Abstract: A pilger die assembly in which the die has an annular body with an opening extending from a central, through bore to the peripheral surface. The opening subtends a circumferential angle at the through bore of less than 180.degree.. The cylindrical arbor has a section of reduced cross-sectional dimension, preferably formed by a flat. The die is positioned with the opening aligned with the flat, slid into coaxial registration with the arbor, rotated to a captured position in which the opening is no longer aligned with flat on the arbor and then pushed axially to engage a key on the arbor in a keyway extending axially from one side face of the die. A stop screw threaded into the arbor adjacent the other side face of the die locks it in place.