Deutsche Bank Index Quant Group’s (DBIQ) is responsible for launching, daily calculation, rebalancing and retiring of proprietary Deutsche Bank benchmarks. As at Q2 2016, DBIQ maintains approximately 3500 benchmarks. These tradable proprietary benchmarks are referenced in benchmark-linked products such as total return swaps, certificates and index linked funds.
The 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. The weights are fixed and have been designed to be broadly representative of the commodity markets.
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.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 830 commodities, 6 currencies (FX Forwards) and 74 indices, including DB, DBIQ, DBLCI and Optimum Yield indices.
Some of the data items available include:
- Date of Portfolio
- Database Domain Code
- Database Symbol (Source)
- Portfolio Headline Index Symbol
- Price Index
- Database Symbol
Our Managed Data Services
- Working with 400+ data and 1400 data sets
- Superior data quality and accuracy
- 75,000 index, price & reference data feeds delivered daily
- Fully managed, validated and system-ready feeds
- Data delivered via API or file format for operational or analytical users
- Increase business agility and scalability
- Faster time to quality & market
- Global expert 24/7 support
Looking for specific data?
Get in touch. We can source specific data, just for you.