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Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.


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Deutsche Bank AG, London Branch 0.00% due 6/1/2020

Deutsche Bank AG, London Branch 12.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,074.573 for Russell 2000, 1,970.81 for S&P 500 and 5,124.330 for Nasdaq-100, or 70% of initial levels due 4/3/2029

Deutsche Bank AG, London Branch 5.86% due 6/24/2020

Deutsche Bank AG, London Branch 0.00% due 11/5/2020

Deutsche Bank AG, London Branch 11% annualized, payable quarterly if each index closes at or above 65% interest barrier on review date for that quarter due 11/21/2028

Deutsche Bank AG, London Branch 0.00% due 10/28/2019

Deutsche Bank AG, London Branch 0.00% due 4/27/2020

Deutsche Bank AG, London Branch 9.75% annualized, payable quarterly if each index closes at or above 60% interest barrier on review date for that quarter due 10/19/2023

Deutsche Bank AG, London Branch 13.5% annualized, payable quarterly if each asset closes at or above its 70% coupon barrier on observation date for that quarter due 10/19/2028

Deutsche Bank AG, London Branch 13% annualized, payable quarterly if each asset closes at or above 70% interest barrier on review date for that quarter due 10/12/2028

Deutsche Bank AG, London Branch 5.55% due 9/24/2019

Deutsche Bank AG, London Branch 5.25% due 9/6/2019

Deutsche Bank AG, London Branch 9.5%, payable quarterly if each index closes at or above its coupon barrier on observation date for that period, in which case also will pay coupon for any previously unpaid quarter; Coupon barrier levels: 1,473.204 for Russell, 2,427.27 for S&P, 2,994.56 for Stoxx; 87.5% of initial levels due 7/14/2033

Deutsche Bank AG, London Branch 19.00% due 6/13/2019

Deutsche Bank AG, London Branch 0.00% due 6/5/2023

Deutsche Bank AG, London Branch 6.25% due 12/4/2019

Deutsche Bank AG, London Branch 0.00% due 6/4/2021

Deutsche Bank AG, London Branch 18.00% due 5/17/2019

Deutsche Bank AG, London Branch 5.20% due 6/13/2019

Deutsche Bank AG, London Branch 10.60% due 5/9/2019

Deutsche Bank AG, London Branch 0.00% due 5/3/2023

Deutsche Bank AG, London Branch 0.00% due 12/3/2019

Deutsche Bank AG, London Branch 0.00% due 7/2/2019

Deutsche Bank AG, London Branch 0.00% due 5/15/2019

Deutsche Bank AG, London Branch 0.00% due 10/30/2020

Deutsche Bank AG, London Branch 5.75% initially; beginning April 25, 2021, equal to the 10-year swap rate, subject to a 0% floor; payable quarterly due 4/25/2028

Deutsche Bank AG, London Branch 1.00% due 5/1/2023

Deutsche Bank AG, London Branch 6.00% due 10/17/2019

Deutsche Bank AG, London Branch 0.00% due 3/17/2020

Deutsche Bank AG, London Branch 0.00% due 3/27/2020

Deutsche Bank AG, London Branch 0.00% due 6/3/2019

Deutsche Bank AG, London Branch 0.00% due 3/27/2020

Deutsche Bank AG, London Branch 0.00% due 3/31/2023

Deutsche Bank AG, London Branch 0.00% due 5/23/2019

Deutsche Bank AG, London Branch 0.00% due 9/11/2019

Deutsche Bank AG, London Branch 0.00% due 9/11/2019

Deutsche Bank AG, London Branch 1.00% due 5/1/2023

Deutsche Bank AG, London Branch 6.10% due 9/11/2019

Deutsche Bank AG, London Branch 0.00% due 3/5/2020

Deutsche Bank AG, London Branch 0.00% due 9/6/2019

Deutsche Bank AG, London Branch 0.00% due 9/5/2019

Deutsche Bank AG, London Branch 0.00% due 2/26/2021

Deutsche Bank AG, London Branch 0.00% due 2/27/2020

Deutsche Bank AG, London Branch 11% per year, payable each quarter that each ETF closes at or above coupon barrier on observation date; Coupon barrier/knock-out levels: $24.25 for oil and gas fund, $20.38 for financial fund; 70% of initial levels due 8/28/2019

Deutsche Bank AG, London Branch 0.00% due 2/28/2023

Deutsche Bank AG, London Branch 0.00% due 2/28/2023

Deutsche Bank AG, London Branch 0.00% due 2/28/2023

Deutsche Bank AG, London Branch 0.00% due 2/28/2023

Deutsche Bank AG, London Branch 0.00% due 2/21/2020

Deutsche Bank AG, London Branch 0.00% due 2/21/2020

Deutsche Bank AG, London Branch 0.00% due 2/11/2020

Deutsche Bank AG, London Branch 0.00% due 2/13/2020

Deutsche Bank AG, London Branch 0.00% due 8/12/2019

Deutsche Bank AG, London Branch 15.5%, payable quarterly if all three assets close at or above coupon barriers on quarterly observation date; Coupon barriers/triggers: 964.373 for Russell, $26.60 for Stoxx ETF, $31.1996 for EM ETF; 65% of initial levels due 2/7/2024

Deutsche Bank AG, London Branch 15.5%, payable quarterly if all three assets close at or above coupon barriers on quarterly observation date; Coupon barriers/triggers: 981.825 for Russell, $27.26 for Stoxx ETF, $31.18 for EM ETF; 65% of initial levels due 2/7/2024

Deutsche Bank AG, London Branch 0.00% due 2/11/2020

Deutsche Bank AG, London Branch 0.00% due 8/7/2019

Deutsche Bank AG, London Branch 0.00% due 8/7/2019

Deutsche Bank AG, London Branch 0.00% due 8/7/2019

Deutsche Bank AG, London Branch 0.00% due 2/6/2020

Deutsche Bank AG, London Branch 11.05% per year, payable each month that each stock closes at or above coupon barrier on observation date for that month; Coupon barrier/knock-out levels: 1,795.38 for S&P, 2,290.13 for Stoxx, $14.98 for Gold Miners, $31.88 for Emerging Markets; 65% of initial levels due 5/8/2019

Deutsche Bank AG, London Branch 0.00% due 8/7/2019

Deutsche Bank AG, London Branch 0.00% due 2/5/2021

Deutsche Bank AG, London Branch 10.8% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,550.13 for Euro Stoxx 50, 1,118.676 for Russell 2000 and 887.69 for MSCI Emerging Markets; 70% of initial levels due 2/3/2028

Deutsche Bank AG, London Branch 29% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 2/3/2020

Deutsche Bank AG, London Branch 22% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 2/1/2019

Deutsche Bank AG, London Branch 16.1% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 2/3/2020

Deutsche Bank AG, London Branch 0.00% due 1/30/2020

Deutsche Bank AG, London Branch 0.00% due 1/29/2020

Deutsche Bank AG, London Branch 6.45%, payable quarterly if all three ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers/downside thresholds: 1,987.48 for S&P, 2,541.11 for Stoxx, $36.85 for ETF; 70% of initial levels due 4/30/2019

Deutsche Bank AG, London Branch 0.00% due 7/30/2019

Deutsche Bank AG, London Branch 0.00% due 1/30/2023

Deutsche Bank AG, London Branch 0.00% due 1/30/2023

Deutsche Bank AG, London Branch 0.00% due 7/25/2019

Deutsche Bank AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Barrier/trigger levels: 2,368.09 for Stoxx, 1,039.747 for Russell, 1,844.40 for S&P; 65% of initial levels due 1/29/2020

Deutsche Bank AG, London Branch 0.00% due 7/24/2019

Deutsche Bank AG, London Branch 0.00% due 7/19/2019

Deutsche Bank AG, London Branch 0.00% due 7/17/2019

Deutsche Bank AG, London Branch 0.00% due 7/17/2019

Deutsche Bank AG, London Branch 0.00% due 7/17/2019

Deutsche Bank AG, London Branch 0.00% due 7/16/2019

Deutsche Bank AG, London Branch 10.2%, payable quarterly if all three ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers/downside thresholds: 1,923.76 for S&P, 2,562.88 for Stoxx, $34.03 for ETF; 70% of initial levels due 4/15/2019

Deutsche Bank AG, London Branch 0.00% due 1/13/2023

Deutsche Bank AG, London Branch 0.00% due 1/14/2020

Deutsche Bank AG, London Branch 9.2% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,354.87 for Euro Stoxx 50, 1,014.064 for Russell 2000 and 1,788.34 for S&P 500; 65% of initial levels due 1/14/2022

Deutsche Bank AG, London Branch 0.00% due 1/13/2020

Deutsche Bank AG, London Branch 0.00% due 1/13/2020

Deutsche Bank AG, London Branch 0.00% due 1/24/2019

Deutsche Bank AG, London Branch 0.00% due 7/10/2019

Deutsche Bank AG, London Branch 0.00% due 1/8/2020

Deutsche Bank AG, London Branch 0.00% due 6/27/2019

Deutsche Bank AG, London Branch 15% per year, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $585.00 for Alphabet, $96.26 for Apple, $97.60 for Facebook, $8.45 for Snap, $31.67 for Starbucks, $13.78 for Twitter; 55% of initial prices due 12/24/2020

Deutsche Bank AG, London Branch 0.00% due 12/24/2020

Deutsche Bank AG, London Branch 0.00% due 12/24/2020

Deutsche Bank AG, London Branch 0.00% due 12/23/2022

Deutsche Bank AG, London Branch 0.00% due 6/21/2019

Deutsche Bank AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,340.23 for Euro Stoxx 50, 985.476 for Russell 2000 and 1,731.67 for S&P 500; 65% of initial levels due 12/21/2021

Deutsche Bank AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,493.10 for Euro Stoxx 50, 1,056.218 for Russell 2000 and 1,840.49 for S&P 500; 70% of initial levels due 12/9/2022

Deutsche Bank AG, London Branch 0.00% due 12/9/2022

Deutsche Bank AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,292.91 for Euro Stoxx 50, 999.064 for Russell 2000 and 1,717.44 for S&P 500; 65% of initial levels due 6/7/2021

Deutsche Bank AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,292.91 for Euro Stoxx 50, 999.064 for Russell 2000 and 1,717.44 for S&P 500; 65% of initial levels due 12/7/2021

