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)


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


Jessica R. Droeger—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:          2/28/06         

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, 2006

        Optional         
Principal        Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 
    Consumer Staples – 2.8% (1.9% of Total Investments)             
$             600    Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,    5/11 at 100.00    Baa3    $    611,502 
     5.500%, 5/15/41             
1,565    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Refunding Bonds,    5/12 at 100.00    BBB    1,603,859 
     Series 2002, 5.375%, 5/15/33             
2,165    Total Consumer Staples            2,215,361 
    Education and Civic Organizations – 32.2% (21.5% of Total Investments)             
925    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Brunswick School,    7/13 at 100.00    AAA    970,390 
     Series 2003B, 5.000%, 7/01/33 – MBIA Insured             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut College,    7/07 at 102.00    AAA    1,045,370 
     Series 1997C-1, 5.500%, 7/01/20 – MBIA Insured             
1,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State    No Opt. Call    AAA    1,089,260 
     University System, Series 2003F, 5.000%, 11/01/13 – FSA Insured             
2,115    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State    11/15 at 100.00    AAA    2,303,912 
     University System, Series 2005H, 5.000%, 11/01/17 – FSA Insured             
725    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University,    7/08 at 102.00    AAA    761,069 
     Series 1998H, 5.000%, 7/01/23 – MBIA Insured             
450    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Greenwich Academy,    3/11 at 101.00    AAA    469,062 
     Series 2001B, 5.000%, 3/01/32 – FSA Insured             
750    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Horace Bushnell    7/09 at 101.00    Aaa    802,073 
     Memorial Hall, Series 1999A, 5.625%, 7/01/29 – MBIA Insured             
640    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    7/06 at 101.00    AAA    650,502 
     Series 1996C, 5.500%, 7/01/16 – MBIA Insured             
800    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    No Opt. Call    Aaa    903,008 
     Series 2005F, 5.250%, 7/01/19 – AMBAC Insured             
500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College,    7/11 at 101.00    AAA    523,550 
     Series 2001G, 5.000%, 7/01/31 – AMBAC Insured             
1,375    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Trinity College,    7/14 at 100.00    AAA    1,473,148 
     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    AA    2,107,680 
     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    1,561,740 
     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    1,569,270 
     Series 2003X-1, 5.000%, 7/01/42             
    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan             
    Program, Series 1996A:             
675     5.800%, 11/15/14 – AMBAC Insured (Alternative Minimum Tax)    11/06 at 102.00    AAA    677,983 
425     5.875%, 11/15/17 – AMBAC Insured (Alternative Minimum Tax)    11/06 at 102.00    AAA    426,942 
335    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/09 at 102.00    AAA    336,136 
     Program, Series 1999A, 6.000%, 11/15/18 – AMBAC Insured (Alternative Minimum Tax)             
860    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/11 at 100.00    Aaa    901,607 
     Program, Series 2001A, 5.250%, 11/15/18 – MBIA Insured (Alternative Minimum Tax)             
1,100    University of Connecticut, General Obligation Bonds, Series 2003A, 5.125%, 2/15/21 – MBIA    2/13 at 100.00    AAA    1,183,204 
     Insured             
    University of Connecticut, General Obligation Bonds, Series 2004A:             
1,000     5.000%, 1/15/18 – MBIA Insured    1/14 at 100.00    AAA    1,076,430 
2,000     5.000%, 1/15/19 – MBIA Insured    1/14 at 100.00    AAA    2,147,240 
1,220    University of Connecticut, General Obligation Bonds, Series 2005A, 5.000%, 2/15/17 – FSA Insured    2/15 at 100.00    AAA    1,324,908 
1,000    University of Connecticut, Student Fee Revenue Refunding Bonds, Series 2002A, 5.250%, 11/15/19 –    11/12 at 101.00    AAA    1,094,170 
     FGIC Insured             
23,895    Total Education and Civic Organizations            25,398,654 
    Health Care – 9.9% (6.6% of Total Investments)             
500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Bristol Hospital,    7/12 at 101.00    AA    540,540 
