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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: November 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                 260,583,883       263,368,514  -2,784,631
excl. maturing issues       260,583,883       262,270,932  -1,687,049
Bonds                       248,476,004       250,001,122  -1,525,119
30-yr Feb 2036 bond           4,664,717         5,784,537  -1,119,820
30-yr Feb 2037 bond             762,495           760,775       1,720
29-y 9-m May 2037 bond          603,468           637,836     -34,368
30-yr Feb 2038 bond           1,206,360         1,481,392    -275,032
29-y 9-m May 2038 bond        1,051,501         1,116,901     -65,400
30-yr Feb 2039 bond           1,151,022         1,282,742    -131,720
30-yr May 2039 bond           3,389,855         3,757,495    -367,640
30-yr Aug 2039 bond           3,168,516         3,155,036      13,480
30-yr Nov 2039 bond           4,906,053         5,159,829    -253,776
30-yr Feb 2040 bond           8,123,255         8,171,105     -47,850
30-yr May 2040 bond           9,165,675         9,069,150      96,525
30-yr Aug 2040 bond           2,159,834         2,268,314    -108,480
30-yr Nov 2040 bond           4,222,155         4,266,460     -44,305
30-yr Feb 2041 bond           1,385,152         1,918,287    -533,135
30-yr May 2041 bond           2,502,035         3,218,016    -715,981
30-yr Aug 2041 bond           2,427,943         2,514,013     -86,070
30-yr Nov 2041 bond           1,650,807         1,657,807      -7,000
30-yr Feb 2042 bond           1,351,103         1,350,103       1,000
30-yr May 2042 bond           1,336,984         1,372,384     -35,400
30-yr Aug 2042 bond           3,407,761         3,840,881    -433,120
30-yr Nov 2042 bond           5,762,658         6,095,066    -332,408
30-yr Feb 2043 bond          12,378,682        12,139,500     239,181
30-yr May 2043 bond           8,779,498         9,331,488    -551,990
30-yr Aug 2043 bond           7,271,235         6,167,545   1,103,690
30-yr Nov 2043 bond           4,730,158         4,675,797      54,361
30-yr Feb 2044 bond          14,225,936        13,544,851     681,085
30-yr May 2044 bond          13,591,595        13,598,365      -6,770
30-yr Aug 2044 bond           5,996,489         6,176,140    -179,651
30-yr Nov 2044 bond           8,775,934         8,656,414     119,520
30-yr Feb 2045 bond           8,066,331         7,991,726      74,605
30-yr May 2045 bond           8,245,645         7,949,225     296,420
30-yr Aug 2045 bond          12,704,971        12,405,531     299,440
30-yr Nov 2045 bond          14,521,324        14,828,004    -306,680
30-yr Feb 2046 bond           5,674,717         5,681,357      -6,640
30-yr May 2046 bond           6,213,474         5,761,824     451,650
30-yr Aug 2046 bond           3,408,179         3,461,284     -53,105
30-yr Nov 2046 bond           7,551,262         7,628,813     -77,551
30-yr Feb 2047 bond           6,788,972         7,602,222    -813,250
30-yr May 2047 bond           3,478,883         2,978,700     500,183
30-yr Aug 2047 bond           2,466,360         1,511,320     955,040
30-yr Nov 2047 bond             385,800                 0     385,800
maturing issue
None                                  0                 0
excl. maturing issue        248,476,004       250,001,122  -1,525,119
Notes                        12,098,644        13,358,204  -1,259,560
maturing issue
10-yr Nov 2017 note                   0           709,050
3-yr Nov 2017 note                    0           202,452
7-yr Nov 2017 note                    0            34,880
5-yr Nov 2017 note                    0           151,200
2-yr Nov 2017 note                    0                 0
excl. maturing issue         12,098,644        12,260,622    -161,978
Indexed Securities                9,236             9,188          48
maturing issue
None                                  0                 0
excl. maturing issue              9,236             9,188          48
--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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