DB Index Quant 28 August 2017 DBIQ Index Selection Report DB US Treasuries ex SOMA Index, Selection Preview September 2017 This report shows the projected constituents and weights for the DB US treasuries SOMA Adjusted Index (Bloomberg ticker: DBTRYALL <Index>) for the month of September 2017 based on current market data. Final constituents and index weights will be published on the first business day of the month. - For detailed index rules please refer to the Index Description Contact E-Mail Index.data@db.com Phone Number +44 (0) 207 545 0505
DB Index Development CUSIP Adjusted Amount Outstanding Weights 912810EB0 3332000000 0.04985230% 912810EC8 5593000000 0.08327733% 912810ED6 5682900000 0.08615871% 912810EE4 2842921000 0.04468183% 912810EF1 2276400000 0.03713943% 912810EG9 5117900000 0.08301194% 912810EH7 3023400000 0.04909095% 912810EJ3 3020500000 0.05079524% 912810EK0 2852000000 0.04772176% 912810EL8 9190100000 0.15728430% 912810EM6 4435500000 0.07484983% 912810EN4 2479000000 0.04346524% 912810EP9 4735500000 0.08089425% 912810EQ7 6798500000 0.11357054% 912810ES3 4241900000 0.07907417% 912810ET1 3754500000 0.07001402% 912810EV6 3908500000 0.07105608% 912810EW4 8025000000 0.14031734% 912810EX2 3842000000 0.07100294% 912810EY0 5123000000 0.09487720% 912810EZ7 3497000000 0.06484985% 912810FA1 3913500000 0.07218300% 912810FB9 9413500000 0.17348044% 912810FE3 6567192000 0.11600007% 912810FF0 8359000000 0.14693338% 912810FG8 6085000000 0.10629703% 912810FJ2 4927000000 0.09275249% 912810FM5 8286300000 0.16138557% 912810FP8 13272260000 0.24134692% 912810FT0 14514177000 0.25451978% 912810PT9 4996409000 0.09048511% 912810PU6 6423954000 0.12078421% 912810PW2 6779999800 0.11746635% 912810PX0 7650743400 0.13584940% 912810QA9 12543472900 0.19302478% 912810QB7 11634257800 0.20009754% 912810QC5 12430044700 0.21915420% 912810QD3 13381024700 0.23417331% 912810QE1 22265775600 0.39958148% 912810QH4 18744824000 0.32854129% 912810QK7 16259989900 0.26372986% 912810QL5 17175985000 0.29646831% 2
912810QN1 18892954800 0.34616836% 912810QQ4 14637000000 0.25749896% 912810QS0 16242071600 0.25908672% 912810QT8 14660330400 0.21317847% 912810QU5 18288001200 0.26395174% 912810QW1 15420172200 0.21924949% 912810QX9 23579000000 0.31796185% 912810QY7 29038000000 0.39382102% 912810QZ4 29451000000 0.42394495% 912810RB6 41482000000 0.57483278% 912810RC4 34373000000 0.53839228% 912810RD2 41455000000 0.66850494% 912810RE0 41742000000 0.65499201% 912810RG5 41965000000 0.63648206% 912810RH3 42000063500 0.60493878% 912810RJ9 42000034600 0.59521894% 912810RK6 42000015800 0.53521484% 912810RM2 41995080000 0.59460034% 912810RN0 42000061900 0.57628599% 912810RP5 41980007800 0.59405803% 912810RQ3 39000027900 0.49533534% 912810RS9 38990049600 0.49822273% 912810RT7 39000068400 0.46866859% 912810RU4 38940037300 0.53775689% 912810RV2 39000012800 0.54832330% 912810RX8 39000035500 0.55247927% 912810RY6 19513311500 0.26108754% 9128282A7 63215062700 0.80155576% 9128282B5 24000045600 0.31730027% 9128282C3 26000111300 0.34720111% 9128282D1 28000007000 0.36592582% 9128282F6 34000089600 0.44792152% 9128282G4 24000039100 0.31905739% 9128282J8 24000009100 0.32187049% 9128282K5 26000020400 0.34825800% 9128282N9 28000012900 0.37822190% 9128282P4 34000101700 0.45774873% 9128282Q2 31221297500 0.41810804% 9128282R0 29920439700 0.40319188% 9128282S8 34000000000 0.45463564% 9128282T6 26814999800 0.35856043% 9128282U3 28000000000 0.37440582% 912828A34 29343000000 0.39337457% 3
