Index Publications
Reports                                   
List of DB EU Benchmarks_15Oct19
FX Indices - Oct-19
DBLCI OY Roll Report - Oct 19.pdf
SOMA T October 2019
SOMA TIPS October 2019
DBCFH Rebalance Report 201909
DBLQBLTR Selection August 2019 Updated
DBEMPRO Selection Aug 2019
STHY Selection Aug 2019
FX Indices - Aug-19
DBIQ EU BMR Compliance Statement
Rates Volatility Benchmark Statement
Rates Strategy Benchmark Statement
Rates Money Market Benchmark Statement
Rates MMI Benchmark Statement
Rates Futures Benchmark Statement
Rates DV01 Benchmark Statement
Rates Duration Bias Benchmark Statement
Rates Bond Benchmark Statement
Mutual Fund Benchmark Statement
FX Volatility Benchmark Statement
FX Strategy Benchmark Statement
FX Pair Benchmark Statement
Equity Volatility Benchmark Statement
Equity Future Benchmark Statement
Equity Dividend Future Benchmark Statement
Equity Cash Benchmark Statement
DB Select Benchmark Statement
Cross Asset Strategy Benchmark Statement
Credit CDS Index Benchmark Statement
Commodity Volatility Benchmark Statement
Commodity Futures Benchmark Statement
STHY Selection May 2019
DBLQBLTR Selection May 2019
DBEMPRO Country Bond Selection Feb 2019
STHY Annual Selection 2019
DBLQBLTR Annual Selection 2019
Announcement DBIQ EM Country Selection
Multi-Asset Indices - Selection and Rebalance Dates
FFV Annual Review Report 2018
CROCI Sectors IV Index_Index Description
EMLE 2018 Rebalance Notification
DBIQ Emerging Market USD Liquid Balanced Index Final 20180209
DB Risk Factor Indices - Selection and Rebalance dates
EMLIN Selection Changes Nov 2017
EMLIN May 2017 Rebalance Notification
STEM_Selection_Nov2016
Index Process Documents     
Contacts
DB Index Team
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Welcome To DBIQ

Deutsche Bank Index Quant (DBIQ) (a function within DB Research, in turn, within Corporate & Investment Bank (CIB)), which is responsible for launching, daily calculation, rebalancing and retiring of proprietary Deutsche Bank benchmarks. As at Q1 2018, DBIQ maintains over 2500 benchmarks and over 1000 strategies. These tradable proprietary benchmarks are referenced in benchmark-linked products such as total return swaps, certificates and index linked funds

Information on DBIQs Governance, Policies and Procedures is made available in the DBIQ User Guidance and Administrator Handbook Overview here. This has been established to ensure that it maintains a high quality index management framework with transparency and accuracy in the benchmark creation and calculation process. This document also details DBIQ's Benchmark Challenges policy; this is a mechanism for benchmark users to raise concerns about a benchmark.

Information on DBIQ's compliance with the IOSCO Principles for Financial Benchmarks is available here.

Investors in benchmark-linked products should note that conflicts may arise by virtue of the fact that other Deutsche Bank entities may be involved in hedging activities in respect of these products and that such activities may affect the prices of the products or the levels of the benchmarks. For more information click here.

The DBIQ website provides comprehensive coverage of indices calculated by Deutsche Bank that are designed to be replicable by investors. Investible indices are navigated via Asset Class, Region and Risk Class.

Click here for more details on the site (presentation).

