US DATA: Aug STRIPS -$5.758b and -$3.7b ex maturing notes. Bonds
were -$4.5b as long rates tanked more than 50bp, and notes +$0.8b ex
maturities. The new 3.75% of Aug’41 had no stripping; biggest
reconstitution was in the 4-5/8% of Feb’40 at -$1.4b.