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Using the data from the options markets to discover underlying interest rates, risk premiums, statistics, and psychological peculiarities of various market participants.

Link to a nice summary descriptor of bill durations at issuance:

[ if a better summary, send a DM / IM ]

https://www.investopedia.com/ask/answers/033115/what-are-differences-between-treasury-bond-and-treasury-note-and-treasury-bill-tbill.asp

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