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:         2/29/08         

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 29, 2008             
Principal        Optional Call         
Amount (000)    Description (1)    Provisions (2)    Ratings (3)    Value 

    Consumer Staples – 1.9% (1.3% of Total Investments)             
$         1,485    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Refunding Bonds,    5/12 at 100.00    BBB   $   1,395,989 
     Series 2002, 5.375%, 5/15/33             

    Education and Civic Organizations – 35.3% (23.0% of Total Investments)             
1,595    Connecticut Health and Education Facilities Authority, Revenue Bonds, Quinnipiac University,    7/17 at 100.00    AAA    1,534,932 
     Series 2007-I, 5.000%, 7/01/25 – MBIA Insured             
1,100    Connecticut Health and Education Facilities Authority, University of Hartford Revenue Bonds,    7/16 at 100.00    AA    1,016,235 
     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    AAA    904,141 
     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    AA    178,618 
     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    AA    285,581 
     School, Series 2007A, 5.000%, 7/01/27 – RAAI Insured             
725    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Fairfield University,    7/08 at 102.00    AAA    712,762 
     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    Aaa    755,490 
     Memorial Hall, Series 1999A, 5.625%, 7/01/29 – MBIA Insured             
640    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Loomis Chaffee School,    7/08 at 100.00    AAA    644,358 
     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    843,320 
     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    AAA    251,543 
     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    AAA    1,376,389 
     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    1,894,740 
     Hartford, Series 2002E, 5.250%, 7/01/32 – RAAI Insured             
3,600    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Wesleyan University,    3/08 at 100.00    AA    3,461,184 
     Series 2001D, 5.500%, 7/01/35 (4)             
1,500    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Yale University,    7/09 at 100.00    AAA    1,489,890 
     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    1,461,465 
     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    3,458,801 
     Series 2007Z-1, 5.000%, 7/01/42             
315    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/09 at 102.00    AAA    318,591 
     Program, Series 1999A, 6.000%, 11/15/18 – AMBAC Insured (Alternative Minimum Tax)             
690    Connecticut Higher Education Supplemental Loan Authority, Revenue Bonds, Family Education Loan    11/11 at 100.00    Aaa    694,796 
     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 – MBIA Insured    1/14 at 100.00    AAA    1,037,550 
1,220    University of Connecticut, General Obligation Bonds, Series 2005A, 5.000%, 2/15/17 – FSA Insured    2/15 at 100.00    AAA    1,294,078 
685    University of Connecticut, General Obligation Bonds, Series 2006A, 5.000%, 2/15/23 – FGIC Insured    2/16 at 100.00    AA    689,459 
1,000    University of Connecticut, Student Fee Revenue Refunding Bonds, Series 2002A, 5.250%, 11/15/19 –    11/12 at 101.00    AA–    1,031,490 
     FGIC Insured             

25,745    Total Education and Civic Organizations            25,335,413 

    Health Care – 16.9% (11.0% 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    AA    503,950 
700     5.500%, 7/01/32 – RAAI Insured    7/12 at 101.00    AA    677,166 
645    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut    7/10 at 101.00    AA    648,612 
     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    781,240 
500     5.000%, 7/01/23 – RAAI Insured    7/15 at 100.00    Aa3    475,775 
385    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Hospital For Special    7/17 at 100.00    AA    346,897 
     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    Aaa    2,495,838 
     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    Aaa    1,960,500 
     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    AAA    1,326,687 
     Hospital, Series 2006J-1, 5.000%, 7/01/31 – AMBAC Insured             
3,000    Connecticut Health and Educational Facilities Authority, Revenue Refunding Bonds, Middlesex    7/08 at 100.50    Aaa    2,922,570 
     Health Services, Series 1997H, 5.125%, 7/01/27 – MBIA Insured             