Deutsche Bank AG, London Branch 0.00% due 12/5/2019

Deutsche Bank AG, London Branch 0.00% due 12/5/2019

Deutsche Bank AG, London Branch 0.00% due 12/5/2019

Deutsche Bank AG, London Branch 0.00% due 12/5/2019

Deutsche Bank AG, London Branch 0.00% due 8/1/2019

Deutsche Bank AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,677.92 for Russell 2000 and 976.084 for Dow; 64.5% of initial levels due 12/1/2022

Deutsche Bank AG, London Branch 0.00% due 12/12/2018

Deutsche Bank AG, London Branch 5.25% due 5/22/2019

Deutsche Bank AG, London Branch 7% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 892.129 for Russell, 1,551.38 for S&P, 14,075.02 for Dow; 60% of initial levels due 11/19/2020

Deutsche Bank AG, London Branch 0.00% due 11/13/2019

Deutsche Bank AG, London Branch 4.3% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 811.401 for Russell 2000 and 12,882.22 for Dow; 55% of initial levels due 11/16/2022

Deutsche Bank AG, London Branch 0.00% due 5/15/2019

Deutsche Bank AG, London Branch 0.00% due 11/28/2018

Deutsche Bank AG, London Branch 0.00% due 11/28/2018

Deutsche Bank AG, London Branch 0.00% due 5/15/2019

Deutsche Bank AG, London Branch 0.00% due 11/13/2019

Deutsche Bank AG, London Branch 25.3% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $79.26 for Kimberly-Clark, $43.97 for Kellogg, $21.99 for Newell; 70% of initial prices due 11/17/2021

Deutsche Bank AG, London Branch 0.00% due 11/6/2019

Deutsche Bank AG, London Branch 0.00% due 11/6/2019

Deutsche Bank AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,582.16 for Euro Stoxx 50, 1,047.583 for Russell 2000 and 1,805.90 for S&P 500; 70% of initial levels due 11/7/2020

Deutsche Bank AG, London Branch 0.00% due 11/7/2019

Deutsche Bank AG, London Branch 0.00% due 11/7/2022

Deutsche Bank AG, London Branch 0.00% due 11/4/2021

Deutsche Bank AG, London Branch 0.00% due 11/16/2018

Deutsche Bank AG, London Branch 0.00% due 11/15/2018

Deutsche Bank AG, London Branch 5.25% due 1/31/2019

Deutsche Bank AG, London Branch 0.00% due 7/1/2019

Deutsche Bank AG, London Branch 8.9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,345.05 for Euro Stoxx 50, 973.374 for Russell 2000 and 1,663.58 for S&P 500; 65% of initial levels due 10/21/2021

Deutsche Bank AG, London Branch 10%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 10/31/2018

Deutsche Bank AG, London Branch 0.00% due 10/18/2022

Deutsche Bank AG, London Branch 0.00% due 10/16/2020

Deutsche Bank AG, London Branch 18.8% per year, payable quarterly if each stock closes at or above 70% barrier on observation date for that quarter due 10/17/2019

Deutsche Bank AG, London Branch 20.6% per year, payable quarterly if each stock closes at or above 70% barrier on observation date for that quarter due 10/17/2019

Deutsche Bank AG, London Branch 5.00% due 4/11/2019

Deutsche Bank AG, London Branch 0.00% due 10/14/2021

Deutsche Bank AG, London Branch 0.00% due 10/8/2019

Deutsche Bank AG, London Branch 8.7% per year, payable quarterly if each index closes at or above 70% coupon barrier level on observation date for that quarter due 4/9/2021

Deutsche Bank AG, London Branch 0.00% due 10/3/2019

Deutsche Bank AG, London Branch 0.00% due 10/3/2019

Deutsche Bank AG, London Branch 0.00% due 4/3/2019

Deutsche Bank AG, London Branch 0.00% due 4/3/2019

Deutsche Bank AG, London Branch 10%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 10/17/2018

Deutsche Bank AG, London Branch 0.00% due 10/3/2019

Deutsche Bank AG, London Branch 8.50% due 10/15/2018

Deutsche Bank AG, London Branch 7.00% due 10/15/2018

Deutsche Bank AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,488.62 for Euro Stoxx 50, 1,039.369 for Russell 2000 and 1,754.93 for S&P 500; 70% of initial levels due 9/30/2021

Deutsche Bank AG, London Branch 0.00% due 10/1/2019

Deutsche Bank AG, London Branch 8.35% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,092.647 for Russell 2000 and 2,652.29 for Euro Stoxx 50; 75% of initial levels due 9/30/2027

Deutsche Bank AG, London Branch 0.00% due 9/24/2020

Deutsche Bank AG, London Branch 8.9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 939.523 for Russell 2000, 1,630.36 for S&P 500 and 2,291.61 for Euro Stoxx 50; 65% of initial levels due 9/24/2021

Deutsche Bank AG, London Branch 9.8% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,011.794 for Russell 2000, 1,755.77 for S&P 500 and 2,467.89 for Euro Stoxx 50; 70% of initial levels due 9/24/2021

Deutsche Bank AG, London Branch 0.00% due 3/20/2019

Deutsche Bank AG, London Branch 0.00% due 3/20/2019

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 9/11/2019

Deutsche Bank AG, London Branch 8.7% per year, payable quarterly if each asset closes at or above coupon barrier on observation date that quarter; Coupon barriers: 918.821 for Russell 2000 and $55.00 for ETF; 65% of initial levels due 9/7/2022

Deutsche Bank AG, London Branch 5.00% due 3/5/2019

Deutsche Bank AG, London Branch 0.00% due 2/27/2019

Deutsche Bank AG, London Branch 0.00% due 2/27/2019

Deutsche Bank AG, London Branch 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger: $123.89, 77.5% of initial price due 9/12/2018

Deutsche Bank AG, London Branch 10% payable quarterly if stock closes at or above 66% coupon barrier on observation date for that quarter due 9/12/2018

Deutsche Bank AG, London Branch 0.00% due 8/27/2020

Deutsche Bank AG, London Branch 0.00% due 9/10/2018

Deutsche Bank AG, London Branch 0.00% due 2/28/2019

Deutsche Bank AG, London Branch 0.00% due 6/19/2019

Deutsche Bank AG, London Branch 0.00% due 2/22/2019

Deutsche Bank AG, London Branch 0.00% due 9/5/2018

Deutsche Bank AG, London Branch 8% payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 8/19/2020

Deutsche Bank AG, London Branch 9.5% per year, payable quarterly if each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,384.44 for Euro Stoxx 50, 961.962 for Russell 2000 and 1,708.92 for S&P 500; 70% of initial levels due 8/18/2020

Deutsche Bank AG, London Branch 5.30% due 2/14/2019

Deutsche Bank AG, London Branch 0.00% due 8/29/2018

Deutsche Bank AG, London Branch 0.00% due 8/14/2019

Deutsche Bank AG, London Branch 5.10% due 6/13/2019

Deutsche Bank AG, London Branch 0.00% due 8/27/2018

Deutsche Bank AG, London Branch 8.6% per year, payable quarterly if each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,427.92 for Euro Stoxx 50, 977.864 for Russell 2000 and 1,731.81 for S&P 500; 70% of initial levels due 8/17/2020

Deutsche Bank AG, London Branch 0.00% due 8/7/2019

Deutsche Bank AG, London Branch 0.00% due 9/5/2018

Deutsche Bank AG, London Branch 0.00% due 8/7/2019

Deutsche Bank AG, London Branch 0.00% due 2/6/2019

Deutsche Bank AG, London Branch 10% payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 106.79, 77% of initial level due 9/5/2018

Deutsche Bank AG, London Branch 10% payable quarterly if stock closes at or above 69.2% coupon barrier on observation date for that quarter due 8/22/2018

Deutsche Bank AG, London Branch 11.25% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day for that quarter; Coupon barrier levels: 2,600.80 for Euro Stoxx, 1,071.945 for Russell, 1,854.08 for S&P; 75% of initial levels due 2/4/2020

Deutsche Bank AG, London Branch 0.00% due 5/31/2019

Deutsche Bank AG, London Branch 0.00% due 7/27/2018

Deutsche Bank AG, London Branch 0.00% due 1/16/2019

Deutsche Bank AG, London Branch 0.00% due 7/18/2019

Deutsche Bank AG, London Branch 0.00% due 7/18/2019

Deutsche Bank AG, London Branch 0.00% due 8/1/2018

Deutsche Bank AG, London Branch 0.00% due 8/1/2018

Deutsche Bank AG, London Branch 10% payable quarterly if stock closes at or above 75.49% coupon barrier on observation date for that quarter due 8/1/2018

Deutsche Bank AG, London Branch 0.00% due 7/17/2020

Deutsche Bank AG, London Branch 0.00% due 7/17/2020

Deutsche Bank AG, London Branch 0.00% due 7/29/2022

Deutsche Bank AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,425.14 for Euro Stoxx 50, 989.138 for Russell 2000 and 1,697.87 for S&P 500; 70% of initial levels due 7/20/2020

Deutsche Bank AG, London Branch 9.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,251.91 for Euro Stoxx 50, 918.485 for Russell 2000 and 1,576.59 for S&P 500; 65% of initial levels due 7/20/2020

Deutsche Bank AG, London Branch 0.00% due 8/8/2018

Deutsche Bank AG, London Branch 0.00% due 7/25/2018

Deutsche Bank AG, London Branch 0.00% due 1/9/2019

Deutsche Bank AG, London Branch 0.00% due 1/10/2019

Deutsche Bank AG, London Branch 5.20% due 3/5/2019

Deutsche Bank AG, London Branch 0.00% due 7/2/2020

Deutsche Bank AG, London Branch 0.00% due 12/27/2018

Deutsche Bank AG, London Branch 8.875% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/29/2020

Deutsche Bank AG, London Branch 9.00% due 6/21/2018

Deutsche Bank AG, London Branch 0.00% due 7/18/2018

Deutsche Bank AG, London Branch 0.00% due 7/5/2018

Deutsche Bank AG, London Branch 0.00% due 7/5/2018

Deutsche Bank AG, London Branch 0.00% due 7/5/2018

Deutsche Bank AG, London Branch 8.65% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 2,291.55 for Euro Stoxx 50, 916.555 for Russell 2000 and 1,581.10 for S&P 500; 65% of initial levels due 12/18/2020

