Index Publications
Reports                                   
List of DB EU Benchmarks_20200922
CROCI US II TR 17th September
CROCI Japan Sub Index 17th September
DBCFH Rebalance Report 202009
FX Indices - Sep-2020
DBLCI OY Roll Report - Sep 20
DBEMPRO_Bond Selection_Aug_2020
SOMA T September 2020
SOMA TIPS September 2020
STHY Selection August 2020
DBLQBLTR Selection Aug 2020
FX Indices - Aug 2020
Risk Signal Benchmark Statement_150520
Rates Volatility Benchmark Statement_150520
Rates Strategy Benchmark Statement_150520
Rates Money Market Benchmark Statement_150520
Rates MMI Benchmark Statement_150520
Rates Futures Benchmark Statement_150520
Rates Duration Bias Benchmark Statement_150520
Rates Bond Benchmark Statement_150520
Mutual Fund Benchmark Statement_150520
FX Volatility Benchmark Statement_150520
FX Strategy Benchmark Statement_150520
FX Pair Benchmark Statement_150520
Equity Volatility Benchmark Statement_150520
Equity Future Benchmark Statement_150520
Equity Dividend Future Benchmark Statement_150520
Equity Cash Benchmark Statement_150520
DB Select Benchmark Statement_150520
Cross Asset Strategy Benchmark Statement_15052020
Credit CDS Index Benchmark Statement_150520
Commodity Volatility Benchmark Statement_150520
Commodity Futures Benchmark Statement_150520
DBLQBLTR Annual Selection 2020 Final
STHY Annual Selection 2020 final
DBEMPRO Country Bond Selection Feb 2020
Announcement DBIQ EM Country Selection 2020
Multi-Asset Indices - Selection and Rebalance Dates
FFV Annual Review Report 2019
DBEMPRO Selection Nov 2019
STHY Selection Nov 2019
DBLQBLTR Selection November 2019 Updated
DBIQ EU BMR Compliance Statement
Rates DV01 Benchmark Statement
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.

DBIQ has produced an ESG statement to meet the requirements set out in Articles 13(1)(d) and 27 (2)(a) of the EU BMR here

Notices

24-Sep-2020 - DBIQ, as the index administrator of 2 indices, the DB Duration Bias NOK Interest Rate Swap (6m Floating/20 Yr Fixed) Excess Return ( DBDRNO20 Index ),DB Duration Bias NZD Interest Rate Swap (3m Floating/20 Yr Fixed) Excess Return ( DBDRNZ20 Index ), hereby announces that the index levels will be restated. This is because the underlying Swap Valuations were based of an estimate of the Yield Curve, rather than based of a Yield Curve constructed of Market Data points. The change will not lead to a material change in the index methodology or the way indices are calculated. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com..

24-Sep-2020 - DBIQ, as the index administrator of the below mentioned indices, hereby announces that a portion of the historic index levels (a period of time prior to the launch of the indices) will be removed. This is because the underlying Swap Valuations were based of an estimate of the Yield Curve, rather than based of a Yield Curve constructed of Market Data points. The change will not lead to a material change in the index methodology or the way indices are calculated. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.The indices in scope are :DB Duration Bias NOK Interest Rate Swap (6m Floating/12 Yr Fixed) Excess Return ( DBDRNO12 Index ),DB Duration Bias NOK Interest Rate Swap (6m Floating/15 Yr Fixed) Excess Return ( DBDRNO15 Index ),DB Duration Bias NZD Interest Rate Swap (3m Floating/12 Yr Fixed) Excess Return ( DBDRNZ12 Index ),DB Duration Bias NZD Interest Rate Swap (3m Floating/15 Yr Fixed) Excess Return ( DBDRNZ15 Index ),DB Duration Bias DKK Interest Rate Swap (6m Floating/12 Yr Fixed) Excess Return ( DBDRDK12 Index ),DB Duration Bias DKK Interest Rate Swap (6m Floating/15 Yr Fixed) Excess Return ( DBDRDK15 Index ),DB Duration Bias DKK Interest Rate Swap (6m Floating/20 Yr Fixed) Excess Return ( DBDRDK20 Index ),DB Duration Bias KRW Interest Rate Swap (3m Floating/12 Yr Fixed) Excess Return ( DBDRKO12 Index ),DB Duration Bias KRW Interest Rate Swap (3m Floating/15 Yr Fixed) Excess Return ( DBDRKO15 Index ),DB Duration Bias KRW Interest Rate Swap (3m Floating/20 Yr Fixed) Excess Return ( DBDRKO20 Index ),DB Duration Bias SGD Interest Rate Swap (6m Floating/12 Yr Fixed) Excess Return ( DBDRSG12 Index ),DB Duration Bias SGD Interest Rate Swap (6m Floating/15 Yr Fixed) Excess Return ( DBDRSG15 Index ),DB Duration Bias SGD Interest Rate Swap (6m Floating/20 Yr Fixed) Excess Return ( DBDRSG20 Index )

23-Sep-2020 - DBIQ as administrator of the LongTail Excess Return Underlying Index, herein gives a notice that the Index will be published on Bloomberg on a daily basis under ticker DBUSLTEX starting from 23 October 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this notice.

14-Sep-2020 - DBIQ as administrator of the DBLCI Mean Reversion Indices and DB Commodity USD and EUR Indices (the "Indices" published to the Bloomberg with tickers DBLCMREU,DBLCMRTU,DBLCMCTU,DBLCMREE,DBLCMRTE,DBLCMCTE,DBLCMTEU,DBLCMTEE,DBLCMREN), herein gives a notice that the Index has been restated from 12-Jun-2020 to 09-Sep-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

09-Sep-2020 - Following the consultation dated 22-Apr-2020 regarding negative and near zero Crude Oil prices, DBIQ has decided to take no action at this time. DBIQ will continue to monitor the market and initiate further notices if appropriate.

11-August-2020 - DBIQ as the Index Administrator of the db Custom Volatility Index 003 (DBVI103X Index), DB Diversified Rates Vol Strategy Hedged to EUR Index (DBVSCV4H Index), DB Rates Curve Hedged to EUR Index (DBDRCRVE Index), DB Rates Diversified Strategy 016 EUR Hedged Index (DBDRC3UH Index), DB Rates Diversified Strategy 016 USD Index (DBDRC3US Index), DB Diversified Rates Strategy Index 012 (DBVSCV12 Index), DB Rates Diversified Strategy 019 Index (DBDSXCUS Index), DB Diversified Rates Vol Strategy Index (DBVSCVP4 Index), DB Rates Vol Strategy 01 EUR hedged to USD Index (DBVSVCEU Index), DBIQ ImpAct Euro Rates 3M Hedged to USD Index (DBIP3BEU Index), Ascent Broad in EUR (DBACTBRE Index), Ascent Broad (DBACTBRU Index), Global Ascent (DBACG12U Index), Global Ascent II - USD (DBAC12U2 Index), Global Ascent II - EUR (DBAC12E2 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return (DBDREU05 Index), DB Rates Vol Strategy 01 EUR Index (DBVS01EU Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/10 Yr Fixed) Excess Return (DBDREU10 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/2 Yr Fixed) Excess Return (DBDREU02 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/3 Yr Fixed) Excess Return (DBDREU03 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/7 Yr Fixed) Excess Return (DBDREU07 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/15 Yr Fixed) Excess Return (DBDREU15 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/20 Yr Fixed) Excess Return (DBDREU20 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/25 Yr Fixed) Excess Return (DBDREU25 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/30 Yr Fixed) Excess Return (DBDREU30 Index), DB EUR Rates Long Vol Index (DBVE1020 Index), Cash Index EUR (DBMUAESC Index), DB Rates Curve Index (DBDRCRVU Index), DB Rates Vol Strategy 04 EUR Index (DBVS04EU Index), DB Rates Carry Strategy 002 USD Index (DBDRC2US Index), DB Rates Carry Strategy Hedged to EUR Index (DBDRC2UH Index), DB USDEUR 1Y1Y Cross Currency Basis Excess Return Index (DBDSXE11 Index), DB USDEUR 1Y2Y Cross Currency Basis Excess Return Index (DBDSXE12 Index), DB USDEUR 1Y5Y Cross Currency Basis Excess Return Index (DBDSXE15 Index), DB USDEUR 1Y10Y Cross Currency Basis Excess Return Index (DBDSXE1D Index), Duration Bias EUR 10 Year (DBDSDBEU Index), Duration Bias EUR 2 Year (DBDSEU2Y Index), Duration Bias EUR 7 Year (DBDSEU7Y Index), Duration Bias EUR 15 Year (DBDSEU15 Index), Duration Bias EUR 30 Year (DBDSEU30 Index), Duration Bias EUR 20 Year (DBDSEU20 Index), Duration Bias EUR 25 Year (DBDSEU25 Index), Deutsche Bank EUR 3m6m Basis Index (DBEU36BS Index), DB Diversified Rates Strategy 014 Index (DBVSCV14 Index), DB Rates Diversified Strategy 017 USD Index (DBDRCPUS Index), DB Rates Diversified Strategy 017 EUR Hedged Index (DBDRCPUH Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/12 Yr Fixed) Excess Return (DBDREU12 Index), DB Duration Bias EUR Interest Rate Swap (6m Floating/40 Yr Fixed) Excess Return (DBDREU40 Index), Duration Bias EUR 7 Year NET TR JPY (DBDSJE7T Index), DB Dynamic Balance J6 4% TR (DBDBJ6T4 Index), DB Dynamic Balance J9 8% TR (DBDBJ9T8 Index), DB Dynamic Balance J6 4% (DBDBJ6E4 Index), DB Dynamic Balance J9 8% (DBDBJ9E8 Index), DB Diversified Rates Strategy 013 Index (DBVSCV13 Index), DB Diversified Rates Vol Strategy Index 003 (DBVSCVP3 Index), DBIQ ImpAct 3M Basket EUR Index (DBIP3BE Index), ImpAct 3M Basket - USD Index (DBIP3BU Index), DB Diversified Rates Vol Strategy Index 002 (DBVSCVP2 Index), DB Dynamic Balance J6 8% TR (DBDBJ6T8 Index), DB Dynamic Balance J6 ER 8 % Index (DBDBJ6E8 Index), DBIQ ImpAct K Basket (DBIPBPLK Index), DB EUR Rates Long Vol Hedged to USD Index (DBVI1020 Index), DB Custom Volatility Index 005 (DBVSCVP5 Index), hereby announces a period of consultation ending on 08 September 2020 to update the methodology for the Euro Yield Curve to be consistent with the industry wise transition from the Euro Overnight Index Average (EONIA) rate to the Euro Short-Term Rate (ESTER). For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com

10-Aug-2020 - DBIQ, as the index administrator of the below mentioned indices, hereby announces a period of consultation ending on 10-September 2020 to bring the index description document in line with EU BMR requirements. The change will not lead to a material change in the index methodology or the way indices are calculated. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

