This study will use mortgage rates from UK banks to examine the pass-through between commercial interest rates and official interest rates. The analysis will be confined to an examination of the monthly retail rates from commercial banks and the official rates of the Bank of England between January 2000 and December 2011. Initially, it will employ the Phillips-Loretan method to assess the official bank rate pass-through for the entire examined period. The empirical results suggest that the pass-through is incomplete over the long run. Finally, the study will investigate whether the beginning of the financial crisis in the UK represents a significant turning point in mortgage rate behavior. In accordance with the possibility of this turning point, the entire examined period will be divided into two subperiods, i.e., the period before the financial crisis and the period after the financial crisis. The pass-through results — including the rapidity and completeness of pass-through rate adjustments for these two sub-periods — will be assessed using an error correction model in change of structure. A comparison of the results for these two sub-periods indicates that banks adjusted mortgage rates more quickly during the pre-crisis period than during the following period over the long-term. The short-run mortgage rate pass-through for each type of bank is identical for the pre- and post-crisis periods. Additionally, banks required less time to change mortgage rates downward than upward before the crisis, and this feature is reversed after the crisis.