Windowing is often applied at the DMT (discrete multitone) receiver to suppress radio frequency interference (RFI). The spectral roll-off of the window determines how neighbouring tones are affected by RFI. However, the roll-off of the window is not of equal importance in all frequency range. In particular, the rolloff in high frequency will be inconsequential when the side lobes are so small that RFI is not the dominating noise. The window is designed here to minimise total interference. The frequency response of the proposed window achieves a good trade-off in spectral roll-off between high and low frequencies. As a result, fewer tones will be dominated by RFI than in the cases of commonly used Hanning and Blackman windows, in which the stopband in high frequency are often over designed. We have considered the case for informed receiver (RFI information available to the receiver) and uninformed receiver (RFI information unavailable to the receiver). In either case, the proposed window is channel-independent and can be obtained in a closed form.