Asset Purchase Facility Quarterly Report - 2010 Q1

In the interests of openness and transparency, we publish a quarterly report on the transactions carried out as part of the Asset Purchase Facility. The reports are published shortly after the end of each quarter.
Published on 26 April 2010

During 2010 Q1:

  • As at 26 March 2010, assets outstanding totalled £200 billion.
  • The curve of nominal gilt yields steepened somewhat during 2010 Q1, with rates at short maturities around 20 basis points lower and those at long maturities up to 30 basis points higher than at the end of 2009.
  • Overnight Index Swap (OIS) rates fell at all maturities, and, as a result, gilt-OIS spreads widened by 30 to 40 basis points during January and the first half of February.
  • The average daily aggregate value of gilts lent by the Asset Purchase Facility to the DMO during the three months to 26 March 2010 was £3.8 billion, slightly above the £3.3 billion lent on average during the previous quarter. 

PDF Asset Purchase Facility Quarterly Report – 2010 Q1


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