BoE Meeting

SONIA BoE-Dated OIS (%)

Difference vs. Current Effective SONIA Rate (bp)

Dec-24

4.700

+0.0

Feb-25

4.502

-19.8

Mar-25

4.416

-28.5

May-25

4.241

-45.9

Jun-25

4.162

-53.8

Aug-25

4.034

-66.6

Sep-25

3.999

-70.1

Nov-25

3.922

-77.8

Dec-25

3.886

-81.4