BoE Meeting

SONIA BoE-Dated OIS (%)

Difference vs. Current Effective SONIA Rate (bp)

Aug-25

4.011

-20.6

Sep-25

3.935

-28.2

Nov-25

3.759

-45.9

Dec-25

3.659

-55.8

Feb-26

3.519

-69.8

Mar-26

3.477

-74.0