Form N-Q

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549

FORM N-Q


QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number         811-7606         

        Nuveen Connecticut Premium Income Municipal Fund         
(Exact name of registrant as specified in charter)

Nuveen Investments
        333 West Wacker Drive, Chicago, Illinois 60606         
(Address of principal executive offices) (Zip code)


Kevin J. McCarthy Vice President and Secretary
        333 West Wacker Drive, Chicago, Illinois 60606         
(Name and address of agent for service)

Registrant's telephone number, including area code:         312-917-7700        

Date of fiscal year end:            5/31          

Date of reporting period:         2/28/09         

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Schedule of Investments

    Portfolio of Investments (Unaudited)             
    Nuveen Connecticut Premium Income Municipal Fund (NTC)             
    February 28, 2009             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Staples – 1.5% (0.9% of Total Investments)             
$       1,430    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Refunding Bonds,    5/12 at 100.00    BBB   $   1,024,910 
     Series 2002, 5.375%, 5/15/33             
    Education and Civic Organizations – 39.0% (25.3% of Total Investments)             
1,595    Connecticut Health and Education Facilities Authority, Revenue Bonds, Quinnipiac University,    7/17 at 100.00    AA–    1,611,157 
     Series 2007-I, 5.000%, 7/01/25 – MBIA Insured             
1,050    Connecticut Health and Education Facilities Authority, University of Hartford Revenue Bonds,    7/16 at 100.00    A3    815,357 
     Series 2006G, 5.250%, 7/01/36 – RAAI Insured             
925    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Brunswick School,    7/13 at 100.00    AA–    858,604 
     Series 2003B, 5.000%, 7/01/33 – MBIA Insured             
200    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Canterbury School,    7/16 at 100.00    BBB+    149,318 
     Series 2006B, 5.000%, 7/01/36 – RAAI Insured             
305    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Chase Collegiate    7/17 at 100.00    A3    246,135 
     School, Series 2007A, 5.000%, 7/01/27 – RAAI Insured             
725    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University,    7/09 at 101.00    AA–    728,603 
     Series 1998H, 5.000%, 7/01/23 – MBIA Insured             
750    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Horace Bushnell    7/09 at 101.00    Baa1    743,213 
     Memorial Hall, Series 1999A, 5.625%, 7/01/29 – MBIA Insured             
800    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    No Opt. Call    A2    873,360 
     Series 2005F, 5.250%, 7/01/19 – AMBAC Insured             
270    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Renbrook School,    7/17 at 100.00    A    246,383 
     Series 2007A, 5.000%, 7/01/37 – AMBAC Insured             
1,375    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College,    7/14 at 100.00    AA–    1,439,158 
     Series 2004H, 5.000%, 7/01/21 – MBIA Insured             
2,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, University of    7/12 at 101.00    A3    1,593,360 
     Hartford, Series 2002E, 5.250%, 7/01/32 – RAAI Insured             
1,500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,    7/09 at 100.00    AAA    1,503,660 
     Series 2002W, 5.125%, 7/01/27             
1,500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,    7/13 at 100.00    AAA    1,510,965 
     Series 2003X-1, 5.000%, 7/01/42             
3,550    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,    7/16 at 100.00    AAA    3,591,108 
     Series 2007Z-1, 5.000%, 7/01/42             
6,150    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,    7/17 at 100.00    AAA    6,250,061 
     Series 2007Z-3, 5.050%, 7/01/42 (UB)             
260    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/09 at 102.00    Aa3    262,764 
     Program, Series 1999A, 6.000%, 11/15/18 – AMBAC Insured (Alternative Minimum Tax)             
635    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/11 at 100.00    Aa3    619,900 
     Program, Series 2001A, 5.250%, 11/15/18 – MBIA Insured (Alternative Minimum Tax)             
1,000    University of Connecticut, General Obligation Bonds, Series 2004A, 5.000%, 1/15/18 –    1/14 at 100.00    AA    1,073,730 
     MBIA Insured             
1,220    University of Connecticut, General Obligation Bonds, Series 2005A, 5.000%, 2/15/17 –    2/15 at 100.00    AAA    1,353,932 
     FSA Insured             
