BoE Meeting

SONIA BoE-Dated OIS (%)

Difference vs. Current Effective SONIA Rate (bp)

Feb-25

4.480

-22.0

Mar-25

4.436

-26.4

May-25

4.296

-40.4

Jun-25

4.239

-46.1

Aug-25

4.141

-55.9

Sep-25

4.112

-58.8

Nov-25

4.058

-64.2

Dec-25

4.040

-66.0