Index Publications
Reports                                   
List of DB EU Benchmarks_19Jul19
FX Indices - July-19
DBLCI OY Roll Report - July 19
SOMA TIPS July 2019
SOMA T July 2019
DBIQ EU BMR Compliance Statement
Rates Volatility Benchmark Statement
Rates Strategy Benchmark Statement
Rates Money Market Benchmark Statement
Rates MMI Benchmark Statement
Rates Futures Benchmark Statement
Rates DV01 Benchmark Statement
Rates Duration Bias Benchmark Statement
Rates Bond Benchmark Statement
Mutual Fund Benchmark Statement
FX Volatility Benchmark Statement
FX Strategy Benchmark Statement
FX Pair Benchmark Statement
Equity Volatility Benchmark Statement
Equity Future Benchmark Statement
Equity Dividend Future Benchmark Statement
Equity Cash Benchmark Statement
DB Select Benchmark Statement
Cross Asset Strategy Benchmark Statement
Credit CDS Index Benchmark Statement
Commodity Volatility Benchmark Statement
Commodity Futures Benchmark Statement
DBCFH Rebalance Report 201906
DBEMPRO_Bond Selection_May_2019
STHY Selection May 2019
DBLQBLTR Selection May 2019
SOMA T May 2019
SOMA TIPS May 2019
DBEMPRO Country Bond Selection Feb 2019
STHY Annual Selection 2019
DBLQBLTR Annual Selection 2019
Announcement DBIQ EM Country Selection
Multi-Asset Indices - Selection and Rebalance Dates
FFV Annual Review Report 2018
CROCI Sectors IV Index_Index Description
EMLE 2018 Rebalance Notification
DBIQ Emerging Market USD Liquid Balanced Index Final 20180209
DB Risk Factor Indices - Selection and Rebalance dates
EMLIN Selection Changes Nov 2017
EMLIN May 2017 Rebalance Notification
STEM_Selection_Nov2016
Index Process Documents     
Contacts
DB Index Team
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Welcome To DBIQ

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

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

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

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

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

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

Notices

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 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 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.

05-March-2018 - DKK, NOK, and SEK Interest Rate Swap Observation Time Consultation. DBIQ is currently reviewing the observation time for DKK, NOK, and SEK Interest Rate Swaps data as detailed in the dbIQ Interest Rate Curve Creation Process document as posted in http://index.db.com. DBIQ invites feedback from clients on the data sourcing and capture process for these data sets. 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 DKK, NOK and SEK Swap Curves used in index calculations will be observed at 15:15, 15:00 and 15:15 local time (CET) respectively. Currently these Swap Curves are observed at London close (16:00 GMT). 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 19-March-2018. A full list of index identifiers is available on request.

27-Feb-2018 - DBIQ gives notice of a revised version of the STHY Selection February 2018 originally posted on the 22nd Feb 2018

27-Feb-18 - Following the review of EP index family, DBIQ has decided to discontinue index from 01-May-18. For more information or to discuss alternative indices, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

26-Feb-2018 - Correction to EM Country list.

India and Malaysia added post 22Feb2018 initial announcement. This does not affect indices already rebalanced

DBIQ gives notice of the annual selection of EM countries - Additions are Saudi Arabia, China, United Arab Emirates, Oman, Egypt, Costa Rica, Ecuador, Bahrain, Jordan, Nigeria, India, Trinidad and Tobago, Malaysia and Paraguay, Removal are South Korea and Venezuela was removed end of November 2017 due to default.

The EM Country list was determined using a two-step process. The global country list was identified by first filtering for countries with a minimum Sovereign and Sub-Sovereign USD total debt outstanding based on Deutsche Bank and Thompson Reuters data. The EM Country list was determined by removing countries in default, developed counties, those subject to global sanctions or other identified impediments for US investors to hold debt.

22-Feb-2018 - DBIQ gives notice of a revised version of the STHY Selection February 2018 originally posted in the morning of the 22nd Feb 2018.

22-Feb-2018 - DBIQ gives notice of a revised version of the DBLQBLTR Annual Rebalancing originally posted in the morning of the 22nd Feb 2018.

22-Feb-2018 - DBIQ gives notice of the annual selection of EM countries - Additions are Saudi Arabia, China, United Arab Emirates, Oman, Egypt, Costa Rica, Ecuador, Bahrain, Jordan, Nigeria, Trinidad and Tobago and Paraguay, Removal are South Korea and Venezuela was removed end of November 2017 due to default.The EM Country list was determined using a two-step process. The global country list was identified by first filtering for countries with a minimum Sovereign and Sub-Sovereign USD total debt outstanding based on Deutsche Bank and Thompson Reuters data. The EM Country list was determined by removing countries in default, developed counties, those subject to global sanctions or other identified impediments for US investors to hold debt.

22-Feb-2018 - DBIQ as administrator of the CROCI Suite of indices (as identified in the attachment) herein gives notice of a consultation on a change for the Applicable Percentage used to calculate the Reinvested Expected Dividend. At present, in relation to a Share, a fixed percentage weight is applied to Cash Dividends as an approximation for the average withholding tax faced by a portfolio investor. The proposed change would be in relation to a Share, the hypothetical rate at which the relevant Jurisdiction taxes (or imposes a withholding tax upon) Cash Dividends paid by corporations incorporated in such Jurisdiction as determined by the Index Administrator by reference to established industry sources, and as published on the Index Administrator's Website.For more information on this change or to provide feedback contact index.data@db.com. The consultation period will end on 20th March 2018.

20-Feb-18 - DBIQ as administrator of the Deutsche Bank Euro Dividend Indices (ER/TR EUR, USD) (Bloomberg Ticker DBCUSEDE (ER Index), DBCUSEDT (TR Index), DBCUSEDU (USD Hedged )) has identified an erroneous value on the 3-Aug-2012. The index will be corrected for this date published by replacing the incorrect value of 1648.22 to 1752.06 for the Excess Return EUR index, 1686.85 to 1793.14 for the Total Return EUR index and 1669.226 to 1775.61 for the USD hedged index. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

20-Feb-18 - DBIQ as administrator of the Corporate 12.5 Tracker Indices (Bloomberg Tickers:DBECDR12,DBECIRHG) are scheduled to be retired on 04-Apr-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.

06-Feb-2018 - Subsequent to the consultation notice on 02-Jan-2018, DBIQ as administrator of the DB Rates Momentum (3M Interest Rate Futures) Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker 'DBABRMI') herein gives notice of change in calculation method of the Australian Front month, 1st Deferred and 2nd Deferred sub-indices to be effective from rebalance date of 22-Feb-2018. DBIQ will adopt the quoted price of Australian futures for calculating the sub index levels and remove of the multiplication factor of 4 from the units.

05-Feb-2018 - DBIQ as administrator of DBIQ Emerging Markets USD Liquid Balanced Index, pursuant to the consultation from 05-Jan-18 confirms the proposed rule change will take effect from the 28-Feb-18 rebalancing. From this date the weight of countries with one eligible bond will be limited to half that of countries with two or more eligible bonds.An updated rule book for this index covering this Country Weight change, Default Events treatment and general rule book clarification will be published on 09-Feb-18

05-Jan-2018 - DBIQ Emerging Markets USD Liquid Balanced Index

DBIQ is currently reviewing the DBIQ Emerging Markets USD Liquid Balanced Index Rules and invites feedback from clients on this index. In particular we are reviewing the country weight rules for countries where only one bond is eligible.

Currently on the annual rebalancing each country is equally weighted. We are considering changing the rules to limit the weight of countries with one eligible bond to half that of countries with two or more eligible bonds.

During monthly and quarterly rebalancing events should a bond become ineligible a replacement from that country is identified. If no eligible replacements are identified and the index will continue to include bonds from that country, those bonds remaining have the weight of the exiting bonds allocated to them. In the event only a single bond will be included from a country, we are considering changing the rules to not allocate the weight of the leaving bonds to the single remaining bond from the country but reallocate the weight proportionally across all the remaining bonds in the index.

Please provide feedback by contacting index.data@db.com. The consultation period will end on 02-Feb-2018.

02-Jan-2018 - DB Rates Momentum (3M Interest Rate Futures) Risk Factor Index ER USD - Consultation on Australian Front month, 1st Deferred and 2nd Deferred sub-indices calculation method

DBIQ as administrator of the DB Rates Momentum (3M Interest Rate Futures) Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker 'DBABRMI') herein gives notice of proposed change in calculation method of the Australian Front month, 1st Deferred and 2nd Deferred sub-indices to be effective from rebalance date of 22-Feb-2018. The proposal is to adopt the quoted price of Australian futures for calculating the sub index level instead of contract value of the future and removal of the multiplication factor of 4 from the units. The contract value is currently calculated based exchange methodology detailed on website http://www.asx.com.au/documents/products/asx-24-interest-rate-price-and-valuation-guide.pdf. The proposed change is technical in nature does not change the economic reality of the index.

