California Municipal Bonds Report - September 8, 2010
Reports
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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+ |