Deutsche Bank AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day for that quarter; Coupon barrier levels: 1,581.96 for S&P, 920.148 for Russell, 1,581.96 for Stoxx; 65% of initial levels due 6/15/2020

Deutsche Bank AG, London Branch 7.57% annualized, payable quarterly if each index closes at or above 60% coupon barrier on the observation date for that quarter due 12/9/2020

Deutsche Bank AG, London Branch 0.00% due 6/9/2021

Deutsche Bank AG, London Branch 0.00% due 6/12/2020

Deutsche Bank AG, London Branch 0.00% due 7/5/2018

Deutsche Bank AG, London Branch 0.00% due 7/5/2018

Deutsche Bank AG, London Branch 0.00% due 12/5/2018

Deutsche Bank AG, London Branch 10% payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 6/20/2018

Deutsche Bank AG, London Branch 11.6% payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 6/20/2018

Deutsche Bank AG, London Branch 0.00% due 6/13/2018

Deutsche Bank AG, London Branch 0.00% due 6/13/2018

Deutsche Bank AG, London Branch 0.00% due 5/26/2022

Deutsche Bank AG, London Branch 9.2% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,151.97 for Euro Stoxx 50, 898.631 for Russell 2000 and 1,562.85 for S&P 500; 65% of initial levels due 6/5/2020

Deutsche Bank AG, London Branch 0.00% due 6/20/2018

Deutsche Bank AG, London Branch 10% payable quarterly if stock closes at or above 74.8% coupon barrier on observation date for that quarter due 6/6/2018

Deutsche Bank AG, London Branch 10.05% payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 6/6/2018

Deutsche Bank AG, London Branch 10% payable quarterly if stock closes at or above 76.25% coupon barrier on observation date for that quarter due 6/6/2018

Deutsche Bank AG, London Branch 8.80% due 5/24/2018

Deutsche Bank AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,330.14 for Euro Stoxx 50, 881.328 for Russell 2000 and 1,532.07 for S&P 500; 65% of initial levels due 5/26/2020

Deutsche Bank AG, London Branch 5.07% due 11/21/2018

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 11.5% per year if stock closes at or above coupon barrier on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier: $176.97, 75% of initial level due 5/31/2018

Deutsche Bank AG, London Branch 0.00% due 5/22/2020

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.55% per year if stock closes at or above coupon barrier on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barrier: $10.05, 70% of initial level due 5/13/2020

Deutsche Bank AG, London Branch 0.00% due 4/13/2020

Deutsche Bank AG, London Branch 0.00% due 3/8/2019

Deutsche Bank AG, London Branch 0.00% due 4/1/2022

Deutsche Bank AG, London Branch 10.15% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 888.72 for Russell 2000, 1,533.07 for S&P 500 and 2,252.30 for Euro Stoxx 50; 65% of initial levels due 4/6/2020

Deutsche Bank AG, London Branch 10.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 874.639 for Russell 2000, 1,526.49 for S&P 500 and 2,223.46 for Euro Stoxx 50; 65% of initial levels due 3/30/2020

Deutsche Bank AG, London Branch 0.00% due 8/24/2018

Deutsche Bank AG, London Branch 10.45% per year, payable for each quarter that each index closes at or above coupon barrier on each trading day during the observation period for that quarter; Coupon barriers: 2,235.97 for Stoxx, 900.919 for Russell, 1,547.90 for S&P; 65% of initial levels due 3/23/2020

Deutsche Bank AG, London Branch 5.25% due 7/19/2018

Deutsche Bank AG, London Branch 0.00% due 1/14/2019

Deutsche Bank AG, London Branch 10% per year, payable for each quarter that each index closes at or above coupon barrier on each trading day during the observation period for that quarter; Coupon barriers: 2,200.33 for Stoxx, 893.669 for Russell, 1,539.45 for S&P; 65% of initial levels due 3/16/2020

Deutsche Bank AG, London Branch 0.00% due 3/9/2022

Deutsche Bank AG, London Branch 0.00% due 3/9/2020

Deutsche Bank AG, London Branch 0.00% due 3/19/2018

Deutsche Bank AG, London Branch 9.33%, payable quarterly if each index closes at or above barrier level on quarterly observation date; Barrier/trigger levels: 906.441 for Russell, 1,538.77 for S&P, 2,147.66 for Euro Stoxx; 65% of initial levels due 3/3/2020

Deutsche Bank AG, London Branch 10.3% per year, payable for each quarter that each index closes at or above coupon barrier on each trading day during the observation period for that quarter; Coupon barriers: 2,147.66 for Stoxx, 906.441 for Russell, 1,538.77 for S&P; 65% of initial levels due 3/2/2020

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 9.7% per year if ETF closes at or above trigger level on observation date for that month; otherwise, no coupon paid that month due 2/27/2020

Deutsche Bank AG, London Branch 14.50% due 11/30/2017

Deutsche Bank AG, London Branch 10.8%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter; Barriers: 1,535.83 for S&P, 912.506 for Russell, 2,170.53 for Stoxx; 65% of initial levels due 3/2/2020

Deutsche Bank AG, London Branch 0.00% due 3/5/2018

Deutsche Bank AG, London Branch 7.75%, payable quarterly if each index closes at or above barrier level on quarterly observation date; Barrier/trigger levels: 833.306 for Russell, 1,389.66 for S&P; 60% of initial levels due 2/13/2020

Deutsche Bank AG, London Branch 10.8%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter; Barriers: 1,490.50 for S&P, 884.690 for Russell, 2,103.21 for Stoxx; 65% of initial levels due 2/14/2020

Deutsche Bank AG, London Branch 10.2%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter; Barriers: 1,482.59 for S&P, 879.016 for Russell, 1,482.59 for Stoxx; 65% of initial levels due 8/6/2019

Deutsche Bank AG, London Branch 11%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter; Barriers: 1,482.59 for S&P, 879.016 for Russell, 1,482.59 for Stoxx; 65% of initial levels due 2/6/2020

Deutsche Bank AG, London Branch 0.00% due 1/28/2022

Deutsche Bank AG, London Branch 0.00% due 1/26/2023

Deutsche Bank AG, London Branch 11.3% per year, payable each quarter that each index closes at or above its coupon barrier level on each trading day that quarter; Coupon barriers: 1,475.79 for S&P 500, 884.693 for Russell 2000 and 2,136.36 for Euro Stoxx 50; 65% of initial levels due 7/19/2019

Deutsche Bank AG, London Branch 10.4% per year, payable each quarter that each index closes at or above its coupon barrier level on each trading day that quarter; Coupon barriers: 1,475.79 for S&P 500, 884.693 for Russell 2000 and 2,136.36 for Euro Stoxx 50; 65% of initial levels due 7/19/2019

Deutsche Bank AG, London Branch 10.05%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter; Barriers: 1,480.04 for S&P, 3,254.600 for Nasdaq, 2,158.76 for Stoxx; 65% of initial levels due 7/15/2019

Deutsche Bank AG, London Branch 0.00% due 10/13/2017

Deutsche Bank AG, London Branch 0.00% due 11/30/2017

Deutsche Bank AG, London Branch 0.00% due 3/22/2018

Deutsche Bank AG, London Branch 0.00% due 9/19/2018

Deutsche Bank AG, London Branch 0.00% due 9/27/2017

Deutsche Bank AG, London Branch 4.65% for first three years; after that, 1.25 times 10-year U.S. dollar ICE swap rate, subject to minimum interest rate of zero; payable quarterly due 9/8/2026

Deutsche Bank AG, London Branch 0.00% due 9/14/2017

Deutsche Bank AG, London Branch 0.00% due 10/31/2017

Deutsche Bank AG, London Branch 0.00% due 8/30/2019

Deutsche Bank AG, London Branch 0.00% due 9/7/2017

Deutsche Bank AG, London Branch 0.00% due 9/8/2017

Deutsche Bank AG, London Branch 9.45% due 8/31/2017

Deutsche Bank AG, London Branch 0.00% due 9/7/2017

Deutsche Bank AG, London Branch 0.00% due 8/22/2018

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.65% per year if the stock closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon/trigger price: $6.77, 60% of initial level due 8/30/2017

Deutsche Bank AG, London Branch 0.00% due 8/25/2017

Deutsche Bank AG, London Branch 0.00% due 8/23/2017

Deutsche Bank AG, London Branch 0.00% due 7/20/2018

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 15.2% per year if the stock closes at or above barrier level on observation date for that quarter; otherwise, no coupon paid that quarter due 8/2/2017

Deutsche Bank AG, London Branch 0.00% due 8/25/2017

Deutsche Bank AG, London Branch 0.00% due 7/14/2017

Deutsche Bank AG, London Branch 6.00% due 7/10/2017

Deutsche Bank AG, London Branch 0.00% due 7/2/2019

Deutsche Bank AG, London Branch 0.00% due 8/31/2017

Deutsche Bank AG, London Branch 0.00% due 6/28/2019

Deutsche Bank AG, London Branch 0.00% due 6/28/2021

Deutsche Bank AG, London Branch 0.00% due 6/28/2021

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 16.25% per year if each stock closes at or above barrier on observation date for that quarter; otherwise, no coupon paid that quarter; Barrier/trigger prices: $505.46 for Amazon.com, $491.31 for Alphabet, $36.34 for Microsoft; 70% of initial prices due 6/27/2018

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.4% per year if each index closes at or above barrier on observation date for that quarter; otherwise, no coupon paid that quarter; Coupon barriers: 1,034.074 for Russell, 1,876.91 for S&P, 2,680.48 for Euro Stoxx; 90% of initial levels due 6/30/2031

Deutsche Bank AG, London Branch 0.00% due 6/26/2019

Deutsche Bank AG, London Branch 0.00% due 6/25/2021

Deutsche Bank AG, London Branch 0.00% due 6/26/2019

Deutsche Bank AG, London Branch 0.00% due 10/4/2017

Deutsche Bank AG, London Branch 0.00% due 7/6/2017

Deutsche Bank AG, London Branch 0.00% due 7/6/2017

Deutsche Bank AG, London Branch 0.00% due 8/25/2017

Deutsche Bank AG, London Branch 0.00% due 12/13/2017

Deutsche Bank AG, London Branch 10% per year if stock closes at or above barrier on observation date for quarter; otherwise, no coupon paid that quarter; Barrier/trigger price: $31.26, 71.2% of initial price due 6/28/2017