The consultation period ends on 02-Feb-2018

For more information on this change or to provide feedback contact index.data@db.com.

28-Dec-17 - DBIQ as administrator of the DB Euro Dividend USD Hedged Index (the "Index" published to the Bloomberg ticker 'DBCUSEDU'), herein gives a notice of change in the Index. It will be published to 3dp from 04-Jan-2018 onwards instead of the current 4dp. Users should contact DBIQ (index.data@db.com) directly for any further information.

26-Dec-2017 - DB Commodity Short Volatility Index Market Disruption - DBIQ as administrator of the indices for DB Commodity Vol Premium Index (Ticker: DBCMCVPU Index), DB Commodity Vol Premium SR2 Index (Ticker: DBCMCVS3 Index), DB Commodity Vol Premium SR1 Before cost Index (Ticker: DBCMCVUS Index), and Deutsche Bank Commodity Vol Premium III USD Index (Ticker: DBCMCVP3 Index) announces a change in the component indices. The change was necessary due to restrictions placed on the use of the input data for Base Metal component indices by the London Metal Exchange. For details on the component changes and period of change please contact index.data@db.com.

27-Nov-2017 - DBIQ Emerging Markets Liquid Balanced Index Defaulted Bond Coupon Treatment - DBIQ as administrator of the index has decided that any sovereign bond that has missed a coupon payment will have this payment removed at the date of the removal of the bond from the index

27-Nov-2017 - DBIQ Short Maturity HY Bond Index Defaulted Bond Coupon Treatment - DBIQ as administrator of the index has decided that any sovereign bond that has missed a coupon payment will have this payment removed at the date of the removal of the bond from the index

27-Nov-2017 - DBIQ Short Duration EM Bond Index Defaulted Bond Coupon Treatment - DBIQ as administrator of the index has decided that any sovereign bond that has missed a coupon payment will have this payment removed at the date of the removal of the bond from the index

21-Nov-2017 - DBIQ Emerging Markets Liquid Balanced Index Defaulted Bond Clarification - DBIQ as administrator of the index clarifies that if any sovereign bond is in default as of the close of the selection date the sovereign issuer will be considered in default and all sovereign issues by that country will be removed at the next rebalancing date. The November 2017 selection date is 22-Nov-17 and the rebalance date is 30-Nov-2017.

21-Nov-2017 - DBIQ Short Maturity HY Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index clarifies that any bond subject to default is removed and held as cash on the default date. If any sovereign bond is in default as of the close of the selection date the sovereign issuer will be considered in default and all sovereign issues by that country will be removed at the next rebalancing date. The November 2017 selection date is 22-Nov-17 and the rebalance date is 30-Nov-2017.

21-Nov-2017 - DBIQ Short Duration EM Bond Index Defaulted Bond Clarification - DBIQ as administrator of the index clarifies that any bond subject to default is removed and held as cash on the default date. If any sovereign bond is in default as of the close of the selection date the sovereign issuer will be considered in default and all sovereign issues by that country will be removed at the next rebalancing date. The November 2017 selection date is 27-Nov-17 and the rebalance date is 30-Nov-2017.

02-Nov-17 - DBIQ as administrator of the 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 05-Jun-2017 onwards till 01-Nov-2017. The current index level as of 01-Nov-2017 is 100.077285. Users should contact DBIQ (index.data@db.com) directly for any further information on this restatement.

20-Oct-17 - DBIQ as administrator of the Deutsche Bank Valuation Index (EUR, USD) (Bloomberg Ticker DBPPPEUF, DBPPPUSF) has identified an erroneous value on the 13-Jun-07. The index will be corrected for this date published by replacing the incorrect value of 185.7286 to 180.6044 for the EUR index and 185.7336 to 179.9199 for the USD index. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

14-Sep-17 - DBIQ as administrator of the DB CROCI Alpha Pairs Sectors II USD 6% Indices(Bloomberg Ticker AUSSIIE, APUSSIIT) are scheduled to be retired on 16-Nov-17. 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.

08-Sep-2017 - Cross Asset Trends EUR Index Level Formula Consultation

DBIQ as administrator of the DB Cross Asset Trends EUR Hedged Index (the "Index" published to the Bloomberg ticker 'DBCATEUR') and DB Cross Asset Trends Ex Commodities EUR Hedged Index (the "Index" published to the Bloomberg ticker 'DBCATXCE') herein gives notice of a formula change for the rebalancing cost RC calculation effective 16-Oct-17. The rebalancing cost formula RC will be adjusted to only calculate on rebalancing days rather than on all index calculation days. The cost applied on a calculation day will be the cost observed on the immediately preceding index rebalancing date rather than the index calculation day. For more information on this change or to provide feedback contact index.data@db.com.

08-Sep-2017 - DBIQ as administrator of the Deutsche Bank Vega USD Index (the "Index" published to the Bloomberg ticker DVX) and Gamma Index USD index (the "Index" published to the Bloomberg ticker DGX) herein give a notice that from 16-Oct-17 onwards, DBIQ will change the primary pricing source for underlying swaption volatility from internal DB data to Thomson Reuters.

08-Sep-2017 - Following the announcement that the TOIS fixing will be discontinued and replaced with SARON (https://www.snb.ch/n/mmr/reference/discontinuation_20170126/source/discontinuation_20170126.n.pdf), from 01 December 2017, the Deutsche Bank Swiss Overnight Money Market Index (the "Index" published to the Bloomberg ticker ' DBDCHFON') will reference the SARON rate published by Swiss Exchange as the new market reference rate to perform the index calculation.

08-Sep-2017 - Reference data source change for bond indices. From 09-Oct-17, DBIQ will change the primary pricing source for reference data to Reuters. A full list of index identifiers and further information is available on request.

01-Sep-2017- Subsequent to notice on 14-Aug-2017 for DB Equity Liquidity Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker 'DBABEL'), DBIQ can confirm that the index will reference E-mini Russell 2000® Index futures listed on CME from Sep 2017 roll onwards.

22-Aug-2017 - Bond index selection criteria - With immediate effect, DBIQ as administrator of bond indices will introduce selection criteria to exclude any bonds that Deutsche Bank AG and/or any of its Affiliates ("DBAG") interprets to be directly the subject of sanctions or restricted due to Deutsche Bank AG and/or any of its Affiliates DBAG policy towards sanctioned entities. Where indices currently include such bonds, they will be removed at the next regular bond reselection rebalancing date. A full list of impacted index identifiers can be provided on request.

14-Aug-17 - Following the inability of ICE to list new E-mini Russell 2000® Index futures and the creation of futures by CME, DBIQ as administrator of the DB Equity Liquidity Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker 'DBABEL') which has E-mini Russell 2000® Index futures as one of its underlying herein gives a notice that we consider the CME contract to be the successor contract of the ICE contract and will adjust the index rules to reference the CME contract. DBIQ will monitor the volume and open interest of E-mini Russell 2000® Index futures listed on ICE and CME to determine when market participants have materially adopted the CME contract. The transition to the CME contract will occur on the quarterly rebalancing date following the date DBIQ makes such determination. DBIQ will provide notice of the transition as soon as a determination has been made which will be at least one business day prior to the rebalancing.

14-Aug-17 - Important notice: Following the review of benchmark DB Emerging Markets Treasury Rate-Hedged Bond Index (DBEMHG), DBIQ has decided to discontinue benchmark from 15-Sep-17. For more information or to discuss alternative benchmarks, please contact your Deutsche Bank representative or the DBIQ team on index.data@db.com.

11-Aug-2017 - Price source change for EUR and USD Interest Rate Swaps. From 11-Sep-17 DBIQ will change the primary pricing source from Thomson Reuters to Tradeweb for EUR and USD Interest Rate Swaps. Index families being impacted include; Ascent, Duration Bias, MMI, SMART. A full list of index identifiers is available on request.

11-Aug-2017 - Price source change for EUR and USD Interest Rate Volatility market data. From 11-Sep-17 DBIQ will change the primary pricing source from Thomson Reuters to Bloomberg for EUR and USD Interest Rate Volatility market data. Index families being impacted include Rates ImpAct USD and EUR - 4w and 13 w. A full list of impacted index identifiers can be provided on request.

04-Aug-17 - DBIQ as administrator of the DBMMCAON Index (the "Index") herein gives notice that the Index was understated by 0.18% due to a calculation error which was attributable to a configuration error. DBIQ corrected this error on 04-Aug-17 and the current index level as of 03-Aug-17 is 130.575325. Users should contact DBIQ directly for any further information on this restatement.