The following indices are in scope

DBLCI OY Enhanced - Kansas Wheat - KW0 (DBRCOFKW), DBLCI OY Enhanced - KansasWheat - KW1, DBLCI OY Enhanced - KansasWheat - KW2 (DBRCOMKW), DBLCI OY Enhanced - KansasWheat - KW3 (DBRCOLKW), DBLCI OY Enhanced - Kansas Wheat (DBRCOYKW), DBLCI OY Enhanced - CrudeOil - CL0 ER Index (DBRCOFCL), DBLCI OY Enhanced - CrudeOil - CL1, DBLCI OY Enhanced - CrudeOil - CL2 (DBRCOMCL), DBLCI OY Enhanced - CrudeOil - CL3 (DBRCOLCL), DBLCI OY Enhanced - Crude Oil DBRCOYCL, DBLCI OY Enhanced - Brent Crude Oil - LCO0 ER Index (DBRCOFCO), DBLCI OY Enhanced - Brent Crude Oil - LCO1, DBLCI OY Enhanced - Brent Crude Oil - LCO2 (DBRCOMCO), DBLCI OY Enhanced - Brent Crude Oil - LCO3 (DBRCOLCO), DBLCI OY Enhanced - Brent Crude Oil (DBRCOYCO), DBLCI OY Enhanced - Heating Oil - HO0(DBRCOFHO), DBLCI OY Enhanced - Heating Oil - HO1, DBLCI OY Enhanced - Heating Oil - HO2 (DBRCOMHO), DBLCI OY Enhanced - Heating Oil - HO3 (DBRCOLHO), DBLCI OY Enhanced - Heating Oil (DBRCOYHO), DBLCI OY Enhanced - Gas Oil - LGO0 (DBRCOFQS), DBLCI OY Enhanced - Gas Oil - LGO1, DBLCI OY Enhanced - Gas Oil - LGO2 (DBRCOMQS), DBLCI OY Enhanced - Gas Oil - LGO3 (DBRCOLQS), DBLCI OY Enhanced - Gas Oil (DBRCOYQS), DBLCI OY Enhanced - Natural Gas - NG0 ER Index (DBRCOFNG), DBLCI OY Enhanced - Natural Gas - NG1, DBLCI OY Enhanced - Natural Gas - NG2 (DBRCOMNG), DBLCI OY Enhanced - Natural Gas - NG3 (DBRCOLNG), DBLCI OY Enhanced - Natural Gas (DBRCOYNG), DBLCI OY Enhanced - RBOB Gasoline - RB0 (DBRCOFXB),DBLCI OY Enhanced - RBOB Gasoline - RB1, DBLCI OY Enhanced - RBOB Gasoline - RB2 (DBRCOMXB), DBLCI OY Enhanced - RBOB Gasoline - RB3 (DBRCOLXB), DBLCI OY Enhanced - RBOB Gasoline (DBRCOYXB), DBLCI OY Enhanced - Aluminium - MAL0 ER Index (DBRCOFLA), DBLCI OY Enhanced - Aluminium - MAL1, DBLCI OY Enhanced - Aluminium - MAL2 (DBRCOMLA), DBLCI OY Enhanced - Aluminium - MAL3 (DBRCOLLA), DBLCI OY Enhanced - Aluminum (DBRCOYLA), DBLCI OY Enhanced -Copper-Grade A - MCU0 ER Index DBRCOFLP), DBLCI OY Enhanced -Copper-Grade A - MCU1, DBLCI OY Enhanced -Copper-Grade A - MCU2 DBRCOMLP), DBLCI OY Enhanced -Copper-Grade A - MCU3 DBRCOLLP), DBLCI OY Enhanced - Copper-Grade A DBRCOYLP), DBLCI OY Enhanced Zinc - MZN0 (DBRCOFLX), DBLCI OY Enhanced Zinc - MZN1, DBLCI OY Enhanced Zinc - MZN2 (DBRCOMLX), DBLCI OY Enhanced Zinc - MZN3 (DBRCOLLX), DBLCI OY Enhanced - Zinc contract (DBRCOYLX), DBLCI OY Enhanced - Nickel - MNI0 DBRCOFLN), DBLCI OY Enhanced - Nickel - MNI1, DBLCI OY Enhanced - Nickel - MNI2 (DBRCOMLN), DBLCI OY Enhanced - Nickel - MNI3 (DBRCOLLN), DBLCI OY Enhanced - Nickel (DBRCOYLN), DBLCI OY Enhanced - Lead - MPB0 (DBRCOFLL), DBLCI OY Enhanced - Lead - MPB1, DBLCI OY Enhanced - Lead - MPB2 ((DBRCOMLL), DBLCI OY Enhanced - Lead - MPB3 (DBRCOLLL), DBLCI OY Enhanced - Lead (DBRCOYLL), DBLCI OY Enhanced - Gold - GC0 ER Index (DBRCOFGC), DBLCI OY Enhanced - Gold - GC1, DBLCI OY Enhanced - Gold - GC2 (DBRCOMGC), DBLCI OY Enhanced - Gold - GC3 (DBRCOLGC), DBLCI OY Enhanced - Gold (DBRCOYGC), DBLCI OY Enhanced Silver - SI0 ER Index DBRCOFSI), DBLCI OY Enhanced Silver - SI1, DBLCI OY Enhanced Silver - SI2DBRCOMSI), DBLCI OY Enhanced Silver - SI3DBRCOLSI), DBLCI OY Enhanced - Silver (DBRCOYSI), DBLCI OY Enhanced Corn - C0 DBRCOFC), DBLCI OY Enhanced Corn - C1, DBLCI OY Enhanced Corn - C2 (DBRCOMC), DBLCI OY Enhanced Corn - C3 (DBRCOLC), DBLCI OY Enhanced - Corn (DBRCOYC), DBLCI OY Enhanced - Cocoa - CC0 (DBRCOFCC),DBLCI OY Enhanced - Cocoa - CC1, DBLCI OY Enhanced - Cocoa - CC2 (DBRCOMCC), DBLCI OY Enhanced - Cocoa - CC3 (DBRCOLCC), DBLCI OY Enhanced - Cocoa (DBRCOYCC), DBLCI OY Enhanced - Wheat - W0 (DBRCOFW), DBLCI OY Enhanced - Wheat - W1, DBLCI OY Enhanced - Wheat - W2 (DBRCOMW), DBLCI OY Enhanced - Wheat - W3 (DBRCOLW), DBLCI OY Enhanced - Wheat (DBRCOYW), DBLCI OY Enhanced - Soybeans - S0 (DBRCOFS), DBLCI OY Enhanced - Soybeans - S1, DBLCI OY Enhanced - Soybeans - S2 (DBRCOMS), DBLCI OY Enhanced - Soybeans - S3 (DBRCOLS), DBLCI OY Enhanced - Soybeans DBRCOYS, DBLCI OY Enhanced - Cotton - CT0 ER Index (DBRCOFCT), DBLCI OY Enhanced - Cotton - CT1, DBLCI OY Enhanced - Cotton - CT2 (DBRCOMCT), DBLCI OY Enhanced - Cotton - CT3 (DBRCOLCT), DBLCI OY Enhanced - Cotton (DBRCOYCT), DBLCI OY Enhanced - Coffee - KC0 (DBRCOFKC), DBLCI OY Enhanced - Coffee - KC1, DBLCI OY Enhanced - Coffee - KC2 (DBRCOMKC), DBLCI OY Enhanced - Coffee - KC3 (DBRCOLKC), DBLCI OY Enhanced - Coffee (DBRCOYKC), DBLCI OY Enhanced - Sugar - SB0 (DBRCOFSB), DBLCI OY Enhanced - Sugar - SB1, DBLCI OY Enhanced - Sugar - SB2 (DBRCOMSB), DBLCI OY Enhanced - Sugar - SB3 (DBRCOLSB), DBLCI OY Enhanced - Sugar (DBRCOYSB), DBLCI OY Enhanced - Soybean Oil - BO0 (DBRCOFBO), DBLCI OY Enhanced - Soybean Oil - BO1 , DBLCI OY Enhanced - Soybean Oil - BO2 (DBRCOMBO), DBLCI OY Enhanced - Soybean Oil - BO3 (DBRCOLBO), DBLCI OY Enhanced - Soybean Oil (DBRCOYBO), DBLCI OY Enhanced Soybean Meal Index SM0 (DBRCOFSM), DBLCI OY Enhanced Soybean Meal Index SM1, DBLCI OY Enhanced Soybean Meal Index SM2 (DBRCOMSM), DBLCI OY Enhanced Soybean Meal Index SM3 (DBRCOLSM),DBLCI OY Enhanced - Soybean Meal (DBRCOYSM)

10-Aug-2020 - DBIQ as administrator of the dbSelect LPB Artemis Hedgehog Index (the "Index" published to the Bloomberg FXSTLPBA), herein gives a notice that the Index has been restated for 05-Aug-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

03-Aug-2020 - DBIQ as administrator of the DB Dynamic Balance J9 8% (the "Indices" published to the Bloomberg DBDBJ9T8, DBDBJ9E8), herein gives a notice that the Indices have been restated from 26-Sep-2019 to 29-Jul-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

14-July-2020 - DBIQ as administrator of the DB Breakeven Inflation Swap 3-5 Year GBP Index (published on Bloomberg under DBBNUK05 Index), the DB Breakeven Inflation Swap 7-10 Year GBP Index (published on Bloomberg under DBBNUK10 Index), and the DB Breakeven Inflation Swap 12-15 Year GBP Index (published on Bloomberg under DBBNUK15 Index), herein announces the suspension of daily calculation and publication of the above indices. There has been a lack of contribution for UKRPI data from Reuters and the relevant inflation curve required to value the indices therefore cannot be built due to missing prices. The suspension is effective from 10th July 2020, the daily calculation and publication for the affected indices will only be resumed when an alternative price source is identified and registered by the index administrator. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this.

13-Jul-2020 - DBIQ as administrator of the USD IG Inflation Linked Sovereign Indices (the "Indices" published to the Bloomberg DBLNU10D, DBLNU10L, DBLNUIGM, DBLNUIGS, DBLNUS15, DBLNUSD), herein gives a notice that the Indices have been restated from 01-Feb-2018 to 30-Jun-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

13-Jul-2020 - Due to the announcement of the Insolvency of Wirecard it will be removed from the Selection Pool Index used as the basis for the Dax Top 10 IndexFor further information please contact DBIQ on index-help@db.com

29-June-2020: DBIQ as the index administrator of the Deutsche Bank Cross Asset CORE Global Equity Overlay EUR Hedged Index (DBCOREGE Index), hereby announces an index change to use the Exchange Rate in respect of the Index Reconstitution Date in the Rebalancing Transaction Cost calculation. Prior to the proposed change, the Exchange Rate in respect of the Index Business Day immediately following Index Reconstitution Date is used in the Rebalancing Transaction Cost calculation. On the Index Reconstitution Date in July 2020, the change will be implemented in the DBCOREGE Index. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com

29-Jun-2020 - DBIQ as administrator of the DB 1W Forward Constant Notional AUDJPY Index and DB 1W Forward Constant Notional USDJPY Index (the "Index" published to the Bloomberg ticker DBFX1WAJ and DBFX1WUJ), herein gives a notice that the Indices have been restated for 24 June 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

26-Jun-2020 - DBIQ as administrator of the DB US Treasuries Overall SOMA Adjusted Index and its basket indices (the "Indices" published to the Bloomberg tickers DBTRYALL ,DBTRY13 ,DBTRY37 ,DBTRY710 ,DBTRY120 ,DBTRY20 ,DBTRY25 ,DBTRY35 ,DBTRY10P ,DBTRY110 ,DBTRY57 ,DBTRY15 ,DBTRY7P ,DBTRY20L), herein gives a notice that the Indices have been restated from 1-May-2020 to 24-June-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

23-June-20 - DBIQ as administrator of the DB Japan Dividend ER (the "Indices" published to the Bloomberg tickers DBAPDIJE ) and DB Japan Dividend TR(the "Indices" published to the Bloomberg tickers DBAPDIJT ), herein gives a notice that the Indices have been restated from 23rd June 2020 to 23rd June 2020.Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

23-June-20 - DBIQ as administrator of the DB QuantSeries FX Options Positioning Time Series USD ER (the "Index" published to the Bloomberg ticker DBFXDTUN), herein gives a notice that the Indices have been restated from 28 August 2019 to 12 June 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

26-May-2020 - DBIQ as the index administrator of the Deutsche Bank Cross Asset CORE Global Equity Overlay EUR Hedged Index (DBCOREGE Index), hereby announces a period of consultation ending on 26 June 2020 to use the Exchange Rate in respect of the Index Reconstitution Date in the Rebalancing Transaction Cost calculation. Prior to the proposed change, the Exchange Rate in respect of the Index Business Day immediately following Index Reconstitution Date is used in the Rebalancing Transaction Cost calculation. On the Index Reconstitution Date in July 2020, the change will be implemented in the DBCOREGE Index. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

18-May-2020 - Pursuant to the notice issued by the CNMV dated 18-May-2020 on the prohibition to create or increase net short positions and further to the announcement dated 07-Apr-2020, 27-Apr-2020 and 4-May-2020 DBIQ will now remove the temporary restriction currently in place on taking short positions in Spanish Stocks starting 19th May 2020.For further information please contact DBIQ on index-help@db.com

12-May-2020 - DBIQ as administrator of the CROCI AP Index Total Return (the "Index" published to the Bloomberg tickers DBAPCAPT ), herein gives a notice that the Indices have been restated from 05 May 2020 to 06 May 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

11-May-2020 - DBIQ as the index administrator of the DBIQ 0 - 4 year Investment Grade Australian Corporate Bond Index - DBLNAUCO Index, hereby notifies that, post a period of consultation ending the 30 April 2020 the application of the rule to provide a new bond entering the index to remain in the index for a period of 2 years from the rebalancing date. This is to ensure a new bond, if eligible for two years, remains for two years. The change will take effect from the next selection on 1 June 2020. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

04-May-2020 - DBIQ as the index administrator of the DB Cross Asset CTA Trend Index (DBCAUCTA Index), the DB Cross Asset CTA Trend - EUR Hedged Index (DBCAECTA Index), the DB Cross Asset CTA Trend Ex-Commodities Index (DBCAUCTX Index), the DB Cross Asset CTA Trend Ex-Commodities - EUR Hedged Index (DBCAECTX Index), the Deutsche Bank Equity Trends Index (DBGLEQTU Index), hereby announces the following change - effective from 05 May 2020. The indices mentioned above will no longer take any new short positions in Spanish stock futures indices. This will now be achieved by removing Spanish stock futures indices during the selection process. Any Spanish stock futures indices which would have been a short position would be removed and the next eligible non Spanish stock futures indices will be selected. For further information please contact DBIQ on index-help@db.com.

29-Apr-2020 - This is a correction of a notice first published on 28-Apr-2020, the roll weights have been amended. DBIQ as the index administrator of the DB Commodity BCOM Pre Pre Roll Index and DB Commodity BCOM Post Roll Index announces that following Bloomberg Indices decision to amend the WTI Crude Oil schedule, the roll schedule for April and May 2020 will be amended to align with the BCOM indices. The roll schedule of WTI Crude Oil for DB Commodity BCOM Pre Pre Roll Index will be amended for April 2020 to roll into CLU0 such that 75% of the current WTI Crude Oil holding is rolled on 28-Apr-2020 and 25% on 29-Apr-2020. The roll schedule of WTI Crude Oil for DB Commodity BCOM Post Roll Index will be amended for May 2020 to roll into CLU0. The index will follow standard roll days. The following dependent indices will also be subject to the adjustment - Deutsche Bank Commodity BCOM Pre Pre Roll Alpha USD ER Index (DBCMPPUE), Deutsche Bank Commodity BCOM Post Roll Alpha USD ER Index (DBCMPRUE), Deutsche Bank Commodity Congestion Index (DBCMRTUE) and Deutsche Bank Commodity Congestion EUR Hedged Index (DBCMRTEE). For more information to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

27-Apr-2020 - Further to the consultation noticed issued on the 2nd April 2020 DBIQ hereby announces the following changes effective 28th April 2020. The following Indices DB Equity Sector-Neutral Value Factor - USD - Excess Return Index (DBGLSNVU),DB Equity Risk-adjusted Momentum Factor - USD - Excess Return Index (DBGLSNMU),DB Equity Sector-Neutral Quality Factor - USD - Excess Return Index (DBGLSNQU),DB Equity Low Beta Turnover Control Factor Index - EUR - Excess Return (DBGLSTBE),DB Equity Sector Neutral Value Factor Index - EUR - Excess Return (DBGLSNVE),DB Equity Risk-adjusted Momentum Factor - EUR - Excess Return Index (DBGLSNME),DB Equity Sector-Neutral Quality Factor - EUR - Excess Return Index (DBGLSNQE) will no longer take any new short positions in Spanish Stocks. This will now be achieved by removing Spanish Stocks during the selection process. Any Spanish Stock which would have been a short position would be removed and the next eligible non Spanish stock will be selected. For further information please contact DBIQ on index-help@db.com.

