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U.S. Treasury Strips
Tuesday, March 29, 2016
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
2016 May 15 99.965 99.967 0.006 0.26
2016 Aug 15 99.871 99.875 0.037 0.33
2016 Nov 15 99.663 99.670 0.019 0.53
2017 May 15 99.269 99.280 0.082 0.64
2017 May 15 99.323 99.334 0.080 0.59
2017 Aug 15 99.106 99.119 0.095 0.64
2018 May 15 98.411 98.432 0.171 0.75
2018 Nov 15 97.861 97.887 0.238 0.81
2019 Feb 15 97.511 97.539 0.250 0.87
2019 Aug 15 96.549 96.581 0.253 1.03
2020 Feb 15 95.771 95.808 0.320 1.11
2020 Feb 29 95.553 95.590 0.284 1.15
2020 May 15 95.000 95.039 0.299 1.24
2020 Aug 15 94.547 94.589 0.315 1.27
2021 Feb 15 93.579 93.625 0.344 1.36
2021 May 15 93.076 93.123 0.643 1.39
2021 Aug 15 92.623 92.673 0.363 1.42
2021 Nov 15 92.284 92.336 0.391 1.42
2022 Aug 15 90.665 90.722 0.439 1.53
2022 Nov 15 90.202 90.262 0.408 1.55
2023 Feb 15 89.710 89.771 0.433 1.58
2023 Aug 15 88.664 88.729 0.460 1.63
2024 Nov 15 85.796 85.869 0.471 1.77
2025 Feb 15 85.261 85.336 0.444 1.79
2025 Aug 15 84.225 84.303 0.424 1.83
2026 Feb 15 83.233 83.314 0.441 1.86
2026 Aug 15 82.209 82.294 0.478 1.89
2026 Nov 15 81.698 81.784 0.487 1.90
2027 Feb 15 81.240 81.327 0.495 1.91
2027 Aug 15 80.061 80.151 0.466 1.95
2027 Nov 15 79.537 79.629 0.495 1.97
2028 Aug 15 77.888 77.984 0.515 2.02
2028 Nov 15 77.380 77.476 0.523 2.03
2029 Feb 15 76.876 76.975 0.506 2.04
2029 Aug 15 76.065 76.165 0.521 2.05
2030 May 15 74.937 75.042 0.515 2.04
2031 Feb 15 73.686 73.794 0.560 2.05
2036 Feb 15 64.376 64.503 0.463 2.22
2037 Feb 15 61.839 61.967 0.435 2.31
2037 May 15 61.712 61.841 0.407 2.29
2038 Feb 15 59.266 59.394 0.373 2.39
2038 May 15 58.756 58.885 0.342 2.41
2039 Feb 15 56.413 56.541 0.339 2.51
2039 May 15 55.778 55.905 0.339 2.53
2039 Aug 15 55.232 55.359 0.308 2.55
2039 Nov 15 54.567 54.694 0.276 2.57
2040 Feb 15 54.087 54.214 0.277 2.58
2040 May 15 53.463 53.590 0.276 2.60
2040 Aug 15 53.030 53.158 0.308 2.61
2040 Nov 15 52.511 52.639 0.308 2.62
2040 Nov 15 51.782 51.908 0.303 2.68
2041 Feb 15 52.165 52.293 0.277 2.62
2041 May 15 51.681 51.809 0.277 2.63
2041 Aug 15 51.391 51.519 0.266 2.63
2041 Nov 15 51.026 51.155 0.311 2.63
2042 Feb 15 50.559 50.688 0.311 2.64
2042 May 15 50.005 50.134 0.311 2.66
2042 Aug 15 49.220 49.348 0.341 2.69
2042 Nov 15 48.702 48.830 0.309 2.71
2043 Feb 15 48.595 48.724 0.310 2.69
2043 May 15 47.856 47.984 0.309 2.72
2043 Aug 15 48.501 48.632 0.283 2.65
