diff --git a/docs/src/integrations/exchange.md b/docs/src/integrations/exchange.md
index 7e1a741aed..382a9e4dc1 100644
--- a/docs/src/integrations/exchange.md
+++ b/docs/src/integrations/exchange.md
@@ -721,6 +721,10 @@ must then be used to determine the effective balance change. These fields will
 identify the token mint and account owner (main wallet address) of the affected
 account.
 
+Note that if a receiving account is created during the transaction, it will have no
+`preTokenBalance` entry as there is no data to decode the state from.  In this
+case, the initial balance can be assumed to be zero.
+
 ### Withdrawing
 
 The withdrawal address a user provides must be the that of their SOL wallet.