Free Trial

US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: July 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                 288,833,949       287,249,634  1,584,315
excl. maturing issues       288,833,949       286,573,634  2,260,315
Bonds                       278,620,407       276,378,787  2,241,620
30-yr Feb 2036 bond           3,864,767         3,552,067    312,700
30-yr Feb 2037 bond             793,630           787,590      6,040
29-y 9-m May 2037 bond          435,484           456,484    -21,000
30-yr Feb 2038 bond           1,005,885         1,029,215    -23,330
29-y 9-m May 2038 bond          900,903           898,363      2,540
30-yr Feb 2039 bond           1,228,047         1,281,047    -53,000
30-yr May 2039 bond           3,516,230         3,616,910   -100,680
30-yr Aug 2039 bond           2,740,758         2,546,798    193,960
30-yr Nov 2039 bond           4,425,673         4,435,513     -9,840
30-yr Feb 2040 bond           7,134,379         7,190,859    -56,480
30-yr May 2040 bond           8,281,700         8,319,548    -37,848
30-yr Aug 2040 bond           1,732,444         1,874,184   -141,740
30-yr Nov 2040 bond           4,102,774         4,275,974   -173,200
30-yr Feb 2041 bond           1,086,737         1,167,817    -81,080
30-yr May 2041 bond           2,104,364         2,208,929   -104,565
30-yr Aug 2041 bond           2,316,424         2,262,424     54,000
30-yr Nov 2041 bond           2,067,963         1,848,387    219,576
30-yr Feb 2042 bond             997,418         1,057,738    -60,320
30-yr May 2042 bond           1,274,504         1,274,504          0
30-yr Aug 2042 bond           3,112,486         3,158,806    -46,320
30-yr Nov 2042 bond           5,685,143         5,850,743   -165,600
30-yr Feb 2043 bond          12,993,028        12,742,815    250,213
30-yr May 2043 bond          10,235,848        10,452,838   -216,990
30-yr Aug 2043 bond          10,692,487        11,126,367   -433,880
30-yr Nov 2043 bond           5,625,340         6,373,860   -748,520
30-yr Feb 2044 bond          11,175,226        11,308,330   -133,104
30-yr May 2044 bond          10,075,795         9,971,435    104,360
30-yr Aug 2044 bond           4,990,256         5,144,656   -154,400
30-yr Nov 2044 bond           8,512,303         8,545,522    -33,219
30-yr Feb 2045 bond          10,131,299        10,133,414     -2,115
30-yr May 2045 bond           7,950,545         8,041,324    -90,780
30-yr Aug 2045 bond          13,485,406        13,715,046   -229,640
30-yr Nov 2045 bond          12,302,129        12,286,742     15,387
30-yr Feb 2046 bond          10,416,363         9,717,188    699,175
30-yr May 2046 bond           7,829,638         7,335,688    493,950
30-yr Aug 2046 bond           3,827,963         3,338,723    489,240
30-yr Nov 2046 bond          11,117,847        10,843,795    274,052
30-yr Feb 2047 bond           8,583,868         8,803,713   -219,845
30-yr May 2047 bond           9,572,185         9,585,887    -13,703
30-yr Aug 2047 bond           8,388,760         8,117,890    270,870
30-yr Nov 2047 bond           6,944,066         6,257,061    687,005
30-yr Feb 2048 bond           5,019,270         4,561,932    457,338
30-yr May 2048 bond           2,964,133         1,882,972  1,081,161
maturing issue
None                                  0                 0
excl. maturing issue        278,620,407       276,378,787  2,241,620
Notes                        10,204,128        10,861,474   -657,346
maturing issue
3-yr July 2018 note                   0             1,600
7-yr July 2018 note                   0           601,600
5-yr July 2018 note                   0             1,600
2-yr July 2018 note                   0            71,200
excl. maturing issue         10,204,128        10,185,474     18,654
Indexed Securities                9,414             9,374         40
maturing issue
10-yr July 2018 TIPS                  0                 0
excl. maturing issue              9,414             9,374         40
--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.