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db x-trackers offers daily updates on collateral and swap exposure


Deutsche Bank’s exchange-traded funds platform, db x-trackers, is now providing investors with web-accessed, daily-updated detailed information on collateral and swap exposure.

db x-trackers’ synthetic replication method for tracking indices involves the use of swaps to give the ETF the returns of the index it is tracking.

Investors can now go online to access the most up-to-date details on the size of the net swap-exposure as a percentage of net-asset value on a specific ETF, as well as the make-up of the collateral used to minimise net counterparty risk exposure.

“db x-trackers’ ETFs, which are all Ucits III-compliant funds, meet the highest regulatory standards, and although we have long provided collateral and ‘substitute basket’ information upon request from our clients, we are now publishing this information online on a daily basis," says Thorsten Michalik, global head of db x-trackers.

The following information will be published on individual ETF fund pages: net swap exposure as a percentage of NAV; substitute basket/collateral composition by security type, country, sector, currency and, for bonds, credit rating.

Users also have the option to download a complete list of securities for each sub-fund.

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