|
DeAWM Vol-Controlled MF02 Index
|
Alternative
|
Alternative
|
Asia Pacific |
Enhanced Beta
|
Selection Rules
|
USD
|
DBXEMF02
|
N/A
|
TR
|
112.1756
|
0.07
|
0.17
|
1.38
|
0.08
|
25-Jan-2021
|
The index tracks a Vol-Controlled exposure to the DWS Invest China Bonds (Share Class A2) Fund NAV. The leverage is capped at 100%, and any residual exposure , i.e. not invested in the Fund NAV, is assumed to be invested in overnight cash
DeAWM Vol-Controlled MF02 Index
|
KKR Reference Fund
|
Alternative
|
Alternative
|
Global |
Alpha
|
Active Management
|
USD
|
DBXEKKRF
|
N/A
|
TR
|
250407.3419
|
0.06
|
0.77
|
12.90
|
0.18
|
15-Jan-2021
|
KKR Reference Fund
KKR Reference Fund
|
Universal Strategies
|
Alternative
|
Alternative
|
Global |
Alpha
|
Momentum
|
EUR
|
CSTMGLST
|
N/A
|
ER
|
120.4710
|
-0.82
|
1.87
|
-6.08
|
0.63
|
22-Jan-2021
|
The Index aims to provide exposure to 3 funds, more specifically to their volatility controlled excess return over the 3-month Warsaw Interbank rate. The choice of funds is determined by the relative momentum of the bond and equity asset class as measured by a bespoke signal in the index
Universal Strategies
|
DB MULTIASSET FUNDS INDEX
|
Alternative
|
Alternative
|
Global |
Beta
|
Passive
|
EUR
|
DBXEMAF
|
N/A
|
TR
|
117.7443
|
-0.36
|
1.97
|
6.06
|
1.16
|
22-Jan-2021
|
The DB Multiasset Funds Index is an addition to the suite of indices that track the performance of funds. The index tracks an portfolio of 5 funds, with the exposure being equi-weighted at inception
DB MULTIASSET FUNDS INDEX
|
DB Mutual Funds Index 6
|
Alternative
|
Alternative
|
Global |
Enhanced Beta
|
Selection Rules
|
USD
|
DBXEMF06
|
N/A
|
TR
|
114.8836
|
-0.43
|
2.50
|
-1.13
|
1.65
|
22-Jan-2021
|
The index tracks a Vol-Controlled exposure to a portfolio of 10 funds. The leverage is capped at 100%, and any residual exposure, i.e. not invested in the Fund NAV, is assumed to be invested in overnight cash
DB Mutual Funds Index 6
|
DB Carnegie Corporate Bond VAL Strategy Index
|
Alternative
|
NA
|
Global |
Beta
|
Target Volatility
|
SEK
|
DBXECNCB
|
NA.
|
ER
|
119.4953
|
0.04
|
1.56
|
9.69
|
1.45
|
25-Jan-2021
|
The Index is intended to reflect the risk-adjusted performance of CARNEGIE Corporate Bond, a sub-fund of the CARNEGIE Fonder Portfolio A SEK Class (ISIN: LU0075898915; Bloomberg Ticker: HAGSHYF LX Equity) (the �Fund�)
short name
|
Deutsche Bank Global Opportunity 17% Index
|
Alternative
|
NA
|
Global |
Enhanced Beta
|
Target Volatility
|
EUR
|
DBXEGLOP
|
No RIC
|
ER
|
110.6271
|
0.42
|
2.81
|
0.00
|
1.97
|
25-Jan-2021
|
The Deutsche Bank Global Opportunity 17% Index tracks a Vol-Controlled exposure to an underlying Mutual Fund. The exposure is a function of the Annualized 20-day rolling volatility of the fund NAV
short name
|
Deutsche Bank Nordic Corporate Bond 2% Index
|
Alternative
|
NA
|
Global |
Enhanced Beta
|
Target Volatility
|
SEK
|
DBXENDCB
|
No RIC
|
ER
|
105.3985
|
0.09
|
2.03
|
0.00
|
1.88
|
21-Jan-2021
|
Deutsche Bank Nordic Corporate Bond 2% Index tracks a Vol-Controlled exposure to an underlying Mutual Fund. The exposure is a function of the Annualized 20-day rolling volatility of the fund NAV
short name
|
dbSelect Sinopac Hathersage 7.5% VC Index
|
Alternative
|
NA
|
Global |
Enhanced Beta
|
None
|
USD
|
DBXESEL1
|
N/A
|
TR
|
100.2179
|
0.25
|
0.06
|
0.00
|
0.04
|
25-Jan-2021
|
dbSelect Sinopac Hathersage 7.5% VC Index
short name
|
DBLCI Excess Return HEDGED EUR
|
Commodities
|
Overall
|
Global |
Beta
|
Passive
|
EUR
|
DBLCIEER
|
.DBLCIEER
|
ER
|
179.9849
|
0.96
|
5.32
|
-4.18
|
4.96
|
25-Jan-2021
|
DBLCI index aims to represent the performance of the commodity market, it invests in six commodities; Sweet Light Crude Oil (WTI), Heating Oil, Aluminium, Gold, Wheat and Corn.
DBLCI
|
DBLCI
|
Commodities
|
Overall
|
Global |
Beta
|
Passive
|
USD
|
DBLCMACL
|
.DBLCMACL
|
ER
|
198.8893
|
0.93
|
5.31
|
-3.16
|
4.92
|
25-Jan-2021
|
DBLCI index aims to represent the performance of the commodity market, it invests in six commodities; Sweet Light Crude Oil (WTI), Heating Oil, Aluminium, Gold, Wheat and Corn.
DBLCI
|
DBLCI - MR
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCMMCL
|
.DBLCMMCL
|
ER
|
436.3225
|
1.00
|
7.21
|
6.06
|
6.99
|
25-Jan-2021
|
DBLCI MR index invests in six commodities; Sweet Light Crude Oil (WTI), Heating Oil, Aluminium, Gold, Wheat and Corn. The weights of the commodities in the DBLCI MR index are systematically adjusted depending on the relative richness or cheapness of the commodity.
DBLCI_MR
|
DBLCI MR - TR Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCMMVL
|
.DBLCMMVL
|
TR
|
1093.7959
|
1.00
|
7.22
|
6.35
|
7.00
|
25-Jan-2021
|
DBLCI_MR
|
DBLCI MR -EUR ER Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBMREER
|
.DBMREER
|
ER
|
null |
null |
null |
null |
null |
25-Jan-2021
|
DBLCI_MR
|
DBLCI MR -EUR TR Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBMRETR
|
.DBMRETR
|
TR
|
null |
null |
null |
null |
null |
25-Jan-2021
|
DBLCI_MR
|
DBIQ Optimum Yield Diversified Commodity Index Excess Return
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDBCE
|
N/A
|
ER
|
319.7443
|
0.90
|
4.77
|
1.33
|
4.11
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Index represents 14 commodities drawn from the Energy, Precious Metals, Industrial Metals and Agriculture sectors.
DBIQ_Optimum_Yield_Diversified_Commodity_Index_Excess_Return
|
DBIQ Optimum Yield Diversified Commodity Index TR
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDBCT
|
.DBLCIX2
|
TR
|
801.6246
|
0.90
|
4.78
|
1.61
|
4.12
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Index represents 14 commodities drawn from the Energy, Precious Metals, Industrial Metals and Agriculture sectors.
DBIQ_Optimum_Yield_Diversified_Commodity_Index_Excess_Return
|
DBLCI Diversified Commodity Index TR
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDIVT
|
.DBLCIX2
|
TR
|
335.3817
|
0.90
|
4.78
|
1.61
|
4.12
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Index represents 14 commodities drawn from the Energy, Precious Metals, Industrial Metals and Agriculture sectors.
DBLCI_Diversified_Commodity_Index
|
DBLCI Diversified Commodity Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDIVE
|
N/A
|
ER
|
214.3311
|
0.90
|
4.77
|
1.33
|
4.11
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Index represents 14 commodities drawn from the Energy, Precious Metals, Industrial Metals and Agriculture sectors.
DBLCI_Diversified_Commodity_Index
|
DBLCI-OY
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOYER
|
.DBLCOYER
|
ER
|
272.4061
|
1.04
|
5.82
|
-1.32
|
5.17
|
25-Jan-2021
|
Reflects the performance of 6 commodity futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI_OY
|
DBLCI-OY Balanced
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCBBER
|
.DBLCBBER
|
ER
|
195.3511
|
0.82
|
3.73
|
6.90
|
2.96
|
25-Jan-2021
|
Reflects the performance of 14 commodity futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_Balanced
|
DBLCI-OY Broad
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCBRER
|
.DBLCBRER
|
ER
|
214.0564
|
0.92
|
4.90
|
1.51
|
4.22
|
25-Jan-2021
|
Reflects the performance of 14 commodity futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_Broad
|
DBLCI MR+ - TR Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCMPUT
|
.DBLCMPUT
|
TR
|
993.3520
|
1.00
|
5.31
|
11.56
|
5.15
|
25-Jan-2021
|
DBLCI_MR_PLUS
|
DBLCI MR+ EUR ER Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBMREUHE
|
N/A
|
ER
|
438.5804
|
1.02
|
5.33
|
10.81
|
5.19
|
25-Jan-2021
|
DBLCI_MR_PLUS
|
DBLCI MR+ JPY ER Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
JPY
|
DBLCMPJE
|
N/A
|
ER
|
254.8376
|
1.00
|
5.32
|
11.33
|
5.17
|
25-Jan-2021
|
DBLCI_MR_PLUS
|
DBLCI MR+ JPY UnHedged TR Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
JPY
|
DBLCMPJT
|
N/A
|
TR
|
702.3955
|
0.98
|
5.47
|
5.79
|
5.69
|
25-Jan-2021
|
DBLCI_MR_PLUS
|
DBLCI MR+
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCMPUE
|
.DBLCMPUE
|
ER
|
434.3004
|
1.00
|
5.31
|
11.26
|
5.15
|
25-Jan-2021
|
The DBLCI MR + Index is based on DBLCI MR. The weight of DBLCI MR in DBLCI MR + is based on the momentum of the DBLCI MR.
DBLCI_MR_PLUS
|
DBLCI Mean Reversion Enhanced USD ER
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCMREU
|
.DBLCMREU
|
ER
|
165.3970
|
1.24
|
5.08
|
10.19
|
4.24
|
25-Jan-2021
|
DBLCI MR Enhanced index invests in twelve commodities covering Energy, Precious Metals, Industrial Metals and Agriculture. The weights of the commodities in the DBLCI MR index are systematically adjusted depending on the relative richness or cheapness of the commodity.
DBLCI_Mean_Reversion_Enhanced_USD_ER
|
DB Commodity Harvest ER
|
Commodities
|
Overall
|
Global |
Alpha
|
Passive
|
USD
|
DBCMHLEU
|
.DBCMHLEU
|
ER
|
204.8418
|
-0.17
|
-1.47
|
0.96
|
-0.78
|
25-Jan-2021
|
DB Commodity Harvest Index is designed to represent a commodity neutral alpha strategy. The index reflects the return of holding a long DBLCI-OY Booster-S&P GSCI TM Light Energy position and a short S&P GSCITM Light Energy position.