27-Apr-2020 - DBIQ as the index administrator of the DBIQ EM USD Liquid Balanced Index - DBLQBLTR Index, hereby notifies that, post a period of consultation ending the 23rd April 2020, the application of the adjusted rebalancing procedure such that bonds exiting the index are marked at bid and bonds entering the index are marked at ask. The cost calculation will be modified to account for the cost of upsizing or downsizing the position of bonds remaining in the index. The change will take effect from the next rebalancing date on 30th April 2020. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

24-Apr-2020 - DBIQ as the index administrator of the Steepener Index USD (DBSTPUSD Index) and the DB Smart Index USD (DBSMARTD Index), hereby announces an index change to update the yield curve used to value the underlying interest rate swap contract (these valuations include the Forward Carry, the Spot Carry, the swap rate and the the mark-to-market) to be those observed at 16:00 London time. Prior to this change the yield curves are observed at 15:00 New York time. The change will be effective from 29 May 2020 when the indices rebalance .For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

22-Apr-2020 - Consultation and notice regarding negative and near zero Crude Oil prices. DBIQ intends to maintain the calculation of indices allocating to WTI Crude Oil and Brent Crude Oil in the event prices turn negative or approach zero. In this event the index levels may also be negative. For indices holding positions in futures with negative prices the calculation methodology will be reviewed and where appropriate amended to ensure calculations reflect the intent of the index. This will include modifying the calculation of holding to ensure indices that intend to take a long or short position do so. Similarly selection calculations that fail to return a value or are the opposite to the expected will be amended, these may include natural log realised volatility calculations and momentum observations. DBIQ believes near zero prices could result in indices not performing as intended and hereby announces an ongoing consultation on the treatment of such events. Specifically indices that undertake a risk managed leveraged, long short or short position could be subject to higher than normal leverage if average prices rather than current prices are considered. DBIQ is considering if a cap on this implied leverage should be introduced by assessing holdings using an average price, using the previous rebalancing???s units as a factor in the calculation or fixing long and short holdings to be equal. For further information or to provide your feedback please contact DBIQ on index.data@db.com.

20-Apr-2020 - DBIQ, as the index administrator of Equity future indices (BBG Tickers - DBEESFUT, DBEEAGFT, DBEEBGFT, DBEECGFT, DBEECHFG, DBEEDFUT, DBEEDGFT, DBEEEFU2, DBEEEGFT, DBEEFFUT, DBEEFGFT, DBEEFRGF, DBEEHFUT, DBEEHGFT, DBEEIGFT, DBEEKGFT, DBEENFUT, DBEENGFT, DBEEOGFT, DBEESGFT, DBEETGFT, DBEEUFU5, DBEEUFUT, DBEEUGFT, DBEEUNGF, DBEEURGF), hereby announces a change effective 01-Jun-2020 to the price calculation for the indices from a cash close adjusted TWAP to a simple future price TWAP. The above indices are referenced in the following multi asset indices, BBG tickers - DB2MRE10, DB2MRU10, DBCADR01, DBCADR1H, DBCADRR1, DBCAECTA, DBCAECTX, DBCARIUS, DBCARXCU, DBCATCAR, DBCATEUR, DBCATUSD, DBCATXC1, DBCATXC2, DBCATXC3, DBCATXC4, DBCATXCE, DBCATXCU, DBCAUCTA, DBCAUCTX, DBCUSBFI, DBDBEE55, DBDBEE5G, DBDBEE5N, DBDBUE55, DBDBUE5G, DBDBUE5N, DBEEDLBE, DBEEDLBT, DBEEKFUT, DBEEOFUT, DBEETFUT, DBEEUNFT, DBEMGCOE, DBEMGCOU, DBEMGWBE, DBEMGWBU, DBEMRE2U, DBEMREBE, DBEMRECE, DBEMRECU, DBEMREWB, DBEMREWE, DBEMRU2E, DBEMRUBU, DBEMRUCE, DBEMRUCU, DBEMRUWB, DBEMRUWU, DBGLEQTU, DBHTTD13, DBHTTD14, DBHTTD15, DBHTTD16, DBNL01IL, DBTD17IL, DBTD18IL, DBTD19IL, DBTD20IL, DBUSLTTR. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

DBIQ as administrator of the CROCI Euro Index Total Return (the "Index" published to the Bloomberg tickers DBEECRET ), herein gives a notice that the Indices have been restated from 08 April 2020 to 15 April 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the ATEMP3 and ATEMP4 Index (the "Indices" published to the Bloomberg tickers DBTATMP3 and DBTATMP4 ), herein gives a notice that the Indices have been restated for 14 April 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement

14-April-2020 - DBIQ Emerging Markets Liquid Balanced Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of the Republic of Ecuador from the index at month end - 30 April 2020 - as per the provisions of the rules

14-April-2020 - DBIQ Short Maturity HY Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of all Republic of Ecuador bonds with effect from the evening of the 14th April 2020

14-April-2020 - DBIQ Short Duration EM Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of all Country Ecuador bonds with effect from the evening of the 14th April 2020

08-Apr-2020 - DBIQ as the index administrator of the DBIQ EM USD Liquid Balanced Index - DBLQBLTR Index, hereby announces a period of consultation ending the 23rd April 2020 to adjust the rebalancing procedure such that bonds exiting the index are marked at bid and bonds entering the index are marked at ask. The cost calculation will be modified to account for the cost of upsizing or downsizing the position of bonds remaining in the index. Should there be no material concerns to the rule change, the change will take effect from the next rebalancing date on 30th April 2020. The change will be confirmed via a notice after the end of consultation period. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

08-Apr-2020 - DBIQ as the index administrator of the DB EONIA Total Return Index - DBDCONIA Index, hereby announces a period of consultation ending the 08th May 2020 to change the reference rate from EONIA to €STR + 8.5bps. EONIA is currently calculated as €STR + 8.5bps so this change has no economic impact on the index levels. The index will be renamed DB Euro Overnight Rate Index. For more information, for a full list of indices referencing DB EONIA Total Return Index or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

08-April-2020 - DBIQ Emerging Markets Liquid Balanced Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of Argentina from the index at month end - 30 April 2020 - as per the provisions of the rules

08-April-2020 - DBIQ Short Maturity HY Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of all Argentinian bonds with effect from the evening of the 8th April 2020

08-April-2020 - DBIQ Short Duration EM Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of all Argentinian bonds with effect from the evening of the 8th April 2020

07-Apr-2020 - Further to the consultation noticed issued on the 2nd April 2020 and the associated changes effective 8th April 2020 DBIQ confirms that the ranking scores used in the DBRPGELU index will also be impacted due to the changes made in the related Risk Factor 2 indices. For further information please contact DBIQ on index.data@db.com

07-Apr-2020 - Further to the consultation noticed issued on the 2nd April 2020 DBIQ hereby announces the following changes effective 8th April 2020 . The following Indices {DB Equity Momentum Factor 2.0 USD Excess Return Index(DBRPGENU),DB Equity Value Factor 2.0 USD Excess Return Index(DBRPGEVU),DB Equity Quality Factor 2.0 USD Excess Return Index(DBRPGEQU),DB Equity Low Beta 2.0 USD Excess Return Index(DBRPGEBU),DB Equity Cash Neutral Momentum Factor 2.0 USD Excess Return Index(DBRPGECU),DB Europe Equity Cash Neutral Momentum Factor 2.0 EUR Excess Return Index(DBRPEECE),DB Europe Equity Low Beta Factor 2.0 EUR Excess Return Index(DBRPEEBE),DB Europe Equity Momentum Factor 2.0 EUR Excess Return Index(DBRPEENE),DB Europe Equity Quality Factor 2.0 EUR Excess Return Index(DBRPEEQE),DB Europe Equity Value Factor 2.0 EUR Excess Return Index(DBRPEEVE)} will no longer take any new short positions in Spanish Stocks. This will now be achieved by removing Spanish Stocks during the selection process when a rank score is determined for each name. Any Spanish Stock with a rank score of less than 50%, thus implying a potential short position, would be removed and the remaining stocks will be re-ranked. The re ranked scores will be used for the percentile filtering and final selection. For further information please contact DBIQ on index.data@db.com

02-Apr-2020 - Given the increase volatility in the market and the recent scrutiny by regulators on investors taking short positions on securities DBIQ is considering the impact of this on any indices which have a short position. As such DBIQ hereby announces a period of consultation ending no later than the 2nd May 2020 (or sooner depending on changes in the market) where we welcome feedback from market participants. At present a shorting ban has been announced in Spain where there is a restriction on taking further net short positions. Given the relatively small exposure of Spanish Stocks in the indices DBIQ had announced that any short position in Spanish Stocks would be replaced by cash until such ban is lifted. However, given potential restrictions in other markets DBIQ is seeking feedback on potential alternative approaches for markets with small exposures (like Spain) and markets with large exposures. For further information or to provide your feedback please contact DBIQ on index.data@db.com

02-April-2020 - DBIQ as the Index Administrator of the DB Diversified Rates Vol Strategy Hedged to EUR Index (DBVSCV4H Index), DB Rates Vol Strategy 02 EUR Index (DBVS02EU Index), DB Rates Strategy 03 USD Index (DBVS03US Index), DB Rates Strategy 03 EUR Index (DBVS03EU Index), DB Rates Vol Strategy 04 EUR Index (DBVS04EU Index), DB Rates Vol Strategy 04 USD Index (DBVS04US Index), DB Rates Vol Strategy 04 USD Hedged to EUR Index (DBVS4USH Index), DB Diversified Rates Strategy Index 012 (DBVSCV12 Index), DB Diversified Rates Vol Strategy Index (DBVSCVP4 Index), DB Rates Vol Strategy 01 EUR hedged to USD Index (DBVSVCEU Index), DBIQ ImpAct Euro Rates 3M Hedged to USD Index (DBIP3BEU Index), DB USD Rates Long Vol Hedged to EUR Index (DBVS102E Index), Global Ascent (DBACG12U Index), Global Ascent II - USD (.DBAC12U2 Index), Global Ascent II - EUR (.DBAC12E2 Index), DB Rates Vol Strategy 01 EUR Index (DBVS01EU Index), DB Rates Vol Strategy 02 USD Index (DBVS02US Index), DB Rates Vol Strategy 01 USD Index (DBVS01US Index), DB USD Rates Long Vol Index (DBVS1020 Index), DB EUR Rates Long Vol Index (DBVE1020 Index), DB ImpAct USD Rates VOL 4W (DBIP1USD Index), DB ImpAct EUR Rates VOL 4W (DBIP1EUR Index), DBIQ ImpAct K Basket (DBIPBPLK Index), DB Diversified Rates Vol Strategy Index 003 (DBVSCVP3 Index), DB ImpAct USD Rates VOL 13W (DBIP3USD Index), DB EUR Rates Long Vol Hedged to USD Index (DBVI1020 Index), DB Custom Volatility Index 005 (DBVSCVP5 Index), ImpAct EUR Rates VOL 13W- 2012 (.DBIP3EUR Index), DBIQ ImpAct 3M Basket EUR Index (.DBIP3BE Index), ImpAct 3M Basket - USD Index (.DBIP3BU Index), db Custom Volatility Index 002 (DBVS103X Index), db Custom Volatility Index 003 (DBVI103X Index), DB Diversified Rates Vol Strategy Index 002 (DBVSCVP2 Index), DB Rates Vol Strategy 01 USD Hedged to EUR Index (DBVSVCUS Index), ImpAct USD Rates VOL 13W hedged EUR Index, ImpAct EUR Rates VOL 13W hedged USD Index, hereby announces a period of consultation ending on 02 June 2020 to update the primary market data source for interest rate vol used to value the underlying EUR and USD interest rate swaption contracts to be those provided by ICAP. Prior to this change Bloomberg is the primary market data source. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com

02-Apr-2020 - DBIQ, as the index administrator of DB Cross Asset Trends EUR Hedged indices (DBCATEUR and DBCATXCE), hereby announces a change effective 04-May-20 to the FX fixing from WM/Reuters 5pm NYC to WM/Reuters 4pm London fixing. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

01-Apr-2020 - DBIQ as administrator of the DB Commodity NG Short Vol 2 Index and DB Commodity Natural Gas Short Vol 2 Sub Index 2 (the "Indices" published to the Bloomberg tickers DBCMHSV2 and DBCMHS22 ), herein gives a notice that the Indices have been restated from 27 March 2020 to 30 March 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

27-Mar-2020 - DBIQ as administrator of the "DB North America Equity Value Factor 2.0 USD Excess Return Index" and "DB North America Equity Value Factor 2.0 Top USD Net Total Return Index" (the "Indices" published to the Bloomberg tickers DBRPNEVU and DBGLV5TU ), herein gives a notice that the Indices have been restated on 20 March 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

27-Mar-2020 - The Comision Nacional Del Mercado De Valores announced on the 16th March 2020 a decision to temporarily halt any increase in net short positions in shares listed on the exchange for which they are the competent authority until the 17th April 2020. Following this announcement DBIQ hereby announces the following Index Expert Judgment resulting in a Temporary Index Change, in light of these restrictions to be effective for the period of the restriction. As of the close 27th March 2020 the following Indices {DB Equity Momentum Factor 2.0 USD Excess Return Index(DBRPGENU),DB Equity Value Factor 2.0 USD Excess Return Index(DBRPGEVU),DB Equity Quality Factor 2.0 USD Excess Return Index(DBRPGEQU),DB Equity Low Beta 2.0 USD Excess Return Index(DBRPGEBU),DB Equity Cash Neutral Momentum Factor 2.0 USD Excess Return Index(DBRPGECU),DB Europe Equity Cash Neutral Momentum Factor 2.0 EUR Excess Return Index(DBRPEECE),DB Europe Equity Low Beta Factor 2.0 EUR Excess Return Index(DBRPEEBE),DB Europe Equity Momentum Factor 2.0 EUR Excess Return Index(DBRPEENE),DB Europe Equity Quality Factor 2.0 EUR Excess Return Index(DBRPEEQE),DB Europe Equity Value Factor 2.0 EUR Excess Return Index(DBRPEEVE)} will no longer take any new short positions in Spanish Stocks. This will be achieved by replacing any selection short allocation to all Spanish stocks following a Selection Date within each Sub Index with a cash position. For further information please contact DBIQ on index.data@db.com