2043 Nov 15 48.317 48.449 0.285 2.64
2044 Feb 15 47.504 47.635 0.283 2.68
2044 May 15 46.832 46.963 0.377 2.70
2044 Aug 15 46.287 46.417 0.377 2.72
2044 Nov 15 45.815 45.945 0.376 2.73
2045 Feb 15 45.468 45.598 0.408 2.74
2045 May 15 45.065 45.195 0.376 2.74
2045 Aug 15 44.690 44.819 0.408 2.75
2045 Nov 15 44.485 44.616 0.377 2.74
Treasury Note, Stripped Principal
2016 Mar 31 100.000 100.000 0.001 0.09
2016 Apr 15 99.994 99.994 0.001 0.13
2016 Apr 30 99.986 99.987 0.008 0.16
2016 May 15 99.971 99.972 0.011 0.22
2016 May 31 99.960 99.962 0.014 0.22
2016 Jun 15 99.947 99.949 0.018 0.24
2016 Jun 30 99.925 99.928 0.003 0.28
2016 Jul 15 99.910 99.913 0.025 0.30
2016 Jul 31 99.896 99.899 0.028 0.30
2016 Aug 15 99.858 99.862 0.032 0.37
2016 Aug 31 99.841 99.845 0.035 0.37
2016 Sep 15 99.796 99.801 0.014 0.43
2016 Sep 30 99.791 99.796 0.042 0.41
2016 Oct 15 99.814 99.820 0.049 0.33
2016 Oct 31 99.739 99.745 0.049 0.44
2016 Nov 15 99.695 99.701 0.052 0.48
2016 Nov 15 99.710 99.716 0.052 0.46
2016 Nov 30 99.678 99.685 0.055 0.47
2016 Dec 15 99.602 99.609 0.024 0.55
2016 Dec 31 99.567 99.574 0.026 0.57
2016 Dec 31 99.529 99.536 0.020 0.62
2016 Dec 31 99.618 99.625 0.063 0.50
2017 Jan 15 99.676 99.684 0.072 0.40
2017 Jan 31 99.500 99.520 0.027 0.40
2017 Feb 15 99.481 99.490 0.058 0.58
2017 Feb 15 99.516 99.525 0.072 0.54
2017 Feb 28 99.493 99.502 0.076 0.55
2017 Mar 15 99.546 99.556 0.085 0.46
2017 Mar 31 99.416 99.426 0.082 0.57
2017 Apr 15 99.481 99.491 0.094 0.49
2017 Apr 30 99.305 99.332 0.043 0.49
2017 May 15 99.288 99.299 0.092 0.62
2017 Jun 15 99.242 99.254 0.070 0.62
2017 Jul 15 99.129 99.142 0.105 0.67
2017 Aug 15 99.086 99.100 0.154 0.66
2017 Aug 15 99.132 99.146 0.122 0.62
2017 Sep 15 98.973 99.009 0.059 0.62
2017 Oct 15 98.883 98.922 0.062 0.62
2017 Nov 15 98.794 98.810 0.152 0.74
2017 Nov 15 98.642 98.669 -0.020 0.74
2017 Dec 15 98.695 98.734 0.074 0.79
2018 Jan 15 98.835 98.852 0.159 0.64
2018 Jan 31 98.554 98.572 0.148 0.78
2018 Feb 15 98.580 98.599 0.147 0.75
2018 Feb 15 98.736 98.755 0.165 0.67
2018 Feb 28 98.511 98.529 0.147 0.77
2018 Mar 15 98.526 98.545 0.173 0.75
2018 Mar 31 98.368 98.388 0.154 0.81
2018 Apr 15 98.559 98.579 0.180 0.70
2018 Apr 30 98.335 98.355 0.177 0.80
2018 May 15 98.426 98.447 0.176 0.74
2018 May 31 98.301 98.322 0.174 0.78
2018 May 31 98.354 98.375 0.191 0.76
2018 Jun 30 98.147 98.169 0.176 0.82
2018 Jun 30 98.251 98.273 0.180 0.77
2018 Jul 31 98.107 98.130 0.210 0.81
