Bringing you live news and features since 2006 

Deutsche Bank launches first tradable index tracking core inflation

RELATED TOPICS​

Deutsche Bank has launched the DB Core US CPI Index, the first tradable index that tracks core inflation.



The DB Core US CPI Index, tradable on an over-the-counter basis, is designed to track the Core Consumer Price Index (CPI).

The Core CPI, a widely used measure of inflation, excludes the most volatile components of overall CPI, thus demonstrating a more accurate measure of the overall trend in consumer prices.

The DB Core CPI Index is transparent, rules-based and enables clients to obtain protection from inflation while reducing volatility risk.

Deutsche Bank is actively quoting over-the-counter swaps that pay the return on the DB Core US CPI index versus fixed rates. As of August 31, two-year inflation swap prices on the DB Core US Inflation Index are implying 1.5 per cent annualised inflation over the next two years.

“The DB Core US CPI Index reflects Deutsche Bank’s continued innovation and commitment to expand the tools available to our clients,” says Aram Flores, head of index research for the Americas. “We expect this index to be a significant barometer for the industry and a more accurate measure than other tradable inflation strategies.”

The DBIQ Index family includes indices covering the global fixed income, FX, equities and commodities asset classes.
 

Latest News

As the ETF industry reaches a milestone of USD12.71 trillion in global assets, Brown Brothers Harriman writes that its 2024..
Matteo Greco, Research Analyst at Fineqia International writes that bitcoin closed last week at approximately USD66,300, marking a 7.8 per..
HSBC Asset Management’s (HSBC AM) ETF and Indexing business has passed USD100 billion in assets under management (AUM), reflecting its..
Amundi’s ETF Market Flows Analysis for April reveals that investors added EUR54.1 billion to global ETFs in April with equities..

Related Articles

Dan Miller, IQ-EQ
With just over a week to go till T+1 settlement begins in North America, Canada and Mexico, time is of...
Emily Spurling, Nasdaq
Last October’s ETF Express US Awards 2023 found Nasdaq winning Best Index Provider – ESG ETFs and Best Index Provider...
Vinit Srivistava, MerQube
Index provider, MerQube, launched in 2019, with the aim of providing a “technology-driven answer to the most complex, rules-based investment...
Sean O' Hara
Pacer ETFs has announced the launch of three Cash Cows UCITS ETFs. The firm writes that this will give European...
Subscribe to the ETF Express newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by