27-March-2020 - DBIQ as the index administrator of the DBIQ 0-4 year Investment Grade Australian Corporate Bond Index - DBLNAUCO Index, hereby announces a period of consultation ending the 30 April 2020 to provide for a rule with the aim of limiting turnover in the index by restricting replacement of bonds from the same issuer. It is proposed that from 01 June 2020, if a bond remains eligible for the index, it cannot be replaced by a bond from the same issuer for a period of 2 years from when the original bond entered the index. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

24-Mar-2020 - DBIQ as administrator of the Deutsche Multi Product 1 Series B (the Vol Controlled Index) (the "Indices" published to the Bloomberg tickers DBXEMP1B respectively), herein gives a notice that the Index have been restated for 09-Mar-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

24-Mar-2020 - DBIQ as administrator of the NL Multi Asset Index 01 (the "Index" published to the Bloomberg tickers DBNL01IL ), herein gives a notice that the Indices have been restated from 10 Mar 2020 to 17 Mar 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

23-Mar-2020 - DBIQ as administrator of the Bi-weekly Emerald EEM Index, Bi-weekly Emerald EEM Delta Index, Emerald EM Bi-weekly Delta Capped Index and Emerald EEM Index (the "Indices" published to the Bloomberg tickers DBVEMREB, DBVEME2D, DBVEEM4C and DBVEMREM respectively), herein gives a notice that the Indices have been restated from 16-dec-2019 to 18-mar-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

19-Mar-2020 - DBIQ as the index administrator of the DB US 25 Delta 12 Month Long Put Index (DBPPLUEP), herein gives a notice that the indices have been restated on Bloomberg from 28-Feb-20 to 3-Mar-20. Users should contact index.data@db.com for any further information on this restatement.

19-Mar-2020 - DBIQ as the index administrator of the DB US Option Relative Value Defensive Put Index (DBCRUPRU), herein gives a notice that the indices have been restated on Bloomberg from 28-Feb-20 to 13-Mar-20. Users should contact index.data@db.com for any further information on this restatement.

17-Mar-2020 - DBIQ as administrator of the ATEMP2 (the "Indices" published to the Bloomberg tickers DBTATMP2 ), herein gives a notice that the Indices have been restated from 13-MAR-20 to 16-MAR-20. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

16-Mar-2020 - DBIQ, as the index administrator of Deutsche Bank Dynamic Beta Stoxx and Dynamic Beta S&P 500 indices (BBG Tickers - DBETDBHE, DBEEDBHE, DBUTDBHU and DBUEDBHU), hereby announces change effective 1st May 2020 to change the input indices for DBEEDBHE and DBUEDBHU to excess return indices. The total return indices DBETDBHE and DBUTDBHU will be retired. DBEEDBHE will reference DB Eurozone Gross Equity Futures Index (DBEEEGFT) and DB Duration Bias EUR Interest Rate Swap (6m Floating/10 Yr Fixed) Excess Return (DBDREU10). DBUEDBHU will reference DB US Gross Equity Futures Index (DBEEUGFT) and DB Duration Bias USD Interest Rate Swap (3m Floating/10 Yr Fixed) Excess Return (DBDRUS10). The run and rebalance costs in these indices has been set to be consistent with similar indices. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

16-Mar-2020 - DBIQ, as the index administrator of Equity future indices (BBG Tickers - DBEESFUT, DBEEAGFT, DBEEBGFT, DBEECGFT, DBEECHFG, DBEEDFUT, DBEEDGFT, DBEEEFU2, DBEEEGFT, DBEEFFUT, DBEEFGFT, DBEEFRGF, DBEEHFUT, DBEEHGFT, DBEEIGFT, DBEEKGFT, DBEENFUT, DBEENGFT, DBEEOGFT, DBEESGFT, DBEETGFT, DBEEUFU5, DBEEUFUT, DBEEUGFT, DBEEUNGF, DBEEURGF), hereby announces a period of consultation ending on 16th April 2020 to change the price calculation for the indices from a cash close adjusted TWAP to a simple future price TWAP. The above indices are referenced in the following multi asset indices, BBG tickers - DB2MRE10, DB2MRU10, DBCADR01, DBCADR1H, DBCADRR1, DBCAECTA, DBCAECTX, DBCARIUS, DBCARXCU, DBCATCAR, DBCATEUR, DBCATUSD, DBCATXC1, DBCATXC2, DBCATXC3, DBCATXC4, DBCATXCE, DBCATXCU, DBCAUCTA, DBCAUCTX, DBCUSBFI, DBDBEE55, DBDBEE5G, DBDBEE5N, DBDBUE55, DBDBUE5G, DBDBUE5N, DBEEDLBE, DBEEDLBT, DBEEKFUT, DBEEOFUT, DBEETFUT, DBEEUNFT, DBEMGCOE, DBEMGCOU, DBEMGWBE, DBEMGWBU, DBEMRE2U, DBEMREBE, DBEMRECE, DBEMRECU, DBEMREWB, DBEMREWE, DBEMRU2E, DBEMRUBU, DBEMRUCE, DBEMRUCU, DBEMRUWB, DBEMRUWU, DBGLEQTU, DBHTTD13, DBHTTD14, DBHTTD15, DBHTTD16, DBNL01IL, DBTD17IL, DBTD18IL, DBTD19IL, DBTD20IL, DBUSLTTR. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

13-Mar-2020 - DBIQ as administrator of multiple indices (the "Index" published to the Bloomberg tickers DBMUAUSG,DBMUAEHM,DBMUAUSM,DBMUVC05,DBMUAU2M,DBMUVA06,DBMUAJ06,DBMUUPPO,DBMUUPPN,DBMUAUEM,DBMUAE06,DBMUAU10,DBMUAJ10,DBMUAJSM,DBMUAU55,DBMUVPPN,DBMUVE06 ), herein gives a notice that the Index have been restated for 12th March 2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

12-Mar-2020 - DBIQ Emerging Markets Liquid Balanced Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of Lebanon from the index at month end - 31 March 2020 - as per the provisions of the rules.

12-Mar-2020 - DBIQ Short Maturity HY Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of all Lebanese bonds with effect from the evening of the 12 March 2020.

12-Mar-2020 - DBIQ Short Duration EM Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index announces the removal of all Lebanese bonds with effect from the evening of the 12 March 2020.

12-Mar-2020 - This notice is to correct an earlier notice of consultation posted dated 26 Feb2020. The notice was about 2 indices, Duration Bias USD 10 Year (DBDSDBUS Index) and Duration Bias USD 7 Year (DBDSUS7Y Index), but the indices meant to be covered was the Steepener Index USD (DBSTPUSD Index) and the DB Smart Index USD (DBSMARTD Index). DBIQ as the index administrator of Steepener Index USD (DBSTPUSD Index) and the DB Smart Index USD (DBSMARTD Index) , hereby announces a period of consultation ending on 10th April 2020 to update the yield curve used to value the underlying interest rate swap contract (these valuations include the Forward Carry, the Spot Carry, the Swap Rate and the Mark-to-Market) to be those observed at 16:00 London time. Prior to this change the yield curves are observed at 15:00 New York time. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

11-Mar-2020 - DBIQ as administrator of the DB Equity Cash Neutral Momentum Factor 2.0 USD Excess Return Index and DB Equity Cash Neutral Momentum Factor 2.0 EUR Hedged Excess Return Index (the "Indices" published to the Bloomberg tickers DBRPGECU and DBRPGECE , herein gives a notice that the Indices have been restated on 3Mar20. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

05-Mar-2020 - DBIQ as administrator of the Deutsche Bank QuantSeries FX IR Spillover Time Series USD Index (the "Index" published to the Bloomberg ticker DBFXSTUN ), herein gives a notice that the Index has been restated from 17-Jan-2006 to 28-Feb-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

05-Mar-2020 - DBIQ as administrator of the DB USDCHF 1Y5Y Cross Currency Basis Excess Return Index (DBFXSTUN ) and DB USDCHF 1Y10Y Cross Currency Basis Excess Return Index (DBDSXC1D) , herein gives a notice that the indices have been restated for 27-Aug-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

5th March 2020 - DBIQ, as the index administrator of the Coffee Signals ('DBSVAAUD','DBSVACAD','DBSVACHF','DBSVACNH','DBSVAEUR','DBSVAGBP','DBSVAILS','DBSVAJPY','DBSVAKRW','DBSVAMXN','DBSVANOK','DBSVANZD','DBSVAPLN','DBSVARUB','DBSVASEK','DBSVASGD','DBSVATRY','DBSVAUSD','DBSVAZAR','DBSVOAUD','DBSVOCAD','DBSVOCHF','DBSVOCNH','DBSVOEUR','DBSVOGBP','DBSVOILS','DBSVOJPY','DBSVOKRW','DBSVOMXN','DBSVONOK','DBSVONZD','DBSVOPLN','DBSVORUB','DBSVOSEK','DBSVOSGD','DBSVOTRY','DBSVOUSD','DBSVOZAR')hereby announces that they will be reclassified from Benchmark to Information only because these are signals and will not have products against them. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

28-Feb-2020 -DBIQ Emerging Markets Liquid Balanced Index - DBIQ as administrator of the index confirms the inclusion of Lebanon in the index which has not been subject to any Default provision as per the Guide Rules

28-Feb-2020 -DBIQ Short Maturity HY Bond Index Bond - DBIQ as administrator of the index confirms the inclusion of Lebanon in the index which has not been subject to any Default provision as per the Guide Rules

26-Feb-2020 - DBIQ as the index administrator of the Duration Bias USD 10 Year (DBDSDBUS Index) and Duration Bias USD 7 Year (DBDSUS7Y Index), hereby announces a period of consultation ending on 25th March 2020 to update the yield curve used to value the underlying interest rate swap contract (these valuations include the Forward Carry, the Spot Carry, the Swap Rate and the Mark-to-Market) to be those observed at 16:00 London time. Prior to this change the yield curves are observed at 15:00 New York time. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

24-Feb-20 - The February 2020 selection for DBIQ EM USD Liquid Balanced - DBLQBLTR Index, notified on 24 February 2020, has been revised. XS2083908645 will not enter the index and XS1313647841 will be retained. Following a review of the issues XS2083908645 and XS2083908132 it has been determined they are held in whole by Banque Du Liban and therefore considered Private Placements. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this.

14-Feb-2020 - DBIQ, as the index administrator of DB Cross Asset Trends EUR Hedged indices (DBCATEUR and DBCATXCE), hereby announces a period of consultation ending on 16th March 2020 to change the FX fixing from WM/Reuters 5pm NYC to WM/Reuters 4pm London fixing. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

10-Feb-2020 - DBIQ, as the index administrator of Deutsche Bank Dynamic Beta Stoxx and Dynamic Beta S&P 500 indices (BBG Tickers - DBETDBHE, DBEEDBHE, DBUTDBHU and DBUEDBHU), hereby announces a period of consultation ending on 10th March 2020 to change the input indices for DBEEDBHE and DBUEDBHU to excess return indices. The total return indices DBETDBHE and DBUTDBHU will be retired. DBEEDBHE will reference DB Eurozone Gross Equity Futures Index (DBEEEGFT) and DB Duration Bias EUR Interest Rate Swap (6m Floating/10 Yr Fixed) Excess Return (DBDREU10). DBUEDBHU will reference DB US Gross Equity Futures Index (DBEEUGFT) and DB Duration Bias USD Interest Rate Swap (3m Floating/10 Yr Fixed) Excess Return (DBDRUS10). DBIQ will review the run and rebalance costs in these indices and also seeks feedback on these. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

10-Feb-2020 - DBIQ as administrator of the Deutsche Bank Dynamic Beta Stoxx Cash and Dynamic Beta S&P 500 Cash indices (BBG Tickers - DBUTDBCU, DBUEDBCU, DBETDBCE and DBEEDBCE) are scheduled to be retired on 10th March 2020. Following this date the indices will not be calculated or published by DBIQ. Users should contact DBIQ (index.data@db.com) directly for any further information on this or to discuss alternative benchmarks.

10-Feb-20 - DBIQ as administrator of the DB Europe Option Relative Value Defensive Put Index(DBCREPRE Index), DB US 25 Delta 12 Month Long Put Index(DBPPLUEP Index), DB US Option Relative Value Defensive Put Index(DBCRUPRU Index), DB UK 25 Delta 10 Month Long Put Index(DBPPLGEN Index), DB UK Option Relative Value Defensive Put Index(DBCRGPRG Index), DB HK Option Relative Value Defensive Put Index(DBCRHPRH Index), herein gives a notice that the Indices have been restated on 3-Feb-2020. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

06-Feb-2020 - DBIQ, as the index administrator of Deutsche Bank Commodity Fundamental Fair Value Indices (BBG Tickers - DBCFFVUE, DBCFFVUN, DBCFFVEE and DBCFFVEN) observed and confirms that restated Bloomberg Analyst Survey data for October 2019 WTI Crude Oil and Brent Crude Oil contracts was used for weight calculation in January 2020. In February 2020, restated Bloomberg Analyst Survey data for all futures and months was used for weight calculations. Following a review, DBIQ interprets the index rules to mean the latest data published by Bloomberg should be used on each selection. DBIQ proposes to continue to use restated data and opens a consultation on this interpretation. The consultation period will end on the 06 March 2020.

