Bank of England Updates Statistics Hub With Release Calendar and Gilt Repo Data Correction

Key Takeaways

• The Bank of England has refreshed its Statistics webpage, consolidating release schedules for money and credit, mortgage, capital, and regulatory data through early 2027, and disclosing a corrected gilt repo transactions series in its sterling money market data.
• Compliance and treasury teams relying on BoE statistical series for benchmarking, risk modeling, or regulatory reporting should note the correction and upcoming release dates to ensure data integrity in downstream processes.

Deep Dive

This update is primarily administrative guidance rather than a new regulatory requirement, but it carries operational significance for institutions that consume Bank of England (BoE) statistical series for internal risk management, regulatory reporting, benchmarking, or economic analysis. The page consolidates data across money and credit, mortgage lending, banking sector regulatory capital, credit unions, insurance aggregates, and financial markets, providing a comprehensive release calendar extending into 2027. Firms using these datasets as inputs to models, stress tests, or board reporting should align internal data refresh cycles with these publication dates.

The most notable substantive item is the disclosed error in the quarterly Sterling Money Market Data publication: a discrepancy was found in the average daily gilt repo transactions series, affecting values from Q1 2023 through Q3 2025. The BoE published the corrected dataset on 14 November 2025. While the Bank states this does not affect other BoE analyses, speeches, or gilt repo data referenced elsewhere, firms that previously extracted or archived this series for internal use, client reporting, or regulatory submissions should verify whether corrected figures need to be reflected retroactively in their own records or disclosures.

Key timelines compliance teams should track include: sterling money market data releases (29 October 2026, 1 February 2027), housing equity withdrawal data (7 January 2027, 8 April 2027), notes/coin and reserves data (monthly through Q4 2026/Q1 2027), write-offs data (30 November 2026, 1 March 2027), quoted and effective interest rate releases (monthly), income and expenditure data (5 January 2027, 31 March 2027), credit union statistics (29 January 2027, 30 April 2027), and insurance aggregate data reports (4 January 2027, 1 April 2027). Firms with reporting obligations tied to these series, or that benchmark internal metrics against BoE published data, should update data governance calendars accordingly.

Recommended actions include: (1) notifying treasury, market risk, and regulatory reporting teams of the gilt repo data correction and assessing whether any internal figures, client communications, or filings referenced the affected 2023–2025 period; (2) updating internal data intake schedules to reflect the confirmed BoE release dates; (3) reviewing the newly reweighted sterling exchange rate index (effective 11 March 2026, with revisions back to 2020) for any impact on FX exposure calculations or hedging models; and (4) confirming data quality processes align with the BoE's Statistical Code of Practice and Data Quality Framework where firms rely on this data for prudential or financial reporting purposes.

From a risk perspective, the impact is low-to-moderate and primarily operational/data integrity related rather than requiring policy or governance changes. However, the retroactive correction to a multi-year data series is a reminder for compliance and data governance functions to maintain version-controlled records of external reference data and to have processes for reassessing historical calculations when source data providers issue corrections.

Source: Bank of England