BoE Meeting

SONIA BoE-Dated OIS (%)

Difference Vs. Current Effective SONIA Rate (bp)

Sep-24

4.923

-2.7

Nov-24

4.683

-26.7

Dec-24

4.514

-43.6

Feb-25

4.268

-68.2

Mar-25

4.092

-85.8

May-25

3.900

-105.0

Jun-25

3.788

-116.2