BoE Meeting

SONIA BoE-Dated OIS (%)

Difference vs. Current Effective SONIA Rate (bp)

Jun-25

4.216

+0.4

Aug-25

4.057

-15.5

Sep-25

4.018

-19.4

Nov-25

3.885

-32.7

Dec-25

3.817

-39.5

Feb-26

3.725

-48.7

Mar-26

3.705

-50.7