12,545    Total Health Care            12,139,235 

    Housing/Multifamily – 2.7% (1.7% of Total Investments)             
1,000    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 1999D-2,    12/09 at 100.00    AAA    1,011,720 
     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    889,830 
     Series 2006G-2, 4.800%, 11/15/27 (Alternative Minimum Tax)             

2,000    Total Housing/Multifamily            1,901,550 

    Housing/Single Family – 5.2% (3.4% 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    933,520 
500     5.450%, 11/15/43 (Alternative Minimum Tax)    11/10 at 100.00    AAA    464,500 
    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    185,213 
220     4.800%, 11/15/31 (Alternative Minimum Tax)    11/15 at 100.00    AAA    192,339 
2,100    Connecticut Housing Finance Authority, Housing Mortgage Finance Program Bonds, Series 2006D,    5/16 at 100.00    AAA    1,930,278 
     4.650%, 11/15/27             

4,025    Total Housing/Single Family            3,705,850 

    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    1,678,110 
     Southeastern Connecticut LP, Series 1998A-I, 5.500%, 11/15/15 (Alternative Minimum Tax)             

    Long-Term Care – 6.3% (4.1% of Total Investments)             
615    Connecticut Development Authority, First Mortgage Gross Revenue Refunding Healthcare Bonds,    4/08 at 101.00    BBB–    626,703 
     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    631,531 
     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    AA    1,002,750 
1,000     5.375%, 8/01/24 – RAAI Insured    2/10 at 102.00    AA    988,680 
1,300    Connecticut Health and Educational Facilities Authority, FHA-Insured Mortgage Revenue Bonds,    8/08 at 102.00    AAA    1,265,095 
     Hebrew Home and Hospital, Series 1999B, 5.200%, 8/01/38             

4,530    Total Long-Term Care            4,514,759 

    Tax Obligation/General – 27.7% (18.0% of Total Investments)             
750    Bridgeport, Connecticut, General Obligation Refunding Bonds, Series 2002A, 5.375%, 8/15/19 –    8/12 at 100.00    A3    773,123 
     FGIC Insured             
1,140    Capitol Region Education Council, Connecticut, Revenue Bonds, Series 1995, 6.700%, 10/15/10    4/08 at 100.00    BBB    1,142,383 
1,110    Connecticut State, General Obligation Bonds, Series 2004C, 5.000%, 4/01/23 – FGIC Insured    4/14 at 100.00    AA    1,115,739 
2,000    Connecticut State, General Obligation Bonds, Series 2006A, 4.750%, 12/15/24    12/16 at 100.00    AA    1,921,520 
1,300    Connecticut State, General Obligation Bonds, Series 2006C, 5.000%, 6/01/23 – FSA Insured    6/16 at 100.00    AAA    1,312,155 
3,015    Connecticut State, General Obligation Bonds, Series 2007B, 5.000%, 5/01/16    No Opt. Call    AA    3,236,934 
    Hartford, Connecticut, General Obligation Bonds, Series 2005A:             
775     5.000%, 8/01/20 – FSA Insured    8/15 at 100.00    AAA    791,833 
525     4.375%, 8/01/24 – FSA Insured    8/15 at 100.00    AAA    474,842 
500    New Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 11/01/17 – AMBAC Insured    11/16 at 100.00    AAA    523,350 
500    North Haven, Connecticut, General Obligation Bonds, Series 2006, 5.000%, 7/15/24    No Opt. Call    Aa2    502,195 
1,860    Puerto Rico, General Obligation and Public Improvement Bonds, Series 2001A, 5.500%, 7/01/20 –    No Opt. Call    AAA    1,912,768 
     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    366,065 
350     5.625%, 3/15/19 – FSA Insured    3/10 at 101.00    Aaa    367,063 
350     5.700%, 3/15/20 – FSA Insured    3/10 at 101.00    Aaa    367,658 
1,420    Regional School District 16, Connecticut, General Obligation Bonds, Series 2003, 5.000%,    3/13 at 101.00    Aaa    1,506,450 
     3/15/16 – AMBAC Insured             
    Suffield, Connecticut, General Obligation Bonds, Series 2005:             
465     5.000%, 6/15/17    No Opt. Call    AA    496,564 
460     5.000%, 6/15/19    No Opt. Call    AA    483,534 
1,000     5.000%, 6/15/21    No Opt. Call    AA    1,029,840 
1,500    West Hartford, Connecticut, General Obligation Bonds, Series 2005B, 5.000%, 10/01/18    10/15 at 100.00    AAA    1,570,290 