27-Jul-2017 - Cross Asset Trends EUR Index Level Formula Consultation

DBIQ as administrator of the DB Cross Asset Trends EUR Hedged Index (the "Index" published to the Bloomberg ticker 'DBCATEUR') and DB Cross Asset Trends Ex Commodities EUR Hedged Index (the "Index" published to the Bloomberg ticker 'DBCATXCE') herein gives notice of a consultation on the formula used for the rebalancing cost RC calculation. The rebalancing cost formula RC will be adjusted to only calculate on rebalancing days rather than on all index calculation days. The cost applied on a calculation day will be the cost observed on the immediately preceding index rebalancing date rather than the index calculation day. For more information on this change or to provide feedback contact index.data@db.com. The consultation period will end on 24-Aug-2017.

27-Jul-17 - DBIQ as administrator of the DB Duration Neutral Carry Index (the "Index" published to the Bloomberg ticker 'DBDSDNCA'), DB Duration Bias AUD Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return, DB Duration Bias JPY Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return gives notice of an index change. Effective 27-Jul-17 the AUD and JPY Swap Curves used in index calculations will be observed at 16:30 and 15:00 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.

25-Jul-17 - DBIQ as administrator of the DB G10 Diversified Rates Carry USD (the "Index" published to the Bloomberg ticker 'DBDRCDMU'), DB G10 Diversified Rates Carry EUR (the "Index" published to the Bloomberg ticker 'DBDRCDME'), DB Duration Bias AUD Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return, DB Duration Bias JPY Interest Rate Swap (6m Floating/5 Yr Fixed) Excess Return and DB Duration Bias NZD Interest Rate Swap (3m Floating/5 Yr Fixed) Excess Return gives notice of an index change. Effective 26-Jul-17 the AUD, NZD and JPY Swap Curves used in index calculations will be observed at 16:30, 16:30 and 15:00 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.

25-Jul-2017 - DBIQ as administrator of the Deutsche Bank JPYUSD Short Volatility Index (published to the Bloomberg Ticker DBFXJSVE), the Deutsche Bank EURUSD Short Volatility Index (published to the Bloomberg Ticker DBFXESVE) and the Deutsche Bank FX Volatility Premium Index (published to the Bloomberg Ticker DBFXBSUE) gives notice that the three indices, along with their dependents, have been restated from 21-Jul-2016 to 21-Jul-2017. Users should contact DBIQ(index.data@db.com) directly for any further information on this restatement.

05-Jul-2017 - DBIQ has republished the DBLCI OY Roll Report for the month of July 2017. This has been done because of a change in the Index Selection of the DBLCI-OY LC Index as of 03 July 2017. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

23-Jun-17 - DBIQ as administrator of the Deutsche Bank Emerging Market Currencies Basket Index (the "Index" published to the Bloomberg ticker 'DBFXEMCB') herein gives notice that from the 19-Jun-17 rebalance date exposure to the Malaysian Ringgit(MYR) will be removed. The decision is a consequence of the announcement by the Bank Negara Malaysia that directed all non-resident banks and non-resident securities companies to cease to engage in any offshore foreign exchange derivatives involving MYR. As exposure to MYR in the index was achieved though Offshore Non Deliverable Forwards the decision was taken to remove the currency.

Please contact index.data@db.com if you have any questions.

12-Jun-17 - 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 notice that from 7-Jun-17 onwards, to arrive at the 'rebalance date' of its sub indices based on Japanese Nikkei 225 index futures (JNI - traded on the Osaka Securities Exchange) & Canadian S&P/TSX 60 index futures (SXF trading on the Montreal Exchange), the 'Last Trading Day' as defined on the exchange website would be used as a reference. The amended Index Description of this index can be obtained by requesting index.data@db.com.

08-Jun-2017 - Interest Rate Swap and Swaption Data Source Consultation

DBIQ is currently reviewing the data sources for Interest Rate Swaps and Swaption data as detailed in the dbIQ Interest Rate Curve Creation Process and dbIQ Volatility Surface Creation Process documents as posted in http://index.db.com. DBIQ invites feedback from clients on the data sourcing and capture process for these data sets. The review will focus on the existing sources compared to potential alternative sources and capture processes. 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-Jun-2017. A full list of index identifiers is available on request.

05-June-2017 - In light of the revised Fed Funds Rate published by the New York Fed on the 31st May 2017(https://apps.newyorkfed.org/markets/autorates/fed%20funds), DBIQ has made an expert judgement to not restate its indices which use that rate in their calculation because the impact is nonmaterial. Users should contact DBIQ (index.data@db.com) directly for any further information on this. A full list of affected index identifiers is available on request.

25-Apr-17 - Effective Wednesday, May 31, 2017, S&P Dow Jones Indices and Deutsche Bank will no longer calculate and publish the S&P/DB ORBIT Indices. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

30-Mar-17 - Clarification on the treatment on dividends from Japanese companies in the DBIQ Indices. Where available DBIQ will use the estimates from its data sources to be the amount applicable on the ex dividend date. Should an estimate not be available the amount which was paid on the previous year shall be used instead.

6-Mar-17 - DBIQ as administrator of the DB Equity Low Beta Turnover Control Factor USD - Excess Return Index (DBGLSTBU/.DBGLSTBU) hereby announces the following clarification and changes with respect to the methodology as documented in the index description. The definition of the Percentile Rank shall be taken to mean "as determined by the Factset function PERCENTILE"For Top (DBCUFUTL) and Bottom (DBCUFUBL) Indices:The definition of MSCI Trading Day shall be taken to mean Trading Day in relation to all Share constituents of the Reference Index excluding Israel.Calculation Date should mean all weekdays.

6-Mar-17 - DBIQ as administrator of the Quality - Master ER - USD (DBGLSNQU/.DBGLSNQU) hereby announces the following clarification and changes with respect to the methodology as documented in the index description. The definition of the Percentile Rank shall be taken to mean "as determined by the Factset function PERCENTILE"The definition of Percentile Unit where the input is ADV shall be taken to mean "an amount equal to the inverse of 100 multiplied by the number of Reference Pool shares"The definition of Return on Invested Capital shall mean the return on invested capital of such Issuer on Selection Date t, as determined and reported by Worldscope and FactSet under the mnemonic WSF_ROIC or any successor mnemonic and is considered as per the availability in the given priority order (highest to lowest) - quarterly, semi-annually, annuallyFor Top (DBCUFUTQ) and Bottom (DBCUFUBQ) Indices:The definition of MSCI Trading Day shall be taken to mean Trading Day in relation to all Share constituents of the Reference Index excluding Israel.Calculation Date should mean all weekdays.

6-Mar-17 - DBIQ as administrator of the Momentum - Master ER - USD (DBGLSNMU/.DBGLSNMU) hereby announces the following clarification and changes with respect to the methodology as documented in the index description. The definition of the Percentile Rank shall be taken to mean "as determined by the Factset function PERCENTILE"The definition of Percentile Unit where the input is ADV shall be taken to mean "an amount equal to the inverse of 100 multiplied by the number of Reference Pool shares"For Top (DBCUFUTR) index:The definition of MSCI Trading Day shall be taken to mean Trading Day in relation to all Share constituents of the Reference Index excluding Israel.Calculation Date should mean all weekdays.

6-Mar-17 - DBIQ as administrator of the DB Equity Sector-Neutral Value Factor - USD - Excess Return Index (DBGLSNVU/.DBGLSNVU) hereby announces the following clarification and changes with respect to the methodology as documented in the index description. The definition of the Percentile Rank shall be taken to mean "as determined by the Factset function PERCENTILE"The definition of Percentile Unit where the input is ADV shall be taken to mean "an amount equal to the inverse of 100 multiplied by the number of Reference Pool shares"The definition of Enterprise Value to EBITDA Ratio value as determined by Worldscope and disseminated by FactSet under the mnemonic WSF_ENTRPR_VAL_EBITDA_OPER or any successor mnemonic on such Selection Date and is considered as per the availability in the given priority order (highest to lowest) - quarterly, semi-annually, annually For Top (DBCUFUTV) and Bottom (DBCUFUBV) Indices:The definition of MSCI Trading Day shall be taken to mean Trading Day in relation to all Share constituents of the Reference Index excluding Israel.Calculation Date should mean all weekdays.

02-Mar-17 - DBIQ as administrator of the DB Commodity Momentum Risk Factor Index ER USD (the "Index" published to the Bloomberg ticker 'DBABCM ) herein gives notice that from the selection date of the index - 7-Mar-2017, for beta calculation purposes, the daily returns of Bloomberg Commodity Index (with RIC .BCOM ) will replace the daily returns of ER version of Bloomberg Commodity Index Total Return (.BCOMTR) calculated as daily return of Bloomberg Commodity Index Total Return (.BCOMTR) minus the daily Fed Funds Effective Rate. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

23-Feb-17 - DBIQ as the administrator of the DB Dynamic Balance J9 8% indices (published under the tickers DBDBJ9T8 and DBDBJ9E8) gives notice of the removal of the DB Hedge Fund Index ETF from the selection pool due to the delisting and closure of the DB Hedge Fund Index ETF. Other Selection Pool Assets remain unchanged. For further information please contact DBIQ at Index.data@db.com.