21-Jan-2020 - DBIQ as the index administrator of the Duration Bias USD 10 Year (DBDSDBUS Index), Duration Bias USD 7 Year (DBDSUS7Y Index), and Duration Bias USD 5 Year (DBDSUS5Y Index), hereby announces an index change to update the yield curve used to calculate the marked-to-market of the underlying interest rate swap contracts to be those observed at 16:00 London time. Prior to this change the yield curves are observed at 15:00 New York time. The change will be effective from 28th February 2020 when the indices rebalance .For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

13-Jan-2020 - DBIQ as the index administrator of the DB HK Option Relative Value Defensive Put Index (DBCRHPRH), herein gives a notice that the index has been restated on Bloomberg from 04-Dec-2019 to 16-Dec-2019. Users should contact index.data@db.com for any further information on this restatement.

09-Jan-2020 - DBIQ as the index administrator of Emerald EEM Suite of Indices (BBG Tickers - DBVEMREM, DBVEEM4C, DBVEME2D and DBVEMREB), herein gives a notice that the indices have been restated on Bloomberg from 16-Dec-2019 to 06-Jan-2020. Users should contact index.data@db.com for any further information on this restatement.

06-Jan-20 - DBIQ as administrator of the afore mentioned Indices (THE DEUTSCHE BANK HAVEN PLUS (EXCESS RETURN) INDEX (DBHVPER), G10 Currency Harvest EUR (DBHVG10E), G10 Currency Harvest USD (DBHVG10U), Global Currency Harvest USD (DBHVGUSI), Balanced Currency Harvest Funded USD (DBHVBUSF), Balanced Currency Harvest USD (DBHVBUSI), DB Currency momentum Excess Return (EUR) (DBMOMEUF), THE DEUTSCHE BANK MOMENTUM (USD) INDEX (DBMOMUSF), DB Currency Valuation Excess Return (EUR) (DBPPPEUF), THE DEUTSCHE BANK VALUATION (USD) INDEX (DBPPPUSF), DBCR+ (EUR) Excess Return (DBCRPLE), DBCR+ (USD) Excess Return (DBCRPLU), DB Currency Returns EUR (DBCREUI), DB Currency Returns USD (DBCRUSI)) are scheduled to be retired on 06-Feb-20. Following this date the indices will not be calculated or published by DBIQ. Users should contact DBIQ (index.data@db.com) directly for any further information on this or to discuss alternative benchmarks.

11-Dec-2019 - DBIQ as the index administrator of the Duration Bias USD 10 Year (DBDSDBUS Index) and Duration Bias USD 7 Year (DBDSUS7Y Index), hereby announces a period of consultation ending on 10th January 2020 to change the yield curve used to calculate the marked-to-market of the underlying interest rate swap contracts to be those observed at 16:00 London time. Prior to this change the yield curves are observed at 15:00 New York time. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

05-Dec-2019 - DBIQ as the index administrator of the DB US Equity Volatility Carry Straddle 5D Put 1430 Index (DBGL4PUU), herein gives a notice that the indices have been restated on Bloomberg from 02-Dec-2019 to 4-Dec-2019. Users should contact index.data@db.com for any further information on this restatement.

04-Dec-2019 - Following the end of the consultation period of the consultation announced on 18-Oct-2019, DBIQ, as the Index Administrator of Credit CDS Family Indices (BBG Tickers - DBCDHY5A, DBCDSF5S, DBCDX5LA, DBCDX5SA, DBCDXO5A, DBCDXO5L), hereby announces a change in the index rules regarding the cost calculation on an Extraordinary Rebalancing Dates. From 06-Jan-20 the cost will be calculated 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. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

25-Nov-2019 - DBIQ as the index administrator of the dbSelect 1OAK MLA Index - FXSTMLA1 Index, confirms the rule change whereby the two eligible Share Positions will the highest notional will not exceed 20% and each remaining Eligible Share position shall not exceed 15%. Furthermore for each Share Position with the designation of CTA, Macro, and FX the aggregate sum total of the Position Values immediately following an Index Recomposition shall not exceed 55%. and For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

19-Nov-2019 - DBIQ as the index administrator of the DBIQ EM USD Liquid Balanced Index - DBLQBLTR Index, confirms the rule change requiring any new bond entering the index to have a maturity greater than 3 years and 3 months on the rebalancing date will take effect from the next selection on 21st November 2019. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

07-Nov-2019 - DBIQ as the index administrator of the hedge indices for Risk Factor Series 2, hereby announces a period of consultation ending on 20th December 2019 to use the rebal day FX rate in rebal cost calculation rather than rebal plus one day FX rate. On the next rebal date in December, change will be implemented in the all affected indices. Affected Indices are : Deutsche Bank Equity Value EUR (DBRPGEVE Index), Deutsche Bank Equity Quality EUR (DBRPGEQE Index), Deutsche Bank Equity Low Beta EUR (DBRPGEBE Index), DB Equity Momentum Factor 2.0 USD Excess Return Index (DBRPGENU Index), DB Equity Momentum Factor 2.0 EUR Hedged (DBRPGENE Index), DB Equity Cash Neutral Momentum Factor 2.0 EUR Hedged Excess Return Index (DBRPGECE Index), DB Equity Defensive Factor 2.0 ??? EUR Hedged ??? Excess Return Index (DBRPGEDE Index).For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

30-Oct-19: Following the review the Deutsche Bank EUR Long Short Momentum Index, (Bloomberg Ticker: DBMULSME), DBIQ has decided to discontinue index from 25Nov2019. As part of the retirement of this index, the levels published to the tickers DBMULSEQ and DBLCIEER would also be discontinued. For more information or to discuss alternative indices, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

29-Oct-2019 - DBIQ as the index administrator of the DB Cross Asset Carry Index (DBCARIUS Index) and DB Cross Asset Carry Ex-Commodities Index (DBCARXCU Index), hereby announces a period of consultation ending on 30th November 2019 to provide for a rule such that in order for a currency to qualify as an Emerging Market Basket Currency, the relevant DB Emerging Market Currency Index must have a non-zero weight in the Deutsche Bank FX Long EM Currencies Basket Index (DBFXEMCB Index). For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

28-Oct-2019 - DBIQ as the index administrator of the DBIQ EM USD Liquid Balanced Index - DBLQBLTR Index, hereby announces a period of consultation ending the 13th November 2019 to provide for a rule requiring a new bond entering the index to have a maturity greater than 3 years and 3 months on the rebalancing date. This is to ensure a new bond will be eligible for two quarters. Should the rule change be confirmed, the change will take effect from the next selection on 21st November 2019. For more information or to discuss the change, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

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-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-May-2018 to 12-June-2019. Users should contact index.data@db.com for any further information on this restatement.

04-Jun-2019 - DBIQ as the index administrator of DB Fed Funds Index (published on Bloomberg under DBMMFED1 Index), DB EONIA Total Return (published on Bloomberg under DBDCONIA Index), DB SONIA Index (published on Bloomberg under DBMMSONI Index), DB Canadian Dollar ON Index (published on Bloomberg under DBMMCDON Index), Deutsche Bank SEK overnight cash Index (published on Bloomberg under DBSTIB1D Index) and Deutsche Bank Korean Overnight Money Market Total Return Index (published on Bloomberg under DBMMKRWO Index), notifies that the index calculation days for each index will be changed to be all good business days for the underlying respective rate, replacing the current method of calculating on all weekdays. The change will be effective from 01-Jul-2019. Indices allocating to the above indices that are calculated on holiday days for the respective money market index will follow standard DBIQ disruption procedures and use a rolled level. Users should contact DBIQ (index.data@db.com) directly for any further information.

31-May-2019 - DBIQ as administrator of the Deutsche Bank Commodity Strategy 54 USD ER Index (Bloomberg ticker: DBRCARUN) and the Deutsche Bank Commodity Strategy 54 EUR ER Index (Bloomberg ticker: DBRCAREN), herein gives a notice that the indices have been restated on Bloomberg from 19-June-2018 to 29-May-2019. Users should contact index.data@db.com for any further information on this restatement.

31-May-2019 - DBIQ as the index administrator of the Deutsche Multi-Product 1 Series B (the Vol-Controlled Index) [the "index"] announces that the index is no longer publicly available, as per the notice published on the 21-May-2019. Access to the index is restricted to users of the index.Following the consultation period notified on the 15-May-2019 ,and this period ending 31-May-19, user feedback has been received and incorporated into the index. Note that the index change proposed in the consultation notice is different to the change implemented as per the feedback from the users. For further details of the change, please contact index.data@db.com

28-May-2019 - DBIQ, as the index administrator of Deutsche Bank CoreSeries FX Carry Volatility Indices (BBG Tickers - DBFXCRVE, DBFXCRVU and DBFXCRVG), hereby announces a period of consultation on a proposal to modify the index rules for these indices. DBIQ is considering amending the index calculation to remove the daily compounding of returns which are a result of the index being calculated based off the levels of the last Index Calculation Date. The modification would result in the returns of the index being calculated from the previous Roll Date of the Related Base Indices or the date on which there was a VF Weight change. The consultation period will end on the 27-Jun-2019.

21-May-2019: DBIQ as the index administrator of the Deutsche Multi-Product 1 Series B (the Vol-Controlled Index) [the "index"] hereby announces a proposed change to the index. The index publication , which is currently available without restriction , will be restricted from the 30-May-2019. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this.

16-May-2019 - DBIQ, as the index administrator of MBS TBA Index Family (Headline BBG Tickers - DBMBSIDX and DBMBSTVL), hereby announces a period of consultation on the index rules for these indices. DBIQ is considering simplifying the index calculation to directly reflect the performance of relevant TBA contracts rather than implied spot bond total returns derived from the TBA specifications. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on 16-Jun-2019.

16-May-2019 DBIQ as administrator of the (the "Index" published to the Bloomberg ticker ), herein gives a notice that the Indices have been restated from <21 May 2009> to <14 May 2019>. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

15-May-2019 DBIQ as the index administrator of the Deutsche Multi-Product 1 Series B (the Vol-Controlled Index) [the "index"] hereby announces a period of consultation on a proposed change to the index. The index is constituted of 9 Funds. The board of directors of one of the Funds, DB PLATINUM CHILTON DIVERSIFIED - ISIN: LU0983855411, has resolved to terminate the Fund, creating a disruption event in the index.The position held in this fund will be held as Cash effective the 8May19.The consultation is to determine users feedback on a subsequent proposed change to the index. The proposed change to the index is an adjustment made necessary to continue the publication of the index. The proposed change is to hold the Cash position within the index until the next scheduled rebalance date,5-june-2019, when the proceeds will be distributed across the other 8 funds. The proposed redistribution is intended to achieve consistency with the current index rules in the context of being an equally weighted basket.Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on 31-May-2019.

14-May-2019 - DBIQ as administrator of DB Europe Series 2 Index (the "Index" published to Bloomberg ticker DB2MRE10), DB Europe weekly Mean Reversion Index (the "Index" published to Bloomberg ticker DBEMREWE), DB Europe bi-weekly Mean Reversion Index (the "Index" published to Bloomberg ticker DBEMREBE), DB Europe weekly and bi-weekly Mean Reversion Index (the "Index" published to Bloomberg ticker DBEMREWB), DB Europe weekly to bi-weekly Mean Reversion Index (the "Index" published to Bloomberg ticker DBEMRECE), DB Europe weekly and bi-weekly Mean Reversion USD Index (the "Index" published to Bloomberg ticker DBEMRE2U), DB Europe weekly to bi-weekly Mean Reversion USD Index (the "Index" published to Bloomberg ticker DBEMRECU), DB Global weekly and bi-weekly Mean Reversion USD Index (the "Index" published to Bloomberg ticker DBEMGWBU), DB Global weekly to bi-weekly Mean Reversion USD Index (the "Index" published to Bloomberg ticker DBEMGCOU), DB Global weekly and bi-weekly Mean Reversion EUR Index (the "Index" published to Bloomberg ticker DBEMGWBE) and DB Global weekly to bi-weekly Mean Reversion EUR Index (the "Index" published to Bloomberg ticker DBEMGCOE), herein gives a notice that the indices have been restated from 2-Jan-2019 to 13-May-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

7-May-2019 - DBIQ as administrator of the DB MultiEstrellas Basket (the "Index" published to the Bloomberg ticker DBXEMEST), herein gives a notice that the index has been restated from 22-May-2014 to 03-May-2019. This restatement is to ensure that the weights of the constituents on the 21-May-2014 was in line with the definitions of the index. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

02-May-2019 - DBIQ as the index administrator of DB Diversified Rates Vol Strategy Index 002 (published on Bloomberg under DBVSCVP2 Index),DB Diversified Rates Vol Strategy Index (published on Bloomberg under DBVSCVP4 Index),DB Diversified Rates Vol Strategy Hedged to EUR Index (published on Bloomberg under DBVSCV4H Index),DB Rates Vol Strategy 01 EUR hedged to USD Index (published on Bloomberg under DBVSVCEU Index),DB Rates Vol Strategy 04 EUR Index (published on Bloomberg under DBVS04EU Index),DB Rates Vol Strategy 01 EUR Index (published on Bloomberg under DBVS01EU Index),DB EUR Rates Long Vol Hedged to USD Index (published on Bloomberg under DBVI1020 Index),DB EUR Rates Long Vol Index (published on Bloomberg under DBVE1020 Index),DBIQ ImpAct 3M Basket EUR Index (published on Bloomberg under DBIP3BE Index),DBIQ ImpAct Euro Rates 3M Hedged to USD Index (published on Bloomberg under DBIP3BEU Index),DBIQ ImpAct K Basket (published on Bloomberg under DBIPBPLK Index),ImpAct EUR Rates VOL 13W, 2012 (published on Bloomberg under DBIP3EUR Index),DB ImpAct EUR Rates VOL 4W (published on Bloomberg under DBIP1EUR Index),DB Rates Vol Strategy 02 EUR Index (published on Bloomberg under DBVS02EU Index),DB Rates Vol Strategy 02 EUR Hedged to USD Index (published on Bloomberg under DBVS2EUH Index),DB Rates Strategy 03 EUR Index (published on Bloomberg under DBVS03EU Index),DB Rates Strategy 03 EUR Hedged to USD Index (published on Bloomberg under DBVS3EUH Index),DB Diversified Rates Strategy Index 008 (published on Bloomberg under DBVSCVP8 Index),DB Diversified Rates Strategy Index 009 (published on Bloomberg under DBVSCVP9 Index), notifies the index change on the construction methodology for EUR Swaptions, the change will be implemented starting from 02-May-2019 and then on the relevant rebalance date for each tranche within the Indices listed above. ISDA have officially announced the change to EUR Swaption settlement convention from CashIRR to Collateralised Cash Settle. Mathematically this is the same as moving to physical settlement however there is no obligation on either party to enter a cleared swap upon expiry and a cash settlement can be agreed instead. As a results the EUR Swaptions used in the calculation for the above Indices will be updated to reflect such change. The index change will be implemented once the compatible volatility market data is in place. For more information please contact index.data@db.com. Additional information can also be found on the below ISDA link: https://www.isda.org/2018/11/05/market-practice-change-for-settlement-of-eur-swaptions-to-collateralized-cash-price/

