BoE Meeting

SONIA BoE-Dated OIS (%)

Difference Vs. Current Effective SONIA Rate (bp)

Sep-24

4.925

-2.5

Nov-24

4.655

-29.5

Dec-24

4.469

-48.1

Feb-25

4.199

-75.1

Mar-25

3.978

-97.2

May-25

3.754

-119.6

Jun-25

3.630

-132.0