BoE Meeting

SONIA BoE-Dated OIS (%)

Difference Vs. Current Effective SONIA Rate (bp)

Sep-24

4.848

-10.2

Nov-24

4.613

-33.7

Dec-24

4.446

-50.4

Feb-25

4.236

-71.4

Mar-25

4.085

-86.5

May-25

3.907

-104.3

Jun-25

3.805

-114.5