DB Index Development 912828A42 23463000000 0.31992896% 912828A75 32936000000 0.44261923% 912828A83 23240000000 0.32034448% 912828B33 30827000000 0.41377211% 912828B58 25133000000 0.34296024% 912828B66 49815000000 0.69956846% 912828B90 25686013500 0.35190888% 912828C24 32491046200 0.43881706% 912828C57 25315000000 0.34949760% 912828C65 33992000000 0.45971944% 912828D23 30333000000 0.40965029% 912828D56 66000033800 0.90548199% 912828D72 29000006700 0.39681207% 912828D80 35000001400 0.47421347% 912828F21 29000000000 0.39823630% 912828F39 35000000000 0.47501609% 912828F62 35000000000 0.47153879% 912828F96 29000000000 0.39523861% 912828G38 66000116700 0.90210319% 912828G53 29000000000 0.39263088% 912828G61 35000117800 0.47103130% 912828G87 29000000000 0.39599862% 912828G95 35000000000 0.47185673% 912828H52 35000000000 0.46690084% 912828H86 29000000000 0.38475058% 912828J27 66000090500 0.88051923% 912828J43 29000022400 0.39170295% 912828J50 35000033800 0.47084455% 912828J76 29000000000 0.39088850% 912828J84 35000000000 0.47024311% 912828JR2 27011143400 0.37560659% 912828K58 35000065700 0.46955891% 912828K74 66000051200 0.87803660% 912828KD1 24535056200 0.33516020% 912828KQ2 31363308100 0.43584407% 912828L24 28965000000 0.39275270% 912828L32 35000000000 0.46976548% 912828L40 24000053300 0.32150645% 912828L57 28960000000 0.38939636% 912828L65 35000000000 0.46894512% 912828L81 24000028000 0.32049356% 912828L99 35000100200 0.46802372% 912828LJ7 27654972900 0.38653777% 4
912828LY4 36516397100 0.51434183% 912828M49 28980018200 0.39134324% 912828M56 66000061500 0.89844822% 912828M64 24000000300 0.32190253% 912828M80 28985024100 0.39313506% 912828M98 35000052000 0.47126249% 912828MP2 43850812600 0.61888759% 912828N22 24000024400 0.32153167% 912828N30 28965008300 0.39459792% 912828N48 35000019100 0.47240622% 912828N63 24000003800 0.32055142% 912828N89 35000022200 0.46570091% 912828ND8 31597152800 0.45005461% 912828NT3 34232075700 0.47348997% 912828P38 28952076700 0.38597023% 912828P46 63040092900 0.81135722% 912828P53 24000007800 0.31837786% 912828P79 27950022100 0.36979323% 912828P87 34000014100 0.45022922% 912828P95 24000007400 0.32082890% 912828PC8 54875787000 0.76456090% 912828PX2 45591593800 0.65302924% 912828Q29 27908013900 0.36861794% 912828Q37 34000040000 0.45165748% 912828Q52 24000032500 0.31956596% 912828Q78 34000014000 0.45303441% 912828QN3 29573000000 0.42075813% 912828R28 28000008300 0.37167864% 912828R36 63100044000 0.81384269% 912828R44 24000041800 0.31921876% 912828R69 28000010500 0.37094010% 912828R77 34000135700 0.45214465% 912828R85 24000056400 0.31883502% 912828RC6 40512107400 0.55211869% 912828RE2 45733023900 0.61746925% 912828RH5 47481136400 0.63922328% 912828RP7 12290383000 0.16618413% 912828RR3 41043638500 0.55938317% 912828RT9 13817031700 0.18558364% 912828RY8 17239876600 0.23125006% 912828S27 34000041700 0.44698892% 912828S35 27990007400 0.36465923% 912828S43 24000026700 0.31765320% 5
