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U.S. Treasury Strips
Tuesday, May 22, 2012
U.S. zero-coupon STRIPS allow investors to hold the interest and principal components of eligible Treasury notes and bonds as separate securities. STRIPS offer no interest payment; investors receive payment only at maturity. Quotes are as of 3 p.m. Eastern time based on transactions of $1 million or more. Yields calculated on the ask quote.
Maturity Bid Asked Chg Asked
yield
Treasury Bond, Stripped Principal
2015 Feb 15 98.840 98.867 -0.042 0.42
2015 Aug 15 98.550 98.582 -0.042 0.44
2015 Nov 15 98.329 98.363 -0.053 0.47
2016 Feb 15 97.953 97.989 -0.066 0.55
2016 May 15 97.513 97.551 -0.090 0.62
2016 Aug 15 97.264 97.305 -0.107 0.65
2016 Nov 15 96.804 96.847 -0.123 0.72
2017 May 15 96.072 96.119 -0.147 0.80
2017 May 15 96.167 96.215 -0.148 0.78
2017 Aug 15 95.802 95.851 -0.154 0.81
2018 May 15 94.513 94.570 -0.198 0.94
2018 Nov 15 93.419 93.479 -0.226 1.04
2019 Feb 15 92.627 92.689 -0.248 1.13
2019 Aug 15 91.261 91.327 -0.312 1.26
2020 Feb 15 89.624 89.693 -0.364 1.41
2020 May 15 88.904 88.975 -0.391 1.47
2020 Aug 15 88.177 88.249 -0.400 1.52
2021 Feb 15 86.732 86.807 -0.473 1.63
2021 May 15 86.037 86.114 -0.502 1.67
2021 Aug 15 85.264 85.342 -0.511 1.72
2021 Nov 15 84.542 84.621 -0.520 1.77
2022 Aug 15 82.434 82.518 -0.548 1.89
2022 Nov 15 81.668 81.752 -0.555 1.93
2023 Feb 15 80.933 81.019 -0.588 1.97
2023 Aug 15 79.231 79.319 -0.602 2.07
2024 Nov 15 75.722 75.815 -0.686 2.23
2025 Feb 15 74.966 75.060 -0.693 2.27
2025 Aug 15 73.519 73.615 -0.706 2.33
2026 Feb 15 72.031 72.129 -0.743 2.39
2026 Aug 15 70.826 70.926 -0.782 2.43
2026 Nov 15 70.126 70.226 -0.813 2.46
2027 Feb 15 69.516 69.617 -0.821 2.47
2027 Aug 15 68.329 68.431 -0.833 2.51
2027 Nov 15 67.803 67.907 -0.841 2.52
2028 Aug 15 66.162 66.268 -0.834 2.55
2028 Nov 15 65.507 65.613 -0.919 2.57
2029 Feb 15 64.949 65.057 -0.926 2.59
2029 Aug 15 63.899 64.008 -0.938 2.61
2030 May 15 62.365 62.475 -0.955 2.63
2031 Feb 15 60.862 60.975 -0.972 2.66
2036 Feb 15 50.336 50.454 -1.321 2.90
2037 Feb 15 48.515 48.633 -1.358 2.94
2037 May 15 48.106 48.224 -1.391 2.94
2038 Feb 15 46.730 46.848 -1.331 2.97
2038 May 15 46.360 46.478 -1.364 2.97
2039 Feb 15 45.041 45.160 -1.334 3.00
2039 May 15 44.710 44.829 -1.336 3.00
2039 Aug 15 44.315 44.434 -1.337 3.00
2039 Nov 15 43.840 43.958 -1.334 3.01
2040 Feb 15 43.449 43.568 -1.335 3.02
2040 May 15 42.949 43.068 -1.393 3.03
2040 Aug 15 42.475 42.593 -1.359 3.05
