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Treasury STRIPS, Zero-Coupon Securities, and Receipts

CATS, M-CATS, TIGER, STRIPS, gilt strip, and stripped government-security receipt terms.

Treasury STRIPS, zero-coupon securities, and receipts separate or repackage government-security cash flows into principal-only or coupon-only claims.

Use this branch when cash-flow matching, zero-coupon exposure, duration, tax accrual, or stripped government securities matter.

Key Terms in This Branch

TermWhat it clarifies
Treasury STRIPSSeparate trading of registered interest and principal securities.
Certificate of Accrual on Treasury Securities (CATS)A historical stripped Treasury receipt term.
M-CATSA stripped Treasury receipt term.
Treasury Investors Growth Receipt (TIGER)A historical stripped Treasury receipt term.
Gilt StripA stripped gilt cash-flow claim.

Common Mistakes

  • Ignoring the high duration of long-dated zero-coupon cash flows.
  • Confusing principal strips with coupon strips.
  • Forgetting tax accrual rules can matter even without current cash interest.
  • Assuming receipt labels have the same liquidity as current Treasury STRIPS.

In this section

Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.

Gilt Strip

A gilt strip is a zero-coupon UK government security created by separating a gilt's principal and interest cash flows.

M-CATS

M-CATS are municipal zero-coupon securities structured from Treasury cash flows.

Treasury STRIPS

Treasury STRIPS are zero-coupon securities created by separating U.S. Treasury principal and interest payments into individual tradable claims.

Revised on Sunday, June 21, 2026