Summary of BIBOR Design and Methodology
อัตราดอกเบี้ยอ้างอิงระยะสั้นตลาดกรุงเทพ (BIBOR)
Summary of BIBOR Design and Methodology
BIBOR (Bangkok Interbank Offered Rate) rates are determined from information that is available during 10.00-11.00 AM (Bangkok time) in each working day. BIBOR are the rates at which contributing banks offer to lend THB funds to prime banks, in a reasonable market size, on an unsecured basis in the Bangkok interbank market, just prior to 11 AM.
| Subject | Description |
|---|---|
| 1. Current number of rate contributors | 15 banks |
| 2. Quote time | 10.00-11.00 AM (Bangkok time) |
| 3. Tenors | O/N,1 week, 1, 2, 3, 6, and 12-month |
| 4. Distribution time | 11.15 AM onwards (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 quotes and arithmetically average the remaining rates |
| 8. Calculation result | BIBOR rates with 5 decimals (rounding up the sixth decimal place when it is 5 or more) |
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