22-Feb-17 - The DBIQ Optimum Yield Diversified Commodity Index Total Return Hedged CAD (DBLCCCAD) and DB 1M FWD CAD FX Hedge Index (DBFXCAD1) are scheduled to be retired on 31-Mar-17. Following this date the indices will not be calculated or published by DBIQ. For the avoidance of doubt all other versions of DBIQ Optimum Yield Diversified Commodity Index will be maintained as normal. Users should contact DBIQ (index.data@db.com) directly for any further information on this.

22-Feb-17 - The Hedge Fund index will be retired , with a last published level dated 15Mar2017. There are 5 versions of the index, each ticker expressing the return in different currencies. All versions will be retired. The tickers are DBXEHETF (USD), DBXEHETE (EUR), DBXEHETG (GBP), DBXEHETC (CHF) and DBXEHETJ (JPY). The index is being retired subsequent to the closure of the db x-trackers db Hedge Fund ETF- details of which can be sourced from the URL

https://etf.deutscheam.com/LUX/ENG/Download/Notice%20to%20Shareholders/b0fac100-f419-49c9-aa45-526a6747c32f/FINAL-LUX-NOTICE-Hedge-fund-ETF-terminations-13-01-17.pdf

17-Feb-17 - DBIQ as administrator of the CDX IG 10 yr, CDX IG 5 yr, CDX HY5 yr and CDX HY5 yr TR Indices gives one months notice of sensation of calculation of these indices. Users should contact DBIQ (index.data@db.com) directly for any further information on this

14-feb-2017 - The call option contract (Reuters RIC: NG3200E7), which was scheduled to enter the DBCMHSV3 Index as of 1st February 2017 until expiry, has not been published by the CME group from 16th December 2016 till 7th of February 2017.

In absence of the call option price of the contract, we have made an expert judgment to determine the call option price of this contract from 1st February 2017 to 7th February 2017 by using the implied volatility derived from the corresponding put option of the same strike (Reuters RIC: NG3200Q7) as this put option contract is being published on a daily basis. We have used these calculated call option prices to determine the final index level of the DBCMHSV3 Index for that period.

13-Jan-2017 - Price source change for DBIQ Global Sovereign, Sovereign Elite and DBIQ 1-2 year Euro-Sovereign Index. From 13-Feb-17 DBIQ will change the primary pricing source from Markit iBoxx to Interactive Data Corporation for these indices.

04-Jan-17 - DBSI, as administrator of the Deutsche Bank Long US Dollar Index (USDX®) Futures Indices (the "Indices") gives notice of the following name changes, effective as of January 17, 2017: Deutsche Bank Long US Dollar Index (USDX®) Futures Index™ will become Deutsche Bank Long USD Currency Portfolio Index; Deutsche Bank Long US Dollar Index (USDX®) Futures Index-Excess Return™ will become Deutsche Bank Long USD Currency Portfolio Index-Excess Return;

Deutsche Bank Long US Dollar Index (USDX®) Futures Index-Total Return™ will become Deutsche Bank Long USD Currency Portfolio Index-Total Return;

Deutsche Bank Short US Dollar Index (USDX®) Futures Index™ will become Deutsche Bank Short USD Currency Portfolio Index;

Deutsche Bank Short US Dollar Index (USDX®) Futures Index-Excess Return™ will become Deutsche Bank Short USD Currency Portfolio Index-Excess Return;

Deutsche Bank Short US Dollar Index (USDX®) Futures Index-Total Return™ will become Deutsche Bank Short USD Currency Portfolio Index-Total Return.

All other aspects of the Indices, including the calculation metrics, will remain the same.

24-Nov-2016 - DBIQ committee structure clarification - The Index Oversight Steering Committee (IOSC) subsumed DBIQ Optimum Yield Diversified Commodity Index Excess Return and the DBIQ Diversified Agriculture Index Excess Return Index Management Committees at its inception.

04-Nov-2016 - DBIQ as administrator of the DB Diversified Municipal Arbitrage 3Y Carry Index: DBDMA3C, gives notice of a restatement of the levels , the restatement effective 4Nov16.

There was an error detected in the Valuation of one of the 3 underlying Libor Swap rates and one of the 3 underlying Muni Swap rates, the error occurring on one of the three quarterly rebalance dates.

Because of the error occurring on the rebalance dates, and the direction of the error being predominantly unilateral, the difference in the backtest is significant.

Hence, a decision to restate the entire Backtest has been taken, versus the restatement Policy, as per which only the last 1 year's levels need to be changed.

28-Oct-2016 - Short Term High Yield Index Rule Change Following the rule change consultation for the Short Term High Yield Index, DBIQ announces the following changes to the rules;

• The amount outstanding cut off will be changed to $250 million for all bonds.

• If any rating agency rates a bond as defaulted it will be considered defaulted and the index rules applied accordingly.

• Bonds no longer meeting outstanding or rating criteria at the end of each month will be removed.

• Preliminary bond notionals will be calculated on each selection date, these will be used to calculate the final bond notionals instead of target percentage weights.

The changes will be effective from 30-Nov-16 rebalancing.

24-Oct-16 - DBIQ as administrator of the DB Brent Short Volatility II Index gives notice of restatements impacting 26-Aug-16 to 20-Oct-16. An error in the market data process resulted in an incorrect update in index values for this period.This error has now been corrected and the index along with its dependents are republished. Users should contact DBIQ(index.data@db.com) directly for any further information on this restatement.

14-Oct-2016 - DBIQ as administrator of the DB Gross Emerging Market Equity Futures ER Index (the "Index" published to the Bloomberg ticker DBEEEMGF) herein gives notice that such index is using British Standard time as time zone for TWAP Sampling times used for Future TWAP Price Calculation. The Index description of such index stated the time zone as GMT earlier. The amended Index Description of such index will reflect BST as the time zone and can be obtained by requesting index.data@db.com.

14-Oct-2016 - DBIQ as administrator of the DB Emerging Market Equity Futures ER Index (the "Index" published to the Bloomberg ticker DBEEEMEF) herein gives notice that such index is using British Standard time as time zone for TWAP Sampling times used for Future TWAP Price Calculation. The Index description of such index stated the time zone as GMT earlier. The amended Index Description of such index will reflect BST as the time zone and can be obtained by requesting index.data@db.com.

09-Sep-2016 - Short Term High Yield Index Rule Consultation

DBIQ is currently reviewing the Short Term High Yield Index Rules and invites feedback from clients on this index. In particular we would like the views on these rules;

The amount outstanding cut off is currently 100 million for new issues and 250 million for aged issues. Should these be increased and set to a common value? Do you have a view on the cut off?

The rating criteria is based on the average rating. A bond that has one agency rating in default may not be excluded. Should the rule be changed so if any agency rates as default it is excluded?

The bond notionals are currently calculated on the rebalancing date. Should normalized bond notionals be calculated on the selection date which in turn determine the rebalancing notional?

Please provide feedback by contacting index.data@db.com. The consultation period will end on 07-Oct-2016.

25-Aug-16 - DB Global Short Maturity High Yield Bond Index Rule Clarification - On a quarterly selection date, any bond that has been called for any future date (including make whole call bonds) will be considered ineligible for the index.

19-Aug-16 - DB Short Duration Emerging Markets Bond Rule Clarification - On a quarterly selection date, any bond that has been called for any future date (including make whole call bonds) will be considered ineligible for the index as it is classified as callable.

18-Aug-2016- DBIQ as administrator of the DB Equity Risk-Adjusted Momentum Factor Indices (DBGLSNME, DBGLSNMU ) (the "Indices" herein gives notice that the Shorting Cost Rate will be reduced from 0.35% to 0.10% from the 06-September-16. Users should contact DBIQ directly for any further information.

DBIQ as administrator of the DB Equity Risk-Adjusted Momentum Factor Indices (DBCUSWME) (the "Index" herein gives notice that the Shorting Cost Rate will be reduced from 0.25% to 0.00% from the 06-September-16. Users should contact DBIQ directly for any further information.

17-Aug-16 - DBIQ hereby announces that following the proposed reclassification within the Global Industry Classification Standard (GICS) in which Real Estate will be moved from being a Industry Group within Financial Sector to a standalone Sector the following changes shall apply.

As of the close of business on the 31st August 2016 an Index which referenced the Financials Sector as defined by GICS shall be taken to mean both the Financials and Real Estate Sector.