2040 Nov 15 42.098 42.216 -1.360 3.05
2041 Feb 15 41.718 41.836 -1.389 3.06
2041 May 15 41.257 41.375 -1.356 3.07
2042 Feb 15 39.967 40.084 -1.348 3.10
Treasury Note, Stripped Principal
2012 May 31 100.000 100.000 0.002 0.01
2012 Jun 30 99.987 99.988 -0.002 0.12
2012 Jul 31 99.985 99.987 0.005 0.07
2012 Aug 15 99.977 99.979 unch. 0.09
2012 Aug 31 99.969 99.971 unch. 0.10
2012 Sep 30 99.950 99.954 0.003 0.13
2012 Oct 31 99.935 99.939 0.001 0.14
2012 Nov 15 99.926 99.931 unch. 0.14
2012 Nov 15 99.925 99.930 unch. 0.15
2012 Nov 30 99.915 99.920 unch. 0.15
2012 Dec 31 99.894 99.900 0.002 0.17
2013 Jan 31 99.879 99.886 0.004 0.17
2013 Feb 15 99.853 99.860 -0.002 0.19
2013 Feb 28 99.851 99.859 0.003 0.18
2013 Mar 31 99.820 99.829 -0.001 0.20
2013 Apr 30 99.796 99.805 -0.001 0.21
2013 May 15 99.771 99.781 -0.003 0.22
2013 May 31 99.761 99.771 -0.002 0.22
2013 Jun 30 99.730 99.741 0.001 0.23
2013 Jul 31 99.694 99.706 -0.003 0.25
2013 Aug 15 99.667 99.679 -0.009 0.26
2013 Aug 31 99.654 99.666 -0.005 0.26
2013 Nov 15 99.570 99.585 -0.011 0.28
2013 Nov 30 99.549 99.564 -0.007 0.29
2013 Dec 31 99.527 99.543 -0.007 0.29
2014 Jan 31 99.496 99.513 -0.013 0.29
2014 Feb 15 99.480 99.497 -0.013 0.29
2014 May 15 99.371 99.391 -0.016 0.31
2014 Aug 15 99.195 99.217 -0.029 0.35
2014 Nov 15 99.033 99.057 -0.032 0.38
2015 Feb 15 98.827 98.854 -0.042 0.42
2015 Feb 15 98.901 98.928 -0.042 0.40
2015 May 15 98.684 98.714 -0.046 0.44
2015 Aug 15 98.455 98.486 -0.049 0.47
2015 Nov 15 98.150 98.184 -0.062 0.53
2016 Feb 15 97.871 97.907 -0.075 0.57
2016 May 15 97.551 97.590 -0.091 0.61
2016 Nov 15 96.815 96.858 -0.123 0.71
2017 Feb 15 96.422 96.467 -0.129 0.76
2017 Aug 15 95.640 95.689 -0.166 0.84
2017 Nov 15 95.116 95.168 -0.169 0.91
2018 Feb 15 94.613 94.667 -0.189 0.96
2018 May 15 94.261 94.317 -0.210 0.98
2018 Aug 15 93.836 93.895 -0.219 1.01
2018 Nov 15 93.253 93.313 -0.226 1.07
Stripped Coupon Interest
2012 May 31 99.998 99.998 unch. 0.09
2012 Jun 30 99.990 99.991 unch. 0.09
2012 Jul 31 99.975 99.977 unch. 0.12
2012 Aug 15 99.982 99.984 0.001 0.07
2012 Aug 31 99.997 100.000 unch. 0.00
2012 Sep 30 99.996 100.000 unch. 0.00
2012 Oct 31 99.917 99.922 unch. 0.18
2012 Nov 15 99.934 99.938 0.001 0.13
2012 Nov 30 99.964 99.969 unch. 0.06
2012 Dec 31 99.958 99.964 -0.001 0.06
2013 Jan 31 99.841 99.847 -0.001 0.22
2013 Feb 15 99.867 99.875 -0.002 0.17
2013 Feb 28 99.822 99.829 -0.001 0.22
2013 Mar 31 99.802 99.811 -0.002 0.22
2013 Apr 30 99.835 99.844 -0.002 0.17
