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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