BoE Meeting

SONIA BoE-Dated OIS (%)

Difference vs. Current Effective SONIA Rate (bp)

Jun-25

4.219

+0.8

Aug-25

4.077

-13.4

Sep-25

4.034

-17.7

Nov-25

3.896

-31.5

Dec-25

3.823

-38.8

Feb-26

3.717

-49.4

Mar-26

3.703

-50.9