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State tax filing
It would be simplest to ask your broker for details on the bond. They may refer you to your CPA, in which case here are a few possibilities.
How did you purchase your bond? If you bought it at original issue (at Treasury auction) and then hold it, the Treasury will report any accrued interest on a 1099-INT. This is a very common way to get ownership of a Treasury bond.
If you bought it on the secondary market, the bond will change accounts within TreasuryDirect (to your account), and the Treasury will issue a 1099-B that indicates the cost/basis and any accrued market discount. See https://www.treasurydirect.gov/forms/sec0011.pdf.
If you inherited the bond, it would move from the owner's account to your account, also triggering issuance of a 1099-B.
In publication OR-17 for TY 2024 (https://www.oregon.gov/dor/forms/FormsPubs/publication-or-17_101-431_2024.pdf), see "Subtraction code 315" on page 76; the next page lists qualifying bonds and notes. Note that "Interest and dividends on U.S. bonds and notes" qualifies, but "Treasury bills and notes—gain on sale" does not. And https://treasurydirect.gov/marketable-securities/tax-forms-and-withholding indicates "You get one 1099 for all your Treasury securities", and you didn't mention a 1099-INT, so I would infer you had no interest from government debt. That url also reads "1099 – B (Shows the proceeds you got for maturing securities not purchased at original issue)", so I would infer you had a gain on the sale which is not deductible under code 315.
PS. For another question related to 1099-Bs on Treasury bonds, see
https://ttlc.intuit.com/community/taxes/discussion/how-to-file-1099-b-us-treasuries/00/3248767