685    University of Connecticut, General Obligation Bonds, Series 2006A, 5.000%, 2/15/23 –    2/16 at 100.00    AA    723,127 
     FGIC Insured             
1,000    University of Connecticut, Student Fee Revenue Refunding Bonds, Series 2002A, 5.250%,    11/12 at 101.00    AA–    1,084,540 
     11/15/19 – FGIC Insured             
27,495    Total Education and Civic Organizations            27,278,435 
    Health Care – 15.4% (10.0% of Total Investments)             
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Bristol Hospital,             
    Series 2002B:             
500     5.500%, 7/01/21 – RAAI Insured    7/12 at 101.00    BBB+    455,775 
700     5.500%, 7/01/32 – RAAI Insured    7/12 at 101.00    BBB+    560,686 
645    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut    7/10 at 101.00    BBB+    562,588 
     Health Network, Series 2000A, 6.000%, 7/01/25 – RAAI Insured             
    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Griffin Hospital,             
    Series 2005B:             
800     5.000%, 7/01/20 – RAAI Insured    7/15 at 100.00    A3    711,456 
500     5.000%, 7/01/23 – RAAI Insured    7/15 at 100.00    A3    423,820 
385    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Hospital For Special    7/17 at 100.00    A3    277,135 
     Care, Series 2007C, 5.250%, 7/01/32 – RAAI Insured             
2,620    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Middlesex Hospital,    7/16 at 100.00    Aa3    2,448,756 
     Series 2006, 5.000%, 7/01/32 – FSA Insured             
2,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital,    7/09 at 101.00    Baa1    1,658,480 
     Series 1999G, 5.000%, 7/01/24 – MBIA Insured             
1,395    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale-New Haven    7/16 at 100.00    A1    1,257,718 
     Hospital, Series 2006J-1, 5.000%, 7/01/31 – AMBAC Insured             
3,000    Connecticut Health and Educational Facilities Authority, Revenue Refunding Bonds, Middlesex    7/09 at 100.00    A3    2,415,659 
     Health Services, Series 1997H, 5.125%, 7/01/27 – MBIA Insured             
12,545    Total Health Care            10,772,073 
    Housing/Multifamily – 2.7% (1.8% of Total Investments)             
1,000    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 1999D-2,    12/09 at 100.00    AAA    1,001,690 
     6.200%, 11/15/41 (Alternative Minimum Tax)             
1,000    Connecticut Housing Finance Authority, Multifamily Housing Mortgage Finance Program Bonds,    11/15 at 100.00    AAA    891,040 
     Series 2006G-2, 4.800%, 11/15/27 (Alternative Minimum Tax)             
2,000    Total Housing/Multifamily            1,892,730 
    Housing/Single Family – 7.6% (5.0% of Total Investments)             
    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001C:             
1,000     5.300%, 11/15/33 (Alternative Minimum Tax)    11/10 at 100.00    AAA    916,310 
500     5.450%, 11/15/43 (Alternative Minimum Tax)    11/10 at 100.00    AAA    458,645 
1,675    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2004-A5,    5/13 at 100.00    AAA    1,605,102 
     5.050%, 11/15/34             
    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2006-A1:             
205     4.700%, 11/15/26 (Alternative Minimum Tax)    11/15 at 100.00    AAA    182,348 
220     4.800%, 11/15/31 (Alternative Minimum Tax)    11/15 at 100.00    AAA    188,441 
2,100    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2006D,    5/16 at 100.00    AAA    1,982,400 
     4.650%, 11/15/27             
5,700    Total Housing/Single Family            5,333,246 
    Industrials – 2.2% (1.4% of Total Investments)             
1,750    Connecticut Resource Recovery Authority, Revenue Bonds, American Ref-Fuel Company of    12/11 at 102.00    Ba1    1,557,115 
     Southeastern Connecticut LP, Series 1998A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)             
    Long-Term Care – 6.0% (3.9% of Total Investments)             
615    Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,    4/09 at 100.00    BBB–    601,445 
     Church Homes Inc. – Congregational Avery Heights, Series 1997, 5.700%, 4/01/12             
615    Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,    9/09 at 102.00    BBB+    588,666 
     Connecticut Baptist Homes Inc., Series 1999, 5.500%, 9/01/15 – RAAI Insured             
    Connecticut Development Authority, Revenue Refunding Bonds, Duncaster Inc., Series 1999A:             
1,000     5.250%, 8/01/19 – RAAI Insured    2/10 at 102.00    BBB+    928,150 
1,000     5.375%, 8/01/24 – RAAI Insured    2/10 at 102.00    BBB+    879,420 
1,300    Connecticut Health and Educational Facilities Authority, FHA-Insured Mortgage Revenue Bonds,    8/09 at 101.00    AA    1,197,313 