DB_Commodity_Harvest_ER
|
DBIQ Diversified Agriculture Index ER
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDBAE
|
N/A
|
ER
|
59.0124
|
0.66
|
3.30
|
0.79
|
1.22
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Agriculture index represents the Agriculture Sector. It is based on 5 commodities (Corn, Soybeans, Sugar, Wheat and Kansas Wheat) employing the DBLCI-OY technology to select future contracts and 6 commodities (Feeder Cattle, Live Cattle, Lean Hogs, Cocoa, Coffee and Cotton) employing a predef
DBIQ_Diversified_Agriculture_Index_Excess_Return
|
DBIQ Diversified Agriculture Index TR
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDBAT
|
N/A
|
TR
|
147.9840
|
0.66
|
3.31
|
1.06
|
1.23
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Agriculture index represents the Agriculture Sector. It is based on 5 commodities (Corn, Soybeans, Sugar, Wheat and Kansas Wheat) employing the DBLCI-OY technology to select future contracts and 6 commodities (Feeder Cattle, Live Cattle, Lean Hogs, Cocoa, Coffee and Cotton) employing a predef
DBIQ_Diversified_Agriculture_Index_Excess_Return
|
DBLCI Diversified Agriculture Index TR
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDTAG
|
N/A
|
TR
|
139.3639
|
0.66
|
3.31
|
1.06
|
1.23
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Agriculture index represents the Agriculture Sector. It is based on 5 commodities (Corn, Soybeans, Sugar, Wheat and Kansas Wheat) employing the DBLCI-OY technology to select future contracts and 6 commodities (Feeder Cattle, Live Cattle, Lean Hogs, Cocoa, Coffee and Cotton) employing a predef
DBLCI_Diversified_Agriculture_Index
|
DBLCI Diversified Agriculture Index
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCDEAG
|
N/A
|
ER
|
56.1731
|
0.66
|
3.30
|
0.79
|
1.22
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rule based approach when it rolls from one futures contract to another for each commodity in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry. DBLCI Diversified Agriculture index represents the Agriculture Sector. It is based on 5 commodities (Corn, Soybeans, Sugar, Wheat and Kansas Wheat) employing the DBLCI-OY technology to select future contracts and 6 commodities (Feeder Cattle, Live Cattle, Lean Hogs, Cocoa, Coffee and Cotton) employing a predef
DBLCI_Diversified_Agriculture_Index
|
DBLCI-OY Agriculture
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEAG
|
.DBLCXAG
|
ER
|
53.4657
|
1.43
|
5.56
|
8.66
|
2.67
|
25-Jan-2021
|
Reflects the performance of agriculture commodity futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_Agriculture
|
DBLCI-OY Precious Metals
|
Commodities
|
Overall
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEPM
|
.DBLCXPM
|
ER
|
163.3094
|
-0.08
|
-1.72
|
19.83
|
-2.61
|
25-Jan-2021
|
Reflects the performance of precious metals commodity futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_Precious_Metals
|
db Commodity C Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHC
|
N/A
|
ER
|
233.6924
|
0.14
|
-2.11
|
-9.48
|
-0.79
|
25-Jan-2021
|
db_Commodity_C_Long_Short_ER__________________
|
db Commodity CC Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHCC
|
N/A
|
ER
|
88.4225
|
-0.20
|
0.79
|
-3.91
|
0.64
|
25-Jan-2021
|
db_Commodity_CC_Long_Short_ER_________________
|
db Commodity CT Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHCT
|
N/A
|
ER
|
131.2833
|
-0.17
|
0.60
|
-1.98
|
1.07
|
25-Jan-2021
|
db_Commodity_CT_Long_Short_ER_________________
|
db Commodity KC Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHKC
|
N/A
|
ER
|
167.6449
|
0.04
|
1.01
|
0.18
|
0.78
|
25-Jan-2021
|
db_Commodity_KC_Long_Short_ER_________________
|
db Commodity KW Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHKW
|
N/A
|
ER
|
132.9053
|
-0.10
|
0.31
|
-1.17
|
0.04
|
25-Jan-2021
|
db_Commodity_KW_Long_Short_ER_________________
|
db Commodity S Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHS
|
N/A
|
ER
|
118.5939
|
0.24
|
0.85
|
0.61
|
0.52
|
25-Jan-2021
|
db_Commodity_S_Long_Short_ER__________________
|
db Commodity SB Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHSB
|
N/A
|
ER
|
114.6658
|
0.75
|
1.44
|
-7.35
|
1.53
|
25-Jan-2021
|
db_Commodity_SB_Long_Short_ER_________________
|
db Commodity W Long Short ER
|
Commodities
|
Agriculture
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHW
|
N/A
|
ER
|
169.7675
|
0.03
|
0.18
|
0.23
|
-0.16
|
25-Jan-2021
|
db_Commodity_W_Long_Short_ER__________________
|
DBLCI C (Corn)
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBRC
|
.DBRC
|
ER
|
19.9322
|
1.05
|
2.41
|
12.38
|
0.00
|
25-Jan-2021
|
Reflects the performance of Corn Futures
DBLCI_C_Corn
|
DBLCI CC
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCCCUE
|
N/A
|
ER
|
19.0394
|
-0.83
|
-3.28
|
-6.93
|
-3.65
|
25-Jan-2021
|
Reflects the performance of Cocoa ( Exchange:CSC ) Futures
DBLCI CC
|
DBLCI CT
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCCTUE
|
N/A
|
ER
|
35.2758
|
0.94
|
8.04
|
16.79
|
5.39
|
25-Jan-2021
|
Reflects the performance of Cotton #2 ( Exchange:NYC ) Futures
DBLCI CT
|
DBLCI Cocoa Total Return
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCCCUT
|
N/A
|
TR
|
47.7584
|
-0.83
|
-3.27
|
-6.67
|
-3.64
|
25-Jan-2021
|
Reflects the performance of Cocoa ( Exchange:CSC ) Futures
DBLCI CC
|
DBLCI Coffee Total Return
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCKCUT
|
N/A
|
TR
|
15.5195
|
-0.64
|
-2.14
|
2.37
|
-3.89
|
25-Jan-2021
|
Reflects the performance of Coffee "C" ( Exchange:CSC ) Futures
DBLCI KC
|
DBLCI Cotton Total Return
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCCTUT
|
N/A
|
TR
|
88.4848
|
0.94
|
8.05
|
17.11
|
5.40
|
25-Jan-2021
|
Reflects the performance of Cotton #2 ( Exchange:NYC ) Futures
DBLCI CT
|
DBLCI FC
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCFCUE
|
N/A
|
ER
|
135.2876
|
-0.21
|
1.07
|
-6.13
|
2.59
|
25-Jan-2021
|
Reflects the performance of Cattle(FeederCattle) ( Exchange:CME ) Futures
DBLCI FC
|
DBLCI Feeder Cattle Total Return
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCFCUT
|
N/A
|
TR
|
339.3063
|
-0.21
|
1.08
|
-5.88
|
2.59
|
25-Jan-2021
|
Reflects the performance of Cattle(FeederCattle) ( Exchange:CME ) Futures
DBLCI FC
|
DBLCI KC
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCKCUE
|
N/A
|
ER
|
6.1864
|
-0.65
|
-2.14
|
2.09
|
-3.90
|
25-Jan-2021
|
Reflects the performance of Coffee "C" ( Exchange:CSC ) Futures
DBLCI KC
|
DBLCI LC
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCLCUE
|
N/A
|
ER
|
76.7853
|
0.35
|
2.87
|
-14.39
|
2.83
|
25-Jan-2021
|
Reflects the performance of Live Cattle ( Exchange:CME ) Futures
DBLCI LC
|
DBLCI LH
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCLHUE
|
N/A
|
ER
|
4.4460
|
0.62
|
8.53
|
-21.26
|
3.39
|
25-Jan-2021
|
Reflects the performance of Lean Hogs ( Exchange:CME ) Futures
DBLCI LH
|
DBLCI Lean Hogs Total Return
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCLHUT
|
N/A
|
TR
|
11.1529
|
0.62
|
8.54
|
-21.05
|
3.40
|
25-Jan-2021
|
Reflects the performance of Lean Hogs ( Exchange:CME ) Futures
DBLCI LH
|
DBLCI Live Cattle Total Return
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBLCLCUT
|
N/A
|
TR
|
192.5845
|
0.35
|
2.88
|
-14.15
|
2.83
|
25-Jan-2021
|
Reflects the performance of Live Cattle ( Exchange:CME ) Futures
DBLCI LC
|
DBLCI Optimum Yield Minneapolis Wheat Excess Return Index
|
Commodities
|
Agriculture
|
Global |
Beta
|
Selection Rules
|
USD
|
DBLCOMWE
|
.DBLCOMWE
|
ER
|
63.1450
|
2.13
|
7.36
|
4.44
|
4.53
|
25-Jan-2021
|
DBLCI OY indices are designed to maximize potential roll returns by electing, for each commodity, the futures contract with the highest implied roll yield.
OY MW ER Index
|
DBLCI W (Wheat)
|
Commodities
|
Agriculture
|
Global |
Beta
|
Passive
|
USD
|
DBRW
|
.DBRW
|
ER
|
29.9724
|
1.35
|
2.28
|
7.46
|
0.35
|
25-Jan-2021
|
Reflects the performance of Wheat Futures
DBLCI_W_Wheat
|
DB Corn Short Volatility III Index
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
None
|
USD
|
DBCMOSV3
|
N/A
|
ER
|
82.0942
|
-0.17
|
-4.94
|
-2.67
|
-2.56
|
25-Jan-2021
|
Index is based on a systematic short volatility strategy comprising of different straddle and a future position corresponding to delta of the straddles
DB_Corn_Short_Volatility_III_Index
|
DBLCI - OY Wheat Basket Index USD ER
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBLCOWUE
|
N/A
|
ER
|
43.8934
|
1.91
|
5.44
|
8.05
|
3.02
|
25-Jan-2021
|
Wheat basket USD ER
Wheat basket USD ER
|
DBLCI - OY Wheat Basket Index USD TR
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOWUT
|
N/A
|
TR
|
94.1965
|
1.91
|
5.45
|
8.34
|
3.03
|
25-Jan-2021
|
Wheat basket USD TR
Wheat basket USD TR
|
DBLCI Agriculture EUR ER Hedged Index
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBCMAGEE
|
N/A
|
ER
|
57.3480
|
1.07
|
4.58
|
8.07
|
2.10
|
25-Jan-2021
|
|
DBLCI Agriculture Index
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMAGUE
|
.DBCMAGUE
|
ER
|
70.7884
|
1.06
|
4.63
|
8.58
|
2.08
|
25-Jan-2021
|
DBLCYEEN
|
DBLCI OY Enhanced - Cocoa
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYCC
|
N/A
|
ER
|
72.7581
|
-0.90
|
-2.01
|
-4.89
|
-2.48
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Cocoa
|
DBLCI OY Enhanced - Coffee
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYKC
|
N/A
|
ER
|
26.1687
|
-0.53
|
-0.91
|
2.94
|
-2.71
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Coffee
|
DBLCI OY Enhanced - Corn
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYC
|
N/A
|
ER
|
34.5225
|
1.67
|
6.53
|
4.23
|
2.87
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Corn
|
DBLCI OY Enhanced - Cotton - CT0 ER Index
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOFCT
|
N/A
|
ER
|
33.0972
|
0.94
|
8.04
|
16.79
|
5.39
|
25-Jan-2021
|
DBLCI OY Enhanced - Cotton - CT0
|
DBLCI OY Enhanced - Cotton - CT2
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOMCT
|
N/A
|
ER
|
87.3555
|
0.69
|
8.69
|
13.37
|
6.28
|
25-Jan-2021
|
DBLCI OY Enhanced - Cotton - CT2
|
DBLCI OY Enhanced - Cotton - CT3
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOLCT
|
N/A
|
ER
|
97.0116
|
0.52
|
7.03
|
8.85
|
5.36
|
25-Jan-2021
|
DBLCI OY Enhanced - Cotton - CT3
|
DBLCI OY Enhanced - Cotton
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYCT
|
N/A
|
ER
|
50.2854
|
0.53
|
7.03
|
11.37
|
5.35
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Cotton
|
DBLCI OY Enhanced - Kansas Wheat
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYKW
|
N/A
|
ER
|
31.5085
|
1.85
|
5.60
|
14.38
|
3.21
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Kansas Wheat
|
DBLCI OY Enhanced - Soybean Meal
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYSM
|
N/A
|
ER
|
543.4679
|
1.96
|
3.45
|
24.80
|
0.47
|
25-Jan-2021
|
DBLCI-OYE are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. It employs a rule-based approach for determining commodity future exposure.
