BondOASTM - Accuracy You Can Count On

1Selected Bond     Choose
FEDERAL FARM CREDIT BANKS 3.1's due 11/20/2031
Issued 11/20/2012
Currently callable at 100.000 (American)
Pmt Frequency
Semiannual
Amt Outstanding
5,000,000
Terms From: Mergent
2Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
1-yr
0.168
2-yr
0.180
3-yr
0.210
5-yr
0.323
7-yr
0.514
10-yr
0.679
30-yr
1.479
LIBOR Swap (%)
1-yr
0.286
2-yr
0.258
3-yr
0.263
5-yr
0.368
7-yr
0.499
10-yr
0.669
30-yr
0.992
Volatility %  
3Price or OAS?
Price
OAS
 
4 Do the Magic!
5Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           
empty-key-rate-durations-chart empty-scenario-analysis-chart

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