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US Data: Treasury Securities Stripping Activity - Summary

Figures for end of: July 2019
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                 307,603,338       304,760,075  2,843,263
excl. maturing issues       307,603,338       304,627,275  2,976,063
Bonds                       297,736,097       295,463,447  2,272,650
30-yr Feb 2036 bond           3,089,047         3,292,667   -203,620
30-yr Feb 2037 bond             496,051           496,051          0
29-y 9-m May 2037 bond          526,328           526,328          0
30-yr Feb 2038 bond           1,343,388         1,375,148    -31,760
29-y 9-m May 2038 bond        1,579,805         1,557,805     22,000
30-yr Feb 2039 bond           1,246,387         1,238,327      8,060
30-yr May 2039 bond           3,089,561         3,123,961    -34,400
30-yr Aug 2039 bond           1,777,138         1,900,018   -122,880
30-yr Nov 2039 bond           4,206,866         3,814,146    392,720
30-yr Feb 2040 bond           4,967,799         5,409,534   -441,735
30-yr May 2040 bond           6,798,120         6,965,240   -167,120
30-yr Aug 2040 bond           1,483,004         1,520,604    -37,600
30-yr Nov 2040 bond           3,220,702         3,353,382   -132,680
30-yr Feb 2041 bond           1,060,997         1,066,077     -5,080
30-yr May 2041 bond           1,229,564         1,272,364    -42,800
30-yr Aug 2041 bond           1,917,992         2,098,872   -180,880
30-yr Nov 2041 bond           1,577,255         1,589,287    -12,032
30-yr Feb 2042 bond           1,026,857         1,031,219     -4,362
30-yr May 2042 bond           1,113,366         1,113,266        100
30-yr Aug 2042 bond           2,438,313         2,403,593     34,720
30-yr Nov 2042 bond           5,096,905         5,025,785     71,120
30-yr Feb 2043 bond          11,697,227        11,679,763     17,464
30-yr May 2043 bond           7,369,939         7,595,763   -225,824
30-yr Aug 2043 bond           7,928,912         7,710,112    218,800
30-yr Nov 2043 bond           5,708,417         5,808,857   -100,440
30-yr Feb 2044 bond          11,456,611        11,078,831    377,780
30-yr May 2044 bond           9,064,685         9,117,510    -52,825
30-yr Aug 2044 bond           3,870,546         3,580,826    289,720
30-yr Nov 2044 bond           5,421,131         5,620,701   -199,570
30-yr Feb 2045 bond           6,558,560         6,537,840     20,720
30-yr May 2045 bond           6,683,294         6,843,414   -160,120
30-yr Aug 2045 bond          11,407,917        11,060,987    346,930
30-yr Nov 2045 bond           9,748,054        10,301,044   -552,990
30-yr Feb 2046 bond           8,596,683         8,952,443   -355,760
30-yr May 2046 bond           9,043,293         9,057,173    -13,880
30-yr Aug 2046 bond           3,473,538         3,744,298   -270,760
30-yr Nov 2046 bond          10,978,618        11,045,678    -67,060
30-yr Feb 2047 bond           8,441,152         9,015,292   -574,140
30-yr May 2047 bond          13,413,590        13,591,290   -177,700
30-yr Aug 2047 bond          12,342,186        11,791,866    550,320
30-yr Nov 2047 bond          10,755,838        10,214,551    541,287
30-yr Feb 2048 bond          10,621,898        10,740,618   -118,720
30-yr May 2048 bond          10,101,752        10,491,220   -389,468
30-yr Aug 2048 bond           8,814,380         8,492,760    321,620
30-yr Nov 2048 bond           9,493,269         8,110,709  1,382,560
30-yr Feb 2049 bond           9,606,840         9,077,374    529,466
30-yr May 2049 bond           5,482,745         4,184,885  1,297,860
maturing issue
None                                  0                 0
excl. maturing issue        297,736,097       295,463,447  2,272,650
Notes                         9,857,658         9,287,070    570,588
maturing issue
3-yr July 2019 note                   0                 0
7-yr July 2019 note                   0             1,600
5-yr July 2019 note                   0           131,200
2-yr July 2019 note                   0                 0
excl. maturing issue          9,857,658         9,154,270    703,388
Indexed Securities                9,584             9,559         25
maturing issue
July 2019 TIPS                        0                 0
excl. maturing issue              9,584             9,559         25
--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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