June 17, 2013 - Daily Summary

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Market activity

Total Trades Dollar Volume Million Dollar Trades
45,434 $4,460,157,343 880

Top 10 most active issues

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Rutgers St Univ N J Ser L
783186RW1
239 2031-May 4.055 $9,110,000
New York N Y City Transitional Future Tax Secd-sub-ser I
64971Q6B4
216 2043-May 4.089 $23,205,000+
Niagara Falls N Y Pub Wtr Auth Ser A
653438BV2
172 2034-Jul 4.241 $20,770,000+
Rutgers St Univ N J Ref-ser J
783186QB8
78 2032-May 4.012 $6,935,000+
New York N Y City Transitional Future Tax Secd-sub-ser I
64971Q5R0
77 2025-May 3.053 $2,255,000
Rutgers St Univ N J Ref-ser J
783186QD4
73 2036-May 4.184 $20,335,000+
Louisiana Loc Govt Shreveport Util Sys Proj
546279Z60
72 2027-Dec 3.550 $6,790,000+
Detroit Mich Wtr Supply Sys Ref-sr Lien-ser C
251255Y82
65 2033-Jul 5.299 $2,270,000
Detroit Mich Wtr Supply Sys Sr Lien-ser A
251255W84
65 2034-Jul 5.186 $3,150,000
Georgia Loc Govt Ctfs Partn Grantor Tr-ser A
373271AA3
58 2028-Jun 4.728 $4,524,000

Highest yielding active issues

Security Description Times Traded Maturity Date Average Yield Dollar Volume
Detroit Mich Wtr Supply Sys Ref-sr Lien-ser C
251255Y82
65 2033-Jul 5.299 $2,270,000
Detroit Mich Wtr Supply Sys Sr Lien-ser A
251255W84
65 2034-Jul 5.186 $3,150,000
Georgia Loc Govt Ctfs Partn Grantor Tr-ser A
373271AA3
58 2028-Jun 4.728 $4,524,000
Niagara Falls N Y Pub Wtr Auth Ser A
653438BV2
172 2034-Jul 4.241 $20,770,000+
Rutgers St Univ N J Ref-ser J
783186QD4
73 2036-May 4.184 $20,335,000+
New York N Y City Transitional Future Tax Secd-sub-ser I
64971Q6B4
216 2043-May 4.089 $23,205,000+
Rutgers St Univ N J Ser L
783186RW1
239 2031-May 4.055 $9,110,000
Rutgers St Univ N J Ref-ser J
783186QB8
78 2032-May 4.012 $6,935,000+
Louisiana Loc Govt Shreveport Util Sys Proj
546279Z60
72 2027-Dec 3.550 $6,790,000+
New York N Y City Transitional Future Tax Secd-sub-ser I
64971Q5R0
77 2025-May 3.053 $2,255,000

Trades occurring in each maturity year with average yield:

Maturity Year Number of Trades Average Yield Dollar Volume
2013 253 1.094 $39,350,000+
2014 510 0.991 $78,411,412+
2015 543 1.005 $53,951,000+
2016 557 1.202 $49,730,000+
2017 562 1.481 $39,715,000+
2018 584 1.685 $45,145,000+
2019 609 1.996 $43,205,000+
2020 649 2.189 $57,960,000+
2021 667 2.354 $57,475,000+
2022 684 2.470 $60,699,000+
2023 676 2.778 $54,705,000+
2024 630 2.850 $68,246,000+
2025 664 2.961 $46,575,000+
2026 619 3.062 $41,940,000+
2027 626 3.254 $33,630,000+
2028 640 3.436 $46,590,000+
2029 606 3.411 $46,120,000+
2030 682 3.717 $33,740,000+
2031 720 3.703 $38,215,000+
2032 743 3.767 $44,267,000+
2033 615 3.715 $31,345,000+
2034 545 3.759 $29,557,000+
2035 529 3.987 $23,785,000+
2036 476 3.961 $42,280,000+
2037 538 3.911 $28,705,000+
2038 611 4.060 $37,260,000+
2039 427 3.989 $14,715,000
2040 304 4.431 $13,495,000+
2041 199 4.311 $11,325,000+
2042 255 4.342 $20,005,000+
2043 526 4.173 $32,775,000+
2044 26 4.363 $1,800,000
2045 42 3.894 $3,275,000+
2046 58 4.223 $3,510,000
2047 78 4.610 $10,605,000+
2048 34 4.718 $1,795,000
2049 22 4.312 $2,964,000+
2050 3 3.978 $75,000
2051 2 2.366 $275,000
2052 2 4.467 $635,000
2056 2 5.244 $125,000
2057 9 6.232 $220,000
2059 1 4.613 $25,000
2062 2 4.447 $60,000

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