California Municipal Bonds Report - November 20, 2009
Reports
Archives
California Municipal Bonds had the following activity today across all issues:
8322 total trades
$1,245,502,000 in total dollar volume
606 trades exceeding $1 million+
The top 10 most active issues of the day were:
| Security Description | Times Traded | Maturity Date | Average Yield | Dollar Volume |
|---|---|---|---|---|
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 536 | 2034-Nov | 6.624 | $123,995,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 205 | 2029-Nov | 6.180 | $60,155,000+ |
| California St Pub Wks Brd Trustees Calif St Univ-j | 197 | 2029-Nov | 5.999 | $33,280,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 172 | 2019-Nov | 5.098 | $20,805,000+ |
| California St Pub Wks Brd Trustees Calif St Univ-j | 165 | 2034-Nov | 6.050 | $37,925,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 84 | 2015-Nov | 4.200 | $13,090,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 82 | 2013-Nov | 3.350 | $13,735,000+ |
| California St Var Purp | 80 | 2039-Nov | 5.684 | $10,060,000+ |
| California St Pub Wks Brd Trustees Calif St Univ-j | 70 | 2021-Nov | 5.270 | $8,645,000+ |
| Scotts Vy Calif Redev Agy Ser A | 68 | 2039-Oct | 5.798 | $1,800,000 |
Among the top 50 most active issues, the highest yielding issues were:
| Security Description | Times Traded | Maturity Date | Average Yield | Dollar Volume |
|---|---|---|---|---|
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 536 | 2034-Nov | 6.624 | $123,995,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 205 | 2029-Nov | 6.180 | $60,155,000+ |
| California St Pub Wks Brd Trustees Calif St Univ-j | 165 | 2034-Nov | 6.050 | $37,925,000+ |
| California St Pub Wks Brd Trustees Calif St Univ-j | 197 | 2029-Nov | 5.999 | $33,280,000+ |
| Scotts Vy Calif Redev Agy Ser A | 68 | 2039-Oct | 5.798 | $1,800,000 |
| California St Var Purp | 80 | 2039-Nov | 5.684 | $10,060,000+ |
| California St Pub Wks Brd Trustees Calif St Univ-j | 70 | 2021-Nov | 5.270 | $8,645,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 172 | 2019-Nov | 5.098 | $20,805,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 84 | 2015-Nov | 4.200 | $13,090,000+ |
| California St Pub Wks Brd Var Cap Pjs-subser I-1 | 82 | 2013-Nov | 3.350 | $13,735,000+ |
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 |
|---|---|---|---|
| 2009 | 4 | 16.154 | $305,000 |
| 2010 | 180 | 1.672 | $19,670,000+ |
| 2011 | 112 | 1.879 | $14,240,000+ |
| 2012 | 126 | 2.581 | $12,035,000+ |
| 2013 | 201 | 3.060 | $30,310,000+ |
| 2014 | 193 | 3.417 | $21,760,000+ |
| 2015 | 210 | 3.622 | $22,650,000+ |
| 2016 | 152 | 3.734 | $24,055,000+ |
| 2017 | 127 | 4.064 | $17,675,000+ |
| 2018 | 172 | 4.282 | $21,955,000+ |
| 2019 | 321 | 4.950 | $24,110,000+ |
| 2020 | 206 | 4.696 | $21,890,000+ |
| 2021 | 211 | 4.970 | $25,025,000+ |
| 2022 | 175 | 5.019 | $24,665,000+ |
| 2023 | 152 | 4.888 | $21,550,000+ |
| 2024 | 163 | 5.114 | $16,785,000+ |
| 2025 | 136 | 5.371 | $13,770,000+ |
| 2026 | 141 | 5.647 | $11,155,000+ |
| 2027 | 130 | 5.760 | $5,810,000+ |
| 2028 | 133 | 5.429 | $10,645,000+ |
| 2029 | 404 | 6.044 | $62,010,000+ |
| 2030 | 165 | 5.592 | $8,005,000+ |
| 2031 | 70 | 5.186 | $3,345,000 |
| 2032 | 92 | 5.201 | $4,760,000 |
| 2033 | 130 | 5.469 | $5,935,000 |
| 2034 | 511 | 6.226 | $112,610,000+ |
| 2035 | 61 | 5.690 | $4,630,000+ |
| 2036 | 53 | 5.277 | $6,480,000+ |
| 2037 | 96 | 5.501 | $6,145,000+ |
| 2038 | 40 | 6.035 | $4,330,000+ |
| 2039 | 225 | 5.921 | $46,670,000+ |
| 2040 | 16 | 6.321 | $2,025,000 |
| 2041 | 5 | 4.588 | $435,000 |
| 2042 | 7 | 6.141 | $1,310,000+ |
| 2043 | 6 | 5.650 | $935,000 |
| 2044 | 13 | 5.171 | $1,220,000 |
| 2045 | 11 | 7.440 | $1,460,000 |
| 2046 | 10 | 6.723 | $4,110,000+ |
| 2047 | 6 | 4.210 | $4,050,000+ |
| 2048 | 1 | 5.909 | $45,000 |
| 2049 | 2 | 6.224 | $1,050,000+ |
| 2050 | 1 | 4.985 | $100,000 |
