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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: October 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                 301,527,916       289,300,436  12,227,481
excl. maturing issues       301,527,916       289,009,716  12,518,201
Bonds                       292,034,071       279,603,538  12,430,533
30-yr Feb 2036 bond           3,766,367         4,231,807    -465,440
30-yr Feb 2037 bond             620,230           828,630    -208,400
29-y 9-m May 2037 bond          436,664           486,884     -50,220
30-yr Feb 2038 bond             980,765           940,125      40,640
29-y 9-m May 2038 bond          988,803           911,563      77,240
30-yr Feb 2039 bond           1,287,867         1,256,207      31,660
30-yr May 2039 bond           3,149,504         3,115,790      33,714
30-yr Aug 2039 bond           2,476,398         2,597,598    -121,200
30-yr Nov 2039 bond           4,498,464         4,230,776     267,688
30-yr Feb 2040 bond           6,336,954         6,996,779    -659,825
30-yr May 2040 bond           8,151,249         8,125,606      25,643
30-yr Aug 2040 bond           1,368,084         1,558,364    -190,280
30-yr Nov 2040 bond           3,863,367         3,838,967      24,400
30-yr Feb 2041 bond           1,034,632         1,027,072       7,560
30-yr May 2041 bond           2,032,564         1,864,844     167,720
30-yr Aug 2041 bond           2,145,790         2,181,014     -35,224
30-yr Nov 2041 bond           1,949,856         2,046,336     -96,480
30-yr Feb 2042 bond             994,676         1,066,943     -72,267
30-yr May 2042 bond           1,246,096         1,250,782      -4,686
30-yr Aug 2042 bond           2,861,041         3,046,541    -185,500
30-yr Nov 2042 bond           5,115,863         5,119,303      -3,440
30-yr Feb 2043 bond          13,185,551        12,908,280     277,271
30-yr May 2043 bond           9,842,202         9,911,353     -69,151
30-yr Aug 2043 bond          11,213,087        10,490,087     723,000
30-yr Nov 2043 bond           7,656,052         6,442,980   1,213,072
30-yr Feb 2044 bond          10,368,326        10,263,746     104,580
30-yr May 2044 bond          10,611,515         9,198,395   1,413,120
30-yr Aug 2044 bond           4,332,796         4,729,384    -396,589
30-yr Nov 2044 bond           6,867,831         7,858,864    -991,033
30-yr Feb 2045 bond           9,409,739        10,269,519    -859,780
30-yr May 2045 bond           8,047,706         7,936,349     111,357
30-yr Aug 2045 bond          11,623,901        12,024,821    -400,920
30-yr Nov 2045 bond          11,448,214        11,760,626    -312,412
30-yr Feb 2046 bond          10,690,345        10,264,614     425,731
30-yr May 2046 bond           8,115,348         7,610,058     505,290
30-yr Aug 2046 bond           3,660,323         3,496,563     163,760
30-yr Nov 2046 bond          12,343,657        10,533,407   1,810,250
30-yr Feb 2047 bond          11,487,313         7,316,222   4,171,091
30-yr May 2047 bond          11,947,021        10,538,389   1,408,632
30-yr Aug 2047 bond           9,649,775         9,987,525    -337,750
30-yr Nov 2047 bond           9,550,261         8,808,621     741,640
30-yr Feb 2048 bond           8,177,678         6,868,327   1,309,352
30-yr May 2048 bond           5,749,088         4,005,267   1,743,821
30-yr Aug 2048 bond           4,040,300         2,947,286   1,093,014
maturing issue
None                                  0                 0
excl. maturing issue        292,034,071       279,603,538  12,430,533
Notes                         9,484,409         9,687,466    -203,057
maturing issue
3-yr Oct 2018 note                    0            25,600
7-yr Oct 2018 note                    0             8,000
5-yr Oct 2018 note                    0           257,120
2-yr Oct 2018 note                    0                 0
excl. maturing issue          9,484,409         9,396,746      87,663
Indexed Securities                9,436             9,431           5
maturing issue
None                                  0                 0
excl. maturing issue              9,436             9,431           5
--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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