North Carolina Municipal Bonds Report - November 20, 2009

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

759 total trades
$93,820,000 in total dollar volume
37 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-firsthealth Carolina-c 30 2024-Oct 4.592 $1,405,000
Charlotte N C Wtr & Swr Sys Ser B 16 2029-Jul 3.972 $870,000
North Carolina Med Care Commn Ref-firsthealth Carolina-c 15 2014-Oct 2.779 $875,000
North Carolina Med Care Commn Ref-firsthealth Carolina-c 14 2029-Oct 5.029 $1,770,000
North Carolina Med Care Commn Duke Univ Health Sys-ser A 13 2039-Jun 4.893 $325,000
Charlotte N C Wtr & Swr Sys Ser B 13 2039-Jul 4.485 $615,000
North Carolina Mun Pwr Agy Ser A 13 2019-Jan 2.990 $1,525,000+
North Carolina Med Care Commn Ref-firsthealth Carolina-c 12 2017-Oct 3.575 $3,480,000+
University N C Chapel Hill Rev Gen-ser A 11 2028-Dec 3.967 $870,000
North Carolina Med Care Commn First Mtg-presbyterian Homes 11 2022-Oct 5.449 $450,000
Charlotte N C Wtr & Swr Sys Ser B 10 2039-Jul 4.437 $270,000
North Carolina Med Care Commn Ref-firsthealth Carolina-c 10 2016-Oct 3.250 $3,050,000+
Johnston Cnty N C Pub Impt 9 2027-Feb 3.846 $2,280,000
Wake Cnty N C Ltd Oblig Hammond Rd Detention Ctr 8 2029-Jun 4.060 $500,000
North Carolina Med Care Commn Ref-first Mtg-forest At Duke 8 2032-Sep 5.488 $210,000
North Carolina Med Care Commn Ref-firsthealth Carolina-c 8 2013-Oct 2.133 $4,140,000
University N C Chapel Hill Rev Taxable-gen-ser B-build Amer 8 2039-Dec 5.436 $2,390,000+
Charlotte N C Arpt Rev Ref-charlotte Douglas Intl-a 8 2037-Jul 4.615 $310,000
North Carolina Edl Facs Fin Edl Facs-st Augustines College 8 2028-Oct 7.322 $55,000
Mecklenburg Cnty N C Pub Impt-ser B 7 2023-Mar 3.199 $445,000
North Carolina Med Care Commn Mission-st Josephs Health Sys 7 2031-Oct 1.136 $220,000
North Carolina Med Care Commn Ref-firsthealth Carolina-c 6 2015-Oct N/R $3,900,000+
Thomasville N C Comb Ref 6 2014-May 2.209 $185,000
North Carolina Med Care Commn Novant Health Oblig Grp 6 2036-Nov 5.000 $250,000
Pitt Cnty N C Ctfs Partn Sch Facs Proj 5 2032-Apr 4.897 $105,000
North Carolina Eastn Mun Pwr Ref-ser A 5 2020-Jan 4.481 $355,000
North Carolina Tpk Auth Cap Apprec-ser B 5 2037-Jan 5.850 $380,000
New Hanover Cnty N C Sch 5 2027-Jun 3.923 $1,550,000
North Carolina Med Care Commn Halifax Regl Med Ctr 5 2024-Aug 7.491 $70,000
North Carolina Cap Facs Fin Prerefunded-duke Univ Pj-ser A 4 2041-Oct 1.470 $125,000
Greensboro N C Enterprise Sys Comb-ser A 4 2016-Jun 2.997 $40,000
Montgomery Cnty N C Ctfs Partn Ser A 4 2021-Feb 4.259 $160,000
Winston-salem N C Wtr & Swr Ser A 4 2015-Jun 0.751 $450,000
Wake Forest N C Pub Impt-ser A 4 2021-Feb 2.909 $90,000
North Carolina St Pub Impt-ser A 4 2027-Mar 3.510 $400,000
Richmond Cnty N C Sch 4 2025-Apr 3.880 $75,000
New Hanover Cnty N C Ctfs New Hanover Cnty Projs 4 2017-Mar 2.221 $1,020,000
Thomasville N C Comb Ref 4 2015-May 2.564 $125,000
Pitt Cnty N C Ltd Oblig 4 2024-Apr 4.065 $100,000
Chapel Hill N C Ctfs Partn Chapel Hill Operations Ctr 4 2025-Jun 3.960 $80,000
Charlotte N C Spl Facs Rev Douglas Intl Arpt-us Airways 4 2028-Feb 9.876 $40,000
Charlotte N C Storm Wtr Fee 4 2035-Jun 3.985 $260,000
North Carolina Med Care Commn Mission Health Combined Group 4 2032-Oct 4.611 $400,000
Greensboro N C Ctfs Partn Adj-taxable-ref-ser B 4 2015-Dec N/R $1,250,000
Cumberland Cnty N C Ctfs Partn Cnty Impt Projs-ser A 4 2016-Dec 3.484 $40,000
Pitt Cnty N C Ltd Oblig 3 2029-Apr 4.484 $120,000
Wake Cnty N C Ref-ser D 3 2017-Feb 2.400 $85,000
Raleigh N C Comb Enterprise Ser A 3 2036-Mar 4.080 $70,000
Wake Cnty N C Indl Facs & Ars-ser G 3 2022-Oct N/R $75,000
Charlotte N C Ctfs Partn Ref-cultural Arts Facs-e 3 2034-Jun 4.719 $75,000

