Merrill Lynch 3-Month US Treasury Bill Index

CFA General
#1

I don’t have access to a Bloomberg…doesn’t anyone know where I can find monthly returns for the Merrill Lynch 3-Month US Treasury Bill Index? I’m looking for a good risk-free benchmark.

#2

try using LIBOR daily average. don’t know where besides bberg to access the index you speak of.

#3

you can get it on ML’s client access website. on the research tab there is an index option (or something like that). or, ask your sales coverage.