LONDON, Oct 20 (Reuters) - Bank of England Governor Andrew Bailey said the latest inflation figures for September, which failed to fall as most economists predicted, were not far off what the central bank had expected, in an interview published on Friday.

"We were not expecting much change in inflation [on Wednesday]. It was not far off what we were expecting. Core inflation fell slightly from what we were expecting and that's quite encouraging," Bailey told the Belfast Telegraph newspaper. (Reporting by Andy Bruce; Editing by Kate Holton)