Combine lists row-wise (Python)

Let's say I have 3 different lists

col1 = ['2006-03-28','2006-04-05','2006-04-06']
col2 = ['IBM', 'MSFT', 'IBM']
col3 = [1000, 1000, 500]

What is the most efficient way to combine those lists in another list like this:

col = [('2006-03-28', 'IBM', 1000),
       ('2006-04-05', 'MSFT', 1000),
       ('2006-04-06', 'IBM', 500)]