THAI OVERNIGHT REPURCHASE RATE : THOR

THOR

The Thai Overnight Repurchase Rate (THOR) is the interbank overnight private repurchase rate, which has been developed as a long-term replacement for THBFIX. The BOT, in collaboration with the Committee expedited the development of THOR derivatives markets to ensure sufficient liquidity to facilitate the transition and meet corporate financial demand.

View THOR rate
thor

Introduction to THOR

  - A User’s Guide to Thai Overnight Repurchase Rate (THOR) (Feb 2022)

  - BOT Notification Re: Guidelines for the Calculation of per period Interest Rates for Financial Transactions referencing the Thai Overnight Reference Rate (THOR) (Feb 2022)

  - THOR Calculator

  - Excel Overnight rate convention examples

  - Volume and number of THOR OIS transactions

 

THOR product convention

  - THOR product convention

 

Historical data

  - THOR and THOR Average

  - THOR Index

  - Historical data for THOR from 2015 (Link to ThaiBMA website)

  - Summary Information on Revision of THOR

 

Related Documents

  - THOR Conduct Guideline (Thai Version Only)

  - BOT's circular to banks requesting submission of data (Thai Version Only)

  - BOT's circular Re: Change of publication time of the reference rate THOR (unofficial translation) *NEW

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