New York Municipal Bonds Report - November 20, 2009

New York Municipal Bonds had the following activity today across all issues:

4299 total trades
$464,751,000 in total dollar volume
184 trades exceeding $1 million+

The top 10 most active issues of the day were:

Security Description Times Traded Maturity Date Average Yield Dollar Volume
New York N Y City Tr Cultural Carnegie Hall-ser A 159 2029-Dec 4.750 $12,975,000+
New York N Y City Tr Cultural Carnegie Hall-ser A 143 2039-Dec 4.979 $23,315,000+
Liberty N Y Dev Corp Rev Goldman Sachs Headquaters 74 2035-Oct 5.270 $5,720,000+
New York St Twy Auth Gen Rev Ser G 65 2032-Jan 4.355 $4,410,000
New York N Y City Mun Wtr Fin Ser C 59 2033-Jun 4.541 $11,105,000+
New York St Dorm Auth Revs Non Mt Sinai Sch Med Nyu 58 2039-Jul 5.064 $2,350,000
Port Auth N Y & N J Cons-one Hundred Sixtieth 58 2039-Sep 4.692 $7,920,000+
New York N Y Ser J-subser J-1 43 2022-Jun 3.761 $4,695,000+
Port Auth N Y & N J Cons-one Hundred Sixty-first 41 2037-Oct 4.662 $2,010,000
New York St Dorm Auth Revs Non Mt Sinai Sch Med Nyu 37 2028-Jul 4.849 $1,550,000

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

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Liberty N Y Dev Corp Rev Goldman Sachs Headquaters 74 2035-Oct 5.270 $5,720,000+
New York St Dorm Auth Revs Non Mt Sinai Sch Med Nyu 58 2039-Jul 5.064 $2,350,000
New York N Y City Tr Cultural Carnegie Hall-ser A 143 2039-Dec 4.979 $23,315,000+
New York St Dorm Auth Revs Non Mt Sinai Sch Med Nyu 37 2028-Jul 4.849 $1,550,000
New York N Y City Tr Cultural Carnegie Hall-ser A 159 2029-Dec 4.750 $12,975,000+
Port Auth N Y & N J Cons-one Hundred Sixtieth 58 2039-Sep 4.692 $7,920,000+
Port Auth N Y & N J Cons-one Hundred Sixty-first 41 2037-Oct 4.662 $2,010,000
New York N Y City Mun Wtr Fin Ser C 59 2033-Jun 4.541 $11,105,000+
New York St Twy Auth Gen Rev Ser G 65 2032-Jan 4.355 $4,410,000
New York N Y Ser J-subser J-1 43 2022-Jun 3.761 $4,695,000+

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 1 0.363 $1,000,000+
2010 88 1.393 $10,400,000+
2011 99 1.491 $7,910,000+
2012 69 1.656 $3,750,000
2013 83 1.997 $8,370,000+
2014 72 2.590 $4,808,000+
2015 80 2.572 $8,045,000+
2016 99 2.663 $13,160,000+
2017 117 3.168 $7,755,000+
2018 162 3.284 $14,365,000+
2019 85 3.548 $6,020,000+
2020 81 3.681 $7,760,000+
2021 55 3.475 $2,765,000+
2022 107 3.786 $11,170,000+
2023 102 4.013 $5,850,000+
2024 83 4.217 $5,265,000+
2025 63 4.110 $3,115,000
2026 95 3.914 $4,300,000
2027 70 4.604 $2,860,000
2028 73 4.551 $3,305,000
2029 155 4.717 $12,750,000+
2030 55 4.329 $3,925,000+
2031 43 4.462 $5,405,000+
2032 95 4.596 $4,295,000
2033 90 4.498 $5,830,000+
2034 50 4.573 $1,410,000
2035 109 4.921 $5,660,000+
2036 51 4.806 $2,005,000
2037 69 4.944 $2,240,000
2038 24 4.639 $1,365,000
2039 232 4.913 $30,905,000+
2040 4 4.662 $2,100,000+
2041 15 5.483 $695,000
2044 1 5.349 $30,000
2045 3 6.560 $85,000
2046 6 6.233 $175,000

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