North Carolina Municipal Bonds Report - November 6, 2009

North Carolina Municipal Bonds had the following activity today across all issues:

601 total trades
$48,325,000 in total dollar volume
18 trades exceeding $1 million+

The top 10 most active issues of the day were:

Security Description Times Traded Maturity Date Average Yield Dollar Volume
North Carolina Med Care Commn Ref-first Mtg-forest At Duke 46 2027-Sep 5.309 $1,490,000
North Carolina Med Care Commn First Mtg-presbyterian Homes 43 2027-Oct 5.854 $785,000
North Carolina Med Care Commn Ref-first Mtg-givens Estates 25 2033-Jul 6.099 $3,130,000+
North Carolina Med Care Commn Duke Univ Health Sys-ser A 21 2042-Jun 4.950 $880,000
North Carolina Mun Pwr Agy Ref-ser A 20 2030-Jan 4.751 $680,000
North Carolina Med Care Commn Duke Univ Health Sys-ser A 15 2039-Jun 4.833 $410,000
North Carolina Med Care Commn Hlth Care Hsg-arc Projs-ser A 12 2024-Oct 5.605 $745,000
North Carolina Med Care Commn Duke Univ Health Sys-ser A 7 2030-Jun 4.697 $280,000
North Carolina Hsg Fin Agy Amt-ser 29-a-natl Ibc 6 2033-Jul 5.037 $100,000
North Carolina Med Care Commn Novant Health Oblig Grp 6 2036-Nov 4.881 $200,000

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

Security Description Times Traded Maturity Date Average Yield Dollar Volume
North Carolina Med Care Commn Ref-first Mtg-givens Estates 25 2033-Jul 6.099 $3,130,000+
North Carolina Med Care Commn First Mtg-presbyterian Homes 43 2027-Oct 5.854 $785,000
North Carolina Med Care Commn Hlth Care Hsg-arc Projs-ser A 12 2024-Oct 5.605 $745,000
North Carolina Med Care Commn Ref-first Mtg-forest At Duke 46 2027-Sep 5.309 $1,490,000
North Carolina Hsg Fin Agy Amt-ser 29-a-natl Ibc 6 2033-Jul 5.037 $100,000
North Carolina Med Care Commn Duke Univ Health Sys-ser A 21 2042-Jun 4.950 $880,000
North Carolina Med Care Commn Novant Health Oblig Grp 6 2036-Nov 4.881 $200,000
North Carolina Med Care Commn Duke Univ Health Sys-ser A 15 2039-Jun 4.833 $410,000
North Carolina Mun Pwr Agy Ref-ser A 20 2030-Jan 4.751 $680,000
North Carolina Med Care Commn Duke Univ Health Sys-ser A 7 2030-Jun 4.697 $280,000

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 9 2.835 $250,000
2011 8 1.234 $265,000
2012 10 2.098 $1,355,000
2013 14 2.000 $4,195,000+
2014 14 2.422 $910,000
2015 10 2.384 $1,550,000+
2016 14 2.692 $430,000
2017 11 3.271 $1,230,000+
2018 7 3.223 $130,000
2019 16 3.835 $1,110,000
2020 10 3.708 $875,000
2021 23 3.732 $975,000
2022 12 3.545 $1,200,000+
2023 14 3.467 $2,280,000
2024 17 4.711 $645,000
2025 3 3.955 $50,000
2026 11 3.325 $305,000
2027 94 5.516 $2,395,000
2028 12 5.102 $135,000
2029 8 4.438 $195,000
2030 19 4.811 $850,000
2031 9 4.084 $1,370,000+
2032 7 5.326 $100,000
2033 32 5.719 $1,740,000+
2034 10 5.066 $260,000
2035 2 5.667 $40,000
2036 5 4.990 $120,000
2037 1 4.775 $5,000
2039 14 4.864 $360,000
2042 15 4.851 $650,000
2044 1 4.792 $50,000

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