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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: September 2018
Source:  U.S. Treasury Department
Data in thousands of dollars, parenthesis indicate net reconstitution
Calculations by MNI
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                        Current month's  Previous month's     Net Amt
                               Stripped          Stripped    Stripped
Grand Total                 289,300,436       287,949,311   1,351,125
excl. maturing issues       289,300,436       287,932,111   1,368,325
Bonds                       279,603,538       278,268,257   1,335,281
30-yr Feb 2036 bond           4,231,807         3,342,887     888,920
30-yr Feb 2037 bond             828,630           828,630           0
29-y 9-m May 2037 bond          486,884           443,884      43,000
30-yr Feb 2038 bond             940,125         1,023,885     -83,760
29-y 9-m May 2038 bond          911,563           913,203      -1,640
30-yr Feb 2039 bond           1,256,207         1,136,447     119,760
30-yr May 2039 bond           3,115,790         3,343,190    -227,400
30-yr Aug 2039 bond           2,597,598         2,776,358    -178,760
30-yr Nov 2039 bond           4,230,776         4,422,808    -192,032
30-yr Feb 2040 bond           6,996,779         7,057,339     -60,560
30-yr May 2040 bond           8,125,606         8,015,201     110,405
30-yr Aug 2040 bond           1,558,364         1,577,244     -18,880
30-yr Nov 2040 bond           3,838,967         3,855,289     -16,322
30-yr Feb 2041 bond           1,027,072         1,086,737     -59,665
30-yr May 2041 bond           1,864,844         1,902,844     -38,000
30-yr Aug 2041 bond           2,181,014         2,357,792    -176,778
30-yr Nov 2041 bond           2,046,336         2,076,416     -30,080
30-yr Feb 2042 bond           1,066,943           999,918      67,025
30-yr May 2042 bond           1,250,782         1,250,782           0
30-yr Aug 2042 bond           3,046,541         2,996,116      50,425
30-yr Nov 2042 bond           5,119,303         5,194,863     -75,560
30-yr Feb 2043 bond          12,908,280        12,600,141     308,140
30-yr May 2043 bond           9,911,353        10,265,193    -353,840
30-yr Aug 2043 bond          10,490,087        10,486,807       3,280
30-yr Nov 2043 bond           6,442,980         6,285,940     157,040
30-yr Feb 2044 bond          10,263,746        10,435,826    -172,080
30-yr May 2044 bond           9,198,395         9,650,055    -451,660
30-yr Aug 2044 bond           4,729,384         5,170,096    -440,712
30-yr Nov 2044 bond           7,858,864         8,411,449    -552,585
30-yr Feb 2045 bond          10,269,519         9,782,379     487,140
30-yr May 2045 bond           7,936,349         7,969,250     -32,901
30-yr Aug 2045 bond          12,024,821        13,262,741  -1,237,920
30-yr Nov 2045 bond          11,760,626        11,952,581    -191,955
30-yr Feb 2046 bond          10,264,614        10,539,674    -275,060
30-yr May 2046 bond           7,610,058         7,573,498      36,560
30-yr Aug 2046 bond           3,496,563         3,605,563    -109,000
30-yr Nov 2046 bond          10,533,407        10,461,607      71,800
30-yr Feb 2047 bond           7,316,222         7,950,338    -634,116
30-yr May 2047 bond          10,538,389        10,593,250     -54,861
30-yr Aug 2047 bond           9,987,525         8,925,065   1,062,460
30-yr Nov 2047 bond           8,808,621         8,171,106     637,515
30-yr Feb 2048 bond           6,868,327         6,311,652     556,675
30-yr May 2048 bond           4,005,267         3,549,378     455,889
30-yr Aug 2048 bond           2,947,286           464,400   2,482,886
maturing issue
None                                  0                 0
excl. maturing issue        279,603,538       278,268,257   1,335,281
Notes                         9,687,466         9,671,623      15,843
maturing issue
3-yr Sep 2018 note                    0             5,200
7-yr Sep 2018 note                    0             1,600
2-yr Sep 2018 note                    0            10,400
excl. maturing issue          9,687,466         9,654,423      33,043
Indexed Securities                9,431             9,430           1
maturing issue
None                                  0                 0
excl. maturing issue              9,431             9,430           1
--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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