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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: January 2018
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                 264,234,109       262,102,166  2,131,943
excl. maturing issues       264,234,109       261,372,166  2,861,943
Bonds                       252,643,786       249,923,956  2,719,830
30-yr Feb 2036 bond           4,920,777         4,873,817     46,960
30-yr Feb 2037 bond             771,455           772,415       -960
29-y 9-m May 2037 bond          456,772           556,264    -99,492
30-yr Feb 2038 bond           1,319,688         1,277,984     41,704
29-y 9-m May 2038 bond        1,099,501           995,901    103,600
30-yr Feb 2039 bond           1,184,392         1,161,382     23,010
30-yr May 2039 bond           3,563,935         3,455,215    108,720
30-yr Aug 2039 bond           2,861,186         3,049,426   -188,240
30-yr Nov 2039 bond           4,457,049         4,710,649   -253,600
30-yr Feb 2040 bond           7,504,415         7,785,055   -280,640
30-yr May 2040 bond           8,806,937         8,518,337    288,600
30-yr Aug 2040 bond           2,138,259         1,996,299    141,960
30-yr Nov 2040 bond           4,206,690         4,093,370    113,320
30-yr Feb 2041 bond           1,275,977         1,362,792    -86,815
30-yr May 2041 bond           2,674,931         2,740,851    -65,920
30-yr Aug 2041 bond           2,294,983         2,484,103   -189,120
30-yr Nov 2041 bond           1,643,071         1,675,391    -32,320
30-yr Feb 2042 bond           1,028,494         1,230,815   -202,321
30-yr May 2042 bond           1,251,848         1,247,148      4,700
30-yr Aug 2042 bond           3,415,786         3,502,226    -86,440
30-yr Nov 2042 bond           5,604,818         5,469,298    135,520
30-yr Feb 2043 bond          12,634,233        12,428,358    205,874
30-yr May 2043 bond           8,304,913         8,454,668   -149,755
30-yr Aug 2043 bond           7,845,395         6,920,915    924,480
30-yr Nov 2043 bond           4,418,778         4,585,898   -167,120
30-yr Feb 2044 bond          14,431,226        13,613,186    818,040
30-yr May 2044 bond          12,754,475        13,204,615   -450,140
30-yr Aug 2044 bond           5,336,318         5,800,171   -463,853
30-yr Nov 2044 bond           9,259,191         8,880,428    378,763
30-yr Feb 2045 bond           8,366,304         8,415,244    -48,940
30-yr May 2045 bond           7,820,640         8,464,205   -643,565
30-yr Aug 2045 bond          12,598,020        12,567,895     30,125
30-yr Nov 2045 bond          13,853,143        14,076,123   -222,980
30-yr Feb 2046 bond           7,556,740         5,896,132  1,660,608
30-yr May 2046 bond           5,662,911         5,372,451    290,460
30-yr Aug 2046 bond           3,442,624         3,409,464     33,160
30-yr Nov 2046 bond           8,087,263         8,639,573   -552,310
30-yr Feb 2047 bond           7,965,772         7,872,572     93,200
30-yr May 2047 bond           5,091,823         5,053,833     37,990
30-yr Aug 2047 bond           3,606,050         3,035,130    570,920
30-yr Nov 2047 bond           2,155,770         1,404,710    751,060
maturing issue
None                                  0                 0
excl. maturing issue        252,643,786       249,923,956  2,719,830
Notes                        11,581,091        12,168,978   -587,887
maturing issue
3-yr Jan 2018 note                    0             8,000
7-yr Jan 2018 note                    0           356,400
5-yr Jan 2018 note                    0                 0
2-yr Jan 2018 note                    0           365,600
excl. maturing issue         11,581,091        11,438,978    142,113
Indexed Securities                9,232             9,232          0
maturing issue
10-yr Jan 2018 TIPS                   0                 0
excl. maturing issue              9,232             9,232          0
--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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