Treasury Securities

Treasury securities are marketable U.S. government obligations issued as bills, notes, bonds, TIPS, and floating-rate notes.

Treasury securities are debt obligations issued by the U.S. Department of the Treasury to finance federal operations and refinance maturing public debt. Treasury currently issues five types of marketable securities: bills, notes, bonds, Treasury Inflation-Protected Securities (TIPS), and floating-rate notes (FRNs).

“Marketable” means an owner can transfer the security or sell it before maturity. It does not mean the price is fixed or that an investor can always recover the purchase amount in an early sale.

Key Takeaways

  • Treasury securities differ in maturity, coupon structure, inflation linkage, and rate-reset mechanics.
  • Bills pay no periodic coupon; notes and bonds pay fixed semiannual interest; FRNs reset quarterly; TIPS adjust principal for inflation or deflation.
  • Treasury credit backing addresses scheduled federal payment obligations, not resale price, purchasing power, or suitability.
  • Auction yield, coupon rate, current yield, and realized return answer different questions.
  • U.S. savings bonds are Treasury obligations but are nonmarketable retail securities with separate rules.

Five Marketable Treasury Types

TypeCurrent Treasury termCash-flow structureMain exposure to evaluate
Treasury bill4, 6, 8, 13, 17, 26, or 52 weeksDiscount or par purchase; face value at maturityReinvestment and short-horizon rate risk
Treasury note2, 3, 5, 7, or 10 yearsFixed interest every six monthsIntermediate interest-rate and inflation risk
Treasury bond20 or 30 yearsFixed interest every six monthsLong duration and purchasing-power risk
TIPS5, 10, or 30 yearsFixed rate applied to CPI-adjusted principalReal-yield, liquidity, index, and tax risk
Floating-rate note2 yearsQuarterly interest based on a 13-week bill index plus a fixed spreadReset-rate, spread, and reinvestment risk

Terms and auction schedules can change. A historical table should not replace the current auction announcement or TreasuryDirect product page.

How Treasury Securities Reach Investors

Treasury first sells marketable securities through auctions. Noncompetitive bidders agree to accept the auction result. Competitive bidders specify a rate, yield, or discount margin and may receive all, part, or none of the requested amount.

After issuance, securities trade in the secondary market through banks, brokers, and dealers. The newest benchmark issues are generally called on-the-run, while older issues are off-the-run Treasuries. Their prices can differ because of maturity, coupon, duration, liquidity, financing demand, and available supply.

TreasuryDirect permits noncompetitive auction purchases but does not directly execute secondary-market sales. A security held there must generally be transferred to a bank, broker, or dealer before it can be sold, subject to applicable transfer rules.

Price, Coupon, and Yield

For notes and bonds, the coupon rate determines interest paid on face value. Market yield reflects price and all remaining scheduled cash flows. If required yield rises above the coupon rate, price generally falls below par; if required yield falls below the coupon, price generally rises above par.

Bills use discount and investment-rate conventions rather than a semiannual coupon. FRNs reset their interest rate, reducing but not eliminating price sensitivity. TIPS are quoted in real-yield terms and apply a fixed coupon rate to inflation-adjusted principal.

Before comparing returns, align:

  • maturity and settlement date;
  • day-count and compounding convention;
  • clean price, accrued interest, and total settlement cash;
  • nominal yield versus real yield;
  • individual security versus fund return;
  • pre-tax versus after-tax assumptions.

Worked Example: Match the Cash Flow, Not the Label

Assume a business has three known obligations: $100,000 in 13 weeks, $150,000 in 26 weeks, and $250,000 in one year. It could analyze bills maturing near each payment date rather than place the full $500,000 in a longer note and plan to sell portions early.

The bill approach can reduce dependence on unknown resale prices because each maturity is aligned with a liability. It does not eliminate risk: auction timing may not match the exact dates, rates can decline when cash is reinvested, and operational errors can disrupt settlement. The example illustrates cash-flow matching, not a recommendation to use a particular ladder or account.

How to Choose the Relevant Measure

QuestionUseful starting measureImportant caveat
What cash will be paid?Contractual coupon and principal scheduleDoes not show present market value
What is the quoted return if held under assumptions?Yield to maturity or investment rateReinvestment and sale assumptions may not hold
How sensitive is price to rates?Duration and convexityYield-curve shifts may not be parallel
What inflation is priced into markets?Nominal yield minus comparable TIPS real yieldIncludes inflation and liquidity risk premiums
How did an auction clear?High yield or rate, price, awards, and bid-to-coverOne statistic cannot grade the auction
What can be realized today?Executable bid and total settlement proceedsIndicative quotes may not be executable

Risks and Limitations

  • Interest-rate risk: Market value can fall when required yields rise, especially for long-duration bonds and STRIPS.
  • Inflation risk: Nominal payments may lose purchasing power; TIPS reduce but do not remove every inflation mismatch.
  • Reinvestment risk: Coupons and maturing principal may be reinvested at lower rates.
  • Liquidity and execution risk: Bid-ask spreads, trade size, custody, and transfer time affect an early sale.
  • Tax risk: Federal and state treatment, OID, inflation adjustments, account type, and holder status can change after-tax outcomes.
  • Operational risk: Funding, auction, maturity, reinvestment, and bank instructions must be accurate.
  • Fund structure risk: A Treasury ETF or mutual fund does not promise the maturity value of one individually held security.

Official Sources

FAQs

Can Treasury securities lose value?

Yes. Their market prices can decline before maturity, and an early sale can realize a loss. Inflation can also reduce the purchasing power of nominal payments even when Treasury makes every scheduled payment.

Are savings bonds marketable Treasury securities?

No. Savings bonds are U.S. Treasury obligations, but they are nonmarketable retail securities. Bills, notes, bonds, TIPS, and FRNs are the five current marketable types.

Is a Treasury fund the same as holding a Treasury security to maturity?

No. A fund continually holds a portfolio and its share price changes. An individual security has specified cash flows and a maturity date, subject to the investor holding it and Treasury making the scheduled payments.

This article is educational and does not recommend a Treasury security, maturity, bid type, account, or trading strategy.

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