Compounded SONIA Rates: 1M, 3M, 6M & 12M
Daily compounded SONIA over 1, 3, 6 and 12 month interest periods, calculated in arrears from official Bank of England SONIA fixings.
| Date | SONIA | 1 Month SONIA | 3 Month SONIA | 6 Month SONIA | 12 Month SONIA |
|---|---|---|---|---|---|
| 10 Jul 2026 | 3.73100% | 3.73527% | 3.74690% | 3.76299% | 3.94074% |
| 09 Jul 2026 | 3.73110% | 3.73528% | 3.74689% | 3.76279% | 3.94212% |
| 08 Jul 2026 | 3.73030% | 3.73522% | 3.74686% | 3.76276% | 3.94351% |
| 07 Jul 2026 | 3.72970% | 3.73555% | 3.74682% | 3.76272% | 3.94489% |
| 06 Jul 2026 | 3.72970% | 3.73537% | 3.74747% | 3.76270% | 3.94866% |
| 03 Jul 2026 | 3.73020% | 3.73526% | 3.74693% | 3.76280% | 3.95045% |
| 02 Jul 2026 | 3.73050% | 3.73527% | 3.74674% | 3.76261% | 3.95184% |
| 01 Jul 2026 | 3.73090% | 3.73531% | 3.74673% | 3.76274% | 3.95323% |
| 30 Jun 2026 | 3.73180% | 3.73577% | 3.74688% | 3.76270% | 3.95462% |
| 29 Jun 2026 | 3.72920% | 3.73560% | 3.74721% | 3.76269% | 3.95833% |
As of , compounded SONIA (in arrears) is 3.73527% over one month, 3.74690% over three months, 3.76299% over six months and 3.94074% over twelve months.
Compounded in arrears with a 5-day lookback, Actual/365 day count and unshifted accrual calendar, consistent with UK market conventions.
Compounded SONIA Chart
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“I do debt service forecasting for any of the facilities where we have floating rate exposure… I like this option to just pull the forward curve monthly or quarterly going out.”
That's what the last period cost. See where it's heading.
Compounded SONIA tells you what an interest period has already cost. Forward rates imply the path of future fixings: what your next period is likely to cost, straight from today's market pricing.
See the SONIA forward curveCompounded SONIA in Excel & API
If you're rebuilding this table in a spreadsheet every month-end, you don't need a rate, you need a feed. One function, official fixings, straight into your accrual model.
// Excel: any day's 3M compounded SONIA in a cell =BlueGamma.FIXING("3M COMPOUNDED SONIA", accrual_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/fixing ?index=3M COMPOUNDED SONIA&valuation_date=YYYY-MM-DD x-api-key: your_api_key
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FAQs
It’s the realised average interest earned from compounding overnight SONIA fixings over a lookback period like 1, 3, or 6 months.
Interest is accrued daily over the interest period by compounding official Bank of England SONIA fixings in arrears. A 5-day lookback references fixings that are already published, no observation shift is used so accrual periods stay on actual calendar dates, and the day count is Actual/365.
These settings replicate the calculation method banks and clearing houses typically apply to compounded SONIA in loan agreements and internal risk systems.
The Bank of England publishes the SONIA Compounded Index, a cumulative measure of daily compounded SONIA. Dividing the index at the end of an interest period by its value at the start gives that period’s compounded rate, the index-ratio method many loan agreements reference.
The rates on this page are calculated from the same daily SONIA fixings, compounded in arrears over each period. Checking compounded interest between two exact dates? Use our free Risk Free Rate Calculator.
Term SONIA is forward-looking and published by LSEG (see here).
Compounded SONIA is backward-looking, based on realised overnight fixings.
More on SONIA
SONIA Forward Curve
The market-implied path for SONIA: live forward curve, charted and downloadable.
Risk Free Rate Calculator
Compound SONIA over the exact start and end dates of your interest period.
SONIA Swap Rates
Live and historical GBP swap rates across all liquid tenors.
Bank of England Rate Forecast
Where the market expects the Bank of England to take Bank Rate next, updated daily.
What is the SONIA rate?
How SONIA is set, what it replaced and how it is used across GBP markets.