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Global Financial Data : has total return indices for bills, bonds and stocks, as well as individual index returns.
Ibbotson SBBI ... Classic Yearbook : Market Results for Stocks, Bonds, Bills, and Inflation
Available in print
Ref. HG4501 .S7949 in the Stamps Reading Room
=BDH("IBM US EQUITY","day_to_day_tot_return_gross_dvds","23/03/2010","23/03/2015"