Deutsche Bank announced today the launch of the DB
Market-Implied US Inflation Rate Index (Bloomberg ticker:
DBLNBEY), the first index to offer investors an overall
measure of inflation expectations implied by the difference
in yields between US Treasury Inflation-Protected
Securities (TIPS) and US Nominal Treasuries. As of January
13, 2012, the index is forecasting future overall inflation
of 1.91% per annum.
This rules-based index is designed to reflect overall
future inflation expectations based on the most liquid
TIPS, and broadly represents the implied expectations from
the entire TIPS market. It was built as a weighted average
of the 5-year, 10-year and 30-year on-the-run TIPS
breakeven rates. The breakeven rates are the difference
between the real yield of the corresponding TIPS and the
unadjusted yield of the Treasury with closest maturity
date.
"This benchmark index offers a straightforward way to track
market inflation expectations, and we expect it will be a
significant barometer for the industry at a time when
inflation concerns cannot be overlooked," said Aram Flores,
Head of Index Research for the Americas.
The DB Market-Implied US Inflation Rate Index represents
the latest addition to the DBIQ Index family of benchmark
fixed-income indices. The DBIQ Index family includes
indices covering the global fixed income, FX and
commodities asset classes.
Full details of the DB Market-Implied US Inflation Rate
Index can be found at
For further information, please call:
Deutsche Bank AG
Amanda Williams
Phone: +1(212) 250-1499
amanda.williams@db.com
About Deutsche Bank
Deutsche Bank is a leading global investment bank with a
substantial private clients franchise. Its businesses are
mutually reinforcing. A leader in Germany and Europe, the
bank is continuously growing in North America, Asia and key
emerging markets. With more than 100,000 employees in 73
countries, Deutsche Bank competes to be the leading global
provider of financial solutions, creating lasting value for
its clients, shareholders, people and the communities in
which it operates.
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