Wednesday, 8 February 2012

U.S Treasury Securities, Coupons, Maturity Dates & Yields


Issues Coupon Maturity Yield
3-Month 0 05/10/2012 0.08
6-Month 0 08/09/2012 0.1
12-Month 0 02/07/2013 0.14
2-Year 0.25 01/31/2014 0.25
3-Year 0.25 02/15/2015 0.35
5-Year 0.875 01/31/2017 0.82
7-Year 1.25 01/31/2019 1.4
10-Year 2 11/15/2021 1.99
30-Year 3.125 11/15/2041 3.16
















Which theory is the curve following? I think investors demand liquidity premium for holding securities which are for longer maturities.

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