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One of the best ways to invest in bonds (outside of the actual 30-year Treasury bond futures market) is to buy shares in good zero-coupon bond funds with a target maturity date commensurate with your objectives. Here is a link to the best fund family we've found: American Century Benham Target Mutual Funds.

Target 2030 Fund holds zero coupon bonds which mature in about 27 years, for maximum capital gains potential.

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