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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: October 2017
Source:  U.S. Treasury Department
Data in thousands of dollars, parenthesis indicate net reconstitution
Calculations by MNI
--------------------------------------------------------------------
                        Current month's  Previous month's    Net Amt
                               Stripped          Stripped   Stripped
Grand Total                 263,368,514       256,366,624  7,001,890
excl. maturing issues       263,368,514       256,247,104  7,121,410
Bonds                       250,001,122       242,960,014  7,041,108
30-yr Feb 2036 bond           5,784,537         4,416,511  1,368,026
30-yr Feb 2037 bond             760,775           760,775          0
29-y 9-m May 2037 bond          637,836           892,423   -254,587
30-yr Feb 2038 bond           1,481,392         1,340,122    141,270
29-y 9-m May 2038 bond        1,116,901         1,112,001      4,900
30-yr Feb 2039 bond           1,282,742         1,287,717     -4,975
30-yr May 2039 bond           3,757,495         3,735,015     22,480
30-yr Aug 2039 bond           3,155,036         2,949,026    206,010
30-yr Nov 2039 bond           5,159,829         5,026,335    133,494
30-yr Feb 2040 bond           8,171,105         8,194,555    -23,450
30-yr May 2040 bond           9,069,150         8,936,550    132,600
30-yr Aug 2040 bond           2,268,314         2,376,244   -107,930
30-yr Nov 2040 bond           4,266,460         4,326,660    -60,200
30-yr Feb 2041 bond           1,918,287         1,883,487     34,800
30-yr May 2041 bond           3,218,016         3,153,008     65,008
30-yr Aug 2041 bond           2,514,013         2,283,139    230,874
30-yr Nov 2041 bond           1,657,807         1,734,024    -76,218
30-yr Feb 2042 bond           1,350,103         1,398,446    -48,343
30-yr May 2042 bond           1,372,384         1,502,834   -130,450
30-yr Aug 2042 bond           3,840,881         3,794,336     46,545
30-yr Nov 2042 bond           6,095,066         6,065,226     29,840
30-yr Feb 2043 bond          12,139,500        11,902,526    236,975
30-yr May 2043 bond           9,331,488         9,349,076    -17,588
30-yr Aug 2043 bond           6,167,545         6,952,711   -785,166
30-yr Nov 2043 bond           4,675,797         4,913,941   -238,144
30-yr Feb 2044 bond          13,544,851        13,457,266     87,585
30-yr May 2044 bond          13,598,365        13,935,285   -336,920
30-yr Aug 2044 bond           6,176,140         6,281,039   -104,898
30-yr Nov 2044 bond           8,656,414         9,043,696   -387,282
30-yr Feb 2045 bond           7,991,726         7,268,132    723,594
30-yr May 2045 bond           7,949,225         7,699,470    249,755
30-yr Aug 2045 bond          12,405,531        11,879,845    525,686
30-yr Nov 2045 bond          14,828,004        14,711,474    116,530
30-yr Feb 2046 bond           5,681,357         5,509,691    171,666
30-yr May 2046 bond           5,761,824         5,506,119    255,705
30-yr Aug 2046 bond           3,461,284         3,474,924    -13,640
30-yr Nov 2046 bond           7,628,813         6,583,861  1,044,952
30-yr Feb 2047 bond           7,602,222         5,585,353  2,016,869
30-yr May 2047 bond           2,978,700         2,448,310    530,390
30-yr Aug 2047 bond           1,511,320           852,520    658,800
maturing issue
None                                  0                 0
excl. maturing issue        250,001,122       242,960,014  7,041,108
Notes                        13,358,204        13,397,448    -39,244
maturing issue
3-yr Oct 2017 note                    0            27,200
7-yr Oct 2017 note                    0            88,800
5-yr Oct 2017 note                    0             3,520
excl. maturing issue         13,358,204        13,277,928     80,276
Indexed Securities                9,188             9,162         26
maturing issue
None                                  0                 0
excl. maturing issue              9,188             9,162         26
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

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