Free Trial

US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: November 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                 299,318,191       301,527,916  -2,209,726
excl. maturing issues       299,318,191       298,845,742     472,449
Bonds                       290,131,958       292,034,071  -1,902,113
30-yr Feb 2036 bond           3,728,847         3,766,367     -37,520
30-yr Feb 2037 bond             608,470           620,230     -11,760
29-y 9-m May 2037 bond          436,664           436,664           0
30-yr Feb 2038 bond             980,765           980,765           0
29-y 9-m May 2038 bond          988,610           988,803        -193
30-yr Feb 2039 bond           1,225,647         1,287,867     -62,220
30-yr May 2039 bond           2,938,964         3,149,504    -210,540
30-yr Aug 2039 bond           2,313,318         2,476,398    -163,080
30-yr Nov 2039 bond           4,336,464         4,498,464    -162,000
30-yr Feb 2040 bond           6,200,434         6,336,954    -136,520
30-yr May 2040 bond           7,531,109         8,151,249    -620,140
30-yr Aug 2040 bond           1,406,684         1,368,084      38,600
30-yr Nov 2040 bond           3,759,967         3,863,367    -103,400
30-yr Feb 2041 bond           1,069,632         1,034,632      35,000
30-yr May 2041 bond           2,033,604         2,032,564       1,040
30-yr Aug 2041 bond           2,037,190         2,145,790    -108,600
30-yr Nov 2041 bond           1,980,660         1,949,856      30,804
30-yr Feb 2042 bond           1,000,316           994,676       5,640
30-yr May 2042 bond           1,344,316         1,246,096      98,220
30-yr Aug 2042 bond           3,390,721         2,861,041     529,680
30-yr Nov 2042 bond           5,560,708         5,115,863     444,845
30-yr Feb 2043 bond          13,394,381        13,185,551     208,830
30-yr May 2043 bond           9,879,826         9,842,202      37,624
30-yr Aug 2043 bond          10,447,607        11,213,087    -765,480
30-yr Nov 2043 bond           6,822,152         7,656,052    -833,900
30-yr Feb 2044 bond          10,920,366        10,368,326     552,040
30-yr May 2044 bond           8,060,795        10,611,515  -2,550,720
30-yr Aug 2044 bond           5,131,458         4,332,796     798,662
30-yr Nov 2044 bond           6,397,351         6,867,831    -470,480
30-yr Feb 2045 bond           9,146,459         9,409,739    -263,280
30-yr May 2045 bond           7,637,726         8,047,706    -409,980
30-yr Aug 2045 bond          11,147,524        11,623,901    -476,377
30-yr Nov 2045 bond          11,283,714        11,448,214    -164,500
30-yr Feb 2046 bond          11,285,305        10,690,345     594,960
30-yr May 2046 bond           8,016,988         8,115,348     -98,360
30-yr Aug 2046 bond           3,665,523         3,660,323       5,200
30-yr Nov 2046 bond          11,239,017        12,343,657  -1,104,640
30-yr Feb 2047 bond          12,310,793        11,487,313     823,480
30-yr May 2047 bond          11,995,527        11,947,021      48,506
30-yr Aug 2047 bond          10,116,735         9,649,775     466,960
30-yr Nov 2047 bond          10,371,981         9,550,261     821,720
30-yr Feb 2048 bond           9,088,478         8,177,678     910,800
30-yr May 2048 bond           6,556,708         5,749,088     807,620
30-yr Aug 2048 bond           5,010,260         4,040,300     969,960
30-yr Nov 2048 bond             520,080                 0     520,080
maturing issue
30-yr Nov 2018 note                   0         1,614,800
excl. maturing issue        290,131,958       290,419,271    -287,313
Notes                         9,176,786         9,484,409    -307,623
maturing issue
10-yr Nov 2018 note                   0           431,926
3-yr Nov 2018 note                    0           119,168
7-yr Nov 2018 note                    0            80,000
5-yr Nov 2018 note                    0           435,680
2-yr Nov 2018 note                    0               600
excl. maturing issue          9,176,786         8,417,035     759,751
Indexed Securities                9,447             9,436          11
maturing issue
None                                  0                 0
excl. maturing issue              9,447             9,436          11
--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.