2018 Jul 31 98.227 98.250 0.205 0.76
2018 Aug 15 98.224 98.247 0.185 0.75
2018 Aug 31 97.952 97.976 0.195 0.85
2018 Sep 30 97.857 97.881 0.218 0.86
2018 Oct 31 97.761 97.786 0.218 0.87
2018 Oct 31 97.955 97.980 0.222 0.79
2018 Nov 15 97.785 97.810 0.235 0.85
2018 Nov 30 97.653 97.679 0.225 0.88
2018 Nov 30 97.876 97.901 0.211 0.80
2018 Dec 31 97.514 97.541 0.232 0.91
2018 Dec 31 97.740 97.767 0.233 0.82
2019 Jan 31 97.445 97.473 0.244 0.90
2019 Jan 31 97.596 97.624 0.246 0.85
2019 Feb 15 97.365 97.393 0.264 0.92
2019 Feb 28 97.318 97.346 0.236 0.92
2019 Feb 28 97.479 97.507 0.253 0.87
2019 Mar 31 97.205 97.234 0.259 0.94
2019 Mar 31 97.435 97.464 0.260 0.86
2019 Apr 30 97.035 97.065 0.263 0.97
2019 Apr 30 97.240 97.270 0.267 0.90
2019 May 15 97.051 97.081 0.285 0.95
2019 May 31 96.953 96.984 0.258 0.97
2019 May 31 97.105 97.135 0.274 0.92
2019 Jun 30 96.826 96.858 0.278 0.98
2019 Jun 30 97.033 97.065 0.277 0.92
2019 Jul 31 96.633 96.665 0.283 1.02
2019 Jul 31 96.755 96.787 0.247 0.98
2019 Aug 15 96.541 96.573 0.257 1.03
2019 Aug 31 96.511 96.544 0.271 1.03
2019 Aug 31 96.636 96.669 0.252 0.99
2019 Sep 30 96.392 96.425 0.290 1.04
2019 Sep 30 96.471 96.504 0.258 1.02
2019 Oct 31 96.201 96.236 0.277 1.07
2019 Oct 31 96.321 96.355 0.264 1.04
2019 Nov 30 96.079 96.114 0.297 1.08
2019 Nov 30 96.201 96.236 0.270 1.05
2019 Dec 31 95.882 95.918 0.296 1.11
2019 Dec 31 96.149 96.185 0.275 1.04
2020 Jan 31 95.600 95.636 0.280 1.17
2020 Jan 31 96.064 96.101 0.292 1.04
2020 Feb 29 95.861 95.898 0.287 1.07
2020 Mar 31 95.387 95.425 0.291 1.17
2020 Mar 31 95.739 95.777 0.292 1.08
2020 Apr 30 95.155 95.194 0.296 1.21
2020 May 31 94.979 95.019 0.302 1.23
2020 Jun 30 94.945 94.985 0.318 1.21
2020 Jul 31 94.771 94.812 0.322 1.23
2020 Aug 31 94.605 94.647 0.339 1.25
2020 Sep 30 94.441 94.483 0.324 1.26
2020 Oct 31 94.311 94.354 0.333 1.27
2020 Nov 15 94.173 94.216 0.343 1.29
2020 Nov 30 94.165 94.209 0.357 1.28
2020 Dec 31 94.001 94.046 0.343 1.30
2021 Jan 31 93.720 93.765 0.320 1.34
2021 Feb 28 93.578 93.623 0.325 1.34
2021 Mar 31 93.379 93.425 0.330 1.36
2021 Apr 30 93.402 93.449 0.361 1.34
2021 May 31 93.101 93.149 0.339 1.38
2021 Jun 30 93.030 93.079 0.369 1.37
2021 Jul 31 92.774 92.823 0.349 1.40
2021 Aug 31 92.504 92.625 0.308 1.49
2021 Sep 30 92.328 92.453 0.312 1.51
2021 Oct 31 92.145 92.196 0.363 1.46
2021 Nov 30 91.972 92.023 0.368 1.47
2021 Dec 31 91.754 91.806 0.372 1.49
2022 Jan 31 91.618 91.671 0.376 1.50
2022 Feb 15 91.738 91.791 0.367 1.46