19,370    Total Tax Obligation/General            19,894,306 

    Tax Obligation/Limited – 22.0% (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    1,242,995 
1,000     5.000%, 7/01/36 – AGC Insured    7/16 at 100.00    AAA    947,770 
1,945    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Child Care Facilities    7/09 at 102.00    AAA    1,959,237 
     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    AAA    2,018,800 
1,000     5.000%, 12/01/21 – AMBAC Insured    12/12 at 100.00    AAA    1,006,230 
500    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Bonds, Series 2003B,    1/14 at 100.00    AA    495,830 
     5.000%, 1/01/23 – FGIC Insured             
1,750    Connecticut, Special Tax Obligation Transportation Infrastructure Purpose Revenue Bonds,    8/17 at 100.00    AAA    1,728,510 
     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    Baa3    206,995 
2,615     0.000%, 7/01/33 – FGIC Insured    No Opt. Call    Baa3    530,845 
2,000    Puerto Rico Municipal Finance Agency, Series 2002A, 5.250%, 8/01/21 – FSA Insured    8/12 at 100.00    AAA    2,028,240 
2,400    Puerto Rico Municipal Finance Agency, Series 2005C, 5.000%, 8/01/16 – FSA Insured    8/15 at 100.00    AAA    2,530,200 
1,000    Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Note, Series 2003, 5.250%,    10/14 at 100.00    AAA    1,052,270 
     10/01/19 – FSA Insured             

18,470    Total Tax Obligation/Limited            15,747,922 

    Transportation – 1.0% (0.6% of Total Investments)             
750    Connecticut, General Airport Revenue Bonds, Bradley International Airport, Series 2001A,    4/11 at 101.00    A    690,668 
     5.125%, 10/01/26 – FGIC Insured (Alternative Minimum Tax)             

    U.S. Guaranteed – 13.5% (8.8% of Total Investments) (5)             
50    Connecticut Health and Educational Facilities Authority, Revenue Bonds, Eastern Connecticut    7/10 at 101.00    AA (5)    53,846 
     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    A2 (5)    703,989 
     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 (5)    44,020 
1,500    Connecticut, General Obligation Bonds, Series 2002B, 5.500%, 6/15/21 (Pre-refunded 6/15/12)    6/12 at 100.00    AA (5)    1,628,985 
600    Guam Economic Development Authority, Tobacco Settlement Asset-Backed Bonds, Series 2001B,    5/11 at 100.00    Baa3 (5)    641,670 
     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 (5)    1,075,840 
     (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    427,000 
     (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    1,036,530 
     5.500%, 10/01/40 (ETM)             
655    Puerto Rico, The Children’s Trust Fund, Tobacco Settlement Asset-Backed Bonds, Series 2000,    7/10 at 100.00    AAA    682,451 
     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    AAA    1,186,878 
     (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+ (5)    1,098,020 
     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    1,077,740 
     4/01/12) – FSA Insured             