     Series 2002B, 5.500%, 7/01/21 – RAAI Insured             
695    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut    7/10 at 101.00    AA    756,431 
     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    Aa3    843,928 
500     5.000%, 7/01/23 – RAAI Insured    7/15 at 100.00    Aa3    523,920 
2,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Stamford Hospital,    7/09 at 101.00    Aaa    2,086,860 
     Series 1999G, 5.000%, 7/01/24 – MBIA Insured             
3,000    Connecticut Health and Educational Facilities Authority, Revenue Refunding Bonds, Middlesex    7/07 at 101.00    Aaa    3,078,688 
     Health Services, Series 1997H, 5.125%, 7/01/27 – MBIA Insured             
7,495    Total Health Care            7,830,367 
    Housing/Multifamily – 3.8% (2.5% of Total Investments)             
1,000    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 1999D-2,    12/09 at 100.00    AAA    1,039,920 
     6.200%, 11/15/41 (Alternative Minimum Tax)             
1,855    Willimantic Housing Authority, Connecticut, GNMA Collateralized Multifamily Housing Mortgage    4/06 at 105.00    AAA    1,950,458 
     Revenue Bonds, Village Heights Apartments, Series 1995A, 8.000%, 10/20/30             
2,855    Total Housing/Multifamily            2,990,378 
    Housing/Single Family – 1.8% (1.2% of Total Investments)             
1,000    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2001C,    11/10 at 100.00    AAA    1,022,190 
     5.300%, 11/15/33 (Alternative Minimum Tax)             
    Connecticut Housing Finance Authority, Subordinate Lien Single Family Housing Mortgage Finance             
    Program Bonds, Series 2006A-1:             
205     4.700%, 11/15/26 (WI/DD, Settling 3/02/06) (Alternative Minimum Tax)    11/15 at 100.00    AAA    206,019 
220     4.800%, 11/15/31 (WI/DD, Settling 3/02/06) (Alternative Minimum Tax)    11/15 at 100.00    AAA    221,089 
1,425    Total Housing/Single Family            1,449,298 
    Industrials – 2.3% (1.5% of Total Investments)             
1,750    Connecticut Resource Recovery Authority, Revenue Bonds, American Ref-Fuel Company of    12/11 at 102.00    Baa2    1,811,460 
     Southeastern Connecticut LP, Series 1998A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)             
    Long-Term Care – 7.2% (4.8% of Total Investments)             
750    Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,    4/07 at 102.00    BBB–    772,140 
     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    AA    655,934 
     Connecticut Baptist Homes Inc., Series 1999, 5.500%, 9/01/15 – RAAI Insured             
800    Connecticut Development Authority, Health Facilities Revenue Refunding Bonds, Alzheimer’s    8/06 at 100.00    N/R    804,904 
     Resource Center of Connecticut Inc., Series 1994A, 7.000%, 8/15/09             
    Connecticut Development Authority, Revenue Refunding Bonds, Duncaster Inc., Series 1999A:             
1,000     5.250%, 8/01/19 – RAAI Insured    2/10 at 102.00    AA    1,051,420 
1,000     5.375%, 8/01/24 – RAAI Insured    2/10 at 102.00    AA    1,052,970 
1,300    Connecticut Health and Educational Facilities Authority, FHA-Insured Mortgage Revenue Bonds,    8/08 at 102.00    AAA    1,345,474 
     Hebrew Home and Hospital, Series 1999B, 5.200%, 8/01/38             
5,465    Total Long-Term Care            5,682,842 
    Tax Obligation/General – 30.9% (20.7% of Total Investments)             
1,000    Bridgeport, Connecticut, General Obligation Bonds, Series 2003A, 5.250%, 9/15/23 – FSA Insured    9/13 at 100.00    AAA    1,084,920 
500    Bridgeport, Connecticut, General Obligation Bonds, Series 2004C, 5.250%, 8/15/14 – MBIA Insured    No Opt. Call    AAA    550,905 
750    Bridgeport, Connecticut, General Obligation Refunding Bonds, Series 2002A, 5.375%, 8/15/19 –    8/12 at 100.00    Aaa    816,008 
     FGIC Insured             
1,900    Capitol Region Education Council, Connecticut, Revenue Bonds, Series 1995, 6.700%, 10/15/10    4/06 at 102.00    BBB    1,941,458 
1,110    Connecticut, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 – FGIC Insured    4/14 at 100.00    AAA    1,183,282 
820    Connecticut, General Obligation Bonds, Series 2004D, 5.000%, 12/01/13 – MBIA Insured    No Opt. Call    AAA    891,274 
2,000    Connecticut, General Obligation Bonds, Series 2006A, 4.750%, 12/15/24 (WI/DD, Settling 3/09/06)    12/16 at 100.00    AA    2,104,360 
1,385    Danbury, Connecticut, General Obligation Bonds, Series 2004, 5.000%, 8/01/14 – FGIC Insured    No Opt. Call    AAA    1,508,514 
    Hartford, Connecticut, General Obligation Bonds, Series 2005A:             
775     5.000%, 8/01/20 – FSA Insured    8/15 at 100.00    AAA    835,651 
