California Municipal Bonds Report - September 8, 2010

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California Municipal Bonds had the following activity today across all issues:

6153 total trades
$624,967,000 in total dollar volume
181 trades exceeding $1 million+

The top 10 most active issues of the day were:

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Sonoma Cnty Calif Pension Taxable-ser A 78 2029-Dec 5.824 $2,000,000
Univ Calif Regts Med Ctr Ser A 57 2047-May 4.794 $3,945,000
California St 46 2028-Oct 3.593 $2,985,000
California St Var Purp 46 2037-Dec 4.861 $10,500,000+
California St Ref 43 2028-Aug 4.530 $6,775,000+
California St Ref 43 2030-Aug 4.596 $6,110,000+
California St 39 2030-Sep 4.715 $10,210,000+
California St 39 2036-Oct 4.778 $1,525,000
Susanville Calif Pub Fing Auth Ref-sub-util Enterprises-b 35 2030-Jun 5.499 $2,925,000
California St Var Purp 30 2034-Jun 4.402 $1,765,000

Among the top 50 most active issues, the highest yielding issues were:

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Sonoma Cnty Calif Pension Taxable-ser A 78 2029-Dec 5.824 $2,000,000
Susanville Calif Pub Fing Auth Ref-sub-util Enterprises-b 35 2030-Jun 5.499 $2,925,000
California St Var Purp 46 2037-Dec 4.861 $10,500,000+
Univ Calif Regts Med Ctr Ser A 57 2047-May 4.794 $3,945,000
California St 39 2036-Oct 4.778 $1,525,000
California St 39 2030-Sep 4.715 $10,210,000+
California St Ref 43 2030-Aug 4.596 $6,110,000+
California St Ref 43 2028-Aug 4.530 $6,775,000+
California St Var Purp 30 2034-Jun 4.402 $1,765,000
California St 46 2028-Oct 3.593 $2,985,000

The following shows how many trades occurred for each maturity year accompanied by the average yield for that year:

Maturity Year Number of Trades Average Yield Dollar Volume
2010 4 0.441 $925,000
2011 53 1.139 $4,226,000+
2012 72 1.410 $5,890,000+
2013 100 1.412 $12,675,000+
2014 61 2.175 $3,530,000
2015 80 2.732 $4,705,000
2016 66 2.114 $3,920,000
2017 78 3.185 $4,965,000+
2018 126 3.003 $9,735,000+
2019 88 3.130 $6,015,000+
2020 93 3.565 $4,935,000
2021 84 3.669 $5,005,000+
2022 106 3.632 $6,030,000
2023 98 3.982 $5,365,000
2024 86 4.477 $5,735,000
2025 96 4.525 $5,480,000
2026 83 4.267 $5,055,000
2027 96 4.465 $9,580,000+
2028 165 4.006 $12,630,000+
2029 126 5.208 $3,650,000
2030 173 4.973 $10,390,000+
2031 73 4.429 $2,980,000
2032 97 4.691 $4,730,000+
2033 75 4.700 $5,445,000
2034 92 4.919 $6,850,000+
2035 123 5.138 $4,835,000
2036 111 5.097 $5,415,000
2037 128 5.081 $13,195,000+
2038 44 4.876 $2,975,000+
2039 29 5.365 $2,020,000+
2040 23 5.057 $3,650,000+
2041 12 4.452 $330,000
2042 5 6.251 $1,690,000+
2043 9 6.211 $305,000
2044 3 3.750 $150,000
2045 15 5.169 $2,700,000+
2047 43 4.773 $1,280,000
2049 3 5.781 $2,015,000+
*This is municipal bond trade data as reported to the MSRB.
Copyright © 2010, Standard & Poor's Financial Services LLC ("S&P"). S&P PRODUCT(S)] in any form is prohibited except with the prior written permission of S&P. Because of the possibility of human or mechanical error by S&P's sources, S&P or others, S&P does not guarantee the accuracy, adequacy, completeness, timeliness or availability of any information and is not responsible for any errors or omissions or for the results obtained from the use of such information. S&P GIVES NO EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE. In no event shall S&P or its affiliates be liable for any indirect, special or consequential damages in connection with subscriber's or others' use of [NAME OF S&P PRODUCT(S)]. (*include appropriate year)

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