12-Aug-16 Selection Publication Update - This notice clarifies that DBIQ intends to publish selection reports for US bond indices prior to the US open on the business day immediately following the selection date. Specifically the dates are as follows for these indices;

Index NameSelection DateAugust 2016 Selection DateAugust 2016 Publication Date
DBIQ Emerging Markets Liquid Balanced IndexRebalancing day -524-Aug-1625-Aug-16
Short Maturity HY Bond IndexRebalancing day -524-Aug-1625-Aug-16
DB Short Duration Emerging Market Bond IndexRebalancing day -326-Aug-1629-Aug-16

05-Jul-16 - CORRECTION: DBIQ as administrator of the DB Japan Dividend gives notice of a change to number of Back Units on the 6th July 2016. Due to the inclusion of additional holidays there has been an amendment to the number of Calculation Dates between the March 2016 Expiry and the March 2017 Expiry. As such a correction will be made to the number of Back Units on the 6th July 2016 and the new Daily Unit Change from the 6th July 2016 will be corrected to account for the addition of these holidays, there will be no change to published historical levels. For further information please contact DBIQ at Index.data@db.com

01-Jul-16 - DBIQ as administrator of the DB Japan Dividend gives notice of a change to determination of the Daily Unit Change from the 5th July 2016. Due to the inclusion of additional holidays there has been an amendment to the number of Calculation Dates between the March 2016 Expiry and the March 2017 Expiry. As such the new Daily Unit Change from the 5th July 2016 will be amended to account for the addition of these holidays and there will be no change to published historical levels. For further information please contact DBIQ at Index.data@db.com

18-May-2016 - DBIQ as administrator of the DeAWM MULTI-PRODUCT 1 INDEX (the "Index" published to the Bloomberg ticker DBXEMP01) herein gives notice that such index has been retired, with a last calculation date of 19 January 2016. This follows a period of consultation with impacted parties on how to handle a Disruption Event associated with the index. Please refer to the earlier notice dated 25Feb2016 for details on the disruption event.

18-May-2016 - DBIQ as administrator of the DeAWM MULTI-PRODUCT 2 INDEX (the "Index" published to the Bloomberg ticker DBXEMP02) herein gives notice that such index has been retired, with a last calculation date of 19 January 2016. This follows a period of consultation with impacted parties on how to handle a Disruption Event associated with the index. Please refer to the earlier notice dated 25Feb2016 for details on the disruption event.

22-Apr-16 - DBIQ as administrator of the CROCI Pairs II EUR Excess, CROCI Pairs II EUR TR, CROCI Pairs II EUR TR Net Indices (the "Indices" herein gives notice that DB Index Quant team have decided to discontinue the calculation of the benchmark from 22-Apr-2016.For more information or to discuss alternative benchmarks please contact your Deutsche Bank representative or the DB Index Quant team on index.data@db.com.

12-Apr-2016 - DBIQ as administrator of the DB US Equity Futures Index (the "Index", published to the Bloomberg ticker DBEEUFUT,) herein gives notice that such index will be changing the source data used to calculate a Time Weighted Average Process("TWAP" price. As of 12-Apr-2016 and going forward the TWAP price will be calculated using Reuters as the Primary Data source.

12-Apr-2016 - DBIQ as administrator of the DB US Gross Equity Futures Index (the "Index", published to the Bloomberg ticker DBEEUGFT,) herein gives notice that such index will be changing the source data used to calculate a Time Weighted Average Process("TWAP" price. As of 12-Apr-2016 and going forward the TWAP price will be calculated using Reuters as the Primary Data source. For further information please contact DBIQ at Index.data@db.com

04-Apr-16 - DBIQ as administrator of the DB G10 Currency Future Harvest gives notice of restatements impacting 14-Mar-16 to 31-Mar-16. An error in the market data process resulted in an incorrect update in index values for this period.This error has now been corrected and the index values republished. Users should contact DBIQ directly for any further information on this restatement.

01-Apr-2016 - DBIQ as administrator of the DB Eurozone Equity Futures Index (the "Index", published to the Bloomberg ticker DBEEEFU2,) herein gives notice that such index has been calculated using a Time Weighted Average Process ("TWAP" of 20 minutes for the period '1st October 2012' to '7th March 2016' contrary to the Index Description which prescribes a 15 minute period . This has now been amended from 17th March 2016 such that the TWAP runs for a 15 minute interval between "StartTime"and EndTime. As per the Restatement and Calculation Error Management Policy (Section 9 of the DBIQ User Guidance and Administrator Handbook Dated 31-July-2014) DBIQ has determined that it will not be restating the historical index levels. For further information please contact DBIQ at Index.data@db.com

01-Apr-2016 - DBIQ as administrator of the DB SMI Equity Futures Index (the "Index", published to the Bloomberg ticker DBEESFUT,) herein gives notice that such index has been calculated using a Time Weighted Average Process ("TWAP" of 20 minutes for the period '6th June 2014' to '7th March 2016' contrary to the Index Description which prescribes a 15 minute period . This has now been amended from 17th March 2016 such that the TWAP runs for a 15 minute interval between "StartTime" and EndTime. As per the Restatement and Calculation Error Management Policy (Section 9 of the DBIQ User Guidance and Administrator Handbook Dated 31-July-2014) DBIQ has determined that it will not be restating the historical index levels. For further information please contact DBIQ at Index.data@db.com

01-Apr-2016 - DBIQ as administrator of the DB Germany Equity Futures Index (the "Index", published to the Bloomberg ticker DBEEDFUT,) herein gives notice that such index has been calculated using a Time Weighted Average Process ("TWAP" of 20 minutes for the period '9th July 2013' to '7th March 2016' contrary to the Index Description which prescribes a 15 minute period . This has now been amended from 17th March 2016 such that the TWAP runs for a 15 minute interval between "StartTime"and EndTime. As per the Restatement and Calculation Error Management Policy (Section 9 of the DBIQ User Guidance and Administrator Handbook Dated 31-July-2014) DBIQ has determined that it will not be restating the historical index levels. For further information please contact DBIQ at Index.data@db.com

01-Apr-2016 - DBIQ as administrator of the DB UK Equity Futures Index (the "Index", published to the Bloomberg ticker DBEEFFUT,) herein gives notice that such index has been calculated using a Time Weighted Average Process ("TWAP" of 20 minutes for the period '9th July 2013' to '7th March 2016' contrary to the Index Description which prescribes a 15 minute period . This has now been amended from 17th March 2016 such that the TWAP runs for a 15 minute interval between "StartTime"and EndTime. As per the Restatement and Calculation Error Management Policy (Section 9 of the DBIQ User Guidance and Administrator Handbook Dated 31-July-2014) DBIQ has determined that it will not be restating the historical index levels. For further information please contact DBIQ at Index.data@db.com

24-Mar-16 - DBIQ as administrator of the Deutsche Bank Australia Overnight Money Market Total Return (DBMMAUDO) Index (the "Index" herein gives notice that the Index has been overstated by 0.28% as of 09-Oct-15 due to errors in the input data to the Index between 05-Feb-15 and 09-Oct-15. DBIQ has determined not to restate the Index. Users should contact DBIQ directly for any further information.

21-Mar-16 - DBIQ as administrator of the Diversified Muni Arbitrage family of indices including (DBBAMAST, DBBAMUNI, DBDMA, DBDMA2, DBDMA2PL, DBDMA5, DBFRMUNI, DBMUNTRD, DBMUNTRP) gives notice of restatements impacting 14-Mar-16 to 17-Mar-16. An error in the market data process resulted in an incorrect update in index values on 16-Mar-16 for calculation dates 14-Mar-16 and 15-Mar-16. This error has now been corrected and the index values republished. Users should contact DBIQ directly for any further information on this restatement.

16-Mar-16 - DBIQ as administrator of the DBMMAUON Index (the "Index" herein gives notice that the Index was understated by 2.5% due to a calculation error which was attributable to a system error. DBIQ corrected this error on 15-Mar-16 and the current index level as of 16-Mar-16 is 172.7580. Users should contact DBIQ directly for any further information on this restatement.

25-Feb-16 - DBIQ as administrator of the DeAWM MULTI-PRODUCT 1 INDEX (the "Index" published to the Bloomberg ticker DBXEMP02) herein gives notice that such index has been disrupted because of a Delta-1 Index Disruption Event. The Delta-1 Index Disruption Event is the liquidation and subsequent termination of the DB Platinum Loomis Sayles fund effective as of 15 January 2016. An impacted party is able to contact DBIQ for further clarification at index.data@db.com before 25 March 2016, after which the Index will be deemed terminated. Investors in a product linked to the Index should contact the issuer of that product to discuss the consequences of the termination of the Index.

DBIQ as administrator of the DeAWM MULTI-PRODUCT INDEX (the "Index" published to the Bloomberg ticker DBXEMP01) herein gives notice that such index has been disrupted because of a Delta-1 Index Disruption Event. The Delta-1 Index Disruption Event is the liquidation and subsequent termination of the DB Platinum Loomis Sayles fund effective as of 15 January 2016. An impacted party is able to contact DBIQ for further clarification at index.data@db.com before 25 March 2016, after which the Index will be deemed terminated. Investors in a product linked to the Index should contact the issuer of that product to discuss the consequences of the termination of the Index.

