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Thai Overnight Repurchase Rate (THOR)

Thai Overnight Repurchase Rate (THOR) is the interbank overnight private repurchase rate.

THOR (Unit: Percent per annum)

Date THOR
October 28, 2020 0.49192 

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
October 28, 2020 100.31730003

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)

October 28, 2020
Tenor Day Counts THOR Average
1 Month 30 days 0.49229
3 Months 96 days 0.49190
6 Months 183 days 0.52271
Source
  1. The Thai Bond Market Association
  2. All commercial banks and specialized financial institutions
Remarks
* denotes revised data
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.