Drill rod is too hard...I have some 10 series 3MM rod, it will work great for your lanyard loop... send me your address, (send to:
gctomeks@msn.com ) and I'll send you a small length.. all I have left is some short pieces .1177" to .1180" dia. ... Some is cold rolled, some is drawn wire, so it, the wire, will have a slight surface hardening, not an issue for your radius... it's as close as your ever going to get! Believe me, I've chased this dog to death!...

...best to you, til...lat'r...GT ...