What is the convention for secondary market (yield calculation) and coupon payments calculation (Treasury Bonds)?
The calculation convention for the secondary market is ACT/365 (end of period).
However, the coupon payment is calculated with a 30/360 (end of period) convention. Therefore, semiannual coupon payment is always the same: nominal amount *coupon rate/2. The bonds are bullet, thus capital is paid at maturity.