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:         8/31/09         

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)       
  August 31, 2009       
Principal    Optional Call     
Amount (000)  Description (1)  Provisions (2)  Ratings (3)  Value 
  Consumer Staples – 1.7% (1.2% of Total Investments)       
$        1,350  Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Refunding Bonds,  5/12 at 100.00  BBB  $      1,293,219 
  Series 2002, 5.375%, 5/15/33       
  Education and Civic Organizations – 37.5% (25.1% of Total Investments)       
1,595  Connecticut Health and Education Facilities Authority, Revenue Bonds, Quinnipiac University,  7/17 at 100.00  1,637,523 
  Series 2007-I, 5.000%, 7/01/25 – NPFG Insured       
1,050  Connecticut Health and Education Facilities Authority, University of Hartford Revenue Bonds,  7/16 at 100.00  BBB–  922,761 
  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  912,263 
  Series 2003B, 5.000%, 7/01/33 – NPFG Insured       
200  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Canterbury School,  7/16 at 100.00  BBB–  169,254 
  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  BBB–  277,767 
  School, Series 2007A, 5.000%, 7/01/27 – RAAI Insured       
725  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University,  1/10 at 101.00  725,537 
  Series 1998H, 5.000%, 7/01/23 – MBIA Insured       
750  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Horace Bushnell  1/10 at 101.00  Baa1  754,148 
  Memorial Hall, Series 1999A, 5.625%, 7/01/29 – NPFG Insured       
800  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,  No Opt. Call  A2  893,704 
  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  N/R  258,260 
  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  A+  1,486,568 
  Series 2004H, 5.000%, 7/01/21 – NPFG Insured       
2,000  Connecticut Health and Educational Facilities Authority, Revenue Bonds, University of  7/12 at 101.00  BBB–  1,721,440 
  Hartford, Series 2002E, 5.250%, 7/01/32 – RAAI Insured       
1,500  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,  11/09 at 100.00  AAA  1,501,620 
  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  1,529,220 
  Series 2003X-1, 5.000%, 7/01/42 (UB)       
3,550  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,  7/16 at 100.00  AAA  3,665,872 
  Series2007Z-1, 5.000%, 7/01/42 (UB)       
6,150  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,  7/17 at 100.00  AAA  6,397,230 
  Series 2007Z-3, 5.050%, 7/01/42 (UB)       
250  Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan  11/09 at 102.00  AAA  253,720 
  Program, Series 1999A, 6.000%, 11/15/18 – AMBAC Insured (Alternative Minimum Tax)       
615  Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan  11/11 at 100.00  Aa3  615,049 
  Program, Series 2001A, 5.250%, 11/15/18 – NPFG 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  1,080,500 
  NPFG Insured       
1,220  University of Connecticut, General Obligation Bonds, Series 2005A, 5.000%, 2/15/17 –  2/15 at 100.00  AAA  1,365,119 
  FSA Insured       
685  University of Connecticut, General Obligation Bonds, Series 2006A, 5.000%, 2/15/23 –  2/16 at 100.00  AA  738,807 
  FGIC Insured       
1,000  University of Connecticut, Student Fee Revenue Refunding Bonds, Series 2002A, 5.250%,  11/12 at 101.00  AA–  1,095,130 
  11/15/19 – FGIC Insured       
27,465  Total Education and Civic Organizations      28,001,492 
  Health Care – 15.4% (10.3% 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–  448,625 
700  5.500%, 7/01/32 – RAAI Insured  7/12 at 101.00  BBB–  584,577 
645  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut  7/10 at 101.00  BBB–  614,562 
  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  N/R  701,680 
500  5.000%, 7/01/23 – RAAI Insured  7/15 at 100.00  N/R  412,055 
385  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Hospital For Special  7/17 at 100.00  BBB–  311,704 
  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  2,639,411 
  Series 2006, 5.000%, 7/01/32 – FSA Insured       
2,000  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital,  1/10 at 101.00  Baa1  1,778,120 
  Series 1999G, 5.000%, 7/01/24 – NPFG Insured       
1,395  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale-New Haven  7/16 at 100.00  A1  1,394,902 
  Hospital, Series 2006J-1, 5.000%, 7/01/31 – AMBAC Insured       
3,000  Connecticut Health and Educational Facilities Authority, Revenue Refunding Bonds, Middlesex  1/10 at 100.00  A3  2,610,809 
  Health Services, Series 1997H, 5.125%, 7/01/27 – NPFG Insured       