24-Feb-16 - DB HYPI Excess Return A Index Calculation - The index description for this index states the running cost is based from the period from the latest rebalancing date. Historically the running cost has been calculated referencing the first rebalancing date from the rebalancing period. The index guide has also reflected this logic. From the March-2016 rebalancing the index guide and calculations will be aligned with the index description. The impact on the index level is below any DBIQ restatement policy levels and so no restatement will take place.

19-Jan-2016 :For the following exchanges (Euronext Paris, Amsterdam, Lisbon and Brussels) 31st December 2015 was changed from a full day holiday to a half day. This impacted a number of indices with constituent underlying that include stocks from one or more of the aforementioned exchanges. The indices were rerun and restated for 31st December 2015 and 1st January 2016 on the 6th January 2015 using the closing prices published by the exchange for the 31st December 2015. Annex 1 contains the list of indices which were impact. Should you have any further questions please contact index-help@db.com

17-dec-2015 - The index levels for the FRB Pan-Asia Select Index for the period 2nd March 2015 to 7th July 2015 have been restated due to an operational issue which resulted one of the universe of underlying currencies, Singapore Dollar, having been excluded from the quarterly rebalance on the previous business day.

12/04/2015: RE: Permanent cancellation of the Deutsche Bank Precious Metals Spot USD Index posted on Bloomberg screen page DBLCPMUE (the "Index" Following the decision of Deutsche Bank AG to restructure its commodities business, Deutsche Bank AG is currently undertaking the exit from its precious metals business, including without limitation, its precious metals index operations.

As a consequence, Deutsche Bank AG, London Branch in its capacity as Index Sponsor (as defined in the index description of the Index) has deemed it appropriate to proceed with the permanent cancellation of the Index to be permanently cancelled as at 19 December 2015.Further information can be obtained from index.data@db.com

11/24/2015:On 17th October 2013 Intercontinental Exchange, Inc. ("ICE" announced a change to the expiration date for the ICE Brent Future Contract (Code: B) with effect from the March 2016 contract month (https://www.theice.com/products/219/Brent-Crude-Futures) (the "Brent Future Contract Change".

The Brent Future Contract Change affects the Brent Crude Oil Sub-Index of the Deutsche Bank Liquid Commodity Optimum Yield Enhanced Indices (Bloomberg Screen Page DBRCOYCO and DBRCOTCO) (the "Index" as follows:

In accordance with the terms of the Index and, in particular, Schedule 3 (Selection of Exchange Traded Instruments), on 5th January 2016 the Exchange Instrument (traded on ICE) for the F0 Sub-Index for Brent Crude Oil should begin to roll into the March 2016 Contract Month. However, the March 2016 Exchange Instrument will expire on 29th January 2016 which is before the next roll period for the FO Sub-Index.

The Index Sponsor has therefore determined that, in order to ensure seamless continuity for the roll of the Exchange Instruments for the Index and the uninterrupted administration of the Index, Schedule 3 for all Component Sub-Indices for Brent Crude Oil will be changed by the Index Sponsor from and including the January 2016 roll.

The amended description of the Index containing the replacement Schedule 3 is available here.The description of all other indices administered by the Index Sponsor of which the Index is a component, will be available on the Index Sponsor's website at http://index.db.com or any successor thereto.

Capitalised terms used in this notice bear the meanings given to them in the description of the Index.

11/24/2015 : On 17th October 2013 Intercontinental Exchange, Inc. ("ICE" announced a change to the expiration date for the ICE Brent Future Contract (Code: B) with effect from the March 2016 Delivery Month (the "Affected Future Contract" (https://www.theice.com/products/219/Brent-Crude-Futures) (the "Brent Future Contract Change".

The Brent Future Contract Change affects the Brent Crude Oil Sub-Index of the Deutsche Bank Liquid Commodity Optimum Yield Indices (Bloomberg Screen Page DBLCYECO and DBLCYTCO) (the "Index" as follows:

In accordance with the terms of the Index, the Exchange Traded Instrument (traded on ICE) for the Brent Crude Oil Sub-Index should begin to roll out of the Existing Exchange Instrument one calendar month before the Delivery Month of such Existing Exchange Instrument. However, due to the Brent Future Contract Change, the Affected Future Contract will expire on the last business day of the second calendar month preceding the relevant Delivery Month which is before the scheduled roll period for the index.

The Index Sponsor has therefore determined that, in order to ensure seamless continuity for the roll of the Exchange Traded Instruments for the Index and the uninterrupted administration of the Index, the Brent Crude Oil Sub-index will roll out of the Existing Exchange Instrument if the Delivery Month is within two (2) calendar months from the Verification Date. This change will be effective from January 2016 Verification Date. Also, in order to maintain consistency the 14th calendar month contract will also be an Eligible Contract for Brent Crude Oil.

The amended description of the Index is available here. The description of all other indices administered by the Index Sponsor of which the Index is a component, will be available on the Index Sponsor's website at http://index.db.com or any successor thereto.

11/19/2015: Delay Notification - Due to systems issues at our primary data partner, DBIQ will experience significant delays in producing most indices today. We will provide further notification as soon as our partners systems are restored and we can estimate the length of the delay.

11/18/2015:Below are the stocks which are going to be in the index UK Value Index Total Return (DBEEUKVT) with effect from 20-Nov-15

RIC ISIN STOCKNAMEADN.L GB0000031285 ABERDEEN ASSET MGMT PLCAV.L GB0002162385 AVIVA PLCBDEV.L GB0000811801 BARRATT DEVELOPMENTS PLCBKGH.L GB00B02L3W35 BERKELEY GROUP HOLDINGSBLND.L GB0001367019 BRITISH LAND CO PLCGSK.L GB0009252882 GLAXOSMITHKLINE PLCHMSO.L GB0004065016 HAMMERSON PLCHSBA.L GB0005405286 HSBC HOLDINGS PLCICAG.L ES0177542018 INTL CONSOLIDATED AIRLINE-DIIII.L GB00B1YW4409 3I GROUP PLCJMAT.L GB00B70FPS60 JOHNSON MATTHEY PLCKGF.L GB0033195214 KINGFISHER PLCLAND.L GB0031809436 LAND SECURITIES GROUP PLCPSN.L GB0006825383 PERSIMMON PLCRB.L GB00B24CGK77 RECKITT BENCKISER GROUP PLCRMG.L GB00BDVZYZ77 Royal Mail PLCSBRY.L GB00B019KW72 SAINSBURY (J) PLCSHP.L JE00B2QKY057 SHIRE PLCSKYB.L GB0001411924 BRITISH SKY BROADCASTING GROSTAN.L GB0004082847 STANDARD CHARTERED PLC

Below are the stocks which are going to be in the index Japan Value Index Total Return (DBAPJVT) with effect from 20-Nov-15

RIC ISIN STOCKNAME3407.T JP3111200006 ASAHI KASEI CORP4568.T JP3475350009 DAIICHI SANKYO CO LTD5401.T JP3381000003 NIPPON STEEL & SUMITOMO META5411.T JP3386030005 JFE HOLDINGS INC5713.T JP3402600005 SUMITOMO METAL MINING CO LTD7201.T JP3672400003 NISSAN MOTOR CO LTD7202.T JP3137200006 ISUZU MOTORS LTD7203.T JP3633400001 TOYOTA MOTOR CORP7261.T JP3868400007 MAZDA MOTOR CORP8001.T JP3143600009 ITOCHU CORP8306.T JP3902900004 MITSUBISHI UFJ FINANCIAL GRO8308.T JP3500610005 RESONA HOLDINGS INC8316.T JP3890350006 SUMITOMO MITSUI FINANCIAL GR8411.T JP3885780001 MIZUHO FINANCIAL GROUP INC8591.T JP3200450009 ORIX CORP8601.T JP3502200003 DAIWA SECURITIES GROUP INC8604.T JP3762600009 NOMURA HOLDINGS INC9201.T JP3705200008 JAPAN AIRLINES CO LTD9502.T JP3526600006 CHUBU ELECTRIC POWER CO INC9532.T JP3180400008 OSAKA GAS CO LTD

Below are the stocks which are going to be in the index Japan Growth Index Total Return (DBAPJGT) with effect from 20-Nov-15

