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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: April 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                 277,954,325       272,479,431   5,474,894
excl. maturing issues       277,954,325       271,394,471   6,559,854
Bonds                       267,471,921       261,340,672   6,131,250
30-yr Feb 2036 bond           4,499,877         3,758,477     741,400
30-yr Feb 2037 bond             775,830           739,655      36,175
29-y 9-m May 2037 bond          466,779           452,779      14,000
30-yr Feb 2038 bond           1,015,794         1,001,834      13,960
29-y 9-m May 2038 bond          991,963           918,741      73,222
30-yr Feb 2039 bond           1,197,227         1,151,432      45,795
30-yr May 2039 bond           3,572,730         3,515,695      57,035
30-yr Aug 2039 bond           2,664,826         2,689,426     -24,600
30-yr Nov 2039 bond           4,440,233         4,500,345     -60,112
30-yr Feb 2040 bond           7,546,939         7,554,495      -7,556
30-yr May 2040 bond           8,777,860         8,594,350     183,510
30-yr Aug 2040 bond           2,001,109         1,866,149     134,960
30-yr Nov 2040 bond           4,338,794         4,312,474      26,320
30-yr Feb 2041 bond           1,359,617         1,373,497     -13,880
30-yr May 2041 bond           2,452,125         2,433,531      18,594
30-yr Aug 2041 bond           2,578,872         2,654,511     -75,639
30-yr Nov 2041 bond           1,621,975         1,586,015      35,960
30-yr Feb 2042 bond             999,841           958,881      40,960
30-yr May 2042 bond           1,337,334         1,204,348     132,985
30-yr Aug 2042 bond           3,031,386         3,153,226    -121,840
30-yr Nov 2042 bond           6,016,178         5,711,058     305,120
30-yr Feb 2043 bond          12,393,025        12,221,260     171,765
30-yr May 2043 bond          10,372,812         9,712,792     660,020
30-yr Aug 2043 bond           9,114,580         8,860,780     253,800
30-yr Nov 2043 bond           5,383,638         5,129,678     253,960
30-yr Feb 2044 bond          13,128,625        14,513,655  -1,385,030
30-yr May 2044 bond          11,767,575        11,813,795     -46,220
30-yr Aug 2044 bond           5,107,877         5,315,365    -207,488
30-yr Nov 2044 bond           9,082,256         9,646,093    -563,838
30-yr Feb 2045 bond           9,554,259         8,380,819   1,173,440
30-yr May 2045 bond           7,515,305         7,749,003    -233,698
30-yr Aug 2045 bond          12,850,166        12,765,016      85,150
30-yr Nov 2045 bond          13,458,389        13,520,894     -62,504
30-yr Feb 2046 bond           8,187,248         8,426,116    -238,868
30-yr May 2046 bond           5,168,988         5,306,976    -137,988
30-yr Aug 2046 bond           3,412,963         3,491,063     -78,100
30-yr Nov 2046 bond           9,903,953         9,284,903     619,050
30-yr Feb 2047 bond           8,420,102         8,716,047    -295,945
30-yr May 2047 bond           8,867,730         7,344,802   1,522,928
30-yr Aug 2047 bond           7,267,570         5,450,810   1,816,760
30-yr Nov 2047 bond           4,386,160         3,794,500     591,660
30-yr Feb 2048 bond           2,302,127         1,614,840     687,287
maturing issue
None                                  0                 0
excl. maturing issue        267,471,921       261,340,672   6,131,250
Notes                        10,473,087        11,129,487    -656,400
maturing issue
3-yr Apr 2018 note                    0                 0
7-yr Apr 2018 note                    0           404,160
5-yr Apr 2018 note                    0           182,400
2-yr Apr 2018 note                    0           498,400
excl. maturing issue         10,473,087        10,044,527     428,560
Indexed Securities                9,317             9,273          44
maturing issue
5-yr Apr 2018 TIPS                    0                 0
excl. maturing issue              9,317             9,273          44
--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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