DBIQ as administrator of the FISCH Trend Navigator EUR Index (the "Indices" published to the Bloomberg tickers FXSTFTNE), herein gives a notice that the Indices have been restated from 23-April-19 to 26-April-19. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

30-Apr-19 - DBIQ as administrator of the FRB range of indices (published to Bloomberg under the tickers DBFRUQ2, DBFRUBHE, DBFRUBHU, DBFRUQ, DBFRUHE, DBFRUHU, DBFRUE2, DBFRUU2, DBFRUC, DBFRUE and DBFRUU) hereby announces that the index descriptions will be updated on 31-May-19. The update provides additional detail and clarification on the calculations and methodology used to determine the benchmark. The economics and economic aims of the index have not changed and the amendments to the Descriptions will have no impact on index levels. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

30-Apr-2019 - DBIQ as administrator of DB Commodity Carry Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker DBABCC), herein gives a notice that the index has been restated from 5-Feb-2019 to 18-Apr-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

22-Mar-2019 - DBIQ as administrator of the CROCI World Giants Dividend Hedged Index and the CROCI UK Dividend Hedged Index (the "indices" published to the Bloomberg ticker DBGLDHWG and DBEEDHCU ), herein gives a notice that the indices will be retired. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

21-Mar-2019 -DBIQ, as the index administrator of the Deutsche Multi-Product 1 Series B (the "Index" published to the Bloomberg ticker DBXEMP1B), hereby announces a period of consultation on a proposed change in the Index constituents. One of the Index constituents is the Goldman Sachs Global High Yield Portfolio Fund (ISIN: LU0906985832). The fund administrator has issued a Shareholder Notice announcing the closure of the Fund to additional subscriptions. The consultation is to determine users??? feedback on 1> the removal of the fund from the list of index constituents, and 2> the choice of an equal redistribution of the fund???s weight across the other constituents, OR an allocation placed into a substitute fund. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on 21-Apr-2019.

06-Mar-2019 - DBIQ as administrator of the Deutsche Multi-Product 1 Series B (the "Index" published to the Bloomberg ticker DBXEMP1B), herein gives a notice that following the announced merger of one of the 9 underlying funds of the index ( the "Index Constituent", M&G Optimal Income Fund (ISIN: GB00B1VMCY93), there will be an index change in the index, whereby the exposure to this fund will be moved to the M&G (Lux) Optimal Income Fund , a sub-fund of M&G (Lux) Investment Funds 1 (the "receiving fund"). As the fund administrator (M&G) have notified that there will be a suspension of dealing in Shares of the Merging Funds 11:30 CET Thursday 7 March 2019, the effective date of the index change will be the 7 March 2019.

06-Mar-2019 - DBIQ as administrator of the DB MultiEstrellas Basket (the "Index" published to the Bloomberg ticker DBXEMEST), herein gives a notice that following the announced merger of one of the 6 underlying funds of the index ( the "Index Constituent", M&G Optimal Income Fund (ISIN: GB00B1VMD022), there will be an index change in the index, whereby the exposure to this fund will be moved to the M&G (Lux) Optimal Income Fund , a sub-fund of M&G (Lux) Investment Funds 1 (the "receiving fund"). As the fund administrator (M&G) have notified that there will be a suspension of dealing in Shares of the Merging Funds 11:30 CET Thursday 7 March 2019, the effective date of the index change will be the 7 March 2019.

DBIQ as administrator of the DB Salsa Indices (the "Indices" published to the Bloomberg tickers DBEESAL1, DBEESAL2, DBEESAL3, DBEESALE, DBEESA4E ), herein gives a notice that the Indices have been restated for 11-Feb-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

18-Feb-2019 - DBIQ as administrator of the < DB Credit American 4x 5vs10 Steepener Index > (the "index" published to the Bloomberg ticker < DBCDACS4 > ), herein gives a notice that the index has been restated for 24-Dec-2018, 28-Dec-2018 and 31-Dec-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

15-Feb-2019 - DBIQ as administrator of the DB Global Equity Short Volatility suite of indices , herein gives a notice that a subset of the indices tracking the SX5E have been restated from the 3-Aug-18 to 18-Jan-19 due to a restatement of the SX5E Snap Price from the Market Data Provider on 2 days , 3-Aug-18 and the 8-Aug-18. The incorrect capture was detected on the 31-Jan-2019 and the indices have been rerun as per DBIQ's restatement policies. The indices impacted are those that are published to the Bloomberg tickers DBGL2PEE,DBGL4PEE,DBGLMPEE,DBGLGPGE and DBGLGPGU. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

13-Feb-2019 - DBIQ as administrator of the DB Equity Momentum (Time Series) Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker DBABEMT), herein gives a notice that the index has been restated from 03-Jan-2019 to 12-Feb-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

08-Feb-2019 - DBIQ, as the index administrator of DB Gross Canada Bond Future 10y 5D Rolling Index (BBG Ticker - DBBFCB10), DB Cross Asset CTA Trend Index (BBG Ticker - DBCAUCTA), DB Cross Asset CTA Trend - EUR Hedged Index (BBG Ticker - DBCAECTA), DB Cross Asset CTA Trend Ex-Commodities Index (BBG Ticker - DBCAUCTX), and DB Cross Asset CTA Trend Ex-Commodities - EUR Hedged Index (BBG Ticker - DBCAECTX), hereby announces an index change in the rebalancing schedule for the of DB Gross Canada Bond Future 10y 5D Rolling Index.Effective from the next futures roll (20th Feb 2019) the rebalancing period is modified to the first to the fifth Index Business Day immediately preceding the First Notice Day of the future contract. Currently the index rebalances from the twelfth to the eighth Index Business Day immediately preceding the last Index Business Day of the delivery month. The change is implemented as the CAD bond futures market data is more reflective of the market before the contract enters into the notice period. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

DBIQ as administrator of the Deutsche Bank Commodity Fundamental Fair Value USD ER Index, Deutsche Bank Commodity Fundamental Fair Value USD ERAC Index, Deutsche Bank Commodity Fundamental Fair Value EUR ER Index, Deutsche Bank Commodity Fundamental Fair Value EUR ERAC Index (the "Indices" published to the Bloomberg tickers DBCFFVUE, DBCFFVUN, DBCFFVEE, DBCFFVEN ), herein gives a notice that the Indices have been restated for 05 Feb 2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement

23-Jan-2018 - DBIQ as administrator of the DB SPX Equity Short Volatility suite of indices, herein gives a notice that the indices been restated from the 20-Sep-18 to 18-Jan-19. This is because the 8Oct18 and 12Nov18 were not considered index calculation days, when they should have been index calculation days. This led to index level differences starting 20-Sep-18, and the indices have been rerun as per DBIQ's restatement policies. The indices impacted are those that are published to the Bloomberg tickers DBGL1PUU,DBGL2PUU,DBGL3PUU,DBGL4PUU and DBGLMPUU. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the DB BRLUSD 3M Non-Deliverable Forward Indices (the "Indices" published to the Bloomberg tickers DBFXUBRL, DBFXMBRL, DBFXFBRL, DBFXJBRL ), herein gives a notice that the Indices have been restated for 21-Jan-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the 1OAK Diversified Liquid Alternatives (DLA) Base Index (the "Indices" published to the Bloomberg tickers FXSTDLA1), herein gives a notice that the Indices have been restated from 01-JUN-18 to 28-DEC-18. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the DB Exceed Funds Series 1 (the "Indices" published to the Bloomberg tickers DBXEEFS1), herein gives a notice that the Indices have been restated from 19-DEC-18 to 10-JAN-19. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the DB KRWUSD 3M Non-Deliverable Forward Indices (the "Indices" published to the Bloomberg tickers DBFXUKRW, DBFXMKRW, DBFXFKRW, DBFXJKRW ), herein gives a notice that the Indices have been restated for 31-Dec-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the CROCI AP, CROCI WORLD GIANTS and CROCI GIANTS Index (the "Indices" published to the Bloomberg ticker DBAPCAPT, DBGLCRWG, DBGLCGUS ), herein gives a notice that the Indices have been restated restated from 27-Dec-2018 to 28-Dec-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

DBIQ as administrator of the DB Salsa EURO ER Index and SALSA Longshort Index (the "Indices" published to the Bloomberg ticker DBEESALE, DBEESALT ), herein gives a notice that the Indices have been restated restated from 12-Dec-2018 to 03-Jan-2019. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

03-Jan-2019 - DBIQ, as the index administrator of DB Gross Canada Bond Future 10y 5D Rolling Index (BBG Ticker - DBBFCB10), DB Cross Asset CTA Trend Index (BBG Ticker - DBCAUCTA), DB Cross Asset CTA Trend - EUR Hedged Index (BBG Ticker - DBCAECTA), DB Cross Asset CTA Trend Ex-Commodities Index (BBG Ticker - DBCAUCTX), and DB Cross Asset CTA Trend Ex-Commodities - EUR Hedged Index (BBG Ticker - DBCAECTX), hereby announces a period of consultation on the proposed change in rebalancing schedule for the of DB Gross Canada Bond Future 10y 5D Rolling Index. It is proposed that effective from the next futures roll the rebalancing period is modified to the first to the fifth Index Business Day immediately preceding the First Notice Day of the future contract. Currently the index rebalances from the twelfth to the eighth Index Business Day immediately preceding the last Index Business Day of the delivery month. The change is proposed as the CAD bond futures market data is more reflective of the market before the contract enters into the notice period. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on 31-Jan-2019.

19-Dec-2018 - DBIQ as administrator of the DB Global Equity Short Volatility suite of indices , herein gives a notice that a subset of the indices tracking the SX5E have been restated from the 20-Aug-18 to 7-Dec-18 due to incorrect market data capture of the Futures on 6 days between the 20-Aug-18 and the 19-Sep-18 . The incorrect capture was detected on the 7-Dec-2018 and the indices have been rerun as per DBIQ's restatement policies. The indices impacted are those that are published to the Bloomberg tickers DBGL1PEE,DBGL2PEE,DBGL3PEE,DBGL4PEE,DBGLMPEE,DBGLGPGE and DBGLGPGU.Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

13-Dec-2018 - DBIQ as the index administrator of DB Diversified Rates Vol Strategy Index 002 (published on Bloomberg under DBVSCVP2 Index),DB Diversified Rates Vol Strategy Index (published on Bloomberg under DBVSCVP4 Index),DB Diversified Rates Vol Strategy Hedged to EUR Index (published on Bloomberg under DBVSCV4H Index),DB Rates Vol Strategy 01 EUR hedged to USD Index (published on Bloomberg under DBVSVCEU Index),DB Rates Vol Strategy 04 EUR Index (published on Bloomberg under DBVS04EU Index),DB Rates Vol Strategy 01 EUR Index (published on Bloomberg under DBVS01EU Index),DB EUR Rates Long Vol Hedged to USD Index (published on Bloomberg under DBVI1020 Index),DB EUR Rates Long Vol Index (published on Bloomberg under DBVE1020 Index),DBIQ ImpAct 3M Basket EUR Index (published on Bloomberg under DBIP3BE Index),DBIQ ImpAct Euro Rates 3M Hedged to USD Index (published on Bloomberg under DBIP3BEU Index),DBIQ ImpAct K Basket (published on Bloomberg under DBIPBPLK Index),ImpAct EUR Rates VOL 13W, 2012 (published on Bloomberg under DBIP3EUR Index),DB ImpAct EUR Rates VOL 4W (published on Bloomberg under DBIP1EUR Index),DB Rates Vol Strategy 02 EUR Index (published on Bloomberg under DBVS02EU Index),DB Rates Vol Strategy 02 EUR Hedged to USD Index (published on Bloomberg under DBVS2EUH Index),DB Rates Strategy 03 EUR Index (published on Bloomberg under DBVS03EU Index),DB Rates Strategy 03 EUR Hedged to USD Index (published on Bloomberg under DBVS3EUH Index),DB Diversified Rates Strategy Index 008 (published on Bloomberg under DBVSCVP8 Index),DB Diversified Rates Strategy Index 009 (published on Bloomberg under DBVSCVP9 Index), notifies the index change on the construction methodology for EUR Swaptions will be postponed until further notice due to a lack of market data for the new convention. ISDA have officially announced the change to EUR Swaption settlement convention from CashIRR to Collateralised Cash Settle will take place on 26-Nov-2018. Mathematically this is the same as moving to physical settlement however there is no obligation on either party to enter a cleared swap upon expiry and a cash settlement can be agreed instead. As a results the EUR Swaptions used in the calculation for the above Indices will be updated to reflect such change. The index change will be implemented once the compatible volatility market data is in place. For more information please contact index.data@db.com. Additional information can also be found on the below ISDA link: https://www.isda.org/2018/11/05/market-practice-change-for-settlement-of-eur-swaptions-to-collateralized-cash-price/

06-Dec-2018 - DBIQ as the index administrator DB Fed Funds Index (published on Bloomberg under DBMMFED1 Index), DB EONIA Total Return (published on Bloomberg under DBDCONIA Index), DB SONIA Index (published on Bloomberg under DBMMSONI Index), DB Canadian Dollar ON Index (published on Bloomberg under DBMMCDON Index), Deutsche Bank SEK overnight cash Index (published on Bloomberg under DBSTIB1D Index) and Deutsche Bank Korean Overnight Money Market Total Return Index (published on Bloomberg under DBMMKRWO Index), hereby announces a period of consultation on the proposed change in calculation days for each index to be all good business days for the underlying respective rate, replacing the current method of calculating on weekdays. Indices allocating to the above indices that are calculated on holiday days for the respective money market index will follow standard DBIQ disruption procedures and use a rolled level. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on 15-Jan-2019.