DB Index Development 912828S76 34000084700 0.44620344% 912828S92 28000073800 0.36144119% 912828SD3 23702285500 0.31696902% 912828SF8 30089411600 0.40790356% 912828SH4 23091355000 0.31113531% 912828SN1 11464548300 0.15467904% 912828ST8 35876112900 0.48096808% 912828SV3 25670850900 0.34529415% 912828SX9 12134611200 0.16213440% 912828T26 28000000500 0.36521095% 912828T34 34000055600 0.44712859% 912828T42 26000174600 0.34681153% 912828T59 24000052900 0.31965042% 912828T67 34000051800 0.44869548% 912828T83 26000072400 0.34633379% 912828T91 28000001200 0.37039153% 912828TC4 11143918300 0.14836252% 912828TH3 14484000000 0.19211203% 912828TJ9 22332000000 0.29687228% 912828TN0 15143000000 0.20209293% 912828TR1 19249000000 0.25660859% 912828TV2 14343000000 0.19211511% 912828TY6 34070000000 0.45365977% 912828U24 63000174100 0.83621892% 912828U32 24000078400 0.31920726% 912828U40 26000227200 0.34726566% 912828U57 28000038300 0.38117486% 912828U65 34000020200 0.45779200% 912828U73 24000151800 0.32176382% 912828U81 34000114600 0.46180651% 912828U99 26000047400 0.34813082% 912828UB4 22017000000 0.29274214% 912828UF5 21918000000 0.29196206% 912828UL2 22985000000 0.30757308% 912828UN8 50575000000 0.68247042% 912828UQ1 19361000000 0.25952052% 912828UV0 17703000000 0.23611931% 912828V23 28000098400 0.38303287% 912828V31 24000087300 0.32136083% 912828V56 26000079800 0.34705426% 912828V72 34000063600 0.45849410% 912828V80 28000046500 0.38211776% 912828V98 63000105600 0.84902162% 6
912828VA5 23834000000 0.31746873% 912828VB3 51429000000 0.68676604% 912828VF4 24240000000 0.32474423% 912828VJ6 16132000000 0.21897768% 912828VP2 22974000000 0.31241475% 912828VS6 43653000000 0.60459502% 912828VV9 26140000000 0.35980334% 912828VZ0 20347000000 0.27844341% 912828W22 24000062100 0.32088849% 912828W30 26000011500 0.34865231% 912828W48 28000004200 0.38240715% 912828W55 34000041900 0.46210897% 912828W63 24000028000 0.32505051% 912828W71 28000008000 0.38153520% 912828W89 34000008700 0.46110738% 912828W97 26000033300 0.34902476% 912828WC0 27935000000 0.37840824% 912828WD8 31458000000 0.42218092% 912828WE6 57481000000 0.81286914% 912828WG1 26672000000 0.36751854% 912828WJ5 64277000000 0.89450174% 912828WL0 34949035400 0.47028908% 912828WN6 27417059800 0.37357232% 912828WR7 27039000000 0.36951752% 912828WS5 34850000000 0.46954323% 912828WW6 34399378300 0.46291410% 912828WY2 29000051100 0.39743110% 912828WZ9 29000000300 0.39013850% 912828X21 24000028200 0.32337155% 912828X47 34000393900 0.46016794% 912828X70 28000004000 0.37763169% 912828X88 63000247900 0.86291168% 912828X96 24000016200 0.32291924% 912828XB1 66000390100 0.89193561% 912828XD7 29000000000 0.39185835% 912828XE5 34995000000 0.47045062% 912828XG0 29000000000 0.39569567% 912828XH8 35000000000 0.47147282% 912828XM7 35000016700 0.47077755% 912828XQ8 29000008600 0.39264850% 912828XR6 34000012200 0.45681514% 912828XS4 26000042600 0.34819194% 912828XT2 28000040000 0.37680641% 7
DB Index Development 912828XU9 24000079600 0.32243205% 912828XV7 26000079300 0.34775099% 912828XW5 34000011000 0.45587198% 912828XX3 28000034100 0.37595210% Source: Deutsche Bank 8
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