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