  In 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.
