Colorado Municipal Bonds Report - November 20, 2009

Colorado Municipal Bonds had the following activity today across all issues:

903 total trades
$99,770,000 in total dollar volume
48 trades exceeding $1 million+

The top 10 most active issues of the day were:

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Colorado Health Facs Auth Rev Catholic Health-ser A 152 2039-Jul 5.170 $4,990,000+
Pueblo Cnty Colo Sch Dist Ref 52 2020-Dec 3.500 $4,645,000+
Pueblo Cnty Colo Sch Dist Ref 24 2019-Dec 3.330 $2,130,000+
Colorado Health Facs Auth Rev Ref-adventist Hlth/sunbelt-d 18 2029-Nov 5.145 $360,000
Colorado Health Facs Auth Rev Hosp-poudre Vly Health Care-f 17 2025-Mar 4.983 $515,000
Colorado St Dept Corrections Colo St Penitentiary Ii Proj-b 16 2021-Mar 3.669 $1,510,000
Colorado Health Facs Auth Zero-liberty-b-sub-etm 7/15/20 16 2020-Jul 3.892 $550,000
Colorado Health Facs Auth Zero Cpn-liberty-b-rmk10/15/91 13 2024-Jul 4.220 $1,095,000
Arkansas River Pwr Auth Colo Impt 13 2040-Oct 5.999 $700,000
Westminster Colo Spl Purp Ref-post Pj-ser B 12 2015-Dec 2.396 $1,460,000

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

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Arkansas River Pwr Auth Colo Impt 13 2040-Oct 5.999 $700,000
Colorado Health Facs Auth Rev Catholic Health-ser A 152 2039-Jul 5.170 $4,990,000+
Colorado Health Facs Auth Rev Ref-adventist Hlth/sunbelt-d 18 2029-Nov 5.145 $360,000
Colorado Health Facs Auth Rev Hosp-poudre Vly Health Care-f 17 2025-Mar 4.983 $515,000
Colorado Health Facs Auth Zero Cpn-liberty-b-rmk10/15/91 13 2024-Jul 4.220 $1,095,000
Colorado Health Facs Auth Zero-liberty-b-sub-etm 7/15/20 16 2020-Jul 3.892 $550,000
Colorado St Dept Corrections Colo St Penitentiary Ii Proj-b 16 2021-Mar 3.669 $1,510,000
Pueblo Cnty Colo Sch Dist Ref 52 2020-Dec 3.500 $4,645,000+
Pueblo Cnty Colo Sch Dist Ref 24 2019-Dec 3.330 $2,130,000+
Westminster Colo Spl Purp Ref-post Pj-ser B 12 2015-Dec 2.396 $1,460,000

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 3 7.286 $60,000
2010 14 1.229 $2,670,000
2011 23 1.681 $1,305,000
2012 16 2.759 $765,000
2013 24 1.988 $6,925,000+
2014 21 2.013 $4,570,000+
2015 23 2.246 $6,170,000+
2016 25 2.955 $4,290,000+
2017 27 3.564 $3,255,000+
2018 23 3.384 $3,620,000+
2019 25 3.566 $3,360,000+
2020 19 3.704 $2,445,000+
2021 19 3.594 $4,455,000+
2022 19 3.784 $2,415,000+
2023 15 4.915 $835,000
2024 14 4.551 $1,015,000
2025 24 4.817 $1,140,000
2026 6 4.454 $80,000
2027 5 5.244 $75,000
2028 5 4.384 $75,000
2029 30 4.862 $785,000
2030 10 2.656 $6,055,000+
2031 9 5.103 $100,000
2032 7 5.891 $330,000
2033 10 4.334 $145,000
2034 4 6.079 $45,000
2035 7 5.723 $480,000
2036 11 5.204 $920,000
2037 3 4.681 $40,000
2038 3 5.017 $195,000
2039 153 5.154 $3,935,000+
2040 15 5.843 $3,560,000+

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