28-Nov-18 DBIQ, as the index administrator of the CROCI World Ex Japan (DBGLWDXJ/DBGLWEJP) hereby announces a change in methodology modifying the existing Selection Date rule. The next Selection Date in respect of Sub-Index 1 for CROCI World Ex Japan (DBGLWDXJ/DBGLWEJP) will be postponed to the 11th January 2019. From this date the Selection Date will be each day falling on the Friday of every fourth week.

27-Nov-2018 - DBIQ as administrator of the DB FX Forward Indices (the "Indices" published to the Bloomberg tickers DBFXJPHP, DBFXJIDR, DBFXFPHP, DBFXFIDR,DBFXMPHP ,DBFXMIDR, DBFXUPHP, DBFXUIDR ), herein gives a notice that the Indices have been restated for 22-nov-2018 due to incorrect market data capture for the underlying Spot and Forward rates. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

14-Nov-2018 - DBIQ, as the index administrator of the DB FX Forward Indices as listed in the Index Change Notice FX Forward.pdf here hereby announces from the 19 Nov the Index Closing Level shall be published by the Index Calculation Agent (rounded to four decimal places with 0.00005 being rounded upwards)

14-Nov-2018 - Following up on an initial consultation announced on 12-June-2018, DBIQ as the index administrator of DB Diversified Rates Vol Strategy Index 002 (published on Bloomberg under DBVSCVP2 Index),DB Diversified Rates Vol Strategy Index (published on Bloomberg under DBVSCVP4 Index),DB Diversified Rates Vol Strategy Hedged to EUR Index (published on Bloomberg under DBVSCV4H Index),DB Rates Vol Strategy 01 EUR hedged to USD Index (published on Bloomberg under DBVSVCEU Index),DB Rates Vol Strategy 04 EUR Index (published on Bloomberg under DBVS04EU Index),DB Rates Vol Strategy 01 EUR Index (published on Bloomberg under DBVS01EU Index),DB EUR Rates Long Vol Hedged to USD Index (published on Bloomberg under DBVI1020 Index),DB EUR Rates Long Vol Index (published on Bloomberg under DBVE1020 Index),DBIQ ImpAct 3M Basket EUR Index (published on Bloomberg under DBIP3BE Index),DBIQ ImpAct Euro Rates 3M Hedged to USD Index (published on Bloomberg under DBIP3BEU Index),DBIQ ImpAct K Basket (published on Bloomberg under DBIPBPLK Index),ImpAct EUR Rates VOL 13W, 2012 (published on Bloomberg under DBIP3EUR Index),DB ImpAct EUR Rates VOL 4W (published on Bloomberg under DBIP1EUR Index),DB Rates Vol Strategy 02 EUR Index (published on Bloomberg under DBVS02EU Index),DB Rates Vol Strategy 02 EUR Hedged to USD Index (published on Bloomberg under DBVS2EUH Index),DB Rates Strategy 03 EUR Index (published on Bloomberg under DBVS03EU Index),DB Rates Strategy 03 EUR Hedged to USD Index (published on Bloomberg under DBVS3EUH Index),DB Diversified Rates Strategy Index 008 (published on Bloomberg under DBVSCVP8 Index),DB Diversified Rates Strategy Index 009 (published on Bloomberg under DBVSCVP9 Index), notifies a final consultation and index change on the construction methodology for EUR Swaptions due to change in market practice for settlement convention of such instrument. ISDA have officially announced the change to EUR Swaption settlement convention from CashIRR to Collateralised Cash Settle will take place on 26-Nov-2018. Mathematically this is the same as moving to "physical" settlement however there???s no obligation on either party to enter a cleared swap upon expiry and a cash settlement can be agreed instead. As a results the EUR Swaptions used in the calculation for the above Indices will be updated to reflect such change. The final consultation will end on 30-Nov-2018 and DBIQ welcomes feedback from its users on this topic. If no objection or concern is received during the final consultation period the change will be applied on the rebalance dates specific to each Index on or after 12-Dec-2018. For more information please contact index.data@db.com. Additional information can also be found on the below ISDA link: https://www.isda.org/2018/11/05/market-practice-change-for-settlement-of-eur-swaptions-to-collateralized-cash-price/

7Nov2018:DBIQ as administrator of the Universal Strategies Index(the "Index" published to the Bloomberg ticker CSTMGLST), herein gives a notice that following the announced merger of one of the 3 underlying funds of the index ( the "Index Constituent", M&G Global Dividend Fund ,ISIN: GB00B39R2S49), there will be an index change in the index, whereby the exposure to this fund will be moved to the M&G (Lux) Global Dividend Fund, a sub-fund of M&G (Lux) Investment Funds 1 (the "receiving fund"). As the fund administrator (M&G) have notified that there will be a suspension of dealing in Shares of the Merging Funds 11:30 CET Thursday 6 December 2018, the effective date of the index change will be the 5 December 2018.

07-Nov-2018 - DBIQ, as the index administrator of DB French Gross Equity Futures Index (BBG Ticker - DBEEFRGF), DB Spanish Gross Equity Futures Index (BBG Ticker - DBEEIGFT), DB Cross Asset CTA Trend Index (BBG Ticker - DBCAUCTA), DB Cross Asset CTA Trend - EUR Hedged Index (BBG Ticker - DBCAECTA), DB Cross Asset CTA Trend Ex-Commodities Index (BBG Ticker - DBCAUCTX), and DB Cross Asset CTA Trend Ex-Commodities - EUR Hedged Index (BBG Ticker - DBCAECTX), hereby announces a period of consultation on the proposed change in rebalancing schedule for the of DB French Gross Equity Futures and DB Spanish Gross Equity Futures indices. It is proposed that from the Dec-18 rebalancing the rebalancing frequency is modified to monthly and the contract selected is the contract expiring in the next calendar month, therefore implementing a front month rolling schedule. Currently the index rebalances quarterly and enters into the contract expiring at the end of the next quarter. The change is proposed as the observed liquidity of the front month future (measured by open interest and contracts traded) is significantly higher. Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this. The consultation period will end on 23-Nov-2018.

1Nov2018:DBIQ as administrator of the suite of DB DURATION BIAS JPY INTEREST RATE SWAP EXCESS RETURN INDICES herein gives notice that the description of these indices has been corrected for errors of a typographical nature, none of which are considered to be a material change in the suite of indices. Users should contact DBIQ (index.data@db.com) directly for any further information on the corrections

01-Nov-18 - DBIQ as administrator of the DB Rates Carry Strategy 002 USD Index (the 'Index' published to the Bloomberg ticker 'DBDRC2US'), DB Rates Carry Strategy Hedged to EUR Index (the 'Index' published to the Bloomberg ticker 'DBDRC2UH'), DB Duration Bias AUD Interest Rate Swap (6m Floating/10 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU10'), DB Duration Bias NZD Interest Rate Swap (3m Floating/10 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRNZ10'), DB Duration Bias AUD Interest Rate Swap (3m Floating/2 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU02'), DB Duration Bias AUD Interest Rate Swap (3m Floating/3 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU03'), DB Duration Bias AUD Interest Rate Swap (6m Floating/7 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU07'), DB Duration Bias AUD Interest Rate Swap (6m Floating/15 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU15'), DB Duration Bias AUD Interest Rate Swap (6m Floating/20 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU20'), gives notice of an index change. Effective 30-November-2018, the AUD and NZD curves will be observed at 16:30 local time in Sydney and Wellington respectively. Prior to this change the Swap Curves are observed at 16:00 London time. Please refer the 'dbIQ Interest Rate Curve Creation Process' for more information on the Curve Construction. This is available on the dbIQ webpage and can also be provided on request. For more information please contact index.data@db.com.

31-Oct-18 - DBIQ as administrator of the DB Duration Bias JPY Interest Rate Swap (6m Floating/10 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker ' DBDRJP10'), is currently reviewing the JPY Swap Curve used in index calculations. The review will focus on the current observation time compared to potential alternative observation and capture processes at an earlier time. Under the new proposed process the JPY curve will be observed at 15:00 local time in Tokyo. Currently the Swap Curves are observed at 16:00 London time. The IOSCO Index Principles covering the Hierarchy of Data Inputs will be considered. Please provide feedback by contacting index.data@db.com. The consultation period will end on 30-Nov-2018.

DBIQ as administrator of the DB Equity Cash Neutral Momentum Factor 2.0 USD Excess Return Index (the "Indices" published to the Bloomberg tickers DBRPGECU Index), herein gives a notice that the Indices have been restated for 18-Oct-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

18-Oct-2018 - DBIQ as administrator of the MYR FRA 1yX1y 3 Index, MYR FRA 5yX1y 3 Index, MYR FRA 1yX1y 1 Index, MYR FRA 5yX1y 1 Index, MYR FRA 1yX1y 2 Index, MYR FRA 5yX1y 2 Index, ARCH Tranche 1 Index (published on Bloomberg under ticker DBARCH Index), ARCH3 Index (published on Bloomberg under ticker DBARCH2 Index), ARCH1 Index (published on Bloomberg under ticker DBARCH3 Index), ARCH2 Index (published on Bloomberg under ticker DBARCH1 Index), FRB Pan-Asia Index (published on Bloomberg under ticker DBFRASIA Index), and FRB MYR Index, gives notice of an index change. Effective 01-November-18 the MYR Swap Curve used in index calculations will be constructed based on Thomson Reuters RICs , which is a composite of broker source data. In addition RIC MYR9MD= will be removed from the curve construction as it is no longer available on Reuters. Prior to this date the MYR Swap Curves were constructed using published by Reuters. Please refer the 'dbIQ Interest Rate Curve Creation Process' for more information on the Curve Construction. This is available on the dbIQ webpage and can also be provided on request. For more information please contact index.data@db.com.

18-Oct-2018 - DBIQ as administrator of the DB Commodity Congestion EUR Hedged Index (the "Indices" published to the Bloomberg ticker DBCMRTEE ), herein gives a notice that the Indices have been restated from 30-Jun-2017 to 16-Oct-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

04 Oct 2018 - DBIQ as administrator of the DB Mutual Funds Index 6 (the "Index" published to the Bloomberg tickers DBXEMF06), herein gives a notice that the Index have been restated from 28-Aug-2018 to 28-Sep-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

27-Sep-18 - DBIQ ,as administrator of the Corporate 12.5 Tracker Indices (BloombergTickers:DBECDR12,DBECIRHG), herein gives notice that the indices are scheduled to be retired on 19-Oct-18. Following this date the indices will not be calculated or published by DBIQ. Users should contact DBIQ (index.data@db.com) directly for any further information on this or to discuss alternative benchmarks.

25-Sep-2018 - Subsequent to the consultation notice on 13-Aug-2018, DBIQ as administrator of DB Rates Value Risk Factor Index ER USD & DB Rates Carry Risk Factor Index ER USD (the 'Index' published to the Bloomberg tickers DBABRV & DBABRC respectively) herein gives notice of change in reference RICs of 10 year generic government bond yields. From 25-Sep-2018 onwards, DBIQ will source the data from RICs maintained by Reuters to determine the 10 year generic government bond yields, for calculation of selection weights of 6 sub-indices (DB FBTP 10Y INDEX, DB FGBL 10Y INDEX, DB FLG 10Y INDEX, DB FOAT 10Y INDEX, DB JGB 10Y INDEX, and DB TY 10Y INDEX).

DBIQ as administrator of the dbSelect FIRST PRIVATE EM FX Systematic Alpha Index (the "Indices" published to the Bloomberg ticker FXSTFPEM), herein gives a notice that the Indices have been restated from 11-Sep-18 to 11-Sep-18. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

17-Sep-18 - DBIQ as administrator of the DB Rates Carry Strategy 002 USD Index (the 'Index' published to the Bloomberg ticker 'DBDRC2US'), DB Rates Carry Strategy Hedged to EUR Index (the 'Index' published to the Bloomberg ticker 'DBDRC2UH'), DB Duration Bias AUD Interest Rate Swap (6m Floating/10 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU10'), DB Duration Bias NZD Interest Rate Swap (3m Floating/10 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRNZ10'), DB Duration Bias AUD Interest Rate Swap (3m Floating/2 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU02'), DB Duration Bias AUD Interest Rate Swap (3m Floating/3 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU03'), DB Duration Bias AUD Interest Rate Swap (6m Floating/7 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU07'), DB Duration Bias AUD Interest Rate Swap (6m Floating/15 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU15'), DB Duration Bias AUD Interest Rate Swap (6m Floating/20 Yr Fixed) Excess Return (the 'Index' published to the Bloomberg ticker 'DBDRAU20'), is currently reviewing the AUD and NZD Swap Curves used in index calculations. The review will focus on the current observation time compared to potential alternative observation and capture processes at an earlier time. Under the new proposed process the AUD and NZD curves will be observed at 16:30 local time in Sydney and Wellington respectively. Currently the Swap Curves are observed at 16:00 London time. The IOSCO Index Principles covering the Hierarchy of Data Inputs will be considered. Please provide feedback by contacting index.data@db.com. The consultation period will end on 01-Oct-2018.