RIC ISIN STOCKNAME2503.T JP3258000003 KIRIN HOLDINGS CO LTD2802.T JP3119600009 AJINOMOTO CO INC4188.T JP3897700005 MITSUBISHI CHEMICAL HOLDINGS4503.T JP3942400007 ASTELLAS PHARMA INC4507.T JP3347200002 SHIONOGI & CO LTD4523.T JP3160400002 EISAI CO LTD4568.T JP3475350009 DAIICHI SANKYO CO LTD4755.T JP3967200001 RAKUTEN INC6752.T JP3866800000 PANASONIC CORP6861.T JP3236200006 KEYENCE CORP6981.T JP3914400001 MURATA MANUFACTURING CO LTD6988.T JP3684000007 NITTO DENKO CORP7270.T JP3814800003 FUJI HEAVY INDUSTRIES LTD8267.T JP3388200002 AEON CO LTD8604.T JP3762600009 NOMURA HOLDINGS INC8630.T JP3165000005 NKSJ HOLDINGS INC8725.T JP3890310000 MS&AD INSURANCE GROUP HOLDIN9202.T JP3429800000 ANA HOLDINGS INC9532.T JP3180400008 OSAKA GAS CO LTD9983.T JP3802300008 FAST RETAILING CO LTD

Below are the stocks which are going to be in the index UK Growth Index Total Return (DBEEUKGT) with effect from 20-Nov-15

RIC ISIN STOCKNAMEARM.L GB0000595859 ARM HOLDINGS PLCAZN.L GB0009895292 ASTRAZENECA PLC-SWEDISH REGBAES.L GB0002634946 BAE SYSTEMS PLCBDEV.L GB0000811801 BARRATT DEVELOPMENTS PLCBLND.L GB0001367019 BRITISH LAND CO PLCCPI.L GB00B23K0M20 CAPITA PLCGSK.L GB0009252882 GLAXOSMITHKLINE PLCICAG.L ES0177542018 INTL CONSOLIDATED AIRLINE-DIIHG.L GB00BN33FD40 INTERCONTINENTAL HOTELS GROUISA.L GB00B09LSH68 INMARSAT PLCITV.L GB0033986497 ITV PLCPSN.L GB0006825383 PERSIMMON PLCRB.L GB00B24CGK77 RECKITT BENCKISER GROUP PLCRMG.L GB00BDVZYZ77 Royal Mail PLCSBRY.L GB00B019KW72 SAINSBURY (J) PLCSHP.L JE00B2QKY057 SHIRE PLCSKYB.L GB0001411924 BRITISH SKY BROADCASTING GROSSE.L GB0007908733 SSE PLCTUIT.L DE000TUAG000 TUI AG-DITW.L GB0008782301 TAYLOR WIMPEY PLC

11/17/2015: In light of the Ukraine sovereign bond exchange effective as of 12-Nov-2015, the 9 new Ukraine Sovereign notes maturing between 2019 and 2027 shall be the candidates in place of any old Ukraine Sovereign notes subject to the eligibility criteria for each relevant index.

13-Oct-2015 Change in methodology of the CROCI Sectors III and IV Index

The Index Rules for the CROCI Sectors III EUR PR (DBGLCS3P), CROCI Sectors III EUR TR (DBGLSIII), CROCI Sectors III USD PR (DBGLS3UP), CROCI Sectors III USD TR (DBGLS3UT) , CROCI Sectors IV USD PR (DBGLS4UP), CROCI Sectors IV USD TR (DBGLS4UT) will be amended on February 1, 2016. The Index Rules governing the calculation, publication and maintenance of the Index prior to February 1, 2016 (the Old Index Rules) can be obtained free of charge from Deutsche Bank. The Index was calculated in accordance with the methodology set out in the Old Index Rules, on a retrospective basis, from the Commencement Date and, on a live basis, from the Live Date to, but excluding, February 1, 2016. The Index will be calculated in accordance with the methodology set out in the current Index Rules from and including February 1, 2016.

The modifications made to the methodology on February 1, 2016 included (among other things):

- Changing from monthly reconstitutions of the entire portfolio of Shares referenced by the Index to reconstitution of one third of the portfolio each month over five (5) consecutive Trading Days. This is achieved through the introduction of fifteen (15) Sub-Indices each with a different Reconstitution Date but each group of five (5) having the same Selection Date. Upon the initial introduction of the fifteen Sub-Indices, each Sub-Index shall be weighted equally as each other Sub-Index and their Sub-Index Constituents and the respective weights for such Sub-Index Constituents shall be equal to the constituents and weights for the corresponding constituents of the Index immediately before such introduction. Each Sub-Index will be rebalanced according to the Index Rules thereafter.

- Using the latest market value in the determination of the Economic P/E, instead of an average over the last month.

- Changing the requirement for the Sub-Index Rebalancing Date to be a Trading Day for selected Shares, to one where it must be a Trading Day for all Shares within the Reference Indices.

- Removal of the Stabilized Economic P/E concept.

Removal of the constraint on selected Shares to be below the sector median. A consequence of this is the removal of the "backfilling rule" where Shares from other sectors were picked if fewer than thirty (30)

25-Sep-2015 - All existing Ukraine Government International bonds otherwise eligible are kept in relevant indices for October 2015, pending on further review. Following the below recommendation from EMTA, all such bonds are trading flat in the mean time. "149. September 25, 2015 Recommended Market Practice for Trades of Ukraine's Bonds Following consultations with major market participants EMTA is recommending that, for all trades entered into on or after September 25, 2015, Bonds issued by Ukraine should, unless otherwise agreed, trade "flat" Accordingly, (1) such trades will settle at an all-in (or "dirty" price and without an additional payment in respect of accrued interest and (2) Buyers will be entitled to all unpaid and accrued interest and related claims as of the trade date (both for the current interest period and for any previous interest period that is unpaid as of the trade date)".

29-Jul-2015 - Following the announcement by the Hellenic Capital Markets Commission that the Athens Exchange will continue to remain closed until further notice, the following determinations and modifications shall be made to the index calculation methodology:

- the Sub-Index Reconstitution Day for the Sub-Indices i=1 to 4 are as follows:

Sub-Index iSub-Index Reconstitution Day
130th July 2015
26th August 2015
313th August 2015
420th August 2015

- all previous Index Constituents constituting Sub-Index i as of the Sub-Index Reconstitution Day except Hellenic Telecommunications Organization SA (OTEr.AT) will immediately after the Sub-Index Reconstitution Day be replaced by the new Index Constituents of Sub-Index i which will be selected in accordance with the Index Rules from 29 Jul 2015 onwards;- the last traded price of OTEr.AT on 26th June 2015 will be used to calculate the Index Level and Sub-Index Levels;- OTEr.AT shall be deemed to be a new Index Constituent of Sub-Index i immediately following the Sub-Index Reconstitution Day for Sub-Index i with no change to its existing Unit Weight.

Such modification shall be effective from 29-Jul-15 and shall remain for such time until further notice. Bloomberg ticker of the impacted Indices are DBEESRTR and DBEESRPR

29-jul-2015 - Following the announcement by the Hellenic Capital Markets Commission that the Athens Exchange will continue to remain closed until further notice, the definition of "Trading Day"in the index rules shall be modified to mean, for the purposes of determining what should be an Index Reconstitution Day, a day which is both a Business Day and a day on which all the Relevant Exchange(s) other than the Athens Stock Exchange are scheduled to be open for trading for its/their regular trading session.

Such modification shall be effective from 29-Jul-15 and shall remain for such time until further notice. Bloomberg ticker of the impacted Indices are DBEESALT, DBEESALE, DBEESAET, DBEESAEE, DBEESAET.

8-jul-2015 -The index levels for the CROCI Sectors III USD Index and the CROCI Sectors III USD 5.5% Volatility Control Index for the period 10th June 2015 to 7th July 2015 have been restated due to an operational issue which resulted in the inclusion of an incorrect stock during the rebalance of the CROCI Sectors III USD Index on the 9th June 2015.

7-Jul-2015 - Dynamic Balance Indices Rebalancing. The impact of the continued closure of banks in Greece on the underlying active constituents of the Dynamic Balance indices has been determined to be minimal with the underlying ETFs not experiencing trading disruptions, therefore following the notice published on 02-Jul-15 the delayed rebalancing will proceed on the close of 7-Jul-2015 as previously announced. The indices impacted are DBDBJ9T8, DBDBJ6T4 and DBDBJ6T8

6-jul-2015 - Following the announcement by the Hellenic Capital Markets Commission that the Athens Stock Exchange will remain closed until July 6, 2015, the definition of "MSCI Trading Day"in the index rules shall be modified to mean, a day that is a Trading Day in relation to all Share constituents of the MSCI World Equal Weight. Local Currency Index except the constituents listed on Athens Stock Exchange. Such modification shall be effective from 7-Jul-15 and shall remain for such time until further notice. Bloomberg ticker of the impacted Indices are: DBGLSNVU, DBGLSTBU, DBCUSWQF, DBGLSNME, DBCUSWME, DBCUSSPE, DBCUSWBE, DBGLSNQE, DBGLLTBE, DBGLLSQE, DBGLLRME, DBGLLSVE, DBGLSTBE, DBCUSSVE, DBGLSNVE, DBGLSNQU, DBGLSNMU.