Notices

18-Oct-2019 - DBIQ, as the index administrator of Credit CDS Family Indices (BBG Tickers - DBCDHY5A, DBCDIG5S, DBCDME5S, DBCDSF5S, DBCDX5LA, DBCDX5SA, DBCDXO5A, DBCDXO5L), hereby announces a period of consultation on a proposal to modify the index rules regarding the cost calculation on an Extraordinary Rebalancing Dates. It is proposed to calculate the cost based on the net change in CDS holding rather than absolute change in holding, the new cost calculation would be the same as used when a coupon payment occurs. The consultation period will end on the 18-Nov-2019. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

17-October-2019 - Important notice: Following the review of CROCI Islamic Suite of Indices which consist of CROCI Islamic US Index Total Return (DBCRISUT) , CROCI Islamic US Index Price Return (DBUSCIUP) , CROCI Islamic Japan Index Total Return (DBAPCIJT) , CROCI Islamic Japan Index Price Return (DBAPCIJP) , CROCI Islamic Europe Index Total Return (DBEECIET) , CROCI Islamic Europe Index Price Return (DBEECIEP) , CROCI Islamic Global Index Total Return (DBCRISGT) , CROCI Islamic Global Index Price Return (DBGLCIGP), DBIQ has decided to discontinue index from 26th November 2019. For more information or to discuss alternative indices, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

24-September-2019 - Important notice: Following the review of indices Sovereign Elite, Sovereign Elite REXP 25bp, Sovereign Plus Index, Dynamic Cash, Eurozone 3 no Zero 1-2yr, Eurozone 3 no Zero 1-2yr With 20bp Cost, DBIQ has decided to discontinue index from 31st October 2019. For more information or to discuss alternative indices, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

02-Sep-2019 - Important notice: Following the review of the following indices RF Low Beta LONG - Master, RF Quality LONG - Master, RF Momentum LONG - Master, RF Value LONG - Master, DBIQ has decided to discontinue index from 30th September. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

28-Aug-19 - The August 2019 selection for DBIQ EM USD Liquid Balanced - DBLQBLTR Index, notified on 26 August 2019, has been revised. XS1891571348 will not enter the index and XS1706605281 will be retained. The revision is due to new information on the pricing of these securities that results in a different relative Z-Spread rank. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this.

20-Aug-2019 - DBIQ as the index administrator of the DBRCSCUN Index, hereby announces the amendment of futures schedule in respect of the Live Cattle tranches for the months of April and May, effective from the year 2020. The Live Cattle tranches that rebalance during the first 9 Business Days of the month will be updated such that the short leg enters into contract code 'V' in place of contract code 'M' during the roll period in May. The Live Cattle tranches that rebalance during the first 9 Business Days of the month will be updated such that the long leg enters into contract code 'Z' in place of contract code 'Q' during the roll period in May. The Live Cattle tranches that rebalance during the last 9 Business Days of the month will be updated such that the long leg enters into contract code 'Z' in place of contract code 'Q' during the roll period in April. The Live Cattle tranches that rebalance during the last 9 Business Days of the month will be updated such that the short leg enters into contract code 'V' in place of contract code 'M' during the roll period in April.

13-Aug-2019: DBIQ as the index administrator of the Vol-Controlled Index published to the ticker DBXEMF07 [the "index"] announces that following a period of consultation triggered by a disruption in the index, the index is being retired. The last publication date of the index is 5June2019. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this

12-Jul-2019 - DBIQ as the index administrator of MBS TBA Index Family (BBG Tickers - DBMBSIDX, DBTBFHCI, DBTBFHLM, DBTBFNCI, DBTBFNCL and DBTBGNSF), herein gives a notice that the indices have been restated on Bloomberg from 07-Jun-2019 to 11-July-2019. Users should contact index.data@db.com for any further information on this restatement.

04-Jul-2019 - DBIQ, as the index administrator of MBS TBA Index Family (Headline BBG Tickers - DBMBSIDX), hereby announces a change to the index rules that will be effective from January 2020. From January 2020 rebalancing the index will include UMBS as a distinct component. Ginnie Mae II issuance will also be eligible from this date. A new annual cohort selection will occur each January to select Cohorts with a RPB of at least $5bn and a weight greater than or equal to 0.1%. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this.

