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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: August 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                 287,949,311       288,833,949   -884,638
excl. maturing issues       287,949,311       288,118,672   -169,361
Bonds                       278,268,257       278,620,407   -352,150
30-yr Feb 2036 bond           3,342,887         3,864,767   -521,880
30-yr Feb 2037 bond             828,630           793,630     35,000
29-y 9-m May 2037 bond          443,884           435,484      8,400
30-yr Feb 2038 bond           1,023,885         1,005,885     18,000
29-y 9-m May 2038 bond          913,203           900,903     12,300
30-yr Feb 2039 bond           1,136,447         1,228,047    -91,600
30-yr May 2039 bond           3,343,190         3,516,230   -173,040
30-yr Aug 2039 bond           2,776,358         2,740,758     35,600
30-yr Nov 2039 bond           4,422,808         4,425,673     -2,865
30-yr Feb 2040 bond           7,057,339         7,134,379    -77,040
30-yr May 2040 bond           8,015,201         8,281,700   -266,499
30-yr Aug 2040 bond           1,577,244         1,732,444   -155,200
30-yr Nov 2040 bond           3,855,289         4,102,774   -247,485
30-yr Feb 2041 bond           1,086,737         1,086,737          0
30-yr May 2041 bond           1,902,844         2,104,364   -201,520
30-yr Aug 2041 bond           2,357,792         2,316,424     41,368
30-yr Nov 2041 bond           2,076,416         2,067,963      8,453
30-yr Feb 2042 bond             999,918           997,418      2,500
30-yr May 2042 bond           1,250,782         1,274,504    -23,722
30-yr Aug 2042 bond           2,996,116         3,112,486   -116,370
30-yr Nov 2042 bond           5,194,863         5,685,143   -490,280
30-yr Feb 2043 bond          12,600,141        12,993,028   -392,887
30-yr May 2043 bond          10,265,193        10,235,848     29,345
30-yr Aug 2043 bond          10,486,807        10,692,487   -205,680
30-yr Nov 2043 bond           6,285,940         5,625,340    660,600
30-yr Feb 2044 bond          10,435,826        11,175,226   -739,400
30-yr May 2044 bond           9,650,055        10,075,795   -425,740
30-yr Aug 2044 bond           5,170,096         4,990,256    179,840
30-yr Nov 2044 bond           8,411,449         8,512,303   -100,854
30-yr Feb 2045 bond           9,782,379        10,131,299   -348,920
30-yr May 2045 bond           7,969,250         7,950,545     18,706
30-yr Aug 2045 bond          13,262,741        13,485,406   -222,665
30-yr Nov 2045 bond          11,952,581        12,302,129   -349,548
30-yr Feb 2046 bond          10,539,674        10,416,363    123,311
30-yr May 2046 bond           7,573,498         7,829,638   -256,140
30-yr Aug 2046 bond           3,605,563         3,827,963   -222,400
30-yr Nov 2046 bond          10,461,607        11,117,847   -656,240
30-yr Feb 2047 bond           7,950,338         8,583,868   -633,530
30-yr May 2047 bond          10,593,250         9,572,185  1,021,065
30-yr Aug 2047 bond           8,925,065         8,388,760    536,305
30-yr Nov 2047 bond           8,171,106         6,944,066  1,227,040
30-yr Feb 2048 bond           6,311,652         5,019,270  1,292,382
30-yr May 2048 bond           3,549,378         2,964,133    585,245
30-yr Aug 2048 bond             464,400                 0    464,400
maturing issue
None                                  0                 0
excl. maturing issue        278,268,257       278,620,407   -352,150
Notes                         9,671,623        10,204,128   -532,504
maturing issue
3-yr Aug 2018 note                    0           325,877
7-yr Aug 2018 note                    0           304,600
5-yr Aug 2018 note                    0            30,400
2-yr Aug 2018 note                    0            54,400
excl. maturing issue          9,671,623         9,488,851    182,773
Indexed Securities                9,430             9,414         16
maturing issue
None                                  0                 0
excl. maturing issue              9,430             9,414         16
--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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