2022 Feb 28 91.406 91.459 0.381 1.51
2022 Mar 31 91.243 91.297 0.386 1.52
2022 May 15 91.059 91.114 0.406 1.52
2022 Nov 15 90.113 90.173 0.434 1.57
2023 Aug 15 88.729 88.794 0.476 1.62
2023 Nov 15 88.123 88.190 0.488 1.65
2024 Feb 15 87.453 87.521 0.490 1.70
2024 May 15 86.875 86.945 0.466 1.73
2024 Aug 15 86.316 86.388 0.478 1.75
2024 Nov 15 85.777 85.851 0.470 1.78
2025 Feb 15 85.242 85.317 0.481 1.80
Stripped Coupon Interest
2016 May 15 99.965 99.966 0.006 0.27
2016 Jun 15 99.930 99.932 0.010 0.32
2016 Jun 30 99.904 99.906 0.012 0.37
2016 Jul 15 99.852 99.855 0.029 0.49
2016 Aug 15 99.850 99.854 0.037 0.38
2016 Sep 15 99.775 99.780 0.044 0.48
2016 Oct 15 99.618 99.624 0.017 0.69
2016 Nov 15 99.640 99.646 0.019 0.57
2016 Dec 15 99.502 99.509 0.022 0.69
2016 Dec 31 99.472 99.479 0.023 0.69
2017 Jan 15 99.439 99.447 0.024 0.70
2017 Feb 15 99.480 99.489 0.026 0.58
2017 Mar 15 99.285 99.294 0.029 0.74
2017 Apr 15 99.400 99.410 0.075 0.57
2017 May 15 99.356 99.367 0.080 0.56
2017 Jun 15 99.298 99.310 0.086 0.57
2017 Jul 15 99.173 99.186 0.092 0.63
2017 Aug 15 99.096 99.109 0.096 0.65
2017 Sep 15 98.949 98.984 0.062 0.62
2017 Oct 15 98.859 98.892 0.070 0.62
2017 Nov 15 98.774 98.790 0.112 0.75
2017 Dec 15 98.637 98.654 0.117 0.79
2018 Jan 15 98.539 98.557 0.140 0.81
2018 Jan 31 98.504 98.522 0.144 0.81
2018 Feb 15 98.553 98.571 0.147 0.77
2018 Mar 15 98.406 98.425 0.153 0.81
2018 Mar 31 98.371 98.390 0.157 0.81
2018 Apr 15 98.037 98.057 0.003 0.96
2018 Apr 30 98.216 98.237 0.167 0.86
2018 May 15 98.244 98.265 0.171 0.82
2018 May 31 98.145 98.166 0.174 0.86
2018 Jun 30 98.074 98.096 0.180 0.86
2018 Jul 31 98.058 98.080 0.213 0.83
2018 Aug 15 98.078 98.102 0.216 0.81
2018 Aug 31 97.991 98.015 0.219 0.83
2018 Sep 30 97.922 97.947 0.227 0.83
2018 Oct 31 97.622 97.648 0.234 0.92
2018 Nov 15 97.714 97.740 0.238 0.87
2018 Nov 30 97.546 97.572 0.242 0.92
2018 Dec 31 97.470 97.497 0.248 0.92
2019 Jan 31 97.241 97.269 0.245 0.98
2019 Feb 15 97.351 97.379 0.250 0.93
2019 Feb 28 97.164 97.192 0.252 0.98
2019 Mar 31 97.083 97.112 0.259 0.98
2019 Apr 30 96.799 96.829 0.280 1.05
2019 May 15 96.885 96.915 0.284 1.00
2019 May 31 96.713 96.744 0.287 1.05
2019 Jun 30 96.628 96.660 0.295 1.05
2019 Jul 31 96.229 96.261 0.249 1.14
2019 Aug 15 96.346 96.379 0.252 1.10
2019 Aug 31 96.146 96.179 0.255 1.14
2019 Sep 30 96.047 96.080 0.261 1.14
2019 Oct 31 95.694 95.728 0.266 1.22
2019 Nov 15 95.885 95.920 0.269 1.15