Deutsche Bank AG, London Branch 6.00% due 6/14/2017

Deutsche Bank AG, London Branch 0.00% due 6/12/2019

Deutsche Bank AG, London Branch 0.00% due 6/12/2018

Deutsche Bank AG, London Branch 0.00% due 6/12/2018

Deutsche Bank AG, London Branch 0.00% due 9/13/2017

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year if stock closes at or above barrier on observation date for that quarter; otherwise, no coupon paid that quarter due 6/21/2017

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if swap rate is greater than or equal to coupon barrier on observation date for that quarter; Coupon barrier: 1.06%, 61.6279% of the initial rate due 6/6/2017

Deutsche Bank AG, London Branch 4.625% for first three years; after that, 10-year ICE swap rate, subject to a minimum interest rate of zero; payable quarterly due 5/26/2026

Deutsche Bank AG, London Branch 0.00% due 11/22/2017

Deutsche Bank AG, London Branch 0.00% due 5/3/2018

Deutsche Bank AG, London Branch 0.00% due 5/7/2019

Deutsche Bank AG, London Branch 0.00% due 11/2/2017

Deutsche Bank AG, London Branch 0.00% due 11/2/2017

Deutsche Bank AG, London Branch 0.00% due 5/10/2017

Deutsche Bank AG, London Branch 0.00% due 10/25/2017

Deutsche Bank AG, London Branch 0.00% due 10/25/2017

Deutsche Bank AG, London Branch 0.00% due 4/25/2019

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 14.15% per year if stock closes at or above barrier on observation date for that quarter; otherwise, no coupon paid that quarter; Barrier/trigger price: $162.87, 75% of initial prices due 5/3/2017

Deutsche Bank AG, London Branch 0.00% due 4/9/2018

Deutsche Bank AG, London Branch 0.00% due 7/12/2017

Deutsche Bank AG, London Branch 0.00% due 7/12/2017

Deutsche Bank AG, London Branch 0.00% due 10/4/2017

Deutsche Bank AG, London Branch 0.00% due 5/31/2017

Deutsche Bank AG, London Branch 0.00% due 4/12/2017

Deutsche Bank AG, London Branch 0.00% due 7/6/2017

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 19.7% per year if each stock closes at or above barrier on observation date for that quarter; otherwise, no coupon paid that quarter due 3/29/2018

Deutsche Bank AG, London Branch 9.90% due 3/22/2017

Deutsche Bank AG, London Branch 0.00% due 3/8/2018

Deutsche Bank AG, London Branch 0.00% due 2/25/2019

Deutsche Bank AG, London Branch 0.00% due 2/25/2019

Deutsche Bank AG, London Branch 0.00% due 2/27/2026

Deutsche Bank AG, London Branch 0.00% due 9/8/2017

Deutsche Bank AG, London Branch 0.00% due 2/23/2017

Deutsche Bank AG, London Branch 0.00% due 2/7/2017

Deutsche Bank AG, London Branch 6.20% due 8/7/2017

Deutsche Bank AG, London Branch 0.00% due 2/6/2018

Deutsche Bank AG, London Branch 0.00% due 2/1/2018

Deutsche Bank AG, London Branch 0.00% due 2/22/2017

Deutsche Bank AG, London Branch 0.00% due 2/22/2017

Deutsche Bank AG, London Branch 0.00% due 2/22/2017

Deutsche Bank AG, London Branch 0.00% due 2/22/2017

Deutsche Bank AG, London Branch 0.00% due 7/31/2019

Deutsche Bank AG, London Branch 0.00% due 7/26/2017

Deutsche Bank AG, London Branch 0.00% due 1/24/2019

Deutsche Bank AG, London Branch 0.00% due 2/24/2017

Deutsche Bank AG, London Branch 0.00% due 12/27/2017

Deutsche Bank AG, London Branch 0.00% due 1/25/2018

Deutsche Bank AG, London Branch 0.00% due 1/25/2018

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 0.00% due 2/1/2017

Deutsche Bank AG, London Branch 0.00% due 2/21/2017

Deutsche Bank AG, London Branch 0.00% due 10/19/2017

Deutsche Bank AG, London Branch 0.00% due 2/1/2017

Deutsche Bank AG, London Branch 0.00% due 2/1/2017

Deutsche Bank AG, London Branch 0.00% due 7/19/2017

Deutsche Bank AG, London Branch 11.6%, payable quarterly if shares close at or above initial price on observation date for that quarter due 2/1/2017

Deutsche Bank AG, London Branch 0.00% due 7/7/2017

Deutsche Bank AG, London Branch 0.00% due 10/19/2017

Deutsche Bank AG, London Branch 11.00% due 1/27/2017

Deutsche Bank AG, London Branch 0.00% due 3/16/2018

Deutsche Bank AG, London Branch 0.00% due 7/18/2017

Deutsche Bank AG, London Branch 0.00% due 1/11/2019

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 0.00% due 7/12/2017

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 0.00% due 2/9/2017

Deutsche Bank AG, London Branch 0.00% due 1/28/2019

Deutsche Bank AG, London Branch 0.00% due 12/31/2018

Deutsche Bank AG, London Branch 8.4% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 1/4/2019

Deutsche Bank AG, London Branch 8.6%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 1/4/2019

Deutsche Bank AG, London Branch 0.00% due 7/3/2019

Deutsche Bank AG, London Branch 0.00% due 1/31/2017

Deutsche Bank AG, London Branch 0.00% due 2/24/2017

Deutsche Bank AG, London Branch 0.00% due 6/27/2019

Deutsche Bank AG, London Branch 0.00% due 1/26/2017

Deutsche Bank AG, London Branch 0.00% due 12/23/2020

Deutsche Bank AG, London Branch 0.00% due 6/28/2017

Deutsche Bank AG, London Branch 0.00% due 2/24/2017

Deutsche Bank AG, London Branch 10% for first year; after that, (a) applicable multiplier multiplied by (b) 30-year CMS rate minus two-year CMS rate minus 0.875%, subject to minimum of zero and maximum of 10% per year; payable quarterly due 12/23/2035

Deutsche Bank AG, London Branch 0.00% due 6/14/2017

Deutsche Bank AG, London Branch 0.00% due 6/7/2017

Deutsche Bank AG, London Branch 9.50% due 12/1/2016

Deutsche Bank AG, London Branch 0.00% due 11/28/2025

Deutsche Bank AG, London Branch 8.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier level: 826.2513, 70% of initial level due 11/30/2018

Deutsche Bank AG, London Branch 0.00% due 1/27/2017

Deutsche Bank AG, London Branch 0.00% due 11/24/2017

Deutsche Bank AG, London Branch 18%, payable quarterly if each stock closes at or above barrier price on observation date for that quarter due 11/25/2016

Deutsche Bank AG, London Branch 0.00% due 12/21/2016

Deutsche Bank AG, London Branch 0.00% due 12/21/2016

Deutsche Bank AG, London Branch 0.00% due 5/24/2017

Deutsche Bank AG, London Branch 0.00% due 5/24/2017

Deutsche Bank AG, London Branch 18.8%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 11/30/2016

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/13/2018

Deutsche Bank AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/13/2018

Deutsche Bank AG, London Branch 0.00% due 11/2/2017

Deutsche Bank AG, London Branch 0.00% due 10/29/2021

Deutsche Bank AG, London Branch 0.00% due 10/29/2021

Deutsche Bank AG, London Branch 0.00% due 5/5/2017

Deutsche Bank AG, London Branch 8.3% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2018

Deutsche Bank AG, London Branch 0.00% due 10/31/2025

Deutsche Bank AG, London Branch 0.00% due 10/31/2019

Deutsche Bank AG, London Branch 0.00% due 1/26/2016

Deutsche Bank AG, London Branch 0.00% due 4/26/2017

Deutsche Bank AG, London Branch 0.00% due 4/26/2017

Deutsche Bank AG, London Branch 0.00% due 4/26/2017

Deutsche Bank AG, London Branch 0.00% due 10/30/2020

Deutsche Bank AG, London Branch 0.00% due 10/29/2021

Deutsche Bank AG, London Branch 0.00% due 10/12/2018

Deutsche Bank AG, London Branch 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/15/2018

Deutsche Bank AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/15/2018

Deutsche Bank AG, London Branch 0.00% due 4/13/2017

Deutsche Bank AG, London Branch 0.00% due 4/12/2017

Deutsche Bank AG, London Branch 0.00% due 4/6/2017

Deutsche Bank AG, London Branch 0.00% due 4/12/2017

Deutsche Bank AG, London Branch 0.00% due 4/12/2017

Deutsche Bank AG, London Branch 0.00% due 10/5/2017

Deutsche Bank AG, London Branch 0.00% due 9/30/2025

Deutsche Bank AG, London Branch 0.00% due 3/31/2017

Deutsche Bank AG, London Branch 0.00% due 10/6/2016

Deutsche Bank AG, London Branch 0.00% due 10/6/2016

Deutsche Bank AG, London Branch 0.00% due 9/30/2025

Deutsche Bank AG, London Branch 0.00% due 9/30/2020

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 10/13/2016

Deutsche Bank AG, London Branch 0.00% due 8/17/2017

Deutsche Bank AG, London Branch 11.3%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 9/29/2016

Deutsche Bank AG, London Branch 0.00% due 9/25/2020

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 1/16/2018

Deutsche Bank AG, London Branch 0.00% due 3/29/2017

Deutsche Bank AG, London Branch 0.00% due 1/16/2018

Deutsche Bank AG, London Branch 0.00% due 9/24/2021

Deutsche Bank AG, London Branch 7.50% due 10/17/2016

Deutsche Bank AG, London Branch 0.00% due 9/29/2020

Deutsche Bank AG, London Branch 0.00% due 9/21/2018

Deutsche Bank AG, London Branch 10.2% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/24/2020

Deutsche Bank AG, London Branch 5.85% due 12/21/2016

Deutsche Bank AG, London Branch 8.20% due 9/19/2016

Deutsche Bank AG, London Branch 7.80% due 9/19/2016

Deutsche Bank AG, London Branch 7.50% due 9/19/2016

Deutsche Bank AG, London Branch 0.00% due 3/22/2017

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 21.75%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 9/28/2016

