MuniOASTM - Accuracy You Can Count On

Selected Bond     
BROKEN ARROW OKLA 2.45's due 11/01/2036
Issued 11/01/2017
Callable at 100.000 on 11/01/2027 (AMERICAN)		 Pmt Frequency
Semiannual		 Amt Outstanding
630,000
Benchmark Yield Curve & Interest Rate Volatility
5% Callable Scale
1-yr
0.180
3-yr
0.300
5-yr
0.510
7-yr
0.770
10-yr
1.100
20-yr
1.610
30-yr
1.720
Rates From:
Volatility %
Optionless Rates %
0.180
0.304
0.526
0.807
1.163
2.770
2.850
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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