Create a new filter in new JIRA UI

What to do if you want to create a new filter in new UI, but are unable to find from where you should create a filter. 

Answer: 

Do the following steps- 

1. You should go to Issues->Search Issues. 

You can also try 'Advanced Search' in new UX of Jira. 

2. Then you should enter your JQL Query 

3. Verify the results 

4. use the "Save as" button.

This will be your new Query which you can use later to create a board or search later!

What next:

Just chill the work is done. You can of course thank me in comments :)