Deutsche Bank AG, London Branch 15.3%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 9/28/2016

Deutsche Bank AG, London Branch 13.4%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 9/28/2016

Deutsche Bank AG, London Branch 0.00% due 9/17/2020

Deutsche Bank AG, London Branch 9.30% due 9/29/2016

Deutsche Bank AG, London Branch 8.30% due 9/29/2016

Deutsche Bank AG, London Branch 9.00% due 9/29/2016

Deutsche Bank AG, London Branch 8.30% due 9/29/2016

Deutsche Bank AG, London Branch 0.00% due 3/14/2017

Deutsche Bank AG, London Branch 0.00% due 9/13/2017

Deutsche Bank AG, London Branch 0.00% due 9/7/2018

Deutsche Bank AG, London Branch 0.00% due 3/15/2017

Deutsche Bank AG, London Branch 0.00% due 9/8/2017

Deutsche Bank AG, London Branch 0.00% due 9/9/2019

Deutsche Bank AG, London Branch 0.00% due 5/8/2017

Deutsche Bank AG, London Branch 0.00% due 3/13/2017

Deutsche Bank AG, London Branch 0.00% due 9/1/2017

Deutsche Bank AG, London Branch 0.00% due 3/5/2019

Deutsche Bank AG, London Branch 0.00% due 9/15/2016

Deutsche Bank AG, London Branch Notes pay contingent semiannual coupon at rate of 9.125% per year if index closes at or above coupon barrier on observation date for that period; Coupon barrier/trigger: 1,591.10, 80% of initial level due 9/2/2020

Deutsche Bank AG, London Branch 0.00% due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 8/27/2021

Deutsche Bank AG, London Branch 0.00% due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 3/2/2017

Deutsche Bank AG, London Branch 0.00% due 8/27/2021

Deutsche Bank AG, London Branch 0.00% due 8/27/2021

Deutsche Bank AG, London Branch 0.00% due 8/27/2021

Deutsche Bank AG, London Branch 0.00% due 8/31/2020

Deutsche Bank AG, London Branch 9.76% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 9/14/2016

Deutsche Bank AG, London Branch 0.00% due 9/30/2016

Deutsche Bank AG, London Branch 0.00% due 8/29/2025

Deutsche Bank AG, London Branch 0.00% due 8/31/2020

Deutsche Bank AG, London Branch 0.00% due 3/1/2017

Deutsche Bank AG, London Branch 0.00% due 3/1/2017

Deutsche Bank AG, London Branch 10.05%, payable quarterly if shares close at or above barrier price on observation date for that quarter; Barrier/trigger price: $48.86, 80% of initial price due 9/8/2016

Deutsche Bank AG, London Branch 0.00% due 4/25/2017

Deutsche Bank AG, London Branch 0.00% due 8/17/2018

Deutsche Bank AG, London Branch 0.00% due 8/31/2016

Deutsche Bank AG, London Branch 0.00% due 2/23/2017

Deutsche Bank AG, London Branch 0.00% due 2/23/2017

Deutsche Bank AG, London Branch 0.00% due 8/31/2016

Deutsche Bank AG, London Branch 0.00% due 12/16/2016

Deutsche Bank AG, London Branch 0.00% due 8/26/2016

Deutsche Bank AG, London Branch 4.125% for first 10 years and 5% for last 10 years; payable semiannually due 8/28/2035

Deutsche Bank AG, London Branch 0.00% due 2/14/2018

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.5% per year if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger: $92.10, 80% of initial price due 2/9/2017

Deutsche Bank AG, London Branch 5.28% due 8/11/2016

Deutsche Bank AG, London Branch 0.00% due 8/16/2019

Deutsche Bank AG, London Branch 0.00% due 8/5/2020

Deutsche Bank AG, London Branch 6.50% due 8/2/2018

Deutsche Bank AG, London Branch 3.25% initially; beginning July 31, 2017, equal to 10-year CMS rate; payable quarterly due 7/31/2025

Deutsche Bank AG, London Branch 0.00% due 8/31/2016

Deutsche Bank AG, London Branch 0.00% due 7/31/2020

Deutsche Bank AG, London Branch 0.00% due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 7/27/2018

Deutsche Bank AG, London Branch 0.00% due 1/27/2017

Deutsche Bank AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/31/2018

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/31/2018

Deutsche Bank AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/31/2018

Deutsche Bank AG, London Branch 7.00% due 7/22/2016

Deutsche Bank AG, London Branch 7.25% due 7/22/2016

Deutsche Bank AG, London Branch 7.00% due 7/22/2016

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 0.00% due 8/3/2016

Deutsche Bank AG, London Branch 0.00% due 7/25/2018

Deutsche Bank AG, London Branch 0.00% due 7/13/2018

Deutsche Bank AG, London Branch 0.00% due 1/19/2017

Deutsche Bank AG, London Branch 0.00% due 7/27/2016

Deutsche Bank AG, London Branch 0.00% due 1/19/2017

Deutsche Bank AG, London Branch 0.00% due 1/19/2017

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.45% per year if stock closes at or above coupon barrier on observation date for that quarter due 7/27/2016

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 13.4% per year if stock closes at or above coupon barrier on observation date for that quarter due 7/27/2016

Deutsche Bank AG, London Branch 0.00% due 7/13/2017

Deutsche Bank AG, London Branch 10.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/17/2017

Deutsche Bank AG, London Branch 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/17/2017

Deutsche Bank AG, London Branch 9.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/17/2017

Deutsche Bank AG, London Branch 0.00% due 7/27/2016

Deutsche Bank AG, London Branch 0.00% due 7/6/2018

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 15% per year if stock closes at or above coupon barrier on observation date for that quarter due 7/20/2018

Deutsche Bank AG, London Branch 0.00% due 7/7/2017

Deutsche Bank AG, London Branch 0.00% due 10/12/2023

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.5% per year if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $146.96 for Goldman Sachs, $12.05 for Bank of America and $27.55 for Morgan Stanley due 7/6/2018

Deutsche Bank AG, London Branch 0.00% due 7/16/2021

Deutsche Bank AG, London Branch 0.00% due 7/12/2019

Deutsche Bank AG, London Branch 0.00% due 6/29/2018

Deutsche Bank AG, London Branch 0.00% due 7/14/2016

Deutsche Bank AG, London Branch 0.00% due 7/5/2016

Deutsche Bank AG, London Branch 0.00% due 7/5/2016

Deutsche Bank AG, London Branch 0.00% due 7/5/2016

Deutsche Bank AG, London Branch 0.00% due 6/30/2020

Deutsche Bank AG, London Branch 0.00% due 6/30/2020

Deutsche Bank AG, London Branch 0.00% due 6/30/2020

Deutsche Bank AG, London Branch 0.00% due 8/26/2016

Deutsche Bank AG, London Branch 0.00% due 6/29/2018

Deutsche Bank AG, London Branch 0.00% due 6/25/2021

Deutsche Bank AG, London Branch 0.00% due 6/30/2017

Deutsche Bank AG, London Branch 0.00% due 6/23/2017

Deutsche Bank AG, London Branch 0.00% due 7/29/2016

Deutsche Bank AG, London Branch 0.00% due 6/22/2018

Deutsche Bank AG, London Branch 0.00% due 6/22/2018

Deutsche Bank AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/25/2018

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/25/2018

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/25/2018

Deutsche Bank AG, London Branch due 6/24/2016

Deutsche Bank AG, London Branch 8.90% due 6/21/2016

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8.1% per year if B/E Aerospace shares close at or above coupon barrier on observation date for that month; Coupon barrier: $44.752, 80% of initial share price due 12/16/2016

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year if Halliburton shares close at or above coupon barrier on observation date for that month; Coupon barrier: $31.84, 70% of initial share price due 12/16/2016

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 7.5% per year if Microsoft shares close at or above coupon barrier on observation date for that month; Coupon barrier: $36.78, 80% of initial share price due 12/16/2016

Deutsche Bank AG, London Branch 0.00% due 6/15/2018

Deutsche Bank AG, London Branch 0.00% due 12/21/2016

Deutsche Bank AG, London Branch 0.00% due 12/21/2016

Deutsche Bank AG, London Branch 0.00% due 6/29/2018

Deutsche Bank AG, London Branch 0.00% due 6/15/2020

Deutsche Bank AG, London Branch 0.00% due 12/15/2016

Deutsche Bank AG, London Branch 0.00% due 6/8/2018

Deutsche Bank AG, London Branch 0.00% due 12/14/2016

Deutsche Bank AG, London Branch 0.00% due 6/22/2016

Deutsche Bank AG, London Branch 9.45%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 6/22/2016

Deutsche Bank AG, London Branch 6.00% due 9/9/2016

Deutsche Bank AG, London Branch 0.00% due 6/13/2018

Deutsche Bank AG, London Branch 0.00% due 6/13/2018

Deutsche Bank AG, London Branch 0.00% due 12/7/2016

Deutsche Bank AG, London Branch 0.00% due 6/15/2016

Deutsche Bank AG, London Branch 0.00% due 5/25/2018

Deutsche Bank AG, London Branch 0.00% due 5/29/2020

Deutsche Bank AG, London Branch 0.00% due 5/25/2018

Deutsche Bank AG, London Branch 0.00% due 5/25/2018

Deutsche Bank AG, London Branch 0.00% due 5/26/2017

Deutsche Bank AG, London Branch 0.00% due 5/25/2018

Deutsche Bank AG, London Branch 0.00% due 5/26/2017

Deutsche Bank AG, London Branch 0.00% due 6/10/2016

Deutsche Bank AG, London Branch 0.00% due 6/10/2016

Deutsche Bank AG, London Branch 0.00% due 6/10/2016

Deutsche Bank AG, London Branch 0.00% due 6/10/2016

Deutsche Bank AG, London Branch 0.00% due 5/25/2018

Deutsche Bank AG, London Branch 0.00% due 5/30/2018

Deutsche Bank AG, London Branch 0.00% due 5/22/2020

Deutsche Bank AG, London Branch 0.00% due 5/18/2018

Deutsche Bank AG, London Branch 0.00% due 11/23/2016

Deutsche Bank AG, London Branch 0.00% due 11/23/2016

Deutsche Bank AG, London Branch 0.00% due 11/20/2017

Deutsche Bank AG, London Branch 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2016

