RSKFREx™
Rolling Short-Term Key Funding Reference Index
The RSKFREx™ (Rolling Short-term Key Funding Reference Index) is a fixed income total return benchmarking suite that emulates recurring investment in a prevailing credit risk-free short-term 4-week U.S. Treasury Bill. The suite is comprised of the RSKFREx™ Index and the corresponding RSKFREx™ Rate. Both fluctuate directly with prevailing market rates, are settled daily, and rebalanced monthly to provide a realistic representation of the execution economics from “rolling” 4-week U.S. Treasury Bills, allowing for straightforward and practical real-world benchmarking of excess returns and/or funding costs.
The new RSKFREx™ Index and Rate suite, is now available on Refinitiv™ (a London Stock Exchange Group company) fixed income data products, including the Eikon terminal and the DataScope Select data delivery platform (https://www.refinitiv.com/en/products).
RSKFREx™ Index/Rate/Return Historical Data
Date | RSKFREx™ Index | RSKFREx™ Rate | DoD Return | WoW Return | MoM Return | MTD Return | QTD Return | YTD Return | 1-YR Return | 3-YR Return |
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For information on RSKFREx™ data usage and redistribution of the RSKFREx™ Index and Rate, please contact:
Mark Fontanilla
Mark Fontanilla & Co., LLC
255 W MLK Blvd
Suite 2402
Charlotte, NC 28202
C: (201) 213-7168
O: (704) 405-0575
Treasury Bill rate information obtained from U.S. Department of the Treasury resource center data.
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