MuniOASTM - Accuracy You Can Count On

Selected Bond     
MICHIGAN ST 2.65's due 05/15/2024
Issued 04/18/2013
Callable at 100.000 on 05/15/2023 (AMERICAN)
Pmt Frequency
Semiannual
Amt Outstanding
17,225,000
Terms From:
Benchmark Yield Curve & Interest Rate Volatility
5% Callable Scale
1-yr
1.390
3-yr
1.430
5-yr
1.510
7-yr
1.650
10-yr
1.880
20-yr
2.390
30-yr
2.520
Rates From:
Volatility %  
Price or OAS?
Price
OAS
Income Tax Rate
S/T Gains Rate
L/T Gains Rate
Horizon
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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