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

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Charlotte N C Spl Facs Rev Douglas Intl Arpt-us Airways 4 2028-Feb 9.876 $40,000
North Carolina Med Care Commn Halifax Regl Med Ctr 5 2024-Aug 7.491 $70,000
North Carolina Edl Facs Fin Edl Facs-st Augustines College 8 2028-Oct 7.322 $55,000
North Carolina Tpk Auth Cap Apprec-ser B 5 2037-Jan 5.850 $380,000
North Carolina Med Care Commn Ref-first Mtg-forest At Duke 8 2032-Sep 5.488 $210,000
North Carolina Med Care Commn First Mtg-presbyterian Homes 11 2022-Oct 5.449 $450,000
University N C Chapel Hill Rev Taxable-gen-ser B-build Amer 8 2039-Dec 5.436 $2,390,000+
North Carolina Med Care Commn Ref-firsthealth Carolina-c 14 2029-Oct 5.029 $1,770,000
North Carolina Med Care Commn Novant Health Oblig Grp 6 2036-Nov 5.000 $250,000
Pitt Cnty N C Ctfs Partn Sch Facs Proj 5 2032-Apr 4.897 $105,000

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 34 1.998 $5,080,000+
2011 21 1.224 $970,000
2012 23 1.802 $1,440,000
2013 8 2.400 $365,000
2014 20 2.341 $2,595,000+
2015 21 2.295 $1,605,000
2016 21 2.851 $1,220,000
2017 24 2.864 $3,495,000
2018 10 3.393 $2,235,000+
2019 15 3.481 $2,440,000+
2020 17 4.333 $665,000
2021 15 3.551 $1,360,000
2022 23 4.538 $840,000
2023 12 3.950 $405,000
2024 43 4.933 $1,040,000
2025 10 3.738 $145,000
2026 8 4.041 $275,000
2027 12 3.711 $1,640,000
2028 23 5.129 $1,660,000+
2029 29 4.364 $1,560,000
2030 2 6.611 $15,000
2031 8 1.623 $330,000
2032 17 5.088 $735,000
2033 4 5.103 $70,000
2034 2 4.807 $75,000
2035 7 6.414 $185,000
2036 7 4.925 $210,000
2037 10 5.282 $410,000
2038 5 4.976 $60,000
2039 30 4.729 $925,000
2041 4 1.905 $360,000
2042 1 4.804 $135,000

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