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/21/2018

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/21/2018

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/21/2018

Deutsche Bank AG, London Branch 13.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2016

Deutsche Bank AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/21/2018

Deutsche Bank AG, London Branch 0.00% due 5/25/2018

Deutsche Bank AG, London Branch 5.50% due 11/17/2016

Deutsche Bank AG, London Branch 0.00% due 11/17/2016

Deutsche Bank AG, London Branch 0.00% due 5/28/2021

Deutsche Bank AG, London Branch 7.00% due 5/12/2016

Deutsche Bank AG, London Branch 6.70% due 5/12/2016

Deutsche Bank AG, London Branch 7.30% due 5/12/2016

Deutsche Bank AG, London Branch 0.00% due 5/11/2018

Deutsche Bank AG, London Branch 0.00% due 11/16/2016

Deutsche Bank AG, London Branch 0.00% due 3/10/2017

Deutsche Bank AG, London Branch 0.00% due 11/16/2016

Deutsche Bank AG, London Branch 11.7%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 5/25/2016

Deutsche Bank AG, London Branch 13.2%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 5/10/2017

Deutsche Bank AG, London Branch 0.00% due 4/27/2018

Deutsche Bank AG, London Branch 15.00% due 5/10/2016

Deutsche Bank AG, London Branch 0.00% due 5/7/2018

Deutsche Bank AG, London Branch 0.00% due 5/27/2016

Deutsche Bank AG, London Branch 0.00% due 5/27/2016

Deutsche Bank AG, London Branch 0.00% due 5/6/2019

Deutsche Bank AG, London Branch 0.00% due 5/4/2018

Deutsche Bank AG, London Branch Each quarter, notes pay coupon at rate of 6.3% per year if knock-in event does not occur during that quarter; otherwise, 1% per year for that interest period and each subsequent interest period due 11/3/2016

Deutsche Bank AG, London Branch 0.00% due 4/27/2018

Deutsche Bank AG, London Branch 0.00% due 5/6/2019

Deutsche Bank AG, London Branch 7.4% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/6/2016

Deutsche Bank AG, London Branch 0.00% due 5/6/2016

Deutsche Bank AG, London Branch 0.00% due 5/6/2016

Deutsche Bank AG, London Branch 0.00% due 5/6/2016

Deutsche Bank AG, London Branch 0.00% due 5/6/2016

Deutsche Bank AG, London Branch 0.00% due 4/30/2020

Deutsche Bank AG, London Branch 0.00% due 10/31/2017

Deutsche Bank AG, London Branch 0.00% due 5/31/2016

Deutsche Bank AG, London Branch 0.00% due 4/30/2019

Deutsche Bank AG, London Branch 0.00% due 11/1/2018

Deutsche Bank AG, London Branch 0.00% due 11/2/2016

Deutsche Bank AG, London Branch 0.00% due 11/2/2016

Deutsche Bank AG, London Branch 0.00% due 11/2/2016

Deutsche Bank AG, London Branch 0.00% due 11/2/2016

Deutsche Bank AG, London Branch 7.5%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 4/29/2020

Deutsche Bank AG, London Branch 12%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 5/11/2016

Deutsche Bank AG, London Branch 20%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 4/29/2020

Deutsche Bank AG, London Branch due 4/27/2018

Deutsche Bank AG, London Branch 0.00% due 10/27/2016

Deutsche Bank AG, London Branch 7%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 4/24/2020

Deutsche Bank AG, London Branch 0.00% due 4/27/2018

Deutsche Bank AG, London Branch 0.00% due 4/20/2018

Deutsche Bank AG, London Branch 0.00% due 4/21/2017

Deutsche Bank AG, London Branch 7.60% due 4/21/2016

Deutsche Bank AG, London Branch 0.00% due 4/20/2017

Deutsche Bank AG, London Branch 0.00% due 5/20/2016

Deutsche Bank AG, London Branch 8.50% due 4/29/2016

Deutsche Bank AG, London Branch 0.00% due 11/17/2016

Deutsche Bank AG, London Branch 0.00% due 4/20/2017

Deutsche Bank AG, London Branch 0.00% due 4/13/2018

Deutsche Bank AG, London Branch 0.00% due 10/19/2016

Deutsche Bank AG, London Branch 0.00% due 10/19/2016

Deutsche Bank AG, London Branch 8.2%, payable semiannually if index closes at or above barrier level on observation date for that period due 4/16/2020

Deutsche Bank AG, London Branch 10.6%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/17/2016

Deutsche Bank AG, London Branch 9.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/17/2016

Deutsche Bank AG, London Branch 8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/17/2016

Deutsche Bank AG, London Branch 0.00% due 4/22/2016

Deutsche Bank AG, London Branch 0.00% due 4/6/2018

Deutsche Bank AG, London Branch 0.00% due 10/13/2016

Deutsche Bank AG, London Branch 0.00% due 4/20/2016

Deutsche Bank AG, London Branch 13%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 4/20/2016

Deutsche Bank AG, London Branch Each quarter, notes pay coupon at rate of 6.9% per year if knock-in event does not occur during that quarter; otherwise, 1% per year for that interest period and each subsequent interest period due 10/6/2016

Deutsche Bank AG, London Branch 0.00% due 12/6/2016

Deutsche Bank AG, London Branch 0.00% due 7/7/2017

Deutsche Bank AG, London Branch 0.00% due 10/5/2017

Deutsche Bank AG, London Branch 7.20% due 3/31/2016

Deutsche Bank AG, London Branch 8.70% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 4/3/2018

Deutsche Bank AG, London Branch 0.00% due 4/2/2018

Deutsche Bank AG, London Branch 0.00% due 10/14/2016

Deutsche Bank AG, London Branch 0.00% due 10/14/2016

Deutsche Bank AG, London Branch 0.00% due 3/30/2017

Deutsche Bank AG, London Branch 0.00% due 3/31/2017

Deutsche Bank AG, London Branch 0.00% due 3/31/2020

Deutsche Bank AG, London Branch 0.00% due 3/29/2018

Deutsche Bank AG, London Branch 0.00% due 4/3/2018

Deutsche Bank AG, London Branch 0.00% due 3/27/2020

Deutsche Bank AG, London Branch 0.00% due 3/30/2017

Deutsche Bank AG, London Branch 0.00% due 3/24/2017

Deutsche Bank AG, London Branch 0.00% due 3/31/2025

Deutsche Bank AG, London Branch 0.00% due 3/29/2019

Deutsche Bank AG, London Branch 0.00% due 10/1/2018

Deutsche Bank AG, London Branch 0.00% due 4/3/2018

Deutsche Bank AG, London Branch 0.00% due 9/29/2016

Deutsche Bank AG, London Branch 0.00% due 3/29/2018

Deutsche Bank AG, London Branch 10% for first year; after that, (a) applicable multiplier multiplied by (b) 30-year CMS rate minus two-year CMS rate minus 0.875%, subject to minimum of zero and maximum of 10% per year; payable quarterly due 3/27/2035

Deutsche Bank AG, London Branch 0.00% due 3/23/2018

Deutsche Bank AG, London Branch 0.00% due 3/23/2018

Deutsche Bank AG, London Branch 13.75% per year unless either underlying component closes below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 9/23/2016

Deutsche Bank AG, London Branch 0.00% due 3/16/2018

Deutsche Bank AG, London Branch 0.00% due 3/30/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 0.00% due 6/16/2016

Deutsche Bank AG, London Branch 0.00% due 9/21/2016

Deutsche Bank AG, London Branch 11.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/19/2016

Deutsche Bank AG, London Branch 9.6% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/19/2016

Deutsche Bank AG, London Branch 12.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/19/2016

Deutsche Bank AG, London Branch 0.00% due 3/14/2017

Deutsche Bank AG, London Branch 0.00% due 3/9/2018

Deutsche Bank AG, London Branch 0.00% due 3/9/2017

Deutsche Bank AG, London Branch 11% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/12/2016

Deutsche Bank AG, London Branch 8.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/12/2016

Deutsche Bank AG, London Branch 0.00% due 3/16/2016

Deutsche Bank AG, London Branch 15.5% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 3/2/2020

Deutsche Bank AG, London Branch 11.50% due 3/11/2016

Deutsche Bank AG, London Branch 0.00% due 2/28/2025

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/28/2020

Deutsche Bank AG, London Branch 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/28/2020

Deutsche Bank AG, London Branch 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/28/2020

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/28/2020

Deutsche Bank AG, London Branch 0.00% due 3/1/2018

Deutsche Bank AG, London Branch 0.00% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 2/28/2025

Deutsche Bank AG, London Branch 0.00% due 2/28/2019

Deutsche Bank AG, London Branch 8.3%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 8/25/2016

Deutsche Bank AG, London Branch 9.7%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 8/25/2016

Deutsche Bank AG, London Branch 9.3% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/25/2016

Deutsche Bank AG, London Branch 8.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/25/2016

Deutsche Bank AG, London Branch 5.60% due 3/2/2016

Deutsche Bank AG, London Branch 0.00% due 3/17/2016

Deutsche Bank AG, London Branch 0.00% due 3/15/2016

Deutsche Bank AG, London Branch 8.05% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 2/13/2020

Deutsche Bank AG, London Branch 0.00% due 8/12/2016

Deutsche Bank AG, London Branch 0.00% due 5/11/2016

Deutsche Bank AG, London Branch 0.00% due 2/24/2016

Deutsche Bank AG, London Branch 0.00% due 2/24/2016

Deutsche Bank AG, London Branch 18% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 2/11/2020

Deutsche Bank AG, London Branch 10.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/12/2016

Deutsche Bank AG, London Branch 10.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/12/2016

Deutsche Bank AG, London Branch 11.4% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/12/2016

Deutsche Bank AG, London Branch 10.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/12/2016

Deutsche Bank AG, London Branch 0.00% due 1/31/2020

Deutsche Bank AG, London Branch 0.00% due 1/31/2020

Deutsche Bank AG, London Branch 7.6% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/3/2016

Deutsche Bank AG, London Branch 8.40% due 2/1/2017

Deutsche Bank AG, London Branch 7.25%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/30/2020

Deutsche Bank AG, London Branch 0.00% due 1/26/2017

Deutsche Bank AG, London Branch 0.00% due 1/28/2020

Deutsche Bank AG, London Branch 0.00% due 1/27/2017

Deutsche Bank AG, London Branch 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/29/2020