8,995    Total U.S. Guaranteed            9,656,969 

    Utilities – 6.7% (4.3% of Total Investments)             
1,150    Bristol Resource Recovery Facility Operating Committee, Connecticut, Solid Waste Revenue    No Opt. Call    AAA    1,216,930 
     Bonds, Covanta Bristol Inc., Series 2005, 5.000%, 7/01/12 – AMBAC Insured             
1,070    Connceticut Development Authority, Solid Waste Disposal Facilities Revenue Bonds, PSEG Power    11/12 at 100.00    Baa1    1,001,488 
     LLC Project, Series 2007A, 5.750%, 11/01/37 (Alternative Minimum Tax)             
1,000    Connecticut Development Authority, Pollution Control Revenue Refunding Bonds, Connecticut    10/08 at 102.00    Baa1    1,007,200 
     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:             
355     5.500%, 1/01/14 (Alternative Minimum Tax)    7/08 at 100.00    BBB    354,993 
1,290     5.500%, 1/01/20 (Alternative Minimum Tax)    7/08 at 100.00    BBB    1,202,125 

4,865    Total Utilities            4,782,736 

    Water and Sewer – 12.3% (8.0% of Total Investments)             
500    Connecticut Development Authority, Water Facility Revenue Bonds, Aquarion Water Company    9/17 at 100.00    A–    442,495 
     Project, Series 200.7, 5.100%, 9/01/37 – XLCA 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    1,262,404 
    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    AAA    1,437,054 
2,260     5.000%, 8/15/35 – MBIA Insured    11/15 at 100.00    AAA    2,137,463 
    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    1,005,850 
1,525     5.000%, 8/01/33 – MBIA Insured    8/13 at 100.00    AAA    1,503,345 
1,100    Stamford, Connecticut, Water Pollution Control System and Facility Revenue Bonds, Series    11/13 at 100.00    AA+    1,062,083 
     2003A, 5.000%, 11/15/32             

9,090    Total Water and Sewer            8,850,694 

$       113,620    Total Investments (cost $113,533,955) – 153.8%            110,294,201 


    Other Assets Less Liabilities – (0.4)%            (294,707) 

    Preferred Shares, at Liquidation Value – (53.4)% (6)            (38,300,000) 

    Net Assets Applicable to Common Shares – 100%           $   71,699,494 



Forward Swaps outstanding at February 29, 2008:                         
        Fund            Fixed Rate            Unrealized 
    Notional    Pay/Receive    Floating Rate    Fixed Rate    Payment    Effective    Termination    Appreciation 
Counterparty    Amount    Floating Rate    Index    (Annualized)    Frequency    Date (7)    Date    (Depreciation) 

Royal Bank of Canada    $2,900,000    Pay    SIFM    4.335%    Quarterly    8/06/08    8/06/37    $162,751 

SIFM – The daily arithmetic average of the weekly SIFM (Securities Industry and Financial Markets) Municipal Swap Index.             

(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 reflects the ratings on certain bonds insured by AMBAC, CIFG, FGIC, MBIA and 
    XLCA as of February 29, 2008. Subsequent to February 29, 2008, at least one rating agency reduced the 
    rating for AMBAC-insured bonds to AA and at least one rating agency further reduced the ratings for CIFG- 
    insured, FGIC-insured and XLCA-insured bonds. As of February 29, 2008, one or more rating agencies have 
    placed each of these insurers on “negative credit watch”, which may presage one or more rating reductions 
    for such insurer or insurers in the future. If one or more insurers’ ratings are reduced by these rating 
    agencies, it would likely reduce the effective rating of many of the bonds insured by that insurer or insurers. 
(4)    Investment valued at fair value using methods determined in good faith by, or at the discretion of, the Board 
    of Trustees. 
(5)    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. 
(6)    Preferred Shares, at Liquidation Value as a percentage of total investments is (34.7)%. 
(7)    Effective date represents the date on which both the Fund and counterparty commence interest payment 
    accruals on each forward swap contract. 
(ETM)    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. 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 29, 2008, the cost of investments was $113,507,585.

Gross unrealized appreciation and gross unrealized depreciation of investments at February 29, 2008, were as follows:


Gross unrealized:     
  Appreciation    $     996,192 
  Depreciation    (4,209,576) 

Net unrealized appreciation (depreciation) of investments    $(3,213,384) 



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, 2008        

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, 2008        

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

Date        April 29, 2008