> For the complete documentation index, see [llms.txt](https://docs.onre.finance/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.onre.finance/for-capital-providers/collateral-composition/t-bills-or-u.s.-treasury.md).

# T-Bills | U.S. Treasury

Short-term U.S. Treasury bills are short-duration U.S. government securities with defined maturities and limited interest-rate sensitivity. ONyc utilizes 3-month Treasury bills to balance yield capture and liquidity under current market conditions.

The yield curve remains inverted, making short-dated maturities comparatively attractive while limiting duration risk. A 3-month tenor provides exposure to prevailing front-end yields while preserving flexibility to reprice capital as rates evolve.

Treasury bill exposure provides a stable base yield, supports liquidity management, does not introduce leverage, and is independent of digital asset price movements.

**Protocol**

[U.S. Treasury](https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics)

**Proof of Assets**

[Clarien Custodied Short-Term U.S. Treasury iPortfolio Statements](https://drive.google.com/drive/folders/1DWxane74PIp3UAst12I-Su55GJmbLyJH?usp=sharing)

[Bank of New York Mellon Trust Account Monthly Statements](https://drive.google.com/drive/folders/1J35EAotmC_UUzBwHM27ygoBx6GRtQdgU?usp=drive_link)


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