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/29/2020

Deutsche Bank AG, London Branch 0.00% due 1/26/2017

Deutsche Bank AG, London Branch 0.00% due 2/25/2016

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 7.20% due 1/22/2016

Deutsche Bank AG, London Branch 7.30% due 1/22/2016

Deutsche Bank AG, London Branch 7.80% due 1/22/2016

Deutsche Bank AG, London Branch 0.00% due 2/3/2016

Deutsche Bank AG, London Branch 0.00% due 2/3/2016

Deutsche Bank AG, London Branch 18.05%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 2/3/2016

Deutsche Bank AG, London Branch 14.05%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 2/3/2016

Deutsche Bank AG, London Branch 0.00% due 5/20/2016

Deutsche Bank AG, London Branch 0.00% due 1/18/2017

Deutsche Bank AG, London Branch 5.3%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/16/2020

Deutsche Bank AG, London Branch 8.15% due 1/12/2018

Deutsche Bank AG, London Branch 10.95%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/27/2016

Deutsche Bank AG, London Branch 6.1%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/12/2018

Deutsche Bank AG, London Branch 0.00% due 1/11/2018

Deutsche Bank AG, London Branch 0.00% due 3/9/2017

Deutsche Bank AG, London Branch 15.1%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/6/2020

Deutsche Bank AG, London Branch 0.00% due 1/5/2017

Deutsche Bank AG, London Branch 6.90% due 12/31/2015

Deutsche Bank AG, London Branch 7.10% due 12/31/2015

Deutsche Bank AG, London Branch 0.00% due 6/30/2016

Deutsche Bank AG, London Branch 0.00% due 1/29/2016

Deutsche Bank AG, London Branch 0.00% due 1/29/2016

Deutsche Bank AG, London Branch 0.00% due 12/31/2019

Deutsche Bank AG, London Branch 0.00% due 12/29/2017

Deutsche Bank AG, London Branch 0.00% due 12/22/2017

Deutsche Bank AG, London Branch 0.00% due 12/30/2019

Deutsche Bank AG, London Branch 0.00% due 12/22/2017

Deutsche Bank AG, London Branch 0.00% due 12/23/2016

Deutsche Bank AG, London Branch 0.00% due 12/23/2016

Deutsche Bank AG, London Branch 0.00% due 12/22/2017

Deutsche Bank AG, London Branch 0.00% due 12/22/2017

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 12/26/2019

Deutsche Bank AG, London Branch 0.00% due 4/25/2016

Deutsche Bank AG, London Branch 15%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/19/2019

Deutsche Bank AG, London Branch 0.00% due 3/18/2016

Deutsche Bank AG, London Branch 0.00% due 12/21/2017

Deutsche Bank AG, London Branch 12.8%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 6/17/2016

Deutsche Bank AG, London Branch 9.8%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 6/17/2016

Deutsche Bank AG, London Branch 11.2%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 6/17/2016

Deutsche Bank AG, London Branch 0.00% due 6/17/2019

Deutsche Bank AG, London Branch 0.00% due 12/17/2019

Deutsche Bank AG, London Branch 0.00% due 1/14/2016

Deutsche Bank AG, London Branch 0.00% due 3/9/2017

Deutsche Bank AG, London Branch 12.3% if neither component falls to or below knock-out level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/9/2016

Deutsche Bank AG, London Branch Contingent monthly coupon of 11.05% per year if fund closes at or above barrier price on monthly observation date due 12/8/2017

Deutsche Bank AG, London Branch 0.00% due 12/11/2019

Deutsche Bank AG, London Branch 0.00% due 12/11/2019

Deutsche Bank AG, London Branch 0.00% due 12/11/2019

Deutsche Bank AG, London Branch 15.4% per year, payable quarterly if Silver Wheaton shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 6/13/2016

Deutsche Bank AG, London Branch 0.00% due 11/23/2016

Deutsche Bank AG, London Branch 10%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 5/31/2016

Deutsche Bank AG, London Branch 8.2%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 5/31/2016

Deutsche Bank AG, London Branch 0.00% due 11/24/2017

Deutsche Bank AG, London Branch 0.00% due 11/27/2017

Deutsche Bank AG, London Branch 0.00% due 5/11/2016

Deutsche Bank AG, London Branch 0.00% due 11/23/2016

Deutsche Bank AG, London Branch 0.00% due 11/25/2016

Deutsche Bank AG, London Branch 0.00% due 11/28/2016

Deutsche Bank AG, London Branch 0.00% due 12/31/2015

Deutsche Bank AG, London Branch 0.00% due 11/29/2024

Deutsche Bank AG, London Branch 0.00% due 5/30/2018

Deutsche Bank AG, London Branch 0.00% due 12/24/2015

Deutsche Bank AG, London Branch 10% for first year; after that, four times the spread between the 30-year CMS rate and the two-year CMS rate minus 25 bps, subject to a cap of 10% and a floor of 0%; payable quarterly due 11/26/2034

Deutsche Bank AG, London Branch 0.00% due 11/27/2017

Deutsche Bank AG, London Branch 0.00% due 9/22/2016

Deutsche Bank AG, London Branch 0.00% due 5/23/2019

Deutsche Bank AG, London Branch 0.00% due 8/21/2015

Deutsche Bank AG, London Branch 0.00% due 8/20/2015

Deutsche Bank AG, London Branch 7.60% due 11/20/2015

Deutsche Bank AG, London Branch 8.20% due 11/20/2015

Deutsche Bank AG, London Branch 7.75% due 11/20/2015

Deutsche Bank AG, London Branch 8.00% due 11/20/2015

Deutsche Bank AG, London Branch 0.00% due 5/18/2016

Deutsche Bank AG, London Branch 10% per year, payable quarterly if EOG shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 12/2/2015

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/20/2019

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/20/2019

Deutsche Bank AG, London Branch 0.00% due 12/3/2015

Deutsche Bank AG, London Branch 0.00% due 12/3/2015

Deutsche Bank AG, London Branch 0.00% due 11/17/2016

Deutsche Bank AG, London Branch 0.00% due 11/24/2015

Deutsche Bank AG, London Branch 0.00% due 11/13/2017

Deutsche Bank AG, London Branch 7.2%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 11/8/2019

Deutsche Bank AG, London Branch 0.000% due 12/3/2015

Deutsche Bank AG, London Branch 0.00% due 5/3/2018

Deutsche Bank AG, London Branch 0.00% due 11/3/2016

Deutsche Bank AG, London Branch 0.00% due 5/5/2016

Deutsche Bank AG, London Branch 0.00% due 7/6/2017

Deutsche Bank AG, London Branch 0.00% due 10/31/2024

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/31/2019

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/31/2019

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/31/2019

Deutsche Bank AG, London Branch 0.00% due 11/2/2017

Deutsche Bank AG, London Branch 7.00% due 10/31/2016

Deutsche Bank AG, London Branch 10% for first year; after that, 4.5 times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to minimum of zero and maximum of 10% per year; payable quarterly due 10/31/2034

Deutsche Bank AG, London Branch 0.00% due 11/30/2015

Deutsche Bank AG, London Branch 0.00% due 10/31/2019

Deutsche Bank AG, London Branch 0.00% due 11/2/2017

Deutsche Bank AG, London Branch 0.00% due 11/12/2015

Deutsche Bank AG, London Branch 0.00% due 4/27/2016

Deutsche Bank AG, London Branch 0.00% due 11/12/2015

Deutsche Bank AG, London Branch 9.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/29/2016

Deutsche Bank AG, London Branch 13.3% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/29/2016

Deutsche Bank AG, London Branch 12% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/29/2016

Deutsche Bank AG, London Branch 9.1%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 10/29/2015

Deutsche Bank AG, London Branch 5.90% due 1/28/2016

Deutsche Bank AG, London Branch 0.00% due 10/28/2016

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.1% per year if each underlying component closes at or above trigger level on observation date for that quarter due 4/26/2017

Deutsche Bank AG, London Branch Libor minus 16 bps, payable monthly due 12/10/2015

Deutsche Bank AG, London Branch 0.000% due 11/20/2015

Deutsche Bank AG, London Branch 0.00% due 11/20/2015

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/22/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/22/2019

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/22/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/22/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/22/2019

Deutsche Bank AG, London Branch 0.00% due 10/19/2017

Deutsche Bank AG, London Branch 0.00% due 9/19/2016

Deutsche Bank AG, London Branch 0.00% due 10/19/2016

Deutsche Bank AG, London Branch 0.00% due 10/29/2015

Deutsche Bank AG, London Branch 0.00% due 10/13/2017

Deutsche Bank AG, London Branch 0.00% due 10/13/2016

Deutsche Bank AG, London Branch 0.00% due 8/30/2016

Deutsche Bank AG, London Branch 0.00% due 4/14/2016

Deutsche Bank AG, London Branch 0.00% due 9/6/2016

Deutsche Bank AG, London Branch 8.00% due 10/30/2015

Deutsche Bank AG, London Branch 0.00% due 10/28/2015

Deutsche Bank AG, London Branch 0.00% due 6/13/2018

Deutsche Bank AG, London Branch 0.00% due 10/13/2016

Deutsche Bank AG, London Branch 0.00% due 10/12/2023

Deutsche Bank AG, London Branch 0.00% due 10/21/2015

Deutsche Bank AG, London Branch 0.00% due 4/6/2016

Deutsche Bank AG, London Branch 0.00% due 4/6/2016

Deutsche Bank AG, London Branch 11.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/21/2015

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/9/2019

Deutsche Bank AG, London Branch 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/9/2019

Deutsche Bank AG, London Branch 0.00% due 10/6/2016

Deutsche Bank AG, London Branch 0.00% due 6/26/2019

Deutsche Bank AG, London Branch 0.00% due 10/4/2016

Deutsche Bank AG, London Branch 7.30% due 9/30/2015

Deutsche Bank AG, London Branch 7.20% due 9/30/2015

Deutsche Bank AG, London Branch 6.50% due 9/30/2015

Deutsche Bank AG, London Branch 8.40% due 9/30/2015

Deutsche Bank AG, London Branch 8.00% due 9/30/2015

Deutsche Bank AG, London Branch 0.00% due 9/30/2019

Deutsche Bank AG, London Branch 0.00% due 10/29/2015

Deutsche Bank AG, London Branch 0.00% due 10/1/2019

Deutsche Bank AG, London Branch 0.00% due 10/30/2015

Deutsche Bank AG, London Branch 0.00% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 9/30/2019