12,545  Total Health Care      11,496,445 
  Housing/Multifamily – 2.6% (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  1,001,600 
  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  953,210 
  Series 2006G-2, 4.800%, 11/15/27 (Alternative Minimum Tax)       
2,000  Total Housing/Multifamily      1,954,810 
  Housing/Single Family – 7.6% (5.1% 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  985,170 
500  5.450%, 11/15/43 (Alternative Minimum Tax)  11/10 at 100.00  AAA  491,580 
1,675  Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2004-A5,  5/13 at 100.00  AAA  1,689,623 
  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  192,534 
220  4.800%, 11/15/31 (Alternative Minimum Tax)  11/15 at 100.00  AAA  204,316 
2,100  Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2006D,  5/16 at 100.00  AAA  2,101,533 
  4.650%, 11/15/27       
5,700  Total Housing/Single Family      5,664,756 
  Industrials – 2.2% (1.5% of Total Investments)       
1,750  Connecticut Resource Recovery Authority, Revenue Bonds, American Ref-Fuel Company of  12/11 at 102.00  Ba1  1,629,635 
  Southeastern Connecticut LP, Series 1998A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)       
  Long-Term Care – 4.1% (2.8% of Total Investments)       
470  Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,  10/09 at 100.00  BBB–  469,695 
  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–  610,055 
  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  1,003,020 
1,000  5.375%, 8/01/24 – RAAI Insured  2/10 at 102.00  BBB  985,340 
3,085  Total Long-Term Care      3,068,110 
  Tax Obligation/General – 23.0% (15.5% of Total Investments)       
750  Bridgeport, Connecticut, General Obligation Refunding Bonds, Series 2002A, 5.375%, 8/15/19 –  8/12 at 100.00  Baa1  759,263 
  FGIC Insured       
760  Capitol Region Education Council, Connecticut, Revenue Bonds, Series 1995, 6.700%, 10/15/10  10/09 at 100.00  BBB  761,984 
1,110  Connecticut State, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 – FGIC Insured  4/14 at 100.00  AA  1,177,155 
2,000  Connecticut State, General Obligation Bonds, Series 2006A, 4.750%, 12/15/24  12/16 at 100.00  AA  2,133,119 
1,300  Connecticut State, General Obligation Bonds, Series 2006C, 5.000%, 6/01/23 – FSA Insured  6/16 at 100.00  AAA  1,419,366 
  Hartford, Connecticut, General Obligation Bonds, Series 2005A:       
775  5.000%, 8/01/20 – FSA Insured  8/15 at 100.00  AAA  842,836 
525  4.375%, 8/01/24 – FSA Insured  8/15 at 100.00  AAA  530,796 
500  New Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 11/01/17 – AMBAC Insured  11/16 at 100.00  A–  555,520 
500  North Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 7/15/24  No Opt. Call  Aa2  575,055 
1,860  Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/20 –  No Opt. Call  1,879,511 
  NPFG 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  360,742 
350  5.625%, 3/15/19 – FSA Insured  3/10 at 101.00  Aa3  360,976 
350  5.700%, 3/15/20 – FSA Insured  3/10 at 101.00  Aa3  361,232 
1,420  Regional School District 16, Connecticut, General Obligation Bonds, Series 2003, 5.000%,  3/13 at 101.00  A3  1,560,935 
  3/15/16 – AMBAC Insured       
  Suffield, Connecticut, General Obligation Bonds, Series 2005:       
465  5.000%, 6/15/17  No Opt. Call  AA  543,246 
460  5.000%, 6/15/19  No Opt. Call  AA  539,010 
1,000  5.000%, 6/15/21  No Opt. Call  AA  1,168,920 
1,500  West Hartford, Connecticut, General Obligation Bonds, Series 2005B, 5.000%, 10/01/18  10/15 at 100.00  AAA  1,681,410 
15,975  Total Tax Obligation/General      17,211,076 
  Tax Obligation/Limited – 21.4% (14.4% 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  1,320,202 
1,000  5.000%, 7/01/36 – AGC Insured  7/16 at 100.00  AAA  1,008,570 
1,945  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Child Care Facilities  1/10 at 102.00  N/R  1,893,847 
  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  2,091,100 
1,000  5.000%, 12/01/21 – AMBAC Insured  12/12 at 100.00  AA  1,041,150 
500  Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2003B,  1/14 at 100.00  AA  523,395 
  5.000%, 1/01/23 – FGIC Insured       
1,750  Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Revenue Bonds,  8/17 at 100.00  AA  1,841,000 
  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+  177,379 
2,615  0.000%, 7/01/33 – FGIC Insured  No Opt. Call  BBB+  450,591 
2,000  Puerto Rico Municipal Finance Agency, Series 2002A, 5.250%, 8/01/21 – FSA Insured  8/12 at 100.00  AAA  2,030,060 
2,400  Puerto Rico Municipal Finance Agency, Series 2005C, 5.000%, 8/01/16 – FSA Insured  8/15 at 100.00  AAA  2,557,535 