12Sep2018DBIQ as administrator of the DB Mutual Funds Index 6, (the "Index" published to the Bloomberg ticker DBXEMF06) herein gives notice that such Index has been disrupted because of a Delta-1 Index Disruption Event. The Delta-1 Index Disruption Event is due to 5 of the underlying funds ceasing to exist, following a merger into a set of 5 receiving funds , as notified by the Fund administrator of the 5 funds , DWS Invest. Each of the funds constitutes a Reference Entity and the fund shares constitutes a Delta-1 Index Constituent, in each case, in respect of the Index. With effect from 28 Aug18 (for 2 of the 5 funds) and 30 Aug18 for the rest of the funds , the Index Administrator will add each of the the receiving funds as a new Reference Entity. The receiving fund shares will replace the merging fund shares as a Delta-1 Index Constituent in respect of the Index. The Index Calculation Agent will make adjustments to the Index and the Delta-1 Index to provide for the consequences of the Delta-1 Index Disruption Event, acting in good faith and in a commercially reasonable manner. An impacted party is able to contact DBIQ for further clarification at index.data@db.com. Investors in a product linked to the Index should contact the issuer of that product to discuss the consequences of the Delta-1 Index Disruption Event.Adjustment details:

effective Date ISIN of receiving fund ISIN of merging fund ratio (units of receiving fund for 1 unit of merging fund)
28-Aug-18 LU1769941268 LU0471593425 1
28-Aug-18 LU1769940534 LU1081235597 1
30-Aug-18 LU1769939361 LU0194164967 0.9544763
30-Aug-18 LU1769944106 LU0781545867 1
30-Aug-18 LU1769942316 LU0940679367 1

12-Sep-18 - DBIQ as administrator of the Deutsche Bank Commodity Strategy 54 USD ER Index , ??Deutsche Bank Commodity Strategy 54 EUR ER Index (the "Indices" published to the Bloomberg tickers DBRCARUN, DBRCAREN), herein gives a notice that the Indices have been restated from 19-Jun-2018 to 31-Aug-2018. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

06-Sep-18 - Following the review of index Liquid Alpha and X-Alpha indices, DBIQ has decided to discontinue index from 06-Oct-18. The indices are published under the tickers DBLAUT4J, DBLAUE4J, DBGLXAE, DBGLXAT, DBEEEUGR, DBEEEUVA, DBEEUKVT, DBUSUSG, DBUSUSV, DBAPJVT, DBEEUKGT, DBAPJGT, DBLAXAUN, DBLASUT5, DBLCBNUT. For more information or to discuss alternative indices, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

29-Aug-2018 - DBIQ as administrator of the Deutsche Bank US Gross Equity Futures Index (Bloomberg Ticker: DBEEUGFT Index) and the Deutsche Bank US Equity Futures Index (Bloomberg Ticker: DBEEUFUT Index) herein gives notice of a change to the rolling pattern of the futures contracts selected in the two indices. Currently the indices roll into the next futures contract two Business Days prior to the expiry of the invested contract. Effective from the roll date in September 2018, these indices will roll into the next futures contract one Business Day prior to the expiry of the invested futures contract. Bloomberg tickers of the dependent indices impacted as part of this change are DBCATUSD Index, DBCATXCU Index, DBCARIUS Index, DBCARXCU Index, DBHTPR03 Index, DBHTPR04 Index, DBHTPR05 Index, DBHTPR06 Index, DBHTPR07 Index, DBHTPR08 Index, DBHTPR09 Index, DBHTPR10 Index, DBHTPR11 Index, and DBHTPR12 Index. These are direct dependents of either the Deutsche Bank US Gross Equity Futures Index (Bloomberg Ticker: DBEEUGFT Index) or the Deutsche Bank US Equity Futures Index (Bloomberg Ticker: DBEEUFUT Index). Bloomberg tickers of the indirect dependents are DBCATEUR Index and DBCATXCE Index. Investor in a product linked to these indices or any concerned user should contact DBIQ for further details at index.data@db.com.

14-Aug-2018 - DBIQ as administrator of the DB TRYUSD 3M Forward Index, DB the "Index" published to the Bloomberg ticker DBFXUTRY), herein gives a notice that the Indices have been restated for the period from inception to the 10-Jul-2018. This was a result of the change of the inception date to 18th March 2002 due to the quality of the underlying FX data prior to that period.

13-Aug-2018 - DBIQ, as the index administrator of DB Rates Value Risk Factor Index ER USD & DB Rates Carry Risk Factor Index ER USD (the 'Index' published to the Bloomberg tickers DBABRV & DBABRC respectively) , hereby announces a period of consultation on the proposed change in reference RICs of 10 year generic government bond yields.DBIQ proposes to source the data from RICs maintained by Reuters to determine the 10 year generic government bond yields, for calculation of selection weights of 6 sub-indices (DB FBTP 10Y INDEX, DB FGBL 10Y INDEX, DB FLG 10Y INDEX, DB FOAT 10Y INDEX, DB JGB 10Y INDEX, and DB TY 10Y INDEX). Users should contact DBIQ (index.data@db.com) directly for any further information/feedback on this.The consultation period will end on 13 Sep 2018.

8-Aug-18 - DBIQ as administrator of the DB Credit American IG 10yr Short Fixed Notional Excess Return Index , DB Credit American 4x 5vs10 Steepener Index (the "Indices" published to the Bloomberg tickers DBCDIG0S, DBCDACS4 ), herein gives a notice that the Indices have been restated from 21-Mar-2018 to 03-Aug-2018.

Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

6-Aug-18 - DBIQ as administrator of the DB BRLUSD 3M Non-Deliverable Forward Index,DB HUFUSD 3M Forward Index,DB KRWUSD 3M Non-Deliverable Forward Index,DB MXNUSD 3M Forward Index,DB PLNUSD 3M Forward Index,DB RUBUSD 3M Forward Index,DB SGDUSD 3M Forward Index,DB TRYUSD 3M Forward Index,DB TWDUSD 3M Non-Deliverable Forward Index,DB ZARUSD 3M Forward Index,DB CZKUSD 3M Forward Index (the "Indices" published to the Bloomberg tickers DBFXUBRL,DBFXUHUF,DBFXUKRW,DBFXUMXN,DBFXUPLN,DBFXURUB,DBFXUSGD,DBFXUTRY,DBFXUTWD,DBFXUZAR,DBFXUCZK respectively), herein gives a notice that the Indices have been restated for the period 6-Jul-2019 to 10-Jul-2018. The indices were restated following the identification of an error in the forward rate used on the roll date.

Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

20-Jul-18 - DBIQ as administrator of the LiquidAlts Trading Series 1 USD Index & LiquidAlts Trading Series 1 USD 8% VC Index (the 'Indices' published to the Bloomberg ticker 'DBXELA1B' and 'DBXELA1V' respectively), herein gives a notice that the Indices have been restated from 26-Jun-2017 onwards till 19-Jul-2018. . The current index level as of 19-Jul-2018 is 96.878799 and 98.187479 respectively. The indices were restated following the identification of a valuation error in the share value attributable to one segregated portfolio used as an input into the index calculations.

Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

05-Jul-2018 - DBIQ as administrator of the db GAIN Index (the 'Index' published to the Bloomberg ticker 'DBGAIN01'), db GAINE - Series 2 Index (the 'Index' published to the Bloomberg ticker 'DBGAINE2'), FRB SAR 1Y1Y Index, and FRB SAR 1Y1Y Series E2, gives notice of an index change. Effective 23-July-18 the SAR Swap Curve used in index calculations will be constructed based on Thomson Reuters calculated RICs. Prior to this date the SAR Swap Curves were constructed using composite RICs published by Reuters. Please refer the 'dbIQ Interest Rate Curve Creation Process' for more information on the Curve Construction. This is available on the dbIQ webpage and can also be provided on request. For more information please contact index.data@db.com.

13-Jun-2018 - DBIQ hereby announces a period of consultation on the bond eligibility rules for the DB Global Short Maturity High Yield Bond Index. The DB Global Short Maturity High Yield Bond Index is intended to reflect the USD Short Term High Yield market as accessible to a hypothetical qualified institutional investor domiciled in the United States of America. Currently the index includes Global and Regulation S series issues. DBIQ proposes to modify the market of issue inclusion to include Global and 144A series issues (excluding Regulation S) to make it more representative of the holdings a qualified institutional buyer hypothetically holds. It is expected the membership list would remain constant with the 144A series of each applicable bond replacing the Regulation S series currently held in the index. Should you wish to provide feedback or receive more information please contact the DBIQ team via index.data@db.com. The consultation period will end on 12-Jul-2018.

12-June-2018 - DBIQ notifies a consultation on the construction methodology and pricing data for EUR Swaptions due to change in market practice for settlement of EUR Swaptions. ISDA is changing the current convention for the settlement of EUR Swaptions from "Par Yield Curve -Unadjusted" Cash Settlement Method to "Collateralized Cash Price" Cash Settlement Method, the target implementation date is in the first week of July. As a result DBIQ is reviewing the construction methodology and pricing data for EUR Swaptions. The indices impacted include all EUR interest rate volatility indices. DBIQ welcomes feedback from its users on this topic. Should you wish to provide feedback or receive more information please contact the DBIQ team via index.data@db.com. DBIQ expects to publish proposed changes during first half of July 2018 with changes being implemented from first half of August 2018.

17-Apr-2018 - DBIQ as administrator of the Deutsche Bank US Gross Equity Futures Index (Bloomberg Ticker: DBEEUGFT Index) and Deutsche Bank US Equity Futures Index (Bloomberg Ticker: DBEEUFUT Index) herein gives notice of a consultation on a change to the rolling pattern of the futures contracts invested in the two indices. Currently the indices roll into the next futures contract two Business Days prior to the expiry of the invested contract. DBIQ proposes to update the rolling pattern in a way that the indices would roll into the next futures contract one Business Day prior to the expiry of the invested futures contract. This change will be effective from the roll date in the month of June 2018 and will align the DBIQ US Equity and Option indices roll schedules. The consultation period ends on 14-May-2018. Impacted investor in a product linked to these indices or any concerned user should contact DBIQ for further details at index.data@db.com.

05-Apr-2018 - DBIQ as administrator of the DB Rates Value Risk Factor Index ER USD (the 'Index' published to the Bloomberg ticker DBABRV) herein gives a notice of change. From selection date 27-Apr-2018 onwards, in reference to CTD bonds of front month futures, the modified duration used in the selection methodology will be sourced from Reuters. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

05-Apr-2018 - DBIQ as administrator of the DB Rates Carry Risk Factor Index ER USD (the 'Index' published to the Bloomberg ticker DBABRC), here in gives a notice of change on the selection methodology for the underlying sub-indices. If on a selection date, two or more sub-indices result in the same rank then previous selection ranks will be used to determine the ranks amongst them. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

28-Mar-18 - DBIQ as administrator of the DB G10 Diversified Rates Carry USD Index (the 'Index' published to the Bloomberg ticker 'DBDRCDMU'), DB G10 Diversified Rates Carry EUR Index (the 'Index' published to the Bloomberg ticker 'DBDRCDME'), DB Duration Bias NOK Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return Index, DB Duration Bias DKK Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return Index, and DB Duration Bias SEK Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return Index, gives notice of an index change. Effective 27-Apr-18 the DKK, NOK, and SEK Swap Curves used in index calculations will be observed at 15:15, 15:00, and 15:15 local time respectively. Prior to this date the Swap Curves were observed at London close. Refer the 'dbIQ Interest Rate Curve Creation Process' for more information on the Swap Curve Construction. This is available on the dbIQ webpage and can also be provided on request. For more information please contact index.data@db.com.

27-Mar-18 - DBIQ as administrator of the Corporate 12.5 Tracker Indices (Bloomberg Tickers:DBECDR12,DBECIRHG) will postpone the retirement of this index. This notice reverses the intended retirement notice posted on 20-Feb-18 that was to be effective on 04-Apr-18. DBIQ will consult with users to schedule a retirement date in due course. Users should contact DBIQ (index.data@db.com) directly for any further information on this or to discuss alternative benchmarks.

15-march-2018- DBIQ as administrator of the DB MULTIASSET FUNDS INDEX (the 'Index' published to the Bloomberg ticker DBXEMAF) herein gives notice that such Index has been disrupted effective 16Mar18. The Index Disruption Event is due to the merger of the of M&G Dynamic Allocation Fund (the 'Fund') into the M&G (Lux) Dynamic Allocation Fund (the 'New Fund'), a sub-fund of M&G (Lux) Investment Funds 1, as notified by the Fund administrator, M&G. The Fund constituted a Reference Entity and the M&G Dynamic Allocation Fund Euro Class A fund shares constituted a Delta-1 Index Constituent, in each case, in respect of the Index. With effect from 16 March 2018, the Index Calculation Agent wishes to add the New Fund as a new Reference Entity to replace the Fund. The M&G (Lux) Income Allocation Fund Euro Class A Accumulation shares will replace the M&G Dynamic Allocation Fund Euro Class A shares as a Delta-1 Index Constituent in respect of the Index. The Index Calculation Agent will make adjustments to the Index to provide for the consequences of the Delta-1 Index Disruption Event, acting in good faith and in a commercially reasonable manner. An impacted party is able to contact DBIQ for further clarification at index.data@db.com. Investors in a product linked to the Index should contact the issuer of that product to discuss the consequences of the Index Disruption Event.

15-March-2018 DBIQ as administrator of the Deutsche Multi-Product 1 Series B Index (the "Index" published to the Bloomberg ticker DBXEMP1B) herein gives notice that such Index has been disrupted because of a Delta-1 Index Disruption Event. The Delta-1 Index Disruption Event is due to the merger of the of M&G Dynamic Allocation Fund (the 'Fund') into the M&G (Lux) Dynamic Allocation Fund (the 'New Fund'), a sub-fund of M&G (Lux) Investment Fu

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