2013 May 15 99.876 99.886 -0.003 0.12
2013 May 31 99.942 99.952 -0.003 0.05
2013 Jun 30 99.938 99.949 -0.003 0.05
2013 Jul 31 99.645 99.657 -0.009 0.29
2013 Aug 15 99.694 99.706 -0.009 0.24
2013 Aug 31 99.773 99.785 -0.010 0.17
2013 Sep 30 99.758 99.771 -0.010 0.17
2013 Nov 15 99.578 99.592 -0.011 0.28
2013 Nov 30 99.490 99.505 -0.011 0.33
2014 Jan 31 99.429 99.446 -0.013 0.33
2014 Feb 15 99.501 99.519 -0.014 0.28
2014 Mar 31 99.374 99.392 -0.014 0.33
2014 May 15 99.357 99.376 -0.015 0.32
2014 Aug 15 99.212 99.234 -0.034 0.34
2014 Nov 15 99.051 99.075 -0.038 0.38
2015 Feb 15 98.840 98.867 -0.042 0.42
2015 May 15 98.662 98.692 -0.046 0.44
2015 Aug 15 98.423 98.455 -0.042 0.48
2015 Nov 15 98.192 98.226 -0.054 0.51
2016 Feb 15 97.807 97.844 -0.066 0.58
2016 May 15 97.377 97.416 -0.091 0.66
2016 Aug 15 97.131 97.172 -0.117 0.68
2016 Nov 15 96.664 96.707 -0.122 0.75
2017 Feb 15 96.433 96.479 -0.141 0.76
2017 May 15 95.988 96.036 -0.148 0.81
2017 Aug 15 95.552 95.602 -0.155 0.86
2017 Nov 15 95.007 95.059 -0.161 0.93
2018 Feb 15 94.734 94.788 -0.190 0.94
2018 May 15 94.149 94.205 -0.196 1.00
2018 Aug 15 93.677 93.735 -0.218 1.04
2018 Nov 15 93.073 93.133 -0.225 1.10
2019 Feb 15 92.271 92.333 -0.248 1.19
2019 May 15 91.617 91.680 -0.254 1.25
2019 Aug 15 90.869 90.934 -0.310 1.32
2019 Nov 15 90.186 90.253 -0.318 1.38
2020 Feb 15 89.127 89.195 -0.362 1.49
2020 May 15 88.466 88.535 -0.388 1.53
2020 Aug 15 87.782 87.854 -0.397 1.58
2020 Nov 15 87.145 87.218 -0.406 1.62
2021 Feb 15 86.227 86.301 -0.470 1.70
2021 May 15 85.503 85.579 -0.499 1.74
2021 Aug 15 84.719 84.797 -0.508 1.79
2021 Nov 15 83.988 84.067 -0.517 1.84
2022 Feb 15 83.317 83.397 -0.526 1.88
2022 May 15 82.603 82.685 -0.536 1.91
2022 Aug 15 81.893 81.976 -0.544 1.95
2022 Nov 15 81.098 81.182 -0.551 2.00
2023 Feb 15 80.333 80.419 -0.583 2.04
2023 May 15 79.539 79.625 -0.590 2.09
2023 Aug 15 78.705 78.792 -0.597 2.13
2023 Nov 15 78.046 78.135 -0.606 2.16
2024 Feb 15 77.352 77.442 -0.636 2.19
2024 May 15 76.661 76.752 -0.690 2.22
2024 Aug 15 75.934 76.026 -0.674 2.25
2024 Nov 15 75.140 75.233 -0.681 2.29
2025 Feb 15 74.379 74.472 -0.687 2.33
2025 May 15 73.597 73.691 -0.693 2.37
2025 Aug 15 72.778 72.873 -0.698 2.41
2025 Nov 15 72.010 72.106 -0.704 2.44
2026 Feb 15 71.254 71.350 -0.734 2.47
2026 May 15 70.576 70.673 -0.765 2.50
2026 Aug 15 69.960 70.059 -0.772 2.52
2026 Nov 15 69.329 69.428 -0.803 2.54
2027 Feb 15 68.762 68.862 -0.811 2.55
2027 May 15 68.028 68.129 -0.816 2.58