2-Jul-2015 - Dynamic Balance Indices Rebalancing. Following the announcement by Greece of Bank holidays between 29-Jun-15 and 06-Jul-15 the rebalancing events for the Dynamic Balance indices scheduled on 30-Jun-15 will be delayed until 07-Jul-15. The indices impacted are DBDBJ9T8, DBDBJ6T4 and DBDBJ6T8

1-Jun-2015 - Due to a pricing convention discrepancy the EMLIN index had been rerun from the 20th April 2015 to 1st June 2015 with a -5bp change.

28-Apr-2015 - Curve method change for BRL FRB indices referenced in the GAIN series of indices. From 01-May-15 DBIQ will change the BRL curve method used to calculate the BRL FRB indices from an offshore curve to a local market curve. A full list of index identifiers impacted by the change is available on request.

27-Apr-15 - Price source and calculation clarification for Momentum Asset Allocator Index. Index documentation for the Momentum Asset Allocator index will be updated on or about 05-May-15 to improve the transparency of the methodology and data sources for the underlying cash, gold, equity and interest rate swap indices. More information or a copy of the updated document is available upon request.

9-Apr-2014: Price source change for US Muni indices. From 1-May-2015 DBIQ will change the primary pricing source from DB to ICAP for US Muni interest rate indices. A full list of index identifiers is available on request.

07-Apr-2015 - Wrong contract for the DBLCI OY Soyabean Meal USD ER index was posted on the 2nd of April in the roll report of the DBLCI OY Index for roll in April 2015. The correct contract is SMZ5.

02-Apr-2015 - Price source change for EMLE and EMLIN bond indices. From 20-Apr-15 DBIQ will change the primary pricing source to IDC for the EMLE and EMLIN indices. A full list of index identifiers is available on request.

16-Jan-2015-Following the review of benchmark YALE FX Basket DB Index Quant have decided to discontinue the calculation of the benchmark from 21-Jan-2015.For more information or to discuss alternative benchmarks please contact your Deutsche Bank representative or the DB Index Quant team on index.data@db.com.

07-Dec-2014 - Following BBA's decision to discontinue publishing of the overnight rate for the Australian Dollar, starting June 2013, the DBMMAUON Index will use the RBA Cash Rate Overnight (RBACOR Index) published by Reserve Bank of Australia as the new market reference rate to perform the index calculation.

11-Dec-2014 - Price source change for IDR, INR, MXN, PHP, SAR, TRY and ZAR interest rate swap indices. From 02-Jan-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for interest rate swap calculations in IDR, INR, MXN, PHP, SAR, TRY and ZAR interest rate swap. Index families being impacted include; Duration Bias, Forward Rate Bias and Arch. A full list of index identifiers is available on request.

13-Nov-2014 - Price source change for BRL, CNY, CZK, SGD, HUF, TWD, MYR and THB interest rate swap indices. From 01-Dec-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for interest rate swap calculations in BRL, CNY, CZK, SGD, HUF, TWD, MYR and THB interest rate swap. Index families being impacted include; Duration Bias, Forward Rate Bias and Arch. A full list of index identifiers is available on request.

13-Nov-2014 - Price source change for DB iTraxx and CDX return CDS indices. From 01-Dec-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for CDS calculations based on the iTraxx and CDX A full list of index identifiers is available on request.

13-Nov-2014 - Price source change for EUR and USD swaptions indices. From 01-Dec-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for EUR and USD swaption calculations. Index families being impacted include the Rates Impact indices. A full list of index identifiers is available on request.

13-Nov-2014 - Price source change for AUDUSD, EURCHF, EURGBP, EURJPY, EURUSD, GBPUSD, USDCAD, USDCHF, USDJPY 1 and 3 month ATM implied volatilies. From 01-Dec-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for ATM implied volatility on the following currency pairs AUDUSD ,EURCHF ,EURGBP ,EURJPY ,EURUSD ,GBPUSD ,USDCAD ,USDCHF ,USDJPY. The following indices will be impacted by this change CVIX1I and CVIX 3I.

17-Oct-2014 - Price source change for AUD, CAD, CHF, DKK, HKD, KRW, NOK and NZD interest rate swap indices and EUR, GBP and USD inflation swap indices. From 01-Oct-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for interest rate swap calculations in AUD, CAD, CHF, DKK, HKD, KRW, NOK and NZD interest rate swap indices and EUR, GBP and USD inflation swap indices. Index families being impacted include; Duration Bias, Forward Rate Bias, Arch and Inflation Swap. A full list of index identifiers is available on request.

04-Sep-2014 - Price source change for bond indices. From 01-Oct-14 DBIQ will change the primary pricing source from DB to IDC for the following index families; Asian Benchmarks, Asian Linkers, DB Australia SSA Bonds, DBIQ AUD indices, EM EUR, USD and CEE benchmarks, EM Liquid, Inflation Linked Sovereign, Liquid Inflation Linked, S&P/DB Orbit, Sovereign indices. A full list of index identifiers is available on request.

04-Sep-2014 - Price source change for EUR, GBP, JPY and USD interest rate swap indices. From 01-Oct-14 DBIQ will change the primary pricing source from DB to Thomson Reuters for interest rate swap calculations in EUR, GBP, JPY and USD. Index families being impacted include; Ascent, Constant Maturity Swap, Duration Bias, Dynamic Hedging, MMI, SMART, Zero Coupon Swap. A full list of index identifiers is available on request.

15-Aug-14 - DBIQ is currently reviewing the use of pricing data sources in its Fixed Income indices. As part of this review, DBIQ is investigating the possibility of using independent third-party pricing sources instead of internal Deutsche Bank sourced pricing. The indices impacted include bond and interest rate swap (Duration Bias). 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 Q3 2014 with changes being implemented from Q4 2014.

02-Jun-14 - Following the announcement by ICE (i) to extend the ICE Gasoil Futures Contract (code: G) beyond January 2015 and, with effect from the February 2015 contract month and later months, to change the specification of the ICE Gasoil Futures Contract to 10ppm low sulphur gasoil and (ii) to discontinue the ICE Low Sulphur Gasoil Futures Contract (code: ULS) with respect to February 2015 and later months, Deutsche Bank AG, as index sponsor of the Deutsche Bank Liquid Commodity Optimum Yield Enhanced Index in respect of Gas Oil published on Bloomberg Screen Pages DBRCOYQS and DBRCOTQS (the "Index") announces the end of the Index Disruption Event relating to the Gasoil contract within the Index (the "Index Gasoil Contract". In accordance with industry best practice, (i) up to and including the January 2015 contract month, the roll yield in respect of the Index Gasoil Contract will be determined by reference to the price differential between the ICE Gasoil Futures Contract and the ICE Low Sulphur Gasoil Futures Contract and (ii) from and including the February 2015 contract month, the roll yield will be determined by reference to the ICE Gasoil Futures Contract.

02-Jun-14 - Following the announcement by ICE (i) to extend the ICE Gasoil Futures Contract (code: G) beyond January 2015 and, with effect from the February 2015 contract month and later months, to change the specification of the ICE Gasoil Futures Contract to 10ppm low sulphur gasoil and (ii) to discontinue the ICE Low Sulphur Gasoil Futures Contract (code: ULS) with respect to February 2015 and later months, Deutsche Bank AG, as index sponsor of the Deutsche Bank Liquid Commodity Optimum Yield Index in respect of Gas Oil published on Bloomberg Screen Page DBLCYEGO (the "Index") announces that in accordance with industry best practice, (i) up to and including the January 2015 contract month, the roll yield in respect of the Index Gasoil Contract will be determined by reference to the price differential between the ICE Gasoil Futures Contract and the ICE Low Sulphur Gasoil Futures Contract and (ii) from and including the February 2015 contract month, the roll yield will be determined by reference to the ICE Gasoil Futures Contract.

Deutsche Bank AG, as index sponsor of the Deutsche Bank Liquid Commodity Optimum Yield Enhanced Index in respect of Gas Oil published on Bloomberg Screen Pages DBRCOYQS and DBRCOTQS (the "Index"), announces that on 2 April 2014 an Index Disruption Event will occur in respect of the FL Sub-Index in respect of Gas Oil which is a component of the Index. On such date, such FL Sub-Index should begin to roll into the June 2015 contract for Gas Oil traded on NYMEX in accordance with the Index's pre-determined roll schedule, but such contract is not available. The Index Sponsor has therefore determined that such FL Sub-Index will instead roll into the January 2015 contract for Gas Oil traded on NYMEX. Capitalised terms used in this notice bear the meanings given to them in the description of the Deutsche Bank Liquid Commodity Optimum Yield Enhanced Indices. Please note that this notice is relevant to any Deutsche Bank index of which the Index is a component.

Starting 13 Sep 2013, "Exchange Provided Pricing" would be included in the determination of the Last Traded Price as of a specified time, of Interest Rate Futures Contracts (like the Eurodollar Futures Contract ) for index valuations. This has been done to enhance the rigour of price determination and to make the price more representative of the Market trading at that time.