525     4.375%, 8/01/24 – FSA Insured    8/15 at 100.00    AAA    529,631 
500    Hartford, Connecticut, General Obligation Bonds, Series 2005C, 5.000%, 9/01/17 – MBIA Insured    No Opt. Call    AAA    551,485 
400    Northern Mariana Islands, General Obligation Bonds, Series 2000A, 6.000%, 6/01/20 – ACA Insured    6/10 at 100.00    A    423,064 
1,500    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/20 –    No Opt. Call    AAA    1,746,345 
     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    Aaa    376,915 
350     5.625%, 3/15/19 – FSA Insured    3/10 at 101.00    Aaa    378,546 
350     5.700%, 3/15/20 – FSA Insured    3/10 at 101.00    Aaa    379,771 
1,420    Regional School District 16, Connecticut, General Obligation Bonds, Series 2003, 5.000%,    3/13 at 101.00    Aaa    1,538,187 
     3/15/16 – AMBAC Insured             
2,105    Stratford, Connecticut, General Obligation Bonds, Series 2002, 4.000%, 2/15/15 – FSA Insured    2/12 at 100.00    AAA    2,136,238 
    Suffield, Connecticut, General Obligation Bonds, Series 2005:             
465     5.000%, 6/15/17    No Opt. Call    AA    512,514 
460     5.000%, 6/15/19    No Opt. Call    AA    511,833 
1,000    Waterbury, Connecticut, General Obligation Bonds, Series 2004B, 5.000%, 4/01/13 – FSA Insured    No Opt. Call    AAA    1,080,410 
1,500    West Hartford, Connecticut, General Obligation Bonds, Series 2005B, 5.000%, 10/01/18    10/15 at 100.00    AAA    1,644,135 
1,630    Westport, Connecticut, General Obligation Bonds, Series 2003, 4.750%, 2/01/19    2/12 at 100.00    Aaa    1,705,697 
22,795    Total Tax Obligation/General            24,431,143 
    Tax Obligation/Limited – 17.2% (11.5% of Total Investments)             
2,000    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Child Care Facilities    7/09 at 102.00    AAA    2,156,580 
     Program, Series 1999C, 5.625%, 7/01/29 – AMBAC Insured             
625    Connecticut, Special Obligation Rate Reduction Bonds, Series 2004A, 5.000%, 6/30/11    No Opt. Call    AAA    669,163 
    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2002B:             
2,000     5.000%, 12/01/20 – AMBAC Insured    12/12 at 100.00    AAA    2,142,360 
1,000     5.000%, 12/01/21 – AMBAC Insured    12/12 at 100.00    AAA    1,067,310 
500    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2003B,    1/14 at 100.00    AAA    531,095 
     5.000%, 1/01/23 – FGIC Insured             
2,000    Puerto Rico Municipal Finance Agency, Series 2002A, 5.250%, 8/01/21 – FSA Insured    8/12 at 100.00    AAA    2,167,200 
2,400    Puerto Rico Municipal Finance Agency, Series 2005C, 5.000%, 8/01/16 – FSA Insured    8/15 at 100.00    AAA    2,620,920 
1,000    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 1999A, 6.500%,    10/10 at 101.00    BBB    1,111,190 
     10/01/24             
1,000    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 2003, 5.250%,    10/14 at 100.00    AAA    1,104,630 
     10/01/19 – FSA Insured             
12,525    Total Tax Obligation/Limited            13,570,448 
    Transportation – 1.0% (0.6% of Total Investments)             
750    Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A,    4/11 at 101.00    AAA    775,230 
     5.125%, 10/01/26 – FGIC Insured (Alternative Minimum Tax)             
    U.S. Guaranteed – 18.3% (12.2% of Total Investments) (4)             
1,525    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Connecticut State    11/12 at 100.00    AAA    1,650,797 
     University System, Series 2003E, 5.000%, 11/01/15 (Pre-refunded 11/01/12) – FGIC Insured             
1,305    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut    7/10 at 101.00    AA (4)    1,444,009 
     Health Network, Series 2000A, 6.000%, 7/01/25 (Pre-refunded 7/01/10) – RAAI Insured             
1,250    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University,    7/09 at 101.00    AAA    1,331,738 
     Series 1999I, 5.250%, 7/01/25 (Pre-refunded 7/01/09) – MBIA Insured             
650    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    7/11 at 101.00    A2 (4)    716,703 
     Series 2001D, 5.500%, 7/01/23 (Pre-refunded 7/01/11)             
1,000    Connecticut, Clean Water Fund Revenue Bonds, Series 2001, 5.500%, 10/01/20 (Pre-refunded    10/11 at 100.00    AAA    1,098,870 
     10/01/11)             
40    Connecticut, General Obligation Bonds, Series 1993E, 6.000%, 3/15/12 (ETM)    No Opt. Call    AA (4)    45,237 
1,500    Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/15/19 (Pre-refunded 4/15/12)    4/12 at 100.00    AA (4)    1,647,225 
2,000    Connecticut, General Obligation Bonds, Series 2002B, 5.500%, 6/15/21 (Pre-refunded 6/15/12)    6/12 at 100.00    AA (4)    2,214,320 