     Hebrew Home and Hospital, Series 1999B, 5.200%, 8/01/38             
4,530    Total Long-Term Care            4,194,994 
    Tax Obligation/General – 24.1% (15.7% of Total Investments)             
750    Bridgeport, Connecticut, General Obligation Refunding Bonds, Series 2002A, 5.375%, 8/15/19 –    8/12 at 100.00    Baa1    730,905 
     FGIC Insured             
760    Capitol Region Education Council, Connecticut, Revenue Bonds, Series 1995, 6.700%, 10/15/10    4/09 at 100.00    BBB    761,398 
1,110    Connecticut State, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 – FGIC Insured    4/14 at 100.00    AA    1,160,294 
2,000    Connecticut State, General Obligation Bonds, Series 2006A, 4.750%, 12/15/24    12/16 at 100.00    AA    2,083,220 
1,300    Connecticut State, General Obligation Bonds, Series 2006C, 5.000%, 6/01/23 – FSA Insured    6/16 at 100.00    AAA    1,381,822 
    Hartford, Connecticut, General Obligation Bonds, Series 2005A:             
775     5.000%, 8/01/20 – FSA Insured    8/15 at 100.00    AAA    829,266 
525     4.375%, 8/01/24 – FSA Insured    8/15 at 100.00    AAA    510,227 
500    New Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 11/01/17 – AMBAC Insured    11/16 at 100.00    A    545,865 
500    North Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 7/15/24    No Opt. Call    Aa2    545,860 
1,860    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/20 –    No Opt. Call    AA–    1,754,891 
     MBIA Insured             
    Regional School District 16, Beacon Falls and Prospect, Connecticut, General Obligation Bonds,             
    Series 2000:             
350     5.500%, 3/15/18 – FSA Insured    3/10 at 101.00    Aa3    367,227 
350     5.625%, 3/15/19 – FSA Insured    3/10 at 101.00    Aa3    367,868 
350     5.700%, 3/15/20 – FSA Insured    3/10 at 101.00    Aa3    368,368 
1,420    Regional School District 16, Connecticut, General Obligation Bonds, Series 2003, 5.000%,    3/13 at 101.00    A3    1,566,430 
     3/15/16 – AMBAC Insured             
    Suffield, Connecticut, General Obligation Bonds, Series 2005:             
465     5.000%, 6/15/17    No Opt. Call    AA    540,130 
460     5.000%, 6/15/19    No Opt. Call    AA    531,663 
1,000     5.000%, 6/15/21    No Opt. Call    AA    1,133,620 
1,500    West Hartford, Connecticut, General Obligation Bonds, Series 2005B, 5.000%, 10/01/18    10/15 at 100.00    AAA    1,676,055 
15,975    Total Tax Obligation/General            16,855,109 
    Tax Obligation/Limited – 22.1% (14.3% of Total Investments)             
    Connecticut Health and Educational Facilities Authority, Child Care Facilities Program Revenue             
    Bonds, Series 2006F:             
1,300     5.000%, 7/01/31 – AGC Insured    7/16 at 100.00    AAA    1,229,670 
1,000     5.000%, 7/01/36 – AGC Insured    7/16 at 100.00    AAA    929,640 
1,945    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Child Care Facilities    7/09 at 102.00    A    1,927,398 
     Program, Series 1999C, 5.625%, 7/01/29 – AMBAC Insured             
    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2002B:             
2,000     5.000%, 12/01/20 – AMBAC Insured    12/12 at 100.00    AA    2,064,840 
1,000     5.000%, 12/01/21 – AMBAC Insured    12/12 at 100.00    AA    1,030,310 
500    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2003B,    1/14 at 100.00    AA    514,910 
     5.000%, 1/01/23 – FGIC Insured             
1,750    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Revenue Bonds,    8/17 at 100.00    AA    1,773,958 
     Series 2007A, 5.000%, 8/01/27 – AMBAC Insured             
    Puerto Rico Infrastructure Financing Authority, Special Tax Revenue Bonds, Series 2005A:             
960     0.000%, 7/01/32 – FGIC Insured    No Opt. Call    BBB+    159,446 
2,615     0.000%, 7/01/33 – FGIC Insured    No Opt. Call    BBB+    400,958 
2,000    Puerto Rico Municipal Finance Agency, Series 2002A, 5.250%, 8/01/21 – FSA Insured    8/12 at 100.00    AAA    1,975,860 
2,400    Puerto Rico Municipal Finance Agency, Series 2005C, 5.000%, 8/01/16 – FSA Insured    8/15 at 100.00    AAA    2,400,311 
1,000    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 2003, 5.250%,    10/14 at 100.00    AAA    1,037,440 
     10/01/19 – FSA Insured             
18,470    Total Tax Obligation/Limited            15,444,741 
    Transportation – 1.0% (0.6% of Total Investments)             
750    Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A,    4/11 at 101.00    AA–    662,130 
     5.125%, 10/01/26 – FGIC Insured (Alternative Minimum Tax)             
    U.S. Guaranteed – 13.8% (9.0% of Total Investments) (4)             
