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
1.020
3-yr
1.030
5-yr
1.050
7-yr
1.190
10-yr
1.400
20-yr
1.900
30-yr
2.010
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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