Asset Purchase Facility Quarterly Report - 2011 Q4

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 30 January 2012

During 2011 Q4:

  • As at 29 December 2011 cumulative assets purchased net of sales totalled £250 billion.
  • Nominal gilt yields fell further during 2011 Q4, with rates on average around 45 basis points lower than at the end of 2011 Q3, with a larger decrease for longer 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 31 December 2011 was £1.6 billion, somewhat lower than the £2.6 billion lent on average during the previous quarter.

PDF Asset Purchase Facility Quarterly Report – 2011  Q4

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