Where can I purchase US Treasury bonds?

Treasury bills (or T-bills) mature in one year or less. They are like zero coupon bonds in that they do not pay interest prior to maturity; instead they are sold at a discount of the par value to create a positive yield to maturity. Treasury bills are considered by many to be the most risk-free investment. Treasury Bills are commonly issued with maturity dates of 28 days (~1 month), 91 days (~3 months), and 182 days (~6 months). Treasury Bills are issued each Thursday after weekly auctions which are held on Monday at about noon. Purchase orders at TreasuryDirect must be entered before 11:30 on the Monday of the auction. Mature T-bills are also redeemed on each Thursday. Banks and financial institutions, especially primary dealers, are the largest purchasers of T-Bills. They are quoted for purchase and sale in the secondary market on an annualized percentage yield to maturity, or basis. With the advent of TreasuryDirect, individuals can now purchase T-Bills online and have funds withdrawn and deposited directly to their personal bank account and earn higher interest rates on their savings.