2027 Aug 15 67.359 67.461 -0.822 2.60
2027 Nov 15 66.724 66.826 -0.827 2.62
2028 Feb 15 66.131 66.234 -0.833 2.64
2028 May 15 65.521 65.624 -0.838 2.65
2028 Aug 15 64.929 65.033 -0.817 2.67
2028 Nov 15 64.345 64.450 -0.903 2.68
2029 Feb 15 63.780 63.886 -0.908 2.70
2029 May 15 63.251 63.357 -0.914 2.71
2029 Aug 15 62.715 62.822 -0.920 2.72
2029 Nov 15 62.189 62.296 -0.925 2.73
2030 Feb 15 61.683 61.791 -0.931 2.73
2030 May 15 61.105 61.214 -0.908 2.75
2030 Aug 15 60.521 60.629 -0.911 2.76
2030 Nov 15 59.891 60.000 -0.914 2.78
2031 Feb 15 59.308 59.418 -0.946 2.80
2031 May 15 58.708 58.817 -0.948 2.82
2031 Aug 15 58.127 58.238 -0.952 2.83
2031 Nov 15 57.557 57.667 -0.955 2.85
2032 Feb 15 56.980 57.090 -0.986 2.86
2032 May 15 56.440 56.551 -0.989 2.87
2032 Aug 15 55.894 56.005 -1.020 2.89
2032 Nov 15 55.358 55.469 -1.051 2.90
2033 Feb 15 54.815 54.927 -1.083 2.91
2033 May 15 54.283 54.395 -1.113 2.92
2033 Aug 15 53.744 53.857 -1.145 2.94
2033 Nov 15 53.244 53.357 -1.147 2.95
2034 Feb 15 52.738 52.851 -1.150 2.96
2034 May 15 52.242 52.355 -1.181 2.97
2034 Aug 15 51.740 51.853 -1.212 2.98
2034 Nov 15 51.277 51.390 -1.214 2.98
2035 Feb 15 50.779 50.893 -1.217 2.99
2035 May 15 50.321 50.435 -1.219 3.00
2035 Aug 15 49.857 49.971 -1.221 3.01
2035 Nov 15 49.403 49.517 -1.252 3.02
2036 Feb 15 48.972 49.086 -1.284 3.02
2036 May 15 48.551 48.666 -1.287 3.03
2036 Aug 15 48.126 48.241 -1.289 3.03
2036 Nov 15 47.710 47.825 -1.321 3.04
2037 Feb 15 47.318 47.434 -1.295 3.04
2037 May 15 46.879 46.994 -1.325 3.05
2037 Aug 15 46.463 46.579 -1.297 3.05
2037 Nov 15 46.058 46.173 -1.298 3.06
2038 Feb 15 45.676 45.792 -1.300 3.06
2038 May 15 45.275 45.391 -1.332 3.06
2038 Aug 15 44.899 45.015 -1.333 3.07
2038 Nov 15 44.474 44.590 -1.363 3.07
2039 Feb 15 44.102 44.218 -1.365 3.08
2039 May 15 43.769 43.886 -1.338 3.08
2039 Aug 15 43.403 43.520 -1.339 3.08
2039 Nov 15 43.075 43.192 -1.311 3.08
2040 Feb 15 42.685 42.801 -1.311 3.08
2040 May 15 42.332 42.449 -1.343 3.09
2040 Aug 15 41.947 42.063 -1.342 3.09
2041 Feb 15 41.161 41.277 -1.340 3.10
2041 May 15 40.760 40.876 -1.339 3.11
Source: J.P.Morgan Pricing Direct Inc. via www.sstbond.com
All evaluations are end of day and are not intended for trading purposes. Neither Street Software Technology, Inc. nor J.P.Morgan Pricing Direct Inc. shall be liable for any errors or delay in the content above, or for any action taken in reliance on any such content.
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