50    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut    7/10 at 101.00    BBB+ (4)    53,827 
     Health Network, Series 2000A, 6.000%, 7/01/25 (Pre-refunded 7/01/10) – RAAI Insured             
650    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    7/11 at 101.00    N/R (4)    716,021 
     Series 2001D, 5.500%, 7/01/23 (Pre-refunded 7/01/11)             
40    Connecticut, General Obligation Bonds, Series 1993E, 6.000%, 3/15/12 (ETM)    No Opt. Call    AA (4)    45,291 
1,500    Connecticut, General Obligation Bonds, Series 2002B, 5.500%, 6/15/21 (Pre-refunded 6/15/12)    6/12 at 100.00    AA (4)    1,688,820 
600    Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,    5/11 at 100.00    Baa3 (4)    653,508 
     5.500%, 5/15/41 (Pre-refunded 5/15/11)             
1,000    Hartford, Connecticut, Parking System Revenue Bonds, Series 2000A, 6.400%, 7/01/20    7/10 at 100.00    Baa2 (4)    1,071,430 
     (Pre-refunded 7/01/10)             
400    Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20    6/10 at 100.00    AAA    425,836 
     (Pre-refunded 6/01/10) – ACA Insured             
1,000    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A,    10/10 at 101.00    AAA    1,064,980 
     5.500%, 10/01/40             
485    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    507,232 
     5.750%, 7/01/20 (Pre-refunded 7/01/10)             
1,100    University of Connecticut, General Obligation Bonds, Series 2003A, 5.125%, 2/15/21    2/13 at 100.00    AA (4)    1,240,756 
     (Pre-refunded 2/15/13) – MBIA Insured             
1,000    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A, 6.500%,    10/10 at 101.00    BBB+ (4)    1,095,520 
     10/01/24 (Pre-refunded 10/01/10)             
1,000    Waterbury, Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/01/17 (Pre-refunded    4/12 at 100.00    AAA    1,115,280 
     4/01/12) – FSA Insured             
8,825    Total U.S. Guaranteed            9,678,501 
    Utilities – 6.4% (4.2% of Total Investments)             
1,150    Bristol Resource Recovery Facility Operating Committee, Connecticut, Solid Waste Revenue    No Opt. Call    A+    1,253,052 
     Bonds, Covanta Bristol Inc., Series 2005, 5.000%, 7/01/12 – AMBAC Insured             
1,000    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    4/09 at 102.00    Baa1    960,690 
     Light and Power Company, Series 1993A, 5.850%, 9/01/28             
1,070    Connecticut Development Authority, Solid Waste Disposal Facilities Revenue Bonds, PSEG Power    11/12 at 100.00    Baa1    829,432 
     LLC Project, Series 2007A, 5.750%, 11/01/37 (Alternative Minimum Tax)             
    Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator             
    Lisbon Project, Series 1993A:             
310     5.500%, 1/01/14 (Alternative Minimum Tax)    7/09 at 100.00    BBB    290,836 
1,290     5.500%, 1/01/20 (Alternative Minimum Tax)    7/09 at 100.00    BBB    1,137,806 
4,820    Total Utilities            4,471,816 
    Water and Sewer – 12.1% (7.9% of Total Investments)             
500    Connecticut Development Authority, Water Facility Revenue Bonds, Aquarion Water Company    9/17 at 100.00    N/R    375,985 
     Project, Series 200.7, 5.100%, 9/01/37 – SYNCORA GTY Insured (Alternative Minimum Tax)             
1,185    Connecticut, State Revolving Fund General Revenue Bonds, Series 2003A, 5.000%, 10/01/16    10/13 at 100.00    AAA    1,296,094 
    Greater New Haven Water Pollution Control Authority, Connecticut, Regional Wastewater System             
    Revenue Bonds, Series 2005A:             
1,520     5.000%, 11/15/30 – MBIA Insured    11/15 at 100.00    AA–    1,459,580 
2,260     5.000%, 8/15/35 – MBIA Insured    11/15 at 100.00    AA    2,148,650 
    South Central Connecticut Regional Water Authority, Water System Revenue Bonds, Eighteenth             
    Series 2003A:             
1,000     5.000%, 8/01/20 – MBIA Insured    8/13 at 100.00    AA–    1,040,060 
1,075     5.000%, 8/01/33 – MBIA Insured    8/13 at 100.00    AA–    1,042,513 
1,100    Stamford, Connecticut, Water Pollution Control System and Facility Revenue Bonds, Series    11/13 at 100.00    AA+    1,095,380 
     2003A, 5.000%, 11/15/32             
8,640    Total Water and Sewer            8,458,262 
$      112,930    Total Investments (cost $112,423,462) – 153.9%            107,624,062 
    Floating Rate Obligations – (4.4)%            (3,075,000)
    Other Assets Less Liabilities – 5.3%            3,661,501 
    Preferred Shares, at Liquidation Value – (54.8)% (5)            (38,300,000)
    Net Assets Applicable to Common Shares – 100%          $  69,910,563 

