May 17, 2023 10:22 GMT
BoE Pricing Unchanged Post-Bailey
STIR
BoE-dated OIS is essentially unchanged vs. pre-speech levels after the release of the initial remarks from BoE Governor Bailey’s speech, with the tone in line with the post-decision rhetoric delivered last week. He is still delivering the speech (click for full release) at present and a Q&A session will follow.
BoE Meeting | SONIA BoE-Dated OIS (%) | Difference Vs. Current Effective SONIA Rate (bp) |
Jun-23 | 4.614 | +18.6 |
Aug-23 | 4.751 | +32.4 |
Sep-23 | 4.823 | +39.6 |
Nov-23 | 4.817 | +39.0 |
Dec-23 | 4.765 | +33.8 |
Feb-24 | 4.675 | +24.8 |
Mar-24 | 4.556 | +12.9 |
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