Free Trial

US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: December 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                      262,102,166       260,583,883  1,518,283
excl. maturing issues            262,102,166       260,519,283  1,582,883
Bonds                            249,923,956       248,476,004  1,447,953
30-yr Feb 2036 bond                4,873,817         4,664,717    209,100
30-yr Feb 2037 bond                  772,415           762,495      9,920
29-y 9-m May 2037 bond               556,264           603,468    -47,204
30-yr Feb 2038 bond                1,277,984         1,206,360     71,624
29-y 9-m May 2038 bond               995,901         1,051,501    -55,600
30-yr Feb 2039 bond                1,161,382         1,151,022     10,360
30-yr May 2039 bond                3,455,215         3,389,855     65,360
30-yr Aug 2039 bond                3,049,426         3,168,516   -119,090
30-yr Nov 2039 bond                4,710,649         4,906,053   -195,404
30-yr Feb 2040 bond                7,785,055         8,123,255   -338,200
30-yr May 2040 bond                8,518,337         9,165,675   -647,338
30-yr Aug 2040 bond                1,996,299         2,159,834   -163,535
30-yr Nov 2040 bond                4,093,370         4,222,155   -128,785
30-yr Feb 2041 bond                1,362,792         1,385,152    -22,360
30-yr May 2041 bond                2,740,851         2,502,035    238,816
30-yr Aug 2041 bond                2,484,103         2,427,943     56,160
30-yr Nov 2041 bond                1,675,391         1,650,807     24,584
30-yr Feb 2042 bond                1,230,815         1,351,103   -120,288
30-yr May 2042 bond                1,247,148         1,336,984    -89,836
30-yr Aug 2042 bond                3,502,226         3,407,761     94,465
30-yr Nov 2042 bond                5,469,298         5,762,658   -293,360
30-yr Feb 2043 bond               12,428,358        12,378,682     49,677
30-yr May 2043 bond                8,454,668         8,779,498   -324,830
30-yr Aug 2043 bond                6,920,915         7,271,235   -350,320
30-yr Nov 2043 bond                4,585,898         4,730,158   -144,260
30-yr Feb 2044 bond               13,613,186        14,225,936   -612,750
30-yr May 2044 bond               13,204,615        13,591,595   -386,980
30-yr Aug 2044 bond                5,800,171         5,996,489   -196,318
30-yr Nov 2044 bond                8,880,428         8,775,934    104,494
30-yr Feb 2045 bond                8,415,244         8,066,331    348,913
30-yr May 2045 bond                8,464,205         8,245,645    218,560
30-yr Aug 2045 bond               12,567,895        12,704,971   -137,076
30-yr Nov 2045 bond               14,076,123        14,521,324   -445,201
30-yr Feb 2046 bond                5,896,132         5,674,717    221,415
30-yr May 2046 bond                5,372,451         6,213,474   -841,023
30-yr Aug 2046 bond                3,409,464         3,408,179      1,285
30-yr Nov 2046 bond                8,639,573         7,551,262  1,088,311
30-yr Feb 2047 bond                7,872,572         6,788,972  1,083,600
30-yr May 2047 bond                5,053,833         3,478,883  1,574,950
30-yr Aug 2047 bond                3,035,130         2,466,360    568,770
30-yr Nov 2047 bond                1,404,710           385,800  1,018,910
maturing issue
None                                       0                 0
excl. maturing issue             249,923,956       248,476,004  1,447,953
Notes                             12,168,978        12,098,644     70,334
maturing issue
3-yr Nov 2017 note                         0            23,800
7-yr Nov 2017 note                         0             6,400
5-yr Nov 2017 note                         0            34,400
2-yr Nov 2017 note                         0                 0
excl. maturing issue              12,168,978        12,034,044    134,934
Indexed Securities                     9,232             9,236         -4
maturing issue
None                                       0                 0
excl. maturing issue                   9,232             9,236         -4
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.