02-July-2019 - DBIQ, as the index administrator of Deutsche Bank Strategy 57 USD ER Index (BBG Ticker - DBRCNDUN), hereby announces a period of consultation on a proposal to modify the index rules for the Live Cattle tranches of this index. DBIQ is considering amending the futures schedule of the Live Cattle spreads. The Live Cattle tranches that rebalance during the first 9 Business Days of the month shall be updated such that the short leg enters into contract code 'V' in place of contract code 'M' during the roll period in May starting from the calendar year 2020. The Live Cattle tranches that rebalance during the last 9 Business Days of the month shall be updated such that the short leg enters into contract code 'V' in place of contract code 'M' during the roll period in April starting from the calendar year 2020. The Live Cattle tranches that rebalance during the first 9 Business Days of the month shall be updated such that the long leg enters into contract code 'Z' in place of contract code 'Q' during the roll period in May starting from the calendar year 2020. The Live Cattle tranches that rebalance during the last 9 Business Days of the month shall be updated such that the long leg enters into contract code 'Z' in place of contract code 'Q' during the roll period in April starting from the calendar year 2020. The modification would result in rolling the respective contract before the scheduled first notice delivery date. The consultation period will end on the 02 August 2019. Please note that this is an update to the notice published by DBIQ on 01 July 2019 for the same consultation and DBIQ has extended the notice period in cognisance of this update.

01-July-2019 - DBIQ, as the index administrator of Deutsche Bank Strategy 57 USD ER Index (BBG Tickers - DBRCNDUN), hereby announces a period of consultation on a proposal to modify the index rules for the Live Cattle tranches of this index. DBIQ is considering amending the futures schedule of the short leg of the Live Cattle. The Live Cattle tranches that rebalance during the first 9 Business Days of the month shall be updated such that they enter into contract code 'V' in place of contract code 'M' during the roll period in May starting from the calendar year 2020. The Live Cattle tranches that rebalance during the last 9 Business Days of the month shall be updated such that they enter into contract code 'V' in place of contract code 'M' during the roll period in April starting from the calendar year 2020. The modification would result in the rolling the respective contract before the scheduled first notice delivery date. The consultation period will end on the 01 August 2019.

20-June-2019 - DBIQ as the index administrator of the Vol-Controlled Index published to the ticker DBXEMF07 [the "index"] , announces an extension in the period of consultation for adjustments to the index to handle the consequences of a disruption in the index. DBIQ had, in a notice dated 14-June-2019, announced the details of the disruption and consultation. The consultation period will end on the 18July2019. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this

DBIQ as administrator of the DB CNHUSD 3M Forward Index (the "Index" published to the Bloomberg ticker DBFXUCNH ), herein gives a notice that the Index has been restated from 24-Sep-18 to 7-Jun-19. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the Price Momentum Top, Idiosyncratic Top, DB Equity Sector Neutral Value Factor Index - EUR - Excess Return, Idiosyncratic ER Index, Price Momentum ER Index (the "Indices" published to the Reuters RIC .DBCUPMTP, .DBCUIDTP and Bloomberg tickers DBGLSNVE, DBCUSSVE, DBCUSSPE ), herein gives a notice that the Indices have been restated for 10-Jun-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement."

DBIQ as administrator of the DB Equity Sector-Neutral Value Factor - USD - Excess Return Index (the "Indices" published to the Bloomberg tickers DBGLSNVU), herein gives a notice that the Index have been restated for 10-June-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

14-June-2019 - DBIQ as the index administrator of the Vol-Controlled Index published to the ticker DBXEMF07 [the "index"] announces that the index is subject to an Index Disruption Event. The fund underlying the index has been liquidated, with no NAV available for the publication of the index on the 12June19, which is the publication date after the last publication date of the index, the 5June2019. DBIQ hereby announces a period of consultation inviting proposals for adjustments to the index to handle the consequences of the disruption. Since the index is constituted of just the liquidated Fund, DBIQ proposes to retire the index, in the absence of any other adjustment determined in the consultation period. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on the 18June2019.

14-Jun-2