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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: February 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                      267,177,916       264,234,109  2,943,807
excl. maturing issues            267,177,916       263,563,716  3,614,200
Bonds                            256,030,620       252,643,786  3,386,834
30-yr Feb 2036 bond                4,499,937         4,920,777   -420,840
30-yr Feb 2037 bond                  735,455           771,455    -36,000
29-y 9-m May 2037 bond               503,012           456,772     46,240
30-yr Feb 2038 bond                1,267,446         1,319,688    -52,242
29-y 9-m May 2038 bond             1,033,741         1,099,501    -65,760
30-yr Feb 2039 bond                1,177,592         1,184,392     -6,800
30-yr May 2039 bond                3,549,495         3,563,935    -14,440
30-yr Aug 2039 bond                2,836,266         2,861,186    -24,920
30-yr Nov 2039 bond                4,630,905         4,457,049    173,856
30-yr Feb 2040 bond                7,506,575         7,504,415      2,160
30-yr May 2040 bond                8,815,841         8,806,937      8,904
30-yr Aug 2040 bond                1,976,019         2,138,259   -162,240
30-yr Nov 2040 bond                4,214,370         4,206,690      7,680
30-yr Feb 2041 bond                1,276,497         1,275,977        520
30-yr May 2041 bond                2,603,491         2,674,931    -71,440
30-yr Aug 2041 bond                2,295,631         2,294,983        648
30-yr Nov 2041 bond                1,725,221         1,643,071     82,150
30-yr Feb 2042 bond                1,003,254         1,028,494    -25,240
30-yr May 2042 bond                1,202,208         1,251,848    -49,640
30-yr Aug 2042 bond                3,393,466         3,415,786    -22,320
30-yr Nov 2042 bond                5,578,258         5,604,818    -26,560
30-yr Feb 2043 bond               12,263,671        12,634,233   -370,561
30-yr May 2043 bond                8,435,232         8,304,913    130,319
30-yr Aug 2043 bond                8,828,200         7,845,395    982,805
30-yr Nov 2043 bond                4,290,150         4,418,778   -128,628
30-yr Feb 2044 bond               14,732,055        14,431,226    300,829
30-yr May 2044 bond               12,895,875        12,754,475    141,400
30-yr Aug 2044 bond                5,099,392         5,336,318   -236,926
30-yr Nov 2044 bond                8,892,852         9,259,191   -366,339
30-yr Feb 2045 bond                8,275,739         8,366,304    -90,565
30-yr May 2045 bond                7,930,720         7,820,640    110,080
30-yr Aug 2045 bond               12,721,121        12,598,020    123,101
30-yr Nov 2045 bond               13,257,293        13,853,143   -595,850
30-yr Feb 2046 bond                7,790,076         7,556,740    233,336
30-yr May 2046 bond                5,606,631         5,662,911    -56,280
30-yr Aug 2046 bond                3,452,624         3,442,624     10,000
30-yr Nov 2046 bond                8,521,663         8,087,263    434,400
30-yr Feb 2047 bond                7,909,712         7,965,772    -56,060
30-yr May 2047 bond                6,749,183         5,091,823  1,657,360
30-yr Aug 2047 bond                4,463,050         3,606,050    857,000
30-yr Nov 2047 bond                2,750,070         2,155,770    594,300
30-yr Feb 2048 bond                  542,000                 0    542,000
maturing issue
None                                       0                 0
excl. maturing issue             256,030,620       252,643,786  3,386,834
Notes                             11,138,070        11,581,091   -443,021
maturing issue
10-yr Feb 2018 note                        0           389,533
3-yr Jan 2018 note                         0           215,260
7-yr Jan 2018 note                         0            20,000
5-yr Jan 2018 note                         0            45,600
excl. maturing issue              11,138,070        10,910,698    227,372
Indexed Securities                     9,226             9,232         -5
maturing issue
None                                       0                 0
excl. maturing issue                   9,226             9,232         -5
--MNI Washington Bureau; +1 202-371-2121; email: holly.stokes@marketnews.com
[TOPICS: MTABLE,MAUDA$,MNUAU$,M$U$$$,M$$FI$]

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