2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208330In this manuscript we analyse the leading statistical properties of fluctuations of (log) 3-month US Treasury bill quotation in the secondary market, namely: probability density function, autocorrelation, absolute values autocorrelation, and absolute values persistency. We verify that this financial instrument, in spite of its high liquidity, shows very peculiar properties. Particularly, we verify that log-fluctuations belong to the Levy class of stochastic variables.To be published in EPJBStatistical FinanceData Analysis, Statistics and ProbabilityPhysics and Societytext