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.

Looking to forecast future interest payments?

Try Our SONIA Forward Curve

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.

Key calculation features:

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.

Compounded SONIA Chart

Calculate Compounded SONIA with Our Risk Free Rate Calculator

Instantly compute compounded rates and accrued interest for any custom period.

Easily adjust parameters such as lookback days, spreads, lags, and day count conventions.

Ideal for modelling financial instruments or verifying internal interest calculations.

Try our RFR Calculator

Our Other Compounded Rates