BoE Meeting

SONIA BoE-Dated OIS (%)

Difference Vs. Current Effective SONIA Rate (bp)

Sep-24

4.918

-3.2

Nov-24

4.647

-30.3

Dec-24

4.468

-48.3

Feb-25

4.196

-75.4

Mar-25

3.970

-98.0

May-25

3.739

-121.1

Jun-25

3.609

-134.1