9.2 Risk Free Rates

This topic provides the instructions to capture the Risk Free Rates.

Selected Overnight Risk Free rates is maintained in this screen.

1. On the Home page, type CFDRFRRT in the text box, and click the next arrow.

   RFR Rate Input screen is displayed.

   Figure 9-2 RFR Rate Input

   
   
   Description of the illustration cfdrfrrt_cvs_main.jpg
   
2. On the RFR Rate Input screen, specify the details as required.
   For information on fields refer to below table:

   Table 9-1 RFR Rate Input - Field Description

   Field	Description
   Rate Code	Identifies the Risk Free Reference Rate Code.
   Rate Description	Defines the RFR rate code.
   Type	Choose the type of Maintenance: Rate Index
   Currency Code	Identifies the currency mapped to RFR code
   Rate Received Date	The date on which our system received the RFR rate
   Effective date	Applicable RFR effective date
   Interest rate	RFR on the respective effective date
   Rate Applicable days	Number of days the RFR is applicable for
   Percentile	Percentile of RFR defined as 1st, 25th,75th and 99th
   Volume in Billions	Identifies the RFR volume in count of billions