BoE notes rise in nominal gilt yields
The Bank of England (BoE) published the Asset Purchase Facility Quarterly Report - 2012 Q1 on April 23.
The report stated that nominal gilt yields on BoE stock rose in the first quarter of 2012, and are on average 30 basis points higher than at the end of the fourth quarter of 2011.
The report also found that overnight index swap (OIS) rates also rose in the first quarter of 2012. This resulted in the yield on gilt-OIS spreads decreasing in the first quarter of 2012.
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