Asset Purchase Facility Quarterly Report - 2011 Q2

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 25 July 2011

During 2011 Q2:

  • As at 30 June 2011, cumulative assets purchased totalled £200 billion.
  • Nominal gilt yields fell during 2011 Q2, with rates on average around 15 basis points lower than at the end of 2011 Q1, with a larger fall in short to medium maturities.
  • A significant amount of the gilts purchased via the Facility continue to be made available for on-lending to the market through the gilt lending arrangement with the DMO.
  • The average daily aggregate value of gilts lent by the Asset Purchase Facility to the Debt Management Office during the three months to 30 June was £2.4 billion, more than the £1.5 billion lent on average during the previous quarter.

PDF Asset Purchase Facility Quarterly Report – 2011 Q2

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