Fair Value Measurements

During the current fiscal period, the Fund adopted the provisions of Statement of Financial Accounting Standards No. 157 (SFAS No. 157) “Fair Value Measurements.” SFAS No. 157 defines fair value, establishes a framework for measuring fair value in generally accepted accounting principles, and expands disclosure about fair value measurements. In determining the value of the Fund’s investments various inputs are used. These inputs are summarized in the three broad levels listed below:

Level 1 – Quoted prices in active markets for identical securities. 
Level 2 – Other significant observable inputs (including quoted prices for similar securities, interest rates, 
              prepayment speeds, credit risk, etc.). 
Level 3 – Significant unobservable inputs (including management’s assumptions in determining the fair 
              value of investments). 

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

The following is a summary of the Fund’s fair value measurements as of February 28, 2009:

    Level 1    Level 2    Level 3    Total 
Investments    $ —    $107,624,062    $ —    $107,624,062 

Income Tax Information

The following information is presented on an income tax basis. Differences between amounts for financial statement and federal income tax purposes are primarily due to timing differences in recognizing taxable market discount, timing differences in recognizing certain gains and losses on investment transactions and the treatment of investments in inverse floating rate transactions subject to Statement of Financial Accounting Standards No. 140 (SFAS No. 140), if any. To the extent that differences arise that are permanent in nature, such amounts are reclassified within the capital accounts on the Statement of Assets and Liabilities presented in the annual report, based on their federal tax basis treatment; temporary differences do not require reclassification. Temporary and permanent differences do not impact the net asset value of the Fund.

At February 28, 2009, the cost of investments was $109,337,678.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 28, 2009, were as follows:

Gross unrealized:     
  Appreciation    $ 1,807,282 
  Depreciation    (6,595,868)
Net unrealized appreciation (depreciation) of investments    $(4,788,586)

(1)    All percentages shown in the Portfolio of Investments are based on net assets applicable to Common shares 
    unless otherwise noted. 
(2)    Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There 
    may be other call provisions at varying prices at later dates. Certain mortgage-backed securities may be subject 
    to periodic principal paydowns. 
(3)    Ratings: Using the higher of Standard & Poor’s Group (“Standard & Poor’s”) or Moody’s Investor Service, Inc. 
    (“Moody’s”) rating. Ratings below BBB by Standard & Poor’s or Baa by Moody’s are considered to be below 
    investment grade. 
    The Portfolio of Investments may reflect the ratings on certain bonds insured by ACA, AGC, AMBAC, CIFG, 
    FGIC, FSA, MBIA, RAAI and SYNCORA as of February 28, 2009. Subsequent to February 28, 2009, and 
    during the period this Portfolio of Investments was prepared, there may have been reductions to the 
    ratings of certain bonds resulting from changes to the ratings of the underlying insurers both during the 
    period and after period end. Such reductions would likely reduce the effective rating of many of the bonds 
    insured by that insurer or insurers presented at period end. 
(4)    Backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency securities 
    which ensure the timely payment of principal and interest. Such investments are normally considered to be 
    equivalent to AAA rated securities. 
(5)    Preferred Shares, at Liquidation Value as a percentage of Total Investments is 35.6%. 
N/R    Not rated. 
(ETM)    Escrowed to maturity. 
(UB)    Underlying bond of an inverse floating rate trust reflected as a financing transaction pursuant to the 
    provisions of SFAS No. 140. 

Item 2. Controls and Procedures.

  1. The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
  2. There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: See EX-99 CERT attached hereto.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant)         Nuveen Connecticut Premium Income Municipal Fund         

By (Signature and Title)          /s/ Kevin J. McCarthy                    
                                                  Kevin J. McCarthy
                                                  Vice President and Secretary

Date         April 29, 2009        

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)         /s/ Gifford R. Zimmerman                    
                                                 Gifford R. Zimmerman
                                                 Chief Administrative Officer (principal executive officer) 

Date         April 29, 2009        

By (Signature and Title)         /s/ Stephen D. Foy                              
                                                 Stephen D. Foy
                                                 Vice President and Controller (principal financial officer) 

Date        April 29, 2009