No, it doesn't have a DPF.

They all smoke 'a bit', and it's common to see a noticeable puff of smoke if you boot it (particularly at night you'll see it in the following car's headlights).

Black smoke would just suggest overfuelling - mine does it, particularly since fitting a decat and removing the EGR.

I'd also suggest doing a few 'brim to brim' fill ups to calculate the mpg properly. If you've got an iPhone there's a useful app called 'Road Trip'. There's probably something equivalent on Android.

This is what mine gets...



Not great, but then the majority of my driving is done along country lanes, and in town.