1,000    Hartford, Connecticut, Parking System Revenue Bonds, Series 2000A, 6.400%, 7/01/20    7/10 at 100.00    Baa2 (4)    1,109,220 
     (Pre-refunded 7/01/10)             
1,000    Puerto Rico Infrastructure Financing Authority, Special Obligation Bonds, Series 2000A,    10/10 at 101.00    AAA    1,084,010 
     5.500%, 10/01/40 (ETM)             
935    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    983,770 
     5.750%, 7/01/20 (Pre-refunded 7/01/10)             
1,000    Waterbury, Connecticut, General Obligation Bonds, Series 2002A, 5.375%, 4/01/17 (Pre-refunded    4/12 at 100.00    AAA    1,097,720 
     4/01/12) – FSA Insured             
13,205    Total U.S. Guaranteed            14,423,619 
    Utilities – 5.6% (3.8% of Total Investments)             
1,575    Bristol Resource Recovery Facility Operating Committee, Connecticut, Solid Waste Revenue    No Opt. Call    AAA    1,690,180 
     Bonds, Covanta Bristol Inc., Series 2005, 5.000%, 7/01/12 – AMBAC Insured             
1,000    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    10/08 at 102.00    Baa1    1,060,570 
     Light and Power Company, Series 1993A, 5.850%, 9/01/28             
    Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator             
    Lisbon Project, Series 1993A:             
395     5.500%, 1/01/14 (Alternative Minimum Tax)    7/06 at 100.00    BBB    397,725 
1,290     5.500%, 1/01/20 (Alternative Minimum Tax)    7/06 at 100.00    BBB    1,291,832 
4,260    Total Utilities            4,440,307 
    Water and Sewer – 16.8% (11.2% of Total Investments)             
2,550    Connecticut Development Authority, Water Facilities Revenue Bonds, Bridgeport Hydraulic    9/06 at 102.00    AAA    2,632,926 
     Company, Series 1996, 6.000%, 9/01/36 – AMBAC 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    1,278,627 
1,500    Connecticut, State Revolving Fund General Revenue Bonds, Series 2003B, 5.000%, 10/01/12    No Opt. Call    AAA    1,620,375 
    Greater New Haven Water Pollution Control Authority, Connecticut, Regional Wastewater System             
    Revenue Bonds, Series 2005A:             
900     5.000%, 11/15/16 – MBIA Insured    11/15 at 100.00    AAA    980,802 
570     5.000%, 11/15/30 – MBIA Insured    11/15 at 100.00    AAA    607,671 
2,260     5.000%, 8/15/35 – MBIA Insured    11/15 at 100.00    AAA    2,398,222 
    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    AAA    1,069,300 
1,525     5.000%, 8/01/33 – MBIA Insured    8/13 at 100.00    AAA    1,603,568 
1,000    Stamford, Connecticut, Water Pollution Control System and Facility Revenue Bonds, Series    11/13 at 100.00    AA+    1,051,180 
     2003A, 5.000%, 11/15/32             
12,490    Total Water and Sewer            13,242,671 
$      111,075    Total Investments (cost $114,072,812) – 149.8%            118,261,778 
    Other Assets Less Liabilities – (1.3)%            (996,371) 
    Preferred Shares, at Liquidation Value – (48.5)%            (38,300,000) 
    Net Assets Applicable to Common Shares – 100%            $    78,965,407 

(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 or Moody’s rating. Ratings below BBB by Standard & Poor’s 
    Group or Baa by Moody’s Investor Service, Inc. are considered to be below investment grade. 
(4)    Investment is 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. 
N/R    Investment is not rated. 
WI/DD    Investment purchased on a when-issued or delayed delivery basis. 
(ETM)    Investment is escrowed to maturity. 

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 the treatment of paydown gains and losses, timing differences in recognizing taxable market discount and timing differences in recognizing certain gains and losses on investment transactions.

At February 28, 2006, the cost of investments was $114,053,900.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 28, 2006, were as follows:

Gross unrealized:     
  Appreciation    $4,401,591 
  Depreciation    (193,713) 
Net unrealized appreciation (depreciation) of investments    $4,207,878 

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: 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/ Jessica R. Droeger                     
                                                    Jessica R. Droeger
                                                    Vice President and Secretary

Date         April 28, 2006        

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 28, 2006        

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

Date        April 28, 2006        

* Print the name and title of each signing officer under his or her signature.