OYE SM index
|
DBLCI OY Enhanced - Soybean Oil
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYBO
|
N/A
|
ER
|
90.4207
|
1.45
|
3.90
|
22.19
|
0.99
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Soybean Oil
|
DBLCI OY Enhanced - Soybeans
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYS
|
N/A
|
ER
|
292.6485
|
2.07
|
5.21
|
30.40
|
2.11
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Soybeans
|
DBLCI OY Enhanced - Sugar
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYSB
|
N/A
|
ER
|
64.8261
|
0.16
|
5.80
|
0.04
|
2.83
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Sugar
|
DBLCI OY Enhanced - Wheat
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYW
|
N/A
|
ER
|
26.0244
|
1.72
|
2.80
|
6.65
|
0.79
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Wheat
|
DBLCI OY Soybean Meal USD ER
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Selection Rules
|
USD
|
DBLCYESM
|
.DBLCYESM
|
ER
|
610.3148
|
1.90
|
3.74
|
41.92
|
0.05
|
25-Jan-2021
|
Reflects the performance of Soybean Meal Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield.
OY SM Index
|
DBLCI Optimum Yield Corn Total Return
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOCNT
|
N/A
|
TR
|
44.8070
|
1.61
|
6.69
|
1.66
|
2.75
|
25-Jan-2021
|
Reflects the performance of Corn Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_C_Corn
|
DBLCI Optimum Yield Kanas Wheat Total Return
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTKW
|
N/A
|
TR
|
75.3196
|
2.03
|
6.03
|
15.16
|
3.63
|
25-Jan-2021
|
Reflects the performance of Kansas Wheat Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_KW_Kansas_Wheat
|
DBLCI Optimum Yield Soybeans Total Return
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTSS
|
N/A
|
TR
|
295.9439
|
1.64
|
4.35
|
29.38
|
1.67
|
25-Jan-2021
|
Reflects the performance of Soybeans Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_S_Soybeans
|
DBLCI Optimum Yield Sugar #11 Total Return
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTSB
|
N/A
|
TR
|
216.0188
|
0.56
|
5.77
|
-2.25
|
3.28
|
25-Jan-2021
|
Reflects the performance of Sugar #11 Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_SB_(Sugar__11)
|
DBLCI Optimum Yield Wheat Total Return
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOWTT
|
N/A
|
TR
|
32.6783
|
1.56
|
2.93
|
4.68
|
0.88
|
25-Jan-2021
|
Reflects the performance of Wheat Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_W_Wheat
|
DBLCI-OY C (Corn)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOCNE
|
.DBLCOCNE
|
ER
|
17.8665
|
1.61
|
6.69
|
1.39
|
2.74
|
25-Jan-2021
|
Reflects the performance of Corn Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_C_Corn
|
DBLCI-OY CC (Cocoa)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYECC
|
.DBLCYECC
|
ER
|
32.5992
|
-0.83
|
-3.28
|
-1.04
|
-3.65
|
25-Jan-2021
|
Reflects the performance of Cocoa Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_CC_Cocoa
|
DBLCI-OY CT (Cotton #2)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYECE
|
.DBLCYECE
|
ER
|
46.3378
|
0.52
|
7.03
|
12.37
|
5.36
|
25-Jan-2021
|
Reflects the performance of Cotton #2 Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_CT_Cotton_2
|
DBLCI-OY KC (Coffee ""C"")
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEKC
|
.DBLCYEKC
|
ER
|
11.4933
|
-0.64
|
-2.14
|
-0.24
|
-3.90
|
25-Jan-2021
|
Reflects the performance of Coffee ""C"" Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_KC_Coffee_C
|
DBLCI-OY KW (Kansas Wheat)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEKW
|
.DBLCYEKW
|
ER
|
30.2611
|
2.03
|
6.02
|
14.85
|
3.62
|
25-Jan-2021
|
Reflects the performance of Kansas Wheat Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_KW_Kansas_Wheat
|
DBLCI-OY S (Soybeans)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYESS
|
.DBLCYESS
|
ER
|
118.0112
|
1.64
|
4.34
|
29.03
|
1.66
|
25-Jan-2021
|
Reflects the performance of Soybeans Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_S_Soybeans
|
DBLCI-OY SB (Sugar #11)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYESB
|
.DBLCYESB
|
ER
|
86.1440
|
0.55
|
5.76
|
-2.52
|
3.28
|
25-Jan-2021
|
Reflects the performance of Sugar #11 Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_SB_(Sugar__11)
|
DBLCI-OY W (Wheat)
|
Commodities
|
Agriculture
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOWTE
|
.DBLCOWTE
|
ER
|
13.0303
|
1.56
|
2.92
|
4.39
|
0.88
|
25-Jan-2021
|
Reflects the performance of Wheat Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_W_Wheat
|
DBLCI-OY TR
|
Commodities
|
DBLCI-OY TR
|
Global |
Alpha
|
None
|
USD
|
DBLCOYTR
|
.DBLCOYTR
|
TR
|
682.9548
|
1.04
|
5.83
|
-1.05
|
5.17
|
25-Jan-2021
|
|
DB Brent Short Volatility III Index
|
Commodities
|
Energy
|
Europe |
Alpha
|
Passive
|
USD
|
DBCMBSV3
|
.DBCMBSV3
|
ER
|
428.7219
|
0.20
|
1.51
|
10.17
|
-0.03
|
25-Jan-2021
|
|
DB WTI Short Volatility III Index
|
Commodities
|
Energy
|
Europe |
Alpha
|
Passive
|
USD
|
DBCMWSV3
|
N/A
|
ER
|
179.7321
|
0.02
|
0.86
|
-11.55
|
-0.97
|
25-Jan-2021
|
|
DB Natural Gas Short Volatility III Index
|
Commodities
|
Energy
|
Global |
Alpha
|
Passive
|
USD
|
DBCMHSV3
|
N/A
|
ER
|
245.0335
|
-0.54
|
5.16
|
-18.47
|
6.09
|
25-Jan-2021
|
DB Natural Gas Short Volatility III Index
DB_Natural_Gas_Short_Volatility_III_Index
|
Deutsche Bank Brent Crude Daily Reversal USD ER Index
|
Commodities
|
Energy
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
194.3265
|
0.10
|
0.78
|
-29.06
|
0.80
|
25-Jan-2021
|
The strategy exploits the tendency of front month futures prices to revert back to their immediately preceding levels
short name
|
Deutsche Bank Commodity Harvest USD ERAC Index
|
Commodities
|
Energy
|
Global |
Alpha
|
Passive
|
USD
|
DBLCHNUE
|
N/A
|
ER
|
177.8533
|
-0.17
|
-1.52
|
0.35
|
-0.82
|
25-Jan-2021
|
|
Deutsche Bank Natural Gas Daily Reversal USD ER Index
|
Commodities
|
Energy
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
314.9966
|
0.95
|
3.33
|
-1.57
|
1.01
|
25-Jan-2021
|
The strategy exploits the tendency of front month futures prices to revert back to their immediately preceding levels
short name
|
Deutsche Bank WTI Crude Oil Daily Reversal USD ER Index
|
Commodities
|
Energy
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
85.9339
|
0.15
|
0.76
|
-66.82
|
0.73
|
25-Jan-2021
|
The strategy exploits the tendency of front month futures prices to revert back to their immediately preceding levels
short name
|
db Brent Short Volatility III Sub Index 1 Index
|
Commodities
|
Energy
|
Global |
Alpha
|
None
|
USD
|
DBCMBS13
|
N/A
|
ER
|
249.8095
|
0.07
|
1.44
|
-10.89
|
-0.37
|
25-Jan-2021
|
The Index is based on a systematic short volatility strategy selling straddles on futures and hedging the delta using the underlying future.
db_Brent_Short_Volatility_III_Sub_Index_1_Index
|
db Brent Short Volatility III Sub Index 2 Index
|
Commodities
|
Energy
|
Global |
Alpha
|
None
|
USD
|
DBCMBS23
|
N/A
|
ER
|
175.7890
|
0.20
|
1.15
|
31.95
|
0.92
|
25-Jan-2021
|
The Index is based on a systematic short volatility strategy selling straddles on futures and hedging the delta using the underlying future.
db_Brent_Short_Volatility_III_Sub_Index_2_Index
|
db Brent Short Volatility III Sub Index 3 Index
|
Commodities
|
Energy
|
Global |
Alpha
|
None
|
USD
|
DBCMBS33
|
N/A
|
ER
|
436.0867
|
0.33
|
1.94
|
9.85
|
-0.63
|
25-Jan-2021
|
The Index is based on a systematic short volatility strategy selling straddles on futures and hedging the delta using the underlying future.
db_Brent_Short_Volatility_III_Sub_Index_3_Index
|
db Commodity CL Long Short ER
|
Commodities
|
Energy
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHCL
|
N/A
|
ER
|
956.0886
|
0.06
|
-0.41
|
62.81
|
-0.15
|
25-Jan-2021
|
db_Commodity_CL_Long_Short_ER_________________
|
db Commodity HO Long Short ER
|
Commodities
|
Energy
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHHO
|
N/A
|
ER
|
205.5682
|
0.02
|
0.80
|
-5.60
|
0.49
|
25-Jan-2021
|
db_Commodity_HO_Long_Short_ER_________________
|
db Commodity LCO Long Short ER
|
Commodities
|
Energy
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHCO
|
N/A
|
ER
|
209.2684
|
0.09
|
0.67
|
4.71
|
0.83
|
25-Jan-2021
|
db_Commodity_LCO_Long_Short_ER________________
|
db Commodity LGO Long Short ER
|
Commodities
|
Energy
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHQS
|
N/A
|
ER
|
166.8679
|
0.07
|
1.02
|
0.98
|
0.80
|
25-Jan-2021
|
db_Commodity_LGO_Long_Short_ER________________
|
db Commodity NG Long Short ER
|
Commodities
|
Energy
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHNG
|
N/A
|
ER
|
711.4818
|
0.88
|
2.72
|
42.68
|
2.22
|
25-Jan-2021
|
db_Commodity_NG_Long_Short_ER_________________
|
db Commodity RB Long Short ER
|
Commodities
|
Energy
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHXB
|
N/A
|
ER
|
129.8986
|
-0.20
|
-5.17
|
-18.20
|
-3.32
|
25-Jan-2021
|
db_Commodity_RB_Long_Short_ER_________________
|
DBLCI CL (WTI Sweet Light Crude)
|
Commodities
|
Energy
|
Global |
Beta
|
Passive
|
USD
|
DBRCL
|
.DBRCL
|
ER
|
170.4213
|
0.96
|
9.32
|
-25.46
|
8.66
|
25-Jan-2021
|
Reflects the performance of WTI Sweet Light Crude Futures
DBLCI_CL_WTI_Sweet_Light_Crud
|
DBLCI HO (Heating Oil)
|
Commodities
|
Energy
|
Global |
Beta
|
Passive
|
USD
|
DBRHO
|
.DBRHO
|
ER
|
172.7209
|
1.10
|
6.96
|
-22.48
|
7.41
|
25-Jan-2021
|
Reflects the performance of Heating Oil Futures
DBLCI_HO_Heating_Oil
|
DBLCI NG
|
Commodities
|
Energy
|
Global |
Beta
|
Dynamic
|
USD
|
DBLCNGEU
|
N/A
|
ER
|
7.1172
|
4.50
|
5.32
|
-13.86
|
4.49
|
25-Jan-2021
|
DBLCI_NG_EUR_Hedged_TR
|
DBLCI OY Booster Energy EUR TR
|
Commodities
|
Energy
|
Global |
Beta
|
Dynamic
|
EUR
|
N/A
|
N/A
|
TR
|
225.1027
|
0.96
|
7.29
|
-14.31
|
6.99
|
25-Jan-2021
|
DBLCI_Booster_GSCI_Energy_Total_Return_EUR_Hedged
|
DBLCI OY Booster Energy USD TR
|
Commodities
|
Energy
|
Global |
Beta
|
Dynamic
|
USD
|
N/A
|
N/A
|
TR
|
329.8681
|
0.94
|
7.34
|
-12.02
|
6.98
|
25-Jan-2021
|
DBLCI_Booster_GSCI_Energu_Total_Return
|
DBLCI Brent OY EUR unhedged TRAC
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBLCCEUN
|
.DBLCCEUN
|
TR
|
842.6772
|
0.99
|
5.83
|
-25.87
|
6.25
|
25-Jan-2021
|
DBLCI_Brent_OY_EUR_unhedged_TRAC____________________________
|
DBLCI OY Booster Energy USD ER Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Active
|
USD
|
DBCMBEUE
|
N/A
|
ER
|
209.8686
|
0.94
|
7.33
|
-12.26
|
6.98
|
25-Jan-2021
|
DB Commodity Booster indices represent a long commodity exposure. They are designed to outperform S&P GSCI benchmark indices. This is achieved by selecting DBLCI-OY atoms in the respective weights of the underlying S&P GSCI indices.