2019 Nov 30 95.904 95.939 0.297 1.13
2019 Dec 31 95.704 95.739 0.296 1.16
2020 Jan 31 95.398 95.434 0.284 1.22
2020 Feb 15 95.568 95.605 0.319 1.16
2020 Feb 29 95.376 95.413 0.284 1.20
2020 Mar 31 95.276 95.314 0.328 1.20
2020 Apr 30 94.833 94.872 0.295 1.29
2020 May 15 94.805 94.844 0.298 1.29
2020 May 31 94.671 94.710 0.301 1.31
2020 Jun 30 94.755 94.795 0.318 1.26
2020 Jul 31 94.567 94.607 0.321 1.28
2020 Aug 15 94.363 94.404 0.315 1.32
2020 Aug 31 94.439 94.481 0.338 1.29
2020 Sep 30 93.975 94.017 0.322 1.38
2020 Oct 31 93.800 93.843 0.328 1.39
2020 Nov 15 94.032 94.075 0.331 1.32
2020 Nov 30 93.701 93.744 0.334 1.39
2020 Dec 31 93.404 93.448 0.338 1.43
2021 Jan 31 93.437 93.482 0.341 1.40
2021 Feb 15 93.319 93.364 0.344 1.41
2021 Feb 28 93.036 93.081 0.346 1.46
2021 Mar 31 93.124 93.170 0.329 1.42
2021 Apr 30 92.809 92.855 0.357 1.46
2021 May 15 92.804 92.851 0.641 1.45
2021 May 31 92.627 92.675 0.645 1.48
2021 Jun 30 92.513 92.561 0.654 1.48
2021 Jul 31 92.201 92.250 0.663 1.52
2021 Aug 15 92.314 92.364 0.362 1.48
2021 Aug 31 92.244 92.294 0.365 1.49
2021 Sep 30 92.015 92.065 0.369 1.51
2021 Oct 31 91.901 91.951 0.375 1.51
2021 Nov 15 92.014 92.066 0.390 1.48
2021 Nov 30 91.766 91.817 0.393 1.51
2021 Dec 31 91.650 91.702 0.398 1.51
2022 Jan 31 91.205 91.257 0.388 1.57
2022 Feb 15 91.284 91.337 0.391 1.55
2022 Feb 28 91.089 91.142 0.393 1.57
2022 Mar 31 91.457 91.511 0.400 1.48
2022 May 15 90.785 90.840 0.421 1.57
2022 Aug 15 90.050 90.107 0.435 1.64
2022 Nov 15 89.552 89.611 0.405 1.66
2023 Feb 15 89.146 89.207 0.431 1.67
2023 May 15 88.556 88.619 0.443 1.70
2023 May 15 89.172 89.235 0.478 1.61
2023 Aug 15 88.001 88.065 0.456 1.73
2023 Nov 15 87.476 87.542 0.468 1.75
2024 Feb 15 87.089 87.157 0.481 1.75
2024 May 15 86.485 86.555 0.493 1.78
2024 Aug 15 85.656 85.727 0.457 1.85
2024 Nov 15 84.993 85.065 0.467 1.88
2025 Feb 15 84.273 84.347 0.439 1.93
2025 May 15 83.721 83.797 0.448 1.95
2025 Aug 15 83.136 83.213 0.418 1.97
2025 Nov 15 82.614 82.693 0.427 1.98
2026 Feb 15 82.121 82.201 0.436 1.99
2026 May 15 81.431 81.512 0.443 2.03
2026 Aug 15 81.056 81.139 0.472 2.02
2026 Nov 15 80.439 80.524 0.479 2.05
2027 Feb 15 80.002 80.089 0.487 2.05
2027 May 15 79.226 79.313 0.494 2.09
2027 Aug 15 78.720 78.808 0.458 2.10
2027 Nov 15 78.109 78.199 0.486 2.13
2028 Feb 15 77.599 77.690 0.493 2.14
2028 May 15 76.890 76.982 0.499 2.17
2028 Aug 15 76.517 76.611 0.507 2.16
2028 Nov 15 75.896 75.990 0.513 2.19
2029 Feb 15 75.325 75.421 0.496 2.20
