Not necessarily. Advantage is pretty much in par with IB in terms of commish if not cheaper. RJO is a little higher and with enough activity you can get close but in any case you get what you pay for IMO.
Well, as it turns out, AMP actually offers T-bills! Who knew? There's nothing about it on their site; you have to ask. This will become increasingly more important--especially for larger accounts--as interest rates continue to climb.