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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.

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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 (

RSKFREx™ Index/Rate/Return Historical Data

RSKFREx™ History
RSKFREx™ Index
DoD Return
WoW Return
MoM Return
MTD Return
QTD Return
YTD Return
1-YR Return
3-YR Return

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.

Copyright © 2017-2024, Mark Fontanilla & Co., LLC (“MFCo”). All rights reserved. The information presented herein is protected by United States intellectual property and copyright laws and may not be reproduced, rewritten, distributed, published, broadcast, disseminated, transmitted, displayed, either directly or indirectly, in any medium or incorporated in other electronic or printed works without the prior consent of MFCo. RSKFREx™ is a trademark of MFCo. MFCo and any third-party licensors of its commercial indexes make no representation or warranty, express or implied, as to the capability of any index to accurately represent the security asset class or financial market sector that any respective MFCo index intends to represent. MFCo and any third-party licensors of its commercial indexes shall not be liable for any errors, omissions, or interruptions in the calculation or presentation of any MFCo index and its related data. Past performance of an index is neither an indication, nor a guarantee, of future results for either the index, the future results of the securities, or markets the index represents. The material herein does not constitute an offer for the sale of securities or services. Except for MFCo Custom Index Design Services, all information provided by MFCo is for general public dissemination and not specifically tailored for the purposes of any single individual, group, or legal entity. MFCo receives fees associated with the licensing of its indexes to third parties, development and administration of custom indexes, and the provision of index data products and services. An index itself cannot be invested in. Investment exposure to the securities or financial markets that an index represents may be made available via third-party financial instrument or investment vehicle that references the respective index. MFCo does not sell, endorse, promote, or directly manage any financial instrument or investment vehicle that seeks to offer an economic return based on the performance of any of MFCo’s indexes. MFCo is not an investment advisor and does not provide legal or tax advice. For more information on any of MFCo’s index products or other professional services, please visit

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