db_S&P_GSCI_Energy_USD_ER
|
DBLCI OY Brent Crude Euro TR
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBLCBDTR
|
N/A
|
TR
|
856.3131
|
0.66
|
5.36
|
-20.14
|
5.37
|
25-Jan-2021
|
Reflects the performance of Brent Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_LCO_Brent_Crude
|
DBLCI OY Enhanced - Brent Crude Oil - LCO0 ER Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOFCO
|
.DBRCOFCO
|
ER
|
150.8186
|
0.78
|
8.65
|
-20.37
|
7.68
|
25-Jan-2021
|
DBLCI OY Enhanced - Brent Crude Oil - LCO0
|
DBLCI OY Enhanced - Brent Crude Oil
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYCO
|
.DBRCOYCO
|
ER
|
353.1545
|
0.70
|
7.17
|
-21.30
|
6.61
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Brent Crude Oil
|
DBLCI OY Enhanced - Crude Oil
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYCL
|
.DBRCOYCL
|
ER
|
331.1966
|
0.77
|
6.66
|
-4.74
|
6.44
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers the additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Crude Oil
|
DBLCI OY Enhanced - CrudeOil - CL0 ER Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOFCL
|
.DBRCOFCL
|
ER
|
78.6317
|
0.96
|
9.32
|
-25.46
|
8.66
|
25-Jan-2021
|
DBLCI OY Enhanced - CrudeOil - CL0
|
DBLCI OY Enhanced - Gas Oil
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYQS
|
N/A
|
ER
|
307.5014
|
-0.02
|
5.40
|
-29.82
|
5.78
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Gas Oil
|
DBLCI OY Enhanced - Heating Oil
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYHO
|
N/A
|
ER
|
232.5507
|
0.95
|
6.61
|
-26.28
|
6.66
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Heating Oil
|
DBLCI OY Enhanced - Natural Gas - NG0 ER Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOFNG
|
.DBRCOFNG
|
ER
|
0.0568
|
5.81
|
4.89
|
-34.69
|
3.78
|
25-Jan-2021
|
DBLCI OY Enhanced - Natural Gas - NG0
|
DBLCI OY Enhanced - Natural Gas
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYNG
|
N/A
|
ER
|
37.3746
|
4.79
|
4.56
|
19.69
|
3.49
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Natural Gas
|
DBLCI OY Enhanced - RBOB Gasoline
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYXB
|
N/A
|
ER
|
304.8875
|
0.53
|
7.37
|
-21.56
|
6.57
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - RBOB Gasoline
|
DBLCI Optimum Yield Brent Crude Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTCO
|
N/A
|
TR
|
1071.0694
|
0.64
|
5.42
|
-17.87
|
5.38
|
25-Jan-2021
|
Reflects the performance of Brent Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_LCO_Brent_Crude
|
DBLCI Optimum Yield Crude Oil Hedged EUR Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBYEHTCL
|
N/A
|
TR
|
1435.2643
|
0.98
|
9.10
|
-5.78
|
8.53
|
25-Jan-2021
|
Reflects the performance of WTI Sweet Light Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY CL (WTI Sweet Light Crude)
|
DBLCI Optimum Yield Crude Oil Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOCLT
|
.DBLCOCLT
|
TR
|
1825.9964
|
0.96
|
9.15
|
-3.10
|
8.52
|
25-Jan-2021
|
Reflects the performance of WTI Sweet Light Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY CL (WTI Sweet Light Crude)
|
DBLCI Optimum Yield Gas Oil Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTGO
|
N/A
|
TR
|
668.6098
|
0.00
|
5.89
|
-31.90
|
6.44
|
25-Jan-2021
|
Reflects the performance of Gasoil Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_LGO_Gasoil
|
DBLCI Optimum Yield Heating Oil Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOHOT
|
N/A
|
TR
|
953.8070
|
0.99
|
6.89
|
-30.72
|
6.96
|
25-Jan-2021
|
Reflects the performance of Heating Oil Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_HO_Heating_Oil
|
DBLCI Optimum Yield Natural Gas Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTNG
|
N/A
|
TR
|
67.9913
|
4.50
|
5.41
|
-2.65
|
4.59
|
25-Jan-2021
|
Reflects the performance of Natural Gas Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_NG_Natural_Gas
|
DBLCI Optimum Yield RBOB Gasoline Total Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTRB
|
N/A
|
TR
|
1499.7030
|
0.53
|
7.36
|
-0.63
|
6.57
|
25-Jan-2021
|
Reflects the performance of RBOB Gasoline Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_RB_RBOB_Gasoline
|
DBLCI-OY Brent Crude Euro
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBLCBCTE
|
.DBLCBCTE
|
TR
|
710.3424
|
0.65
|
5.30
|
-20.62
|
5.32
|
25-Jan-2021
|
DBLCI-OY Brent Crude Euro
|
DBLCI-OY CL (WTI Sweet Light Crude)
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOCLE
|
.DBLCXCL
|
ER
|
728.4182
|
0.96
|
9.14
|
-3.36
|
8.51
|
25-Jan-2021
|
Reflects the performance of WTI Sweet Light Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY CL (WTI Sweet Light Crude)
|
DBLCI-OY HO (Heating Oil)
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOHOE
|
.DBLCOHOE
|
ER
|
380.4434
|
0.99
|
6.89
|
-30.91
|
6.96
|
25-Jan-2021
|
Reflects the performance of Heating Oil Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_HO_Heating_Oil
|
DBLCI-OY LCO (Brent Crude)
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYECO
|
.DBLCYECO
|
ER
|
467.4779
|
0.64
|
5.42
|
-18.09
|
5.37
|
25-Jan-2021
|
Reflects the performance of Brent Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_LCO_Brent_Crude
|
DBLCI-OY LCO TR UNHEDGED EUR
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
N/A
|
N/A
|
TR
|
1048.0961
|
1.00
|
5.89
|
-25.35
|
6.30
|
25-Jan-2021
|
Reflects the performance of Brent Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_LCO_Brent_Crude
|
DBLCI-OY LGO (Gasoil)
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEGO
|
.DBLCYEGO
|
ER
|
280.5346
|
0.00
|
5.88
|
-32.09
|
6.44
|
25-Jan-2021
|
Reflects the performance of Gasoil Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_LGO_Gasoil
|
DBLCI-OY NG (Natural Gas)
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYENG
|
.DBLCYENG
|
ER
|
30.6680
|
4.50
|
5.40
|
-2.92
|
4.58
|
25-Jan-2021
|
Reflects the performance of Natural Gas Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_NG_Natural_Gas
|
DBLCI-OY RB (RBOB Gasoline)
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYERB
|
.DBLCYERB
|
ER
|
598.1968
|
0.53
|
7.36
|
-0.90
|
6.57
|
25-Jan-2021
|
Reflects the performance of RBOB Gasoline Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_RB_RBOB_Gasoline
|
Deutsche Bank Brent Crude Oil Booster EUR Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Active
|
EUR
|
DBLCCETN
|
.DBLCCETN
|
TR
|
634.1837
|
0.65
|
5.29
|
-20.78
|
5.31
|
25-Jan-2021
|
The Deutsche Bank Liquid Commodities Indices Optimum Yield (DBLCI-OY) employs a rulebased approach when it rolls from one Brent Crude Oil futures contract to another in the index. Rather than select the new future based on a predefined schedule (e.g. monthly) the index rolls to that future (from the list of tradable futures which expire in the next thirteen months) which generates the maximum implied roll yield. The index aims to maximize the potential roll benefits in backwardated markets and minimize the loss from rolling down the curve in contago markets. The selected DBLCI-OY index future contract is rolled to a new contract, when the existing contract is close to expiry.
DBLCI_OY_Brent_Crude_Oil_EUR
|
Deutsche Bank Commodity Natural Gas Short Volatility III Sub-index 1
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
None
|
USD
|
N/A
|
N/A
|
ER
|
65.2818
|
0.31
|
5.55
|
-24.79
|
5.66
|
25-Jan-2021
|
It replicates a strategy of selling straddles on futures, with daily monitoring and hedging of the delta position in each futures contract
DB Commodity_Natural_Gas_Short_Volatility_III_Sub-index_1
|
Deutsche Bank Commodity Natural Gas Short Volatility III Sub-index 2
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
None
|
USD
|
N/A
|
N/A
|
ER
|
59.3886
|
-1.53
|
2.24
|
-26.58
|
2.46
|
25-Jan-2021
|
It replicates a strategy of selling straddles on futures, with daily monitoring and hedging of the delta position in each futures contract
DB Commodity_Natural_Gas_Short_Volatility_III_Sub-index_2
|
Deutsche Bank Commodity Natural Gas Short Volatility III Sub-index 3
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
None
|
USD
|
N/A
|
N/A
|
ER
|
107.4433
|
-0.41
|
7.70
|
-4.62
|
10.25
|
25-Jan-2021
|
It replicates a strategy of selling straddles on futures, with daily monitoring and hedging of the delta position in each futures contract
DB Commodity_Natural_Gas_Short_Volatility_III_Sub-index_3
|
Deutsche Bank Commodity WTI Short Volatility III Sub-index 1
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
None
|
USD
|
N/A
|
N/A
|
ER
|
97.6690
|
-0.12
|
1.24
|
-24.68
|
-1.89
|
25-Jan-2021
|
It replicates a strategy of selling straddles on futures, with daily monitoring and hedging of the delta position in each futures contract
Deutsche_Bank_Commodity_WTI_Short_Volatility_III_Sub-index_1
|
Deutsche Bank Commodity WTI Short Volatility III Sub-index 2
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
None
|
USD
|
N/A
|
N/A
|
ER
|
95.7887
|
0.04
|
0.77
|
-6.05
|
-0.65
|
25-Jan-2021
|
It replicates a strategy of selling straddles on futures, with daily monitoring and hedging of the delta position in each futures contract
Deutsche_Bank_Commodity_WTI_Short_Volatility_III_Sub-index_2
|
Deutsche Bank Commodity WTI Short Volatility III Sub-index 3
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
None
|
USD
|
N/A
|
N/A
|
ER
|
83.7635
|
0.14
|
0.59
|
-3.26
|
-0.36
|
25-Jan-2021
|
It replicates a strategy of selling straddles on futures, with daily monitoring and hedging of the delta position in each futures contract
Deutsche_Bank_Commodity_WTI_Short_Volatility_III_Sub-index_3
|
Deutsche Bank DBIQ Optimum Yield Crude Oil Index Excess Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMOCLE
|
N/A
|
ER
|
728.4182
|
0.96
|
9.14
|
-3.36
|
8.51
|
25-Jan-2021
|
Reflects the performance of WTI Sweet Light Crude Futures. These indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DB OY Crude Oil ER Index
|
Deutsche Bank DBIQ Optimum Yield Energy Index Excess Return
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMYEEN
|
N/A
|
ER
|
401.0304
|
1.07
|
7.07
|
-11.97
|
6.68
|
25-Jan-2021
|
Reflects the performance of energy commodity futures. These indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DB OY Energy ER Index
|
Deutsche Bank Energy Booster EUR Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Active
|
EUR
|
DBCMBEEN
|
.DBCMBEEN
|
TR
|
186.4192
|
0.96
|
7.21
|
-15.00
|
6.93
|
25-Jan-2021
|
DB Commodity Booster indices represent a long commodity exposure. They are designed to outperform S&P GSCI benchmark indices. This is achieved by selecting DBLCI-OY atoms in the respective weights of the underlying S&P GSCI indices.
