If this was an electronic I bond, you must log in to your TreasuryDirect account and download the Form 1099-INT. TreasuryDirect does not mail these Forms 1099-INT, they only provide them by download.
If this was a paper bond cashed at a bank, the bank is responsible for issuing the Form 1099-INT.
VolvoGirl is correct, the savings bond interest is reported only in box 3.