1,000  Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 2003, 5.250%,  10/14 at 100.00  AAA  1,042,000 
  10/01/19 – FSA Insured       
18,470  Total Tax Obligation/Limited      15,976,829 
  Transportation – 1.0% (0.6% of Total Investments)       
750  Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A,  4/11 at 101.00  715,073 
  5.125%, 10/01/26 – FGIC Insured (Alternative Minimum Tax)       
  U.S. Guaranteed – 14.4% (9.6% of Total Investments) (4)       
1,300  Connecticut Health and Educational Facilities Authority, FHA-Insured Mortgage Revenue Bonds,  11/09 at 101.00  N/R (4)  1,324,401 
  Hebrew Home and Hospital, Series 1999B, 5.200%, 8/01/38 (Pre-refunded 11/20/09)       
50  Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut  7/10 at 101.00  BBB– (4)  52,836 
  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)  711,198 
  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)  44,941 
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)  1,681,200 
600  Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,  5/11 at 100.00  N/R (4)  644,484 
  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)  1,049,730 
  (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  416,772 
  (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  1,064,400 
  5.500%, 10/01/40       
300  Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,  7/10 at 100.00  AAA  313,041 
  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)  1,239,931 
  (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)  1,075,540 
  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  1,109,530 
  4/01/12) – FSA Insured       
9,940  Total U.S. Guaranteed      10,728,004 
  Utilities – 6.4% (4.3% of Total Investments)       
1,150  Bristol Resource Recovery Facility Operating Committee, Connecticut, Solid Waste Revenue  No Opt. Call  A+  1,255,018 
  Bonds, Covanta Bristol Inc., Series 2005, 5.000%, 7/01/12 – AMBAC Insured       
1,000  Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut  10/09 at 101.50  Baa1  1,007,660 
  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  990,114 
  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)  1/10 at 100.00  BBB  307,331 
1,290  5.500%, 1/01/20 (Alternative Minimum Tax)  1/10 at 100.00  BBB  1,247,972 
4,820  Total Utilities      4,808,095 
  Water and Sewer – 11.7% (7.8% of Total Investments)       
500  Connecticut Development Authority, Water Facility Revenue Bonds, Aquarion Water Company  9/17 at 100.00  N/R  413,040 
  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  1,306,463 
  Greater New Haven Water Pollution Control Authority, Connecticut, Regional Wastewater System       
  Revenue Bonds, Series 2005A:       
1,520  5.000%, 11/15/30 – NPFG Insured  11/15 at 100.00  1,536,857 
2,260  5.000%, 8/15/35 – NPFG Insured  11/15 at 100.00  2,246,936 
  South Central Connecticut Regional Water Authority, Water System Revenue Bonds, Eighteenth       
  Series 2003A:       
1,000  5.000%, 8/01/20 – NPFG Insured  8/13 at 100.00  A+  1,044,480 
1,075  5.000%, 8/01/33 – NPFG Insured  8/13 at 100.00  A+  1,083,697 
1,100  Stamford, Connecticut, Water Pollution Control System and Facility Revenue Bonds, Series  11/13 at 100.00  AA+  1,109,878 
  2003A, 5.000%, 11/15/32       
8,640  Total Water and Sewer      8,741,351 
$        112,490  Total Investments (cost $111,793,135) – 149.0%      111,288,895 
  Floating Rate Obligations – (10.7)%      (7,965,000)
  Other Assets Less Liabilities – 6.5%      4,802,010 
  Preferred Shares, at Liquidation Value – (44.8)% (5)      (33,450,000)
  Net Assets Applicable to Common Shares – 100%      $    74,675,905 



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 
August 31, 2009: 

  Level 1  Level 2  Level 3  Total 
Investments:         
Municipal Bonds  $ —  $111,288,895  $ —  $111,288,895 

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 August 31, 2009, the cost of investments was $103,892,546. 
Gross unrealized appreciation and gross unrealized depreciation of investments at August 31, 2009, 
were as follows: 

Gross unrealized:   
  Appreciation  $ 2,624,772 
  Depreciation  (3,192,119)
Net unrealized appreciation (depreciation) of investments  $   (567,347)

(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. 
(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 30.1%. 
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         October 30, 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         October 30, 2009        

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

Date        October 30, 2009