db_Energy_Booster_EUR_TRAC
|
Deutsche Bank Energy Booster USD Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Active
|
USD
|
DBCMBEUN
|
.DBCMBEUN
|
TR
|
279.7190
|
0.93
|
7.27
|
-12.64
|
6.93
|
25-Jan-2021
|
DB Commodity Booster indices represent a long commodity exposure. They are designed to outperform S&P GSCI benchmark indices. This is achieved by selecting DBLCI-OY atoms in the respective weights of the underlying S&P GSCI indices.
db_S&P_GSCI_Energy_USD_TRAC
|
Deutsche Bank WTI Crude Oil Booster EUR Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Active
|
EUR
|
DBLCCLEN
|
.DBLCCLEN
|
TR
|
1108.7564
|
0.98
|
9.02
|
-6.54
|
8.47
|
25-Jan-2021
|
The db WTI Booster Index tracks the performance of WTI Future contracts. It selects the the contract which provides the highest roll yield
ETC WTI Booster EUR TRAC
|
Deutsche Bank WTI Crude Oil Booster USD Index
|
Commodities
|
Energy
|
Global |
Enhanced Beta
|
Active
|
USD
|
DBLCCLUN
|
.DBLCCLUN
|
TR
|
1456.9154
|
0.95
|
9.08
|
-3.78
|
8.47
|
25-Jan-2021
|
The db WTI Booster Index tracks the performance of WTI Future contracts. It selects the the contract which provides the highest roll yield
ETC WTI Booster USD TRAC
|
DB Commodity Vol Premium EUR Hedged ERAC Index
|
Commodities
|
Futures &Options
|
Global |
Alpha
|
Volatility
|
EUR
|
DBCMCVEN
|
.DBCMCVEN
|
ER
|
187.3258
|
0.32
|
1.78
|
-10.75
|
1.20
|
25-Jan-2021
|
DB_Commodity_Vol_Premium_EUR_Hedged_ERAC_Index
|
DB Aluminium CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
164.4237
|
-0.03
|
0.29
|
0.88
|
0.39
|
25-Jan-2021
|
DB_Aluminium_CSA_Base_Index
|
DB Brent Crude CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
211.1304
|
0.04
|
-0.90
|
11.83
|
-0.40
|
25-Jan-2021
|
DB_Brent_Crude_CSA_Base_Index
|
DB Commodity Booster - Bloomberg ER
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBCMBDEU
|
N/A
|
ER
|
171.8043
|
0.88
|
3.08
|
7.99
|
2.15
|
25-Jan-2021
|
DB Commodity Booster - Bloomberg ER
|
DB Commodity Booster - Bloomberg TR
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBCMBDTU
|
.DBCMBDTU
|
TR
|
270.0232
|
0.88
|
3.09
|
8.28
|
2.15
|
25-Jan-2021
|
DB Commodity Booster - Bloomberg TR
|
DB Commodity Booster - S&P GSCI TM Light Energy ER
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBCMBLEU
|
N/A
|
ER
|
91.6424
|
0.72
|
3.39
|
2.48
|
2.54
|
25-Jan-2021
|
DB Commodity Booster - S&P GSCI TM Light Energy ER
|
DB Commodity Booster - S&P GSCI TM Light Energy TR
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBCMBLTU
|
N/A
|
TR
|
144.0437
|
0.72
|
3.40
|
2.77
|
2.55
|
25-Jan-2021
|
DB Commodity Booster - S&P GSCI TM Light Energy TR
|
DB Commodity Booster Bloomberg TR EUR
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
EUR
|
DBCMBDTE
|
N/A
|
TR
|
193.0235
|
0.89
|
2.99
|
6.19
|
2.12
|
25-Jan-2021
|
DB Commodity Booster Bloomberg TR EUR
|
DB Commodity Momentum Alpha Long ER Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Momentum
|
USD
|
DBCMMULE
|
N/A
|
ER
|
1386.3091
|
1.11
|
6.63
|
32.79
|
7.34
|
25-Jan-2021
|
|
DB Commodity Momentum Alpha Long Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Momentum
|
USD
|
DBCMMALE
|
N/A
|
ER
|
1687.8486
|
1.04
|
4.75
|
44.96
|
5.21
|
25-Jan-2021
|
DB_Commodity_Momentum_Alpha_Long_Index
|
DB Commodity Momentum Alpha Short ER Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Momentum
|
USD
|
DBCMMUSE
|
N/A
|
ER
|
193.4145
|
0.60
|
2.62
|
12.66
|
3.03
|
25-Jan-2021
|
|
DB Commodity Momentum Alpha Short Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Momentum
|
USD
|
DBCMMASE
|
N/A
|
ER
|
251.2963
|
0.52
|
0.77
|
23.02
|
0.95
|
25-Jan-2021
|
DB_Commodity_Momentum_Alpha_Short_Index
|
DB Copper CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
162.1564
|
0.07
|
0.01
|
1.69
|
0.10
|
25-Jan-2021
|
DB_Copper_CSA_Base_Index
|
DB Copper Grade A CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
116.9532
|
0.03
|
-0.09
|
0.24
|
-0.13
|
25-Jan-2021
|
DB_Copper_Grade_A_CSA_Base_Index
|
DB Gas Oil CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
218.7082
|
-0.05
|
0.38
|
6.50
|
0.34
|
25-Jan-2021
|
DB_Gas_Oil_CSA_Base_Index
|
DB Heating Oil CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
147.2949
|
-0.04
|
0.39
|
1.61
|
0.24
|
25-Jan-2021
|
DB_Heating_Oil_CSA_Base_Index
|
DB Lead CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
113.8207
|
-0.01
|
-0.03
|
1.51
|
-0.02
|
25-Jan-2021
|
DB_Lead_CSA_Base_Index
|
DB Natural Gas CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
251.0466
|
-0.25
|
-0.87
|
13.52
|
-1.01
|
25-Jan-2021
|
DB_Natural_Gas_CSA_Base_Index
|
DB Nickel CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
153.1180
|
0.01
|
-0.13
|
-0.17
|
-0.17
|
25-Jan-2021
|
DB_Nickel_CSA_Base_Index
|
DB RBOB Gasoline CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
107.7439
|
-0.01
|
-0.63
|
5.92
|
-0.43
|
25-Jan-2021
|
DB_RBOB_Gasoline_CSA_Base_Index
|
DB WTI Crude CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBRCWSUE
|
N/A
|
ER
|
611.3567
|
0.02
|
-0.42
|
32.00
|
-0.18
|
25-Jan-2021
|
DB_WTI_Crude_CSA_Base_Index
|
DB Zinc CSA Base Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
N/A
|
N/A
|
ER
|
170.5956
|
0.01
|
0.10
|
2.35
|
0.26
|
25-Jan-2021
|
DB_Zinc_CSA_Base_Index
|
DBLCI-OY Balanced Hedged TR
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
EUR
|
DBYBBEHT
|
N/A
|
TR
|
211.5826
|
0.83
|
3.64
|
5.04
|
2.94
|
25-Jan-2021
|
DBLCI-OY Balanced Hedged TR
|
DBLCI-OY Balanced USD TR
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBLCBBTR
|
.DBLCBBTR
|
TR
|
305.6905
|
0.82
|
3.73
|
7.19
|
2.97
|
25-Jan-2021
|
DBLCI-OY Balanced USD TR
|
Deutsche Bank Commodity Booster-Bloomberg Euro
|
Commodities
|
Futures
|
Global |
Alpha
|
Selection Rules
|
EUR
|
DBCMDNTE
|
.DBCMDNTE
|
TR
|
159.8527
|
0.89
|
2.92
|
5.34
|
2.06
|
25-Jan-2021
|
Deutsche Bank Commodity Booster-Bloomberg Euro
|
Deutsche Bank Precious Metals Diversified EUR Hedged Index
|
Commodities
|
Futures
|
Global |
Alpha
|
Passive
|
EUR
|
DBRCPMDE
|
N/A
|
ER
|
394.3393
|
-0.33
|
0.40
|
13.40
|
-1.69
|
25-Jan-2021
|
Precious Metals Diversified Basket
Deutsche_Bank_Precious_Metals_Diversified_EUR_Hedged_Index
|
DB EURO Div Mid-term ER Index
|
Commodities
|
Futures
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBEEDVE2
|
.DBEEDVE2
|
ER
|
1892.2446
|
-1.44
|
-0.95
|
-48.50
|
-1.49
|
25-Jan-2021
|
DB EURO Div Mid-term ER Index
|
Deutsche Bank COMEX Copper Short Volatility III Index
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Momentum
|
USD
|
DBCMPSV3
|
N/A
|
ER
|
179.4155
|
1.15
|
4.11
|
-3.49
|
2.31
|
25-Jan-2021
|
The Index sells Copper straddles on a daily basis based on a fixed schedule. The straddle positions are delta hedged using futures contracts.
Deutsche_Bank_COMEX_Copper_Short_Volatility_III_Index
|
Deutsche Bank Copper Grade 1 Daily Reversal USD ER Index
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
193.1392
|
0.00
|
0.13
|
3.41
|
0.16
|
25-Jan-2021
|
The strategy exploits the tendency of front month futures prices to revert back to their immediately preceding levels
short name
|
Deutsche Bank Silver Short Volatility III Index
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Momentum
|
USD
|
DBCMXSV3
|
N/A
|
ER
|
94.1685
|
0.30
|
1.08
|
-19.33
|
2.53
|
25-Jan-2021
|
The Index sells Silver straddles on a daily basis based on a fixed schedule. The straddle positions are delta hedged using futures contracts.
