Do you have a problem with a certain string breaking prematurely, usually while you're tuning your guitar? (Usually one of the high strings, E B or G)
You may have a sharp spot on the top of your saddle or in the groove of the nut.
The groove in the nut might be too tight causing the string to catch and break there when tuning. Adding graphite or widening the groove will help.
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Or check the hole on the tuning peg. If there is a burr anywhere around the hole or just an overly sharp edge, you could have this problem as well.