I am using interest rate data for all these treasury securities. Because bills, notes and bonds all are used for a certain maturity interval (https://en.wikipedia.org/wiki/United_States_Treasury_security#Directly_issued_by_the_United_States_government). I would like to know if one of the three words can be used as an umbrella term for them. Should I just use "treasuries" or should I go for the slightly longer "treasury securities"? Additionally, I would like to know if it should be capitalized in the middle of a sentence.
Yes, you can refer to them as US Treasury securities.
c. plural. Treasury bills.
Daily Tel. 8 Oct. This week's ‘hot’ Treasuries offered at ¾ p.c. found buyers.