I am working on updating a database and one of the sections that requires updating is the 3 month T-bill rates for each month of the past ten years. I have the past nine years' data from before, and have been trying to figure out how to get the values that were produced. The website that provides these rates is: https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yieldYear&year=2019
However, the 3month rates provided on the treasury website are given daily, whereas I need them to be monthly.
For example (see below...and disregard the crediting rates): the April 2018 3month Tbill rate is .01771487
How can I find the January 2019 3month Tbill rate?