BoE Meeting

SONIA BoE-Dated OIS (%)

Difference vs. Current Effective SONIA Rate (bp)

Mar-25

4.425

-2.9

May-25

4.227

-22.7

Jun-25

4.147

-30.7

Aug-25

3.996

-45.7

Sep-25

3.962

-49.2

Nov-25

3.892

-56.2

Dec-25

3.877

-57.7