calculated rates. This is due to the difference in the number of decimal places of the rates used in the calculation. Therefore, counterparties should agree on the precise calculation method, including the number of decimal places. BOT and ThaiBMA have no liable for that agreement on calculation.