BondOASTM - Accuracy You Can Count On

1Selected Bond     Choose
FEDERAL FARM CREDIT BANKS 2.97's due 09/18/2025
Issued 09/18/2015
Currently callable at 100.000 (American)
Pmt Frequency
Semiannual
Amt Outstanding
20,000,000
Terms From: Mergent
2Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
1-yr
2.460
2-yr
2.460
3-yr
2.325
5-yr
2.244
7-yr
2.239
10-yr
2.338
30-yr
2.441
LIBOR Swap (%)
1-yr
2.543
2-yr
2.543
3-yr
2.415
5-yr
2.319
7-yr
2.284
10-yr
2.330
30-yr
2.426
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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v1.24  Copyright © 2012 Andrew Kalotay Associates, Inc.