Deutsche_Bank_Silver_Short_Volatility_III_Index
|
Deutsche Bank Silver Short Volatility III Sub-index 1
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Momentum
|
USD
|
N/A
|
N/A
|
ER
|
107.7034
|
0.09
|
-0.01
|
-12.23
|
0.23
|
25-Jan-2021
|
Deutsche_Bank_Silver_Short_Volatility_III_Sub-index_1
|
Deutsche Bank Silver Short Volatility III Sub-index 2
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Momentum
|
USD
|
N/A
|
N/A
|
ER
|
81.0205
|
0.50
|
2.16
|
-26.56
|
4.85
|
25-Jan-2021
|
Deutsche_Bank_Silver_Short_Volatility_III_Sub-index_2
|
db Commodity MAL Long Short ER
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHLA
|
N/A
|
ER
|
160.7472
|
0.00
|
0.33
|
-1.22
|
0.44
|
25-Jan-2021
|
db_Commodity_MAL_Long_Short_ER________________
|
db Commodity MCU Long Short ER
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHLP
|
N/A
|
ER
|
128.2143
|
0.01
|
-0.19
|
-0.36
|
-0.24
|
25-Jan-2021
|
db_Commodity_MCU_Long_Short_ER________________
|
db Commodity MNI Long Short ER
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHLN
|
N/A
|
ER
|
159.2840
|
0.00
|
-0.26
|
-0.63
|
-0.31
|
25-Jan-2021
|
db_Commodity_MNI_Long_Short_ER________________
|
db Commodity MPB Long Short ER
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHLL
|
N/A
|
ER
|
137.2877
|
-0.01
|
0.09
|
1.73
|
0.08
|
25-Jan-2021
|
db_Commodity_MPB_Long_Short_ER________________
|
db Commodity MZN Long Short ER
|
Commodities
|
Industrial Metals
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOHLX
|
N/A
|
ER
|
157.9004
|
0.04
|
0.19
|
2.36
|
0.31
|
25-Jan-2021
|
db_Commodity_MZN_Long_Short_ER________________
|
DBLCI MAL (Aluminium)
|
Commodities
|
Industrial Metals
|
Global |
Beta
|
Passive
|
USD
|
DBRMAL
|
.DBRMAL
|
ER
|
34.1912
|
0.76
|
-0.58
|
8.87
|
1.81
|
25-Jan-2021
|
Reflects the performance of Aluminium Futures
DBLCI_MAL_Aluminium
|
DBLCI - OY Industrial Metal Euro Hedged TR
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBLCYEEM
|
N/A
|
TR
|
205.9795
|
0.03
|
-1.15
|
15.20
|
0.84
|
25-Jan-2021
|
DBLCI-OY Industrial Metals
|
DBLCI OY Enhanced - Aluminium - MAL0 ER Index
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOFLA
|
.DBRCOFLA
|
ER
|
40.5953
|
0.90
|
-1.20
|
7.16
|
1.38
|
25-Jan-2021
|
DBLCI OY Enhanced - Aluminium - MAL0
|
DBLCI OY Enhanced - Aluminium
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYLA
|
N/A
|
ER
|
69.9909
|
0.81
|
-0.79
|
4.85
|
1.70
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Aluminium
|
DBLCI OY Enhanced - Copper-Grade A
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYLP
|
N/A
|
ER
|
470.4915
|
-0.34
|
2.11
|
32.36
|
2.37
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Copper-Grade A
|
DBLCI OY Enhanced - Lead
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYLL
|
N/A
|
ER
|
321.8078
|
0.00
|
3.56
|
3.00
|
2.41
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Lead
|
DBLCI OY Enhanced - Nickel
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYLN
|
N/A
|
ER
|
536.6781
|
-0.12
|
6.92
|
37.00
|
9.31
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Nickel
|
DBLCI OY Enhanced - Zinc contract
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOYLX
|
N/A
|
ER
|
152.4623
|
-0.35
|
-4.66
|
13.79
|
-1.46
|
25-Jan-2021
|
The DB Liquid Commodity Optimum Yield Enhanced Indices (DBLCI-OYE) are designed to maximize roll returns for each commodity by providing diversified risk optimised exposure across the forward curve. The DBLCI OYE offers additional advantages of diversification across the forward curve and greater flexibility to adapt to curve changes.
DBLCI OY Enhanced - Zinc contract
|
DBLCI OY Enhanced -Copper-Grade A - MCU0 ER Index
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Dynamic
|
USD
|
DBRCOFLP
|
.DBRCOFLP
|
ER
|
344.5604
|
-0.37
|
2.34
|
33.75
|
2.67
|
25-Jan-2021
|
DBLCI OY Enhanced -Copper-Grade A - MCU0
|
DBLCI Optimum Yield Aluminium Total Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOALT
|
N/A
|
TR
|
111.1866
|
0.85
|
-0.99
|
6.40
|
1.55
|
25-Jan-2021
|
Reflects the performance of Aluminium Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MAL_Aluminium
|
DBLCI Optimum Yield Copper Grade A Total Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTCU
|
N/A
|
TR
|
628.5896
|
-0.35
|
2.30
|
32.68
|
2.59
|
25-Jan-2021
|
Reflects the performance of Copper - Grade A Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MCU_Copper_Grade_A
|
DBLCI Optimum Yield Industrial Metals Total Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTIM
|
N/A
|
TR
|
296.4971
|
0.03
|
-1.11
|
17.59
|
0.89
|
25-Jan-2021
|
DBLCI-OY Industrial Metals
|
DBLCI Optimum Yield Nickel Total Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTNI
|
N/A
|
TR
|
596.6337
|
-0.12
|
7.31
|
38.38
|
9.78
|
25-Jan-2021
|
Reflects the performance of Primary Nickel Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MNI_Primary_Nickel
|
DBLCI Optimum Yield Standard Lead Total Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTPB
|
N/A
|
TR
|
432.8969
|
0.00
|
3.67
|
3.85
|
2.50
|
25-Jan-2021
|
Reflects the performance of Standard Lead Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MPB_Standard_Lead
|
DBLCI Optimum Yield Zinc Total Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYTZN
|
N/A
|
TR
|
202.7892
|
-0.39
|
-4.81
|
14.12
|
-1.60
|
25-Jan-2021
|
Reflects the performance of Zinc Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MZN_Zinc
|
DBLCI-OY Industrial Metals Euro Hedged ER
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBLCYMEE
|
N/A
|
ER
|
145.0559
|
0.03
|
-1.08
|
16.22
|
0.89
|
25-Jan-2021
|
DBLCI-OY Industrial Metals
|
DBLCI-OY Industrial Metals
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEIM
|
.DBLCXIM
|
ER
|
189.4677
|
0.03
|
-1.12
|
17.27
|
0.88
|
25-Jan-2021
|
DBLCI-OY Industrial Metals
|
DBLCI-OY MAL (Aluminium)
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCOALE
|
.DBLCOALE
|
ER
|
71.0502
|
0.85
|
-0.99
|
6.11
|
1.55
|
25-Jan-2021
|
Reflects the performance of Aluminium Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MAL_Aluminium
|
DBLCI-OY MCU (Copper - Grade A)
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYECU
|
.DBLCYECU
|
ER
|
399.9708
|
-0.35
|
2.29
|
32.32
|
2.58
|
25-Jan-2021
|
Reflects the performance of Copper - Grade A Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MCU_Copper_Grade_A
|
DBLCI-OY MNI (Primary Nickel)
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYENI
|
.DBLCYENI
|
ER
|
379.6478
|
-0.12
|
7.30
|
38.01
|
9.78
|
25-Jan-2021
|
Reflects the performance of Primary Nickel Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MNI_Primary_Nickel
|
DBLCI-OY MPB (Standard Lead)
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEPB
|
.DBLCYEPB
|
ER
|
275.4583
|
0.00
|
3.67
|
3.57
|
2.49
|
25-Jan-2021
|
Reflects the performance of Standard Lead Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MPB_Standard_Lead
|
DBLCI-OY MZN (Zinc)
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCYEZN
|
.DBLCYEZN
|
ER
|
129.0244
|
-0.39
|
-4.82
|
13.81
|
-1.61
|
25-Jan-2021
|
Reflects the performance of Zinc Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DBLCI-OY_MZN_Zinc
|
Deutsche Bank DBIQ Optimum Yield Industrial Metals Index Excess Return
|
Commodities
|
Industrial Metals
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMYEIM
|
N/A
|
ER
|
189.4677
|
0.03
|
-1.12
|
17.27
|
0.88
|
25-Jan-2021
|
Reflects the performance of Industrial metals commodity futures. These indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
DB OY Ind. Metals ER Index
|
db Commodity FC Long Short ER
|
Commodities
|
Livestock
|
Global |
Alpha
|
Dynamic
|
USD
|
N/A
|
N/A
|
ER
|
201.6471
|
1.50
|
0.17
|
0.54
|
0.47
|
25-Jan-2021
|
db_Commodity_FC_Long_Short_ER_________________
|
db Commodity LC Long Short ER
|
Commodities
|
Livestock
|
Global |
Alpha
|
Dynamic
|
USD
|
N/A
|
N/A
|
ER
|
194.9012
|
-0.27
|
1.89
|
5.46
|
1.73
|
25-Jan-2021
|
db_Commodity_LC_Long_Short_ER_________________
|
db Commodity LH Long Short ER
|
Commodities
|
Livestock
|
Global |
Alpha
|
Dynamic
|
USD
|
N/A
|
N/A
|
ER
|
447.7781
|
0.40
|
2.01
|
-20.98
|
4.89
|
25-Jan-2021
|
db_Commodity_LH_Long_Short_ER_________________
|
DB Commodity Gold Short Vol 2 Sub Index 1
|
Commodities
|
Multi
|
Americas |
Enhanced Beta
|
Passive
|
USD
|
DBCMGS12
|
N/A
|
ER
|
188.4964
|
0.59
|
0.92
|
4.60
|
0.82
|
25-Jan-2021
|
db Gold Sub index 1
DB Commodity Gold Short Vol 2 Manual Sub index 1
|
DB Commodity Gold Short Vol 2 Sub Index 2
|
Commodities
|
Multi
|
Americas |
Enhanced Beta
|
Passive
|
USD
|
DBCMGS22
|
N/A
|
ER
|
178.9864
|
0.50
|
-3.40
|
-29.33
|
-3.87
|
25-Jan-2021
|
db Gold Sub index 2
DB Commodity Gold Short Vol 2 Manual Sub index 2
|
DB Commodity WTI Short Volatility II Sub Index I
|
Commodities
|
Multi
|
Americas |
Enhanced Beta
|
Passive
|
USD
|
DBCMWS12
|
N/A
|
ER
|
187.0150
|
0.02
|
1.21
|
-18.92
|
-1.25
|
25-Jan-2021
|
db WTI Sub Index 1
db WTI Short Volatility II Manual Sub Index 1
|
DB Commodity WTI Short Volatility II Sub Index II
|
Commodities
|
Multi
|
Americas |
Enhanced Beta
|
Passive
|
USD
|
DBCMWS22
|
N/A
|
ER
|
148.5779
|
0.12
|
1.41
|
-12.99
|
-0.03
|
25-Jan-2021
|
db WTI Sub Index 2
db WTI Short Volatility II Manual Sub Index 2
|
DB Commodity WTI Short Volatility II Sub Index III
|
Commodities
|
Multi
|
Americas |
Enhanced Beta
|
Passive
|
USD
|
DBCMWS32
|
N/A
|
ER
|
195.3195
|
0.10
|
0.69
|
-21.71
|
-1.50
|
25-Jan-2021
|
db WTI Sub Index 3
db WTI Short Volatility II Manual Sub Index 3
|
DB Commodity Brent Short Vol sub index 1
|
Commodities
|
Multi
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMBS12
|
N/A
|
ER
|
312.7964
|
0.06
|
0.98
|
12.64
|
-0.28
|
25-Jan-2021
|
DB Commodity Brent Short Vol s
DB Commodity Brent Short Vol sub index 1
|
DB Commodity Brent Short Vol sub index 2
|
Commodities
|
Multi
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMBS22
|
N/A
|
ER
|
318.5333
|
-0.03
|
1.70
|
19.83
|
-0.18
|
25-Jan-2021
|
DB Commodity Brent Short Vol s
DB Commodity Brent Short Vol sub index 2
|
DB Commodity Brent Short Vol sub index 3
|
Commodities
|
Multi
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMBS32
|
N/A
|
ER
|
415.1122
|
0.21
|
1.50
|
-19.31
|
-0.66
|
25-Jan-2021
|
DB Commodity Brent Short Vol s
DB Commodity Brent Short Vol sub index 3
|
DB Commodity Booster Bloomberg EUR ER Index
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Active
|
EUR
|
DBCMDJEE
|
.DBCMDJEE
|
ER
|
145.7881
|
0.89
|
3.06
|
7.13
|
2.17
|
25-Jan-2021
|
DB Commodity Booster DJ UBS index represents a long commodity exposure. It is designed to outperform DJ UBS benchmark indices. This is achieved by selecting DBLCI OY atoms in the respective weights of the underlying DJ UBS indices.
