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SONIA Forward Curve

Looking for a SONIA Forward Curve?

BlueGamma provides live interest rate forward curves in an easy-to-use web app.

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Forward curves built with market standard methodology

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3 Month SONIA Forward Curve

Discover the current SONIA forward curve (also known as SONIA forward rates or the SONIA yield curve). Download the complete SONIA rate forecast in Excel format and stay ahead with the latest SONIA predictions.

Powered by live swap quotes, and constructed using market standard methodology, our curves are built to match the market.

Download Compounded SONIA Forward Curve in Excel

Built to match the market and ready to use in your model

Live quotes in, easy-to-use curves out.

Quotes taken directly from leading inter-dealer brokers and exchanges.

Bootstrapped to make the curves ready to use in your model.

Validated for consistency on a regular basis.

Delivered in Excel format, making the curves ready to use.

5 Year SONIA Forecast

Our 5-year forecast shows projected SONIA rates based on current market data. These projections use compounded SONIA rates, not Term SONIA.

Download the full forward curve in Excel for all projected rates up to 5 years ahead.

What is the SONIA Rate?

SONIA stands for Sterling Overnight Index Average. It is a daily interest rate published by the Bank of England, reflecting the average interest rate banks pay to borrow sterling overnight on an unsecured basis.

SONIA is widely used as the benchmark floating rate in GBP interest rate swaps and loan agreements.

Term SONIA vs Compounded SONIA

Compounded SONIA

Compounded SONIA is calculated by compounding daily SONIA fixings over a set period (e.g., 3 months).
vs

Term SONIA

Term SONIA, by contrast, is a forward-looking benchmark published by LSEG, based on swap market data.

We do not publish official Term SONIA rates, but our forward curves help estimate equivalent 1M, 3M, and 6M SONIA projections based on market expectations. 🔗 View Term SONIA from LSEG

Built to match the market and ready to use in your model

Live quotes in, easy-to-use curves out.

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Model-ready numbers

Curves align with every benchmark, first time

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