New Stored Procedure not STORING?

-- ================================================
-- Template generated from Template Explorer using:
-- Create Procedure (New Menu).SQL
--
-- Use the Specify Values for Template Parameters 
-- command (Ctrl-Shift-M) to fill in the parameter 
-- values below.
--
-- This block of comments will not be included in
-- the definition of the procedure.
-- ================================================
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
-- =============================================
-- Author:		<Author,,Name>
-- Create date: <Create Date,,>
-- Description:	<Description,,>
-- =============================================
CREATE PROCEDURE <Procedure_Name, sysname, calculateOrderTax_mo> 
	
AS
BEGIN
	-- SET NOCOUNT ON added to prevent extra result sets from
	-- interfering with SELECT statements.
	SET NOCOUNT ON;

    -- Insert statements for procedure here

END
GO

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USE [DATA_02]
GO
/****** Object:  StoredProcedure [dbo].[calculateOrderTax_mo]    Script Date: 10/14/2011 05:50:27 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
/****** Object:  Stored Procedure dbo.calculateOrderTax    Script Date: 10/14/2009 7:44:48 PM ******/

CREATE PROCEDURE <Procedure_Name, sysname, calculateOrderTax_mo> 
as
declare @ordNo char(8)
declare @state char(2)
declare @rate numeric(9,6)
declare taxCur cursor for
select ord_no, State, max(r.C_ComSalesRate) C_ComSalesRate
from ShipAddressmo s 
inner join TaxTables.dbo.moZIP t on (s.ZipCode = t.Zip_ZipCode)
inner join TaxTables.dbo.moRate r on (t.Zip_SignatureCode = r.C_SignatureCode and s.City = r.C_CityName) 
where r.C_StateCode = 'mo'
group by ord_no, State,Zip_ZipCode

open taxCur
fetch taxCur into @ordNo, @state, @rate

while @@FETCH_STATUS = 0
begin
print  @ordNo + ' ' + @state + ' ' + cast(@rate as varchar(10))
update oeordhdr_sql set tax_cd = @state, Tax_pct = (@rate*100) where ord_no = @ordNo and (tax_cd = 'mo'  or tax_cd = 'OST') and status <> '9' and ship_to_addr_3 like '% mo %' 
fetch taxCur into @ordNo, @state, @rate
end

close taxCur
deallocate taxCur

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