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Compounded SONIA Rates
Compounded SONIA Rates: 1M, 3M, and 6M (Daily Historical Data)
View daily compounded SONIA rates over 1, 3, and 6 months calculated using official Bank of England SONIA fixings.
Daily Compounded SONIA Table
Compounded rates reflect realised interest over each respective period.
Calculated with a 5-day lookback, Actual/365 day count, and unshifted accrual calendar consistent with UK market conventions.
Calculated with a 5-day lookback, Actual/365 day count, and unshifted accrual calendar consistent with UK market conventions.
Looking to forecast future interest payments?
How It’s Calculated
We replicate how compounded SONIA is typically handled by banks and clearing houses.
These settings align with how SONIA is used for floating rate calculations across loan agreements and internal risk systems.
These settings align with how SONIA is used for floating rate calculations across loan agreements and internal risk systems.
Interest is accrued daily over a 1M, 3M or 6M window.
A 5-day lag is applied to reference fixings that are already published.
No “observation shift” is used — accrual periods stay on actual calendar dates.
We follow the Actual/365 day count convention.
Visualise the Trends
FAQs
What is compounded SONIA?
How is compounded SONIA calculated?
What’s the difference between compounded SONIA and Term SONIA?
Looking for More Than Just Rates?
If you're building financial models, pricing debt, or tracking derivatives, you may also need:
Forward curves
for SONIA
Real-time
swap pricing & MTM
Excel or API access to plug data directly into your workflow
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