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My question is, How do I open a Roth IRA for Treasury Direct? Has anyone else done this?

IRAs are trusteed accounts, meaning that they are actually owned by a bank or broker on your behalf. You need to find a bank or broker who is willing to open an account with Treasury Direct and have them do so, of course putting your name as beneficiary of that account. I suspect most of these places will instead direct you to their own bond services, to sell you marked-up bonds on the aftermarket, though.
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