Free Trial

US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: March 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                      272,479,431       267,177,916   5,301,515
excl. maturing issues            272,479,431       266,725,556   5,753,875
Bonds                            261,340,672       256,030,620   5,310,052
30-yr Feb 2036 bond                3,758,477         4,499,937    -741,460
30-yr Feb 2037 bond                  739,655           735,455       4,200
29-y 9-m May 2037 bond               452,779           503,012     -50,233
30-yr Feb 2038 bond                1,001,834         1,267,446    -265,612
29-y 9-m May 2038 bond               918,741         1,033,741    -115,000
30-yr Feb 2039 bond                1,151,432         1,177,592     -26,160
30-yr May 2039 bond                3,515,695         3,549,495     -33,800
30-yr Aug 2039 bond                2,689,426         2,836,266    -146,840
30-yr Nov 2039 bond                4,500,345         4,630,905    -130,560
30-yr Feb 2040 bond                7,554,495         7,506,575      47,920
30-yr May 2040 bond                8,594,350         8,815,841    -221,491
30-yr Aug 2040 bond                1,866,149         1,976,019    -109,870
30-yr Nov 2040 bond                4,312,474         4,214,370      98,104
30-yr Feb 2041 bond                1,373,497         1,276,497      97,000
30-yr May 2041 bond                2,433,531         2,603,491    -169,960
30-yr Aug 2041 bond                2,654,511         2,295,631     358,880
30-yr Nov 2041 bond                1,586,015         1,725,221    -139,206
30-yr Feb 2042 bond                  958,881         1,003,254     -44,372
30-yr May 2042 bond                1,204,348         1,202,208       2,140
30-yr Aug 2042 bond                3,153,226         3,393,466    -240,240
30-yr Nov 2042 bond                5,711,058         5,578,258     132,800
30-yr Feb 2043 bond               12,221,260        12,263,671     -42,412
30-yr May 2043 bond                9,712,792         8,435,232   1,277,560
30-yr Aug 2043 bond                8,860,780         8,828,200      32,580
30-yr Nov 2043 bond                5,129,678         4,290,150     839,528
30-yr Feb 2044 bond               14,513,655        14,732,055    -218,400
30-yr May 2044 bond               11,813,795        12,895,875  -1,082,080
30-yr Aug 2044 bond                5,315,365         5,099,392     215,974
30-yr Nov 2044 bond                9,646,093         8,892,852     753,241
30-yr Feb 2045 bond                8,380,819         8,275,739     105,080
30-yr May 2045 bond                7,749,003         7,930,720    -181,718
30-yr Aug 2045 bond               12,765,016        12,721,121      43,895
30-yr Nov 2045 bond               13,520,894        13,257,293     263,601
30-yr Feb 2046 bond                8,426,116         7,790,076     636,040
30-yr May 2046 bond                5,306,976         5,606,631    -299,655
30-yr Aug 2046 bond                3,491,063         3,452,624      38,439
30-yr Nov 2046 bond                9,284,903         8,521,663     763,240
30-yr Feb 2047 bond                8,716,047         7,909,712     806,335
30-yr May 2047 bond                7,344,802         6,749,183     595,619
30-yr Aug 2047 bond                5,450,810         4,463,050     987,760
30-yr Nov 2047 bond                3,794,500         2,750,070   1,044,430
30-yr Feb 2048 bond                1,614,840           542,000   1,072,840
maturing issue
None                                       0                 0
excl. maturing issue             261,340,672       256,030,620   5,310,052
Notes                             11,129,487        11,138,070      -8,584
maturing issue
3-yr Mar 2018 note                         0             1,000
7-yr Mar 2018 note                         0            20,160
5-yr Mar 2018 note                         0           132,000
2-yr Mar 2018 note                         0           299,200
excl. maturing issue              11,129,487        10,685,710     443,776
Indexed Securities                     9,273             9,226          47
maturing issue
None                                       0                 0
excl. maturing issue                   9,273             9,226          47
--MNI Washington Bureau; +1 202-371-2121; email: holly.stokes@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.