BoE Meeting

SONIA BoE-Dated OIS (%)

Difference Vs. Current Effective SONIA Rate (bp)

Sep-24

4.923

-2.7

Nov-24

4.667

-28.3

Dec-24

4.501

-44.9

Feb-25

4.245

-70.5

Mar-25

4.048

-90.2

May-25

3.838

-111.2

Jun-25

3.717

-123.3