2029 May 15 74.843 74.940 0.502 2.21
2029 Aug 15 74.372 74.470 0.509 2.21
2029 Nov 15 73.792 73.892 0.514 2.23
2030 Feb 15 73.352 73.453 0.495 2.23
2030 May 15 72.974 73.076 0.603 2.23
2030 Aug 15 72.255 72.357 0.455 2.26
2030 Nov 15 71.878 71.982 0.485 2.26
2031 Feb 15 71.495 71.601 0.569 2.26
2031 May 15 70.992 71.098 0.575 2.27
2031 Aug 15 70.479 70.586 0.580 2.28
2031 Nov 15 69.976 70.084 0.585 2.29
2032 Feb 15 69.354 69.463 0.588 2.31
2032 May 15 68.768 68.878 0.592 2.33
2032 Aug 15 68.255 68.366 0.597 2.34
2032 Nov 15 67.696 67.807 0.601 2.35
2033 Feb 15 67.127 67.240 0.605 2.37
2033 May 15 66.567 66.680 0.608 2.38
2033 Aug 15 65.999 66.112 0.613 2.39
2033 Nov 15 65.467 65.581 0.616 2.41
2034 Feb 15 64.870 64.984 0.534 2.42
2034 May 15 64.367 64.482 0.537 2.43
2034 Aug 15 63.857 63.973 0.540 2.44
2034 Nov 15 63.356 63.473 0.543 2.45
2035 Feb 15 62.848 62.965 0.546 2.46
2035 May 15 62.349 62.466 0.549 2.47
2035 Aug 15 61.842 61.960 0.551 2.48
2035 Nov 15 61.375 61.494 0.554 2.49
2036 Feb 15 60.990 61.110 0.557 2.49
2036 May 15 60.406 60.526 0.440 2.51
2036 Aug 15 59.994 60.115 0.412 2.51
2036 Nov 15 59.443 59.564 0.414 2.53
2037 Feb 15 58.943 59.065 0.414 2.54
2037 May 15 58.392 58.513 0.386 2.55
2037 Aug 15 57.986 58.109 0.387 2.56
2037 Nov 15 57.530 57.653 0.358 2.56
2038 Feb 15 56.851 56.974 0.357 2.59
2038 May 15 56.336 56.459 0.328 2.60
2038 Aug 15 55.875 55.999 0.329 2.61
2038 Nov 15 55.517 55.641 0.331 2.61
2039 Feb 15 55.247 55.371 0.333 2.60
2039 May 15 54.768 54.893 0.333 2.61
2039 Aug 15 54.065 54.190 0.301 2.64
2039 Nov 15 53.621 53.746 0.271 2.64
2040 Feb 15 53.296 53.421 0.272 2.64
2040 May 15 52.861 52.987 0.272 2.65
2040 Aug 15 52.050 52.176 0.302 2.69
2041 Feb 15 51.213 51.339 0.272 2.70
2041 May 15 50.572 50.697 0.271 2.72
2041 Aug 15 50.277 50.403 0.260 2.72
2041 Nov 15 49.973 50.099 0.305 2.71
2042 Feb 15 49.411 49.537 0.305 2.73
2042 May 15 49.206 49.333 0.306 2.72
2042 Aug 15 48.489 48.615 0.336 2.75
2042 Nov 15 47.909 48.035 0.304 2.77
2043 Feb 15 47.765 47.892 0.305 2.76
2043 May 15 47.220 47.346 0.305 2.78
2043 Aug 15 47.177 47.304 0.276 2.75
2043 Nov 15 46.826 46.954 0.276 2.76
2044 Feb 15 46.599 46.727 0.277 2.75
2044 May 15 46.187 46.315 0.372 2.76
2044 Aug 15 45.868 45.996 0.373 2.76
2044 Nov 15 45.461 45.589 0.373 2.76
2045 Feb 15 45.436 45.565 0.408 2.74
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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