DB_Commodity_Booster_DJUBS_ER_Hedged_EUR
|
DB Commodity EUR Index
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Passive
|
EUR
|
DBLCMCTE
|
N/A
|
TR
|
142.0541
|
1.25
|
4.91
|
7.11
|
4.15
|
25-Jan-2021
|
DB Commodity EUR Index
DB_Commodity_EUR_Index
|
DB Commodity USD Index
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBLCMCTU
|
.DBLCMCTU
|
TR
|
205.3291
|
1.23
|
4.99
|
9.38
|
4.17
|
25-Jan-2021
|
DB Commodity USD Index
DB_Commodity_USD_Index
|
DB MR Enhanced TV 15 EUR ER
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Active
|
EUR
|
DBLCMTEE
|
N/A
|
ER
|
134.1189
|
1.26
|
5.01
|
-6.27
|
4.28
|
25-Jan-2021
|
DB MR Enhanced Target Volatility indices provide variable exposure to the DB Enhanced Mean Reversion index with the aim of achieving the desired target volatility. The exposure to the DB Enhanced Mean Reversion index is based on the ratio between the target volatility and the 3 month realised volatility. The target exposure is assessed monthly and is subject to a maximum exposure. The DB MR Enhanced 15 targets a volatility of 15% with a maximum allocation 300%.
DB_MR_Enhanced_15_EUR_hedged_ER
|
DB MR Enhanced TV 15 USD ER
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Active
|
USD
|
DBLCMTEU
|
N/A
|
ER
|
151.6810
|
1.23
|
4.97
|
-5.65
|
4.21
|
25-Jan-2021
|
DB MR Enhanced Target Volatility indices provide variable exposure to the DB Enhanced Mean Reversion index with the aim of achieving the desired target volatility. The exposure to the DB Enhanced Mean Reversion index is based on the ratio between the target volatility and the 3 month realised volatility. The target exposure is assessed monthly and is subject to a maximum exposure. The DB MR Enhanced 15 targets a volatility of 15% with a maximum allocation 300%.
DB_MR_Enhanced_15_USD_ER
|
DBLCI Mean Reversion Enhanced EUR Hedged ER
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Active
|
EUR
|
DBLCMREE
|
N/A
|
ER
|
139.0973
|
1.26
|
5.08
|
9.26
|
4.28
|
25-Jan-2021
|
DBLCI MR Enhanced index invests in twelve commodities covering Energy, Precious Metals, Industrial Metals and Agriculture. The weights of the commodities in the DBLCI MR index are systematically adjusted depending on the relative richness or cheapness of the commodity. The commodity weight is linked to the ratio between a one-year and five-year moving average price. Relatively expensive commodities have lower weights; conversely, relatively cheap commodities have higher weights.
DBLCI_Mean_Reversion_Enhanced_EUR_Hedged_ER
|
db Commodity Harvest - 10 USD ERAC
|
Commodities
|
N/A
|
Global |
Enhanced Beta
|
Passive
|
USD
|
DBCMHVEG
|
.DBCMHVEG
|
ER
|
528.6485
|
-0.76
|
-6.88
|
5.59
|
-3.56
|
25-Jan-2021
|
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 10
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
137.0063
|
0.04
|
0.04
|
1.20
|
0.14
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 11
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
137.1727
|
0.04
|
0.06
|
0.38
|
0.14
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 12
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
138.5817
|
0.01
|
0.09
|
-0.31
|
0.18
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 13
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
136.3034
|
0.03
|
0.07
|
0.06
|
0.17
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 14
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
140.4098
|
0.03
|
0.06
|
-0.24
|
0.15
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 15
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
141.1284
|
0.02
|
0.09
|
-0.29
|
0.20
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 16
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
140.5183
|
0.02
|
0.09
|
0.01
|
0.19
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 17
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
144.7827
|
0.04
|
0.10
|
-0.40
|
0.19
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 18
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
144.6557
|
0.04
|
0.15
|
-0.88
|
0.18
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 1
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
140.9282
|
0.04
|
0.15
|
-1.60
|
0.18
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 2
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
142.4008
|
0.03
|
0.10
|
-0.69
|
0.17
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 3
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
140.2955
|
0.04
|
0.14
|
-1.75
|
0.21
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 4
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
139.7092
|
0.06
|
0.15
|
-0.83
|
0.22
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 5
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
144.7097
|
0.04
|
0.07
|
-1.52
|
0.12
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 6
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
144.1296
|
0.05
|
0.12
|
-0.01
|
0.18
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 7
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
143.5023
|
0.05
|
0.17
|
-0.19
|
0.22
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 8
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
148.4142
|
0.02
|
0.18
|
0.63
|
0.24
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Curve Spread Alpha USD ER Sub-index 9
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
144.9097
|
0.03
|
0.09
|
-0.38
|
0.15
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Strategy 55 EUR ER Index
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
EUR
|
DBRCCAEN
|
N/A
|
ER
|
null |
null |
null |
null |
null |
25-Jan-2021
|
Index consists of 24 commodity calendar spreads that rebalance 18 times a month. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Strategy 55 USD ER Index
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
DBRCCAUN
|
N/A
|
ER
|
null |
null |
null |
null |
null |
25-Jan-2021
|
Index consists of 24 commodity calendar spreads that rebalance 18 times a month. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity Strategy 57 USD ER Index
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
DBRCNDUN
|
N/A
|
ER
|
132.2934
|
0.02
|
0.00
|
0.66
|
0.06
|
25-Jan-2021
|
Index invests 24 commodity calendar spreads that rebalance 18 times a month. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
Strategy 57
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 10
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
163.4206
|
-0.30
|
0.56
|
11.03
|
0.00
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 11
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
154.6346
|
-0.31
|
0.56
|
7.68
|
0.00
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 1
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
153.9715
|
-0.29
|
-0.35
|
7.29
|
-0.35
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 12
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
153.2625
|
-0.31
|
0.53
|
7.65
|
-0.02
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 13
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
150.7939
|
-0.31
|
0.48
|
9.37
|
-0.06
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 14
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
158.2520
|
-0.22
|
0.60
|
13.96
|
0.04
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 15
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
161.5566
|
-0.25
|
0.59
|
11.62
|
0.02
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 16
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
151.1078
|
-0.29
|
0.39
|
10.28
|
-0.02
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 17
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
163.6575
|
-0.30
|
0.11
|
13.72
|
-0.03
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 18
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
154.1180
|
-0.28
|
-0.02
|
12.56
|
-0.02
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 2
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
142.6424
|
-0.27
|
0.00
|
6.77
|
0.00
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 3
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
138.5876
|
-0.24
|
0.06
|
8.85
|
0.06
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 4
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
136.0987
|
-0.27
|
0.19
|
13.38
|
0.19
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 5
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
137.3813
|
-0.30
|
0.17
|
11.63
|
0.17
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 6
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
134.0450
|
-0.28
|
-0.02
|
11.25
|
-0.02
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 7
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
134.3723
|
-0.29
|
-0.15
|
10.97
|
-0.15
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 8
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
146.0211
|
-0.30
|
-0.52
|
11.20
|
-0.52
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Natural Gas Curve Spread Alpha v2 USD ER Base Index 9
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
141.8774
|
-0.31
|
-0.62
|
6.10
|
-0.62
|
25-Jan-2021
|
Index consists of Natural Gas futures calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 10
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
125.6110
|
0.00
|
-0.07
|
0.60
|
0.03
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 11
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
126.4214
|
0.00
|
-0.06
|
0.53
|
0.03
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 12
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
127.5392
|
-0.01
|
-0.03
|
0.00
|
0.06
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 13
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
127.6078
|
-0.01
|
-0.08
|
0.08
|
0.01
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 14
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
129.6997
|
0.02
|
-0.03
|
0.21
|
0.05
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 15
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
130.6396
|
0.02
|
-0.03
|
0.27
|
0.05
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 16
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
130.0172
|
0.02
|
-0.02
|
0.59
|
0.04
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 17
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
133.3235
|
0.02
|
-0.03
|
0.50
|
0.04
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 18
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
132.3468
|
0.02
|
0.00
|
0.53
|
0.03
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 1
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
134.9855
|
0.02
|
0.00
|
0.49
|
0.04
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 2
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
132.8849
|
0.02
|
0.03
|
0.64
|
0.08
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 3
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
132.9100
|
0.03
|
0.05
|
0.32
|
0.10
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 4
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
130.4186
|
0.03
|
0.07
|
0.73
|
0.12
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 5
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
136.4273
|
0.03
|
0.03
|
1.17
|
0.08
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 6
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
135.5134
|
0.03
|
0.03
|
1.26
|
0.09
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 7
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
138.0029
|
0.03
|
0.05
|
1.14
|
0.11
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 8
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
138.8617
|
0.02
|
0.03
|
1.59
|
0.10
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Strategy 57 USD ER Sub-index 9
|
Commodities
|
NA
|
Global |
Alpha
|
None
|
USD
|
N/A
|
N/A
|
ER
|
138.7317
|
0.02
|
0.03
|
1.29
|
0.10
|
25-Jan-2021
|
Index consists of 24 commodity calendar spreads. On every rebalance day, commodities are selected based on the implied yield of the calendar spreads.
short name
|
Deutsche Bank Commodity OYE Balanced USD ER Index
|
Commodities
|
NA
|
Global |
Enhanced Beta
|
None
|
USD
|
DBLCEBER
|
NA
|
ER
|
null |
null |
null |
null |
null |
25-Jan-2021
|
Basket of commodity indices aiming to represent the broad commodity market.
short name
|
Deutsche Bank Commodity OYE Balanced USD TR Index
|
Commodities
|
NA
|
Global |
Enhanced Beta
|
None
|
USD
|
DBLCEBTR
|
NA
|
TR
|
null |
null |
null |
null |
null |
25-Jan-2021
|
Basket of commodity indices aiming to represent the broad commodity market.
