cols = ['blackrock_total_13g_30w', 'merging_id', 'name_of_issuer']
tups = list(itertools.product(['111', '222'], month_range))
tups_ind = pd.MultiIndex.from_tuples(tups, names = ['cusip', 'end_day_of_month'])
df = pd.DataFrame(index=tups_ind, columns=cols)