State tax filing

There is no Virginia tax on US Treasury bonds.

Va. Code §58.1-322 C provides a subtraction, to the extent included in federal adjusted gross income, for:

1. Interest or dividends on obligations of the United States and on obligations or securities of any authority, commission or instrumentality of the United States to the extent exempt from state income taxes under the laws of the United States including, but not limited to, stocks, bonds, treasury bills, and treasury notes, but not including interest on refunds of federal taxes, interest on equipment purchase contracts, or interest on other normal business transactions.

2. Interest on obligations of this Commonwealth or of any political subdivision or instrumentality of this Commonwealth.

In the Virginia state tax section, look for the page that says "Here's the income that Virginia handles differently".  You will enter under Investments= Exempt US Bond Income