MuniOASTM - Accuracy You Can Count On

Selected Bond     
BROKEN ARROW OKLA 2.45's due 11/01/2031
Issued 11/01/2012
Callable at 100.000 on 11/01/2022 (AMERICAN)
Pmt Frequency
Semiannual
Amt Outstanding
630,000
Terms From:
Benchmark Yield Curve & Interest Rate Volatility
5% Callable Scale
1-yr
0.330
3-yr
0.460
5-yr
0.680
7-yr
0.940
10-yr
1.260
20-yr
1.750
30-yr
1.880
Rates From:
Volatility %  
Price or OAS?
Price
OAS
Income Tax Rate
S/T Gains Rate
L/T Gains Rate
Do the Magic!
Results
Valuation
Price
        
Accrued Int.
        
Muni OAS (bps)
        
Conventional OAS (bps)*
        
Effective Risk Measures Duration Convexity DV 01   Yields YTC YTM
MuniOASTM Approach                              After-Tax                  
Conventional*                              Pre-Tax                  
*Conventional measures fail to reflect the negative effect of taxes on the prices of discount munis.

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