Asset Purchase Facility Quarterly Report - 2015 Q3

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 October 2015

During 2015 Q3:

  • Nominal gilt yields fell across the curve, by an average of around 26 basis points.
  • 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 APF to the DMO during the three months to 30 September 2015 was £0.2 billion.
  • Sterling investment-grade non-financial corporate bond spreads increased over 2015 Q3.
  • Gross issuance of corporate bonds by UK private non-financial corporations (PNFCs) in 2015 Q3 was lower than in Q3 for 2012 and 2014, but higher than in Q3 for 2013 and higher than the 2009–11 Q3 and 2003–08 Q3 averages.

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