New York Municipal Bonds Report - September 3, 2010

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

1821 total trades
$194,234,500 in total dollar volume
105 trades exceeding $1 million+

The top 10 most active issues of the day were:

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Metropolitan Transn Auth N Y Taxable-transn-ser A-1- 37 2039-Nov 5.700 $605,000
New York St Dorm Auth Revs Nurs Home-fha-rosalind&joseph 36 2027-Feb N/R $5,600,000+
New York N Y Ars-fiscal 2008-subser-a-2 20 2026-Aug N/R $2,000,000
New York N Y City Transitional Taxable-future Tax Secd 19 2030-Aug 4.951 $770,000
Tsasc Inc N Y Rev Ser 1 16 2026-Jun 5.309 $710,000
Dutchess Cnty N Y Indl Dev Agy Bard Coll Civic Fc-ser A-2 16 2036-Aug 5.236 $120,000
New York N Y City Mun Wtr Fin Ser C 15 2025-Jun 2.554 $940,000
New York N Y City Indl Dev Spl Needs Facs Pooled Prog-c-1 14 2015-Jul 5.817 $1,565,000
New York N Y City Transitional Fiscal 2008-ser S-1 12 2038-Jan 4.218 $230,000
Port Auth N Y & N J Cons-one Hundred Sixty-third 11 2040-Jul 4.083 $2,110,000

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

Security Description Times Traded Maturity Date Average Yield Dollar Volume
New York N Y City Indl Dev Spl Needs Facs Pooled Prog-c-1 14 2015-Jul 5.817 $1,565,000
Metropolitan Transn Auth N Y Taxable-transn-ser A-1- 37 2039-Nov 5.700 $605,000
Tsasc Inc N Y Rev Ser 1 16 2026-Jun 5.309 $710,000
Dutchess Cnty N Y Indl Dev Agy Bard Coll Civic Fc-ser A-2 16 2036-Aug 5.236 $120,000
New York N Y City Transitional Taxable-future Tax Secd 19 2030-Aug 4.951 $770,000
New York N Y City Transitional Fiscal 2008-ser S-1 12 2038-Jan 4.218 $230,000
Port Auth N Y & N J Cons-one Hundred Sixty-third 11 2040-Jul 4.083 $2,110,000
New York N Y City Mun Wtr Fin Ser C 15 2025-Jun 2.554 $940,000
New York N Y Ars-fiscal 2008-subser-a-2 20 2026-Aug N/R $2,000,000
New York St Dorm Auth Revs Nurs Home-fha-rosalind&joseph 36 2027-Feb N/R $5,600,000+

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 4 0.620 $405,000
2011 44 0.904 $3,370,000
2012 37 0.931 $2,415,000
2013 27 1.093 $1,360,000
2014 26 1.773 $935,000
2015 31 1.857 $1,100,000
2016 31 2.122 $2,530,000
2017 33 2.204 $1,010,000
2018 29 2.497 $4,310,000+
2019 23 2.322 $1,295,000
2020 34 2.624 $1,110,000
2021 27 2.727 $930,000
2022 22 2.731 $1,540,000+
2023 32 3.392 $2,632,000+
2024 24 3.446 $2,220,000
2025 38 2.747 $1,700,000
2026 26 3.989 $865,000
2027 18 3.499 $575,000
2028 31 3.783 $1,720,000+
2029 20 3.951 $740,000
2030 34 3.976 $965,000
2031 17 3.525 $560,000
2032 16 3.816 $575,000
2033 14 3.924 $320,000
2034 19 3.997 $530,000
2035 22 4.740 $755,000
2036 29 5.947 $515,000
2037 12 4.271 $170,000
2038 23 3.982 $590,000
2039 41 5.365 $1,125,000
2040 9 4.010 $420,000
2041 3 4.826 $50,000
2042 4 5.508 $1,035,000+
2045 1 4.500 $50,000
2046 8 5.064 $150,000
*This is municipal bond trade data as reported to the MSRB.
Copyright © 2010, Standard & Poor's Financial Services LLC ("S&P"). S&P PRODUCT(S)] in any form is prohibited except with the prior written permission of S&P. Because of the possibility of human or mechanical error by S&P's sources, S&P or others, S&P does not guarantee the accuracy, adequacy, completeness, timeliness or availability of any information and is not responsible for any errors or omissions or for the results obtained from the use of such information. S&P GIVES NO EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE. In no event shall S&P or its affiliates be liable for any indirect, special or consequential damages in connection with subscriber's or others' use of [NAME OF S&P PRODUCT(S)]. (*include appropriate year)

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