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4-week US Treasury bill rates would give you a good proxy for USD cash interest. You can download them from here: http://www.federalreserve.gov/releases/h15/data.htm "The return on domestically held short-dated government bonds is normally perceived as a good proxy for the risk free rate." - wikipedia


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They represent the current BID and ASK at the time you query them. If you look up those fields in the terminal FLDS<GO> you will see they are marked as reference data, that means they are not continually updated. They are refreshed each time you query them. They come from the NBBO quote at the time you query them.


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PX_BID and PX_ASK are the static equivalents of BID and ASK, the latter two of which populate in "real time" (i.e. as they are dynamically updated). So the PX_BID and PX_ASK values are dependent upon when you pulled the data. Bloomberg's source depends on the asset in question and the exchange on which they are listed, but the data does come from the ...



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