Well, here we are from the Wall Street Journal Bond page online:
 

	Price Chg	Yield (%)
1-Month Bill	4/32	0.157
3-Month Bill	-1/32	0.010
6-Month Bill	-0/32	0.251
2-Year Note	-1/32	0.878
5-Year Note	-4/32	1.642
10-YR Note	-8/32	2.676
30-Year Bond	-26/32	3.080
* at close
See Full Daily Closing Prices

Note that the Bond page refreshes regularly, so you won't see the page that I saw exactly at 3:05 am on Dec. 10, 2008.  So here is the 1 month U.S. Treasury Bill graph for the past year (on the same page online):

                                 
So here's the quote from Bloomberg.com:

 

 

 

 

 

 

 

 

If you invested $1 million in three-month bills at today’s negative discount rate of 0.01 percent, for a price of 100.002556, at maturity you would receive the par value for a loss of $25.56.

So WHY?  Well, here's one answer about why some of the buying may be extraordinary, but perhaps normal for the end of the year:

 

 

 

 

 

 

 

 

“It’s the year-end factor,” said Chris Ahrens, an interest-rate strategist in Greenwich, Connecticut, at UBS Securities LLC, one of the 17 primary dealers that trade directly with the Federal Reserve. “Everyone wants to be in bills going into year-end. Buy now while the opportunity is still there.”

However, if you ask me, it is STILL totally WEIRD to have the next statement written in print - TRUE AS IT IS, but the U.S. Government gets to borrow for FREE (or even gets PAID to borrow!!!):

 

 

 

 

 

 

 

 

The Treasury sold $27 billion of three-month bills yesterday at a discount rate of 0.005 percent, the lowest since it starting auctioning the securities in 1929. The U.S. also sold $30 billion of four-week bills today at zero percent for the first time since it began selling the debt in 2001.

WOW!!!