short name
|
DB Commodity Backwardation Simplified Long USD ER Index
|
Commodities
|
Overall
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBRCBWSL
|
N/A
|
ER
|
338.1405
|
0.69
|
3.94
|
8.78
|
4.55
|
25-Jan-2021
|
Long leg of the DBRCBWSE Index
DB_Commodity_Backwardation_Simplified_Long_USD_ER_Index
|
DB Commodity Backwardation Simplified Short USD ER Index
|
Commodities
|
Overall
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBRCBWSS
|
N/A
|
ER
|
117.8789
|
1.16
|
2.44
|
4.24
|
2.87
|
25-Jan-2021
|
Short leg of the DBRCBWSE Index
DB_Commodity_Backwardation_Simplified_Short_USD_ER_Index
|
DB Commodity Curve Alpha Base ER Index
|
Commodities
|
Overall
|
Global |
Alpha
|
Dynamic
|
USD
|
DBRCOCCA
|
N/A
|
ER
|
239.9833
|
0.10
|
0.09
|
6.00
|
0.30
|
25-Jan-2021
|
OYE Harvest GSCI LE ER Index
OYE Harvest GSCI LE ER Index
|
DB Commodity Curve Alpha ER Index
|
Commodities
|
Overall
|
Global |
Alpha
|
Passive
|
USD
|
DBRCOATV
|
N/A
|
ER
|
240.7261
|
0.13
|
0.12
|
6.41
|
0.37
|
25-Jan-2021
|
DB CCA
DB CCA
|
DB Commodity Momentum Alpha Simplified USD ER Index
|
Commodities
|
Overall
|
Global |
Alpha
/NA
|
Selection Rule
|
USD
|
DBRCMOSE
|
N/A
|
ER
|
143.0729
|
-1.04
|
-2.92
|
-4.85
|
-2.38
|
25-Jan-2021
|
NA
DB Commodity Momentum Alpha Simplified USD ER Index
|
DB Commodity Pairs Curve Spread Alpha EUR ERAC Index
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
EUR
|
DBRCSPEN
|
N/A
|
ER
|
204.2524
|
0.05
|
-0.16
|
2.96
|
-0.05
|
25-Jan-2021
|
Pairs
|
DB Commodity Vol Premium SR2 Index
|
Commodities
|
Overall
|
Global |
Alpha
|
Risk Parity
|
USD
|
DBCMCVS3
|
N/A
|
ER
|
233.4052
|
0.20
|
1.47
|
-5.81
|
0.92
|
25-Jan-2021
|
DB Commodity Vol Premium SR2 Index
|
DBLCI-MR total return (USD) with 100 bps cost
|
Commodities
|
Overall
|
Global |
Alpha
|
Alpha
|
USD
|
DBMRR100
|
.DBCMMRCU
|
TR
|
792.4374
|
0.99
|
7.12
|
5.29
|
6.93
|
25-Jan-2021
|
DBLCI-MR total return (USD) with 100 bps cost
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 10
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
135.4562
|
0.06
|
0.32
|
-0.15
|
0.39
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 1
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
154.7052
|
-0.01
|
0.28
|
0.19
|
0.33
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 11
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
138.0540
|
0.06
|
0.36
|
-0.02
|
0.44
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 12
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
138.6792
|
0.05
|
0.43
|
0.24
|
0.50
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 13
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
143.0426
|
0.06
|
0.35
|
0.32
|
0.44
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 14
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
146.2130
|
-0.01
|
0.29
|
0.38
|
0.37
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 15
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
145.3093
|
-0.01
|
0.29
|
0.29
|
0.35
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 16
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
146.4344
|
-0.02
|
0.27
|
0.28
|
0.35
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 17
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
152.3502
|
-0.02
|
0.29
|
0.34
|
0.36
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 18
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
150.8400
|
-0.01
|
0.32
|
0.13
|
0.37
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 2
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
156.7975
|
-0.02
|
0.30
|
0.03
|
0.34
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 3
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
153.6013
|
-0.02
|
0.30
|
0.02
|
0.36
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 4
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
151.4006
|
-0.03
|
0.31
|
0.05
|
0.41
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 5
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
157.4436
|
-0.02
|
0.30
|
0.36
|
0.36
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 6
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
158.5952
|
-0.03
|
0.27
|
1.00
|
0.40
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 7
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
159.8936
|
-0.03
|
0.29
|
0.54
|
0.39
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 8
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
157.6612
|
-0.04
|
0.27
|
0.50
|
0.39
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Aluminium Curve Spread Alpha Base USD ER Sub-index 9
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
161.3328
|
-0.04
|
0.25
|
0.86
|
0.38
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 10
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
120.1612
|
0.00
|
-0.29
|
-0.06
|
-0.05
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 11
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
120.8504
|
0.00
|
-0.30
|
0.30
|
-0.07
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 1
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
121.4129
|
-0.02
|
-0.43
|
3.39
|
-0.17
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 12
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
118.8753
|
0.00
|
-0.34
|
-0.56
|
-0.09
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 13
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
118.0691
|
0.00
|
-0.35
|
-0.01
|
-0.11
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 14
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
117.8250
|
-0.02
|
-0.37
|
0.65
|
-0.12
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 15
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
117.2130
|
-0.02
|
-0.40
|
0.26
|
-0.16
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 16
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
118.3195
|
-0.02
|
-0.42
|
1.50
|
-0.17
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 17
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
120.4002
|
-0.02
|
-0.39
|
2.50
|
-0.15
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 18
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
120.4433
|
-0.02
|
-0.39
|
3.13
|
-0.14
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 2
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
117.8971
|
-0.01
|
-0.29
|
3.24
|
-0.04
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 3
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
120.5772
|
0.00
|
-0.26
|
2.48
|
-0.02
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 4
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
118.7784
|
0.00
|
-0.25
|
3.10
|
-0.01
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 5
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
123.2896
|
0.01
|
-0.33
|
3.99
|
-0.08
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 6
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
126.5571
|
0.01
|
-0.29
|
3.26
|
-0.04
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 7
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
127.1093
|
0.01
|
-0.30
|
3.30
|
-0.06
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 8
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
130.1466
|
0.01
|
-0.29
|
4.21
|
-0.05
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Brent Crude Curve Spread Alpha Base USD ER Sub-index 9
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
126.4397
|
0.01
|
-0.29
|
3.97
|
-0.05
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 10
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
110.0757
|
-0.16
|
0.38
|
-0.95
|
0.38
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 11
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
112.7194
|
-0.16
|
0.40
|
-0.77
|
0.41
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 1
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
107.1838
|
-0.13
|
0.91
|
-1.89
|
0.76
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 12
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
109.0622
|
-0.16
|
0.41
|
-1.62
|
0.41
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 13
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
113.5748
|
-0.16
|
0.41
|
-1.62
|
0.41
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 14
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
108.8078
|
-0.14
|
0.45
|
-2.09
|
0.45
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 15
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
108.9071
|
-0.13
|
0.46
|
-2.59
|
0.47
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 16
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
107.3279
|
-0.14
|
0.83
|
-2.07
|
0.48
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 17
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
106.9615
|
-0.14
|
0.45
|
-2.87
|
0.44
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 18
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
106.3266
|
-0.14
|
0.59
|
-2.34
|
0.44
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 2
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
107.2982
|
-0.13
|
0.43
|
-0.93
|
0.27
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 3
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
104.8198
|
-0.14
|
0.39
|
-1.93
|
0.23
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 4
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
104.3961
|
-0.14
|
0.16
|
-2.88
|
0.00
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 5
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
102.2282
|
-0.14
|
0.10
|
-3.22
|
-0.06
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 6
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
104.3532
|
-0.15
|
0.15
|
-1.21
|
-0.01
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 7
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
105.1351
|
-0.15
|
0.32
|
-0.81
|
0.15
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 8
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
106.7964
|
-0.15
|
0.69
|
-1.29
|
0.52
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Cocoa Curve Spread Alpha Base USD ER Sub-index 9
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
104.9108
|
-0.15
|
0.46
|
-1.14
|
0.29
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 15
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
122.1494
|
0.01
|
0.42
|
-0.39
|
0.31
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 10
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
125.5616
|
0.03
|
0.52
|
0.36
|
0.41
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 1
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
121.0420
|
0.02
|
0.46
|
0.07
|
0.42
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 11
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
124.6632
|
0.04
|
0.48
|
-0.03
|
0.37
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 12
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
122.1095
|
0.04
|
0.51
|
-0.26
|
0.40
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 13
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
122.1413
|
0.04
|
0.45
|
-0.22
|
0.35
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 14
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
122.9450
|
0.01
|
0.43
|
-0.56
|
0.31
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 16
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
121.7933
|
0.01
|
0.44
|
-0.46
|
0.31
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 17
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
123.2885
|
0.01
|
0.40
|
0.21
|
0.31
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 18
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
121.1374
|
0.02
|
0.39
|
0.05
|
0.36
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 2
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
119.4041
|
0.03
|
0.39
|
-0.04
|
0.35
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 3
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
118.6073
|
0.03
|
0.31
|
-0.64
|
0.27
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 4
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
117.4521
|
0.03
|
0.23
|
-0.85
|
0.19
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 5
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
116.5244
|
0.03
|
0.19
|
-0.81
|
0.15
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 6
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
116.6082
|
0.03
|
0.22
|
-0.30
|
0.18
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 7
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
116.7586
|
0.03
|
0.10
|
-0.40
|
0.06
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 8
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
118.0197
|
0.03
|
0.09
|
-0.21
|
0.05
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Coffee "C" Curve Spread Alpha Base USD ER Sub-index 9
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
120.6045
|
0.03
|
0.18
|
0.00
|
0.15
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Commodity Fundamental Fair Value USD ER Index
|
Commodities
|
Overall
|
Global |
Alpha
|
Selection Rules
|
USD
|
DBCFFVUE
|
N/A
|
ER
|
171.7291
|
0.40
|
-1.48
|
0.21
|
-1.31
|
25-Jan-2021
|
The DB Commodity Fundamental Fair Value strategy has an investment objective to gather value based returns diversified across the Energy, Precious Metals, Industrial Metals and Agriculture sectors
FFV USD ER
|
Deutsche Bank Commodity Harvest EUR Hedged ER
|
Commodities
|
Overall
|
Global |
Alpha
|
Passive
|
EUR
|
DBCMHLEE
|
N/A
|
ER
|
206.7760
|
-0.17
|
-1.46
|
1.00
|
-0.79
|
25-Jan-2021
|
DBLCI_Harvest_GSCI_Light_Energy_Excess_Return_EUR_Hedged
|
Deutsche Bank Commodity Strategy 40 Index
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
DBCMDRUN
|
NA
|
ER
|
203.0838
|
0.30
|
1.24
|
-24.82
|
0.67
|
25-Jan-2021
|
The strategy exploits the tendency of front month futures prices of various commodities to revert back to their immediately preceding levels
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 10
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
124.0162
|
0.04
|
0.03
|
1.34
|
0.13
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 11
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
129.3492
|
0.04
|
0.06
|
0.77
|
0.15
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 12
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
131.9630
|
0.04
|
0.07
|
0.83
|
0.17
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 13
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
131.6192
|
0.04
|
0.02
|
1.01
|
0.12
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 14
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
134.8295
|
0.08
|
0.03
|
1.07
|
0.11
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 15
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
135.8546
|
0.07
|
0.02
|
1.37
|
0.10
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 16
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
140.6932
|
0.08
|
0.02
|
1.16
|
0.10
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 17
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
144.4244
|
0.07
|
0.02
|
1.26
|
0.09
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 18
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
147.4400
|
0.08
|
-0.01
|
1.35
|
0.08
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 1
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
149.7198
|
0.07
|
0.00
|
1.18
|
0.08
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 2
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
149.5148
|
0.07
|
0.04
|
1.42
|
0.12
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
Deutsche Bank Copper Curve Spread Alpha Base USD ER Sub-index 3
|
Commodities
|
Overall
|
Global |
Alpha
|
None
|
USD
|
NA
|
NA
|
ER
|
147.0213
|
0.07
|
0.04
|
1.41
|
0.12
|
25-Jan-2021
|
Index invests in calendar spreads of the respective commodity based on a fixed schedule
short name
|
|