Deutsche Bank AG, London Branch 8% for first year; after that, four times a rate of the spread between the 30-year CMS rate and the two-year CMS rate minus 25 bps, subject to a cap of 8% and a floor of 0%; payable quarterly due 9/30/2034

Deutsche Bank AG, London Branch 0.00% due 1/20/2016

Deutsche Bank AG, London Branch 0.00% due 9/23/2016

Deutsche Bank AG, London Branch 0.00% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 10/30/2015

Deutsche Bank AG, London Branch 0.00% due 10/14/2015

Deutsche Bank AG, London Branch 0.00% due 10/14/2015

Deutsche Bank AG, London Branch 8.00% due 10/9/2015

Deutsche Bank AG, London Branch 0.00% due 9/30/2019

Deutsche Bank AG, London Branch 0.00% due 3/30/2016

Deutsche Bank AG, London Branch 0.00% due 9/27/2019

Deutsche Bank AG, London Branch 0.00% due 9/27/2019

Deutsche Bank AG, London Branch 0.00% due 9/26/2016

Deutsche Bank AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year if each underlying component closes at or above trigger level on observation date for that quarter due 9/27/2018

Deutsche Bank AG, London Branch 0.00% due 1/4/2016

Deutsche Bank AG, London Branch 0.00% due 9/27/2024

Deutsche Bank AG, London Branch 0.00% due 9/22/2017

Deutsche Bank AG, London Branch 0.00% due 10/22/2015

Deutsche Bank AG, London Branch 0.00% due 10/7/2015

Deutsche Bank AG, London Branch 0.00% due 9/25/2019

Deutsche Bank AG, London Branch 0.00% due 9/25/2019

Deutsche Bank AG, London Branch 0.00% due 5/23/2016

Deutsche Bank AG, London Branch 0.00% due 10/2/2015

Deutsche Bank AG, London Branch 0.00% due 10/2/2015

Deutsche Bank AG, London Branch 9%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 3/18/2016

Deutsche Bank AG, London Branch 9%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 3/18/2016

Deutsche Bank AG, London Branch 9.5%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 3/18/2016

Deutsche Bank AG, London Branch 9.4%, payable monthly if the stock closes at or above the coupon barrier level on an observation date for that month due 3/18/2016

Deutsche Bank AG, London Branch 0.00% due 9/15/2017

Deutsche Bank AG, London Branch 0.00% due 9/15/2017

Deutsche Bank AG, London Branch 0.00% due 10/2/2015

Deutsche Bank AG, London Branch 10.55%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/30/2015

Deutsche Bank AG, London Branch 12.1%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/30/2015

Deutsche Bank AG, London Branch 13.5%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/30/2015

Deutsche Bank AG, London Branch 0.00% due 3/17/2016

Deutsche Bank AG, London Branch 7%, payable monthly if shares close at or above trigger price on observation date for that month due 9/18/2019

Deutsche Bank AG, London Branch 7%, payable monthly if shares close at or above trigger price on observation date for that month due 9/18/2019

Deutsche Bank AG, London Branch 7%, payable monthly if shares close at or above trigger price on observation date for that month due 9/18/2019

Deutsche Bank AG, London Branch 7%, payable monthly if shares close at or above trigger price on observation date for that month due 9/18/2019

Deutsche Bank AG, London Branch 0.00% due 9/14/2016

Deutsche Bank AG, London Branch 5.15% due 12/10/2015

Deutsche Bank AG, London Branch 0.00% due 9/24/2015

Deutsche Bank AG, London Branch 0.00% due 9/10/2019

Deutsche Bank AG, London Branch 0.00% due 9/8/2017

Deutsche Bank AG, London Branch 0.00% due 9/9/2016

Deutsche Bank AG, London Branch 0.00% due 9/7/2018

Deutsche Bank AG, London Branch 13% if neither component falls to or below knock-out level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/9/2016

Deutsche Bank AG, London Branch 0.00% due 9/8/2016

Deutsche Bank AG, London Branch 0.00% due 9/1/2017

Deutsche Bank AG, London Branch 0.00% due 9/1/2017

Deutsche Bank AG, London Branch 0.00% due 3/3/2016

Deutsche Bank AG, London Branch 9.4%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/16/2015

Deutsche Bank AG, London Branch 0.00% due 9/16/2015

Deutsche Bank AG, London Branch 0.00% due 6/28/2018

Deutsche Bank AG, London Branch 12.25% initially, beginning Aug. 28, 2015, four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 10% with floor of zero; payable quarterly due 8/28/2034

Deutsche Bank AG, London Branch 6.1% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/30/2019

Deutsche Bank AG, London Branch 0.00% due 8/31/2017

Deutsche Bank AG, London Branch 6.3%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/29/2019

Deutsche Bank AG, London Branch 6.75%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/29/2019

Deutsche Bank AG, London Branch 11.50% due 8/31/2015

Deutsche Bank AG, London Branch 9.00% due 8/31/2015

Deutsche Bank AG, London Branch 8.25% due 8/31/2015

Deutsche Bank AG, London Branch 0.00% due 8/25/2017

Deutsche Bank AG, London Branch 0.00% due 8/25/2017

Deutsche Bank AG, London Branch 0.00% due 8/25/2017

Deutsche Bank AG, London Branch 0.00% due 9/10/2015

Deutsche Bank AG, London Branch 0.00% due 9/10/2015

Deutsche Bank AG, London Branch 0.00% due 9/10/2015

Deutsche Bank AG, London Branch 0.00% due 2/24/2016

Deutsche Bank AG, London Branch 0.00% due 9/10/2015

Deutsche Bank AG, London Branch 0.00% due 9/10/2015

Deutsche Bank AG, London Branch 0.00% due 8/28/2019

Deutsche Bank AG, London Branch 0.00% due 8/28/2024

Deutsche Bank AG, London Branch 0.00% due 2/11/2016

Deutsche Bank AG, London Branch 0.00% due 8/30/2016

Deutsche Bank AG, London Branch 0.00% due 1/4/2016

Deutsche Bank AG, London Branch 8.1% annualized, payable monthly if MGM Resorts shares close at or above coupon barrier on observation date for the month due 2/22/2016

Deutsche Bank AG, London Branch 8% annualized, payable monthly if Oasis Petroleum shares close at or above coupon barrier on observation date for the month due 2/22/2016

Deutsche Bank AG, London Branch 10.2% annualized, payable monthly if VMWare shares close at or above coupon barrier on observation date for the month due 2/22/2016

Deutsche Bank AG, London Branch 0.00% due 8/18/2017

Deutsche Bank AG, London Branch 0.00% due 8/18/2017

Deutsche Bank AG, London Branch 0.00% due 12/21/2015

Deutsche Bank AG, London Branch 0.00% due 9/3/2015

Deutsche Bank AG, London Branch 0.00% due 8/19/2015

Deutsche Bank AG, London Branch 0.00% due 8/17/2034

Deutsche Bank AG, London Branch 0.00% due 4/15/2016

Deutsche Bank AG, London Branch 0.00% due 6/16/2016

Deutsche Bank AG, London Branch 10.35% annualized for each month that stock closes at or above coupon barrier level on review date for that month due 2/12/2016

Deutsche Bank AG, London Branch 11.7% annualized for each month that stock closes at or above coupon barrier level on review date for that month due 2/12/2016

Deutsche Bank AG, London Branch 10.5% annualized for each month that stock closes at or above coupon barrier level on review date for that month due 2/12/2016

Deutsche Bank AG, London Branch 0.00% due 8/11/2017

Deutsche Bank AG, London Branch 0.00% due 8/11/2017

Deutsche Bank AG, London Branch 0.00% due 12/18/2015

Deutsche Bank AG, London Branch 0.00% due 9/13/2016

Deutsche Bank AG, London Branch 0.00% due 2/10/2016

Deutsche Bank AG, London Branch 8.35% per year, payable quarterly if each underlier closes at or above barrier price on observation date for that quarter due 8/11/2017

Deutsche Bank AG, London Branch 0.00% due 8/11/2016

Deutsche Bank AG, London Branch 0.00% due 8/10/2017

Deutsche Bank AG, London Branch 5.65% due 2/11/2016

Deutsche Bank AG, London Branch 0.00% due 8/4/2017

Deutsche Bank AG, London Branch 0.00% due 8/19/2015

Deutsche Bank AG, London Branch 0.00% due 12/18/2015

Deutsche Bank AG, London Branch 0.00% due 12/18/2015

Deutsche Bank AG, London Branch 0.00% due 2/3/2016

Deutsche Bank AG, London Branch 12.65%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/19/2015

Deutsche Bank AG, London Branch 0.00% due 8/19/2015

Deutsche Bank AG, London Branch 0.00% due 7/7/2016

Deutsche Bank AG, London Branch 0.00% due 8/19/2015

Deutsche Bank AG, London Branch 0.00% due 7/31/2024

Deutsche Bank AG, London Branch 0.00% due 7/31/2019

Deutsche Bank AG, London Branch 10% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 2/3/2016

Deutsche Bank AG, London Branch 0.00% due 8/31/2015

Deutsche Bank AG, London Branch 0.00% due 7/31/2019

Deutsche Bank AG, London Branch 0.00% due 7/31/2024

Deutsche Bank AG, London Branch 0.00% due 7/31/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2019

Deutsche Bank AG, London Branch 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2019

Deutsche Bank AG, London Branch 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 7/31/2019

Deutsche Bank AG, London Branch 0.00% due 8/2/2017

Deutsche Bank AG, London Branch 0.00% due 7/31/2024

Deutsche Bank AG, London Branch 0.00% due 7/28/2017

Deutsche Bank AG, London Branch 0.00% due 7/28/2017

Deutsche Bank AG, London Branch 0.00% due 8/12/2015

Deutsche Bank AG, London Branch 0.00% due 8/12/2015

Deutsche Bank AG, London Branch 0.00% due 1/27/2016

Deutsche Bank AG, London Branch 0.00% due 1/27/2016

Deutsche Bank AG, London Branch 0.00% due 1/27/2016

Deutsche Bank AG, London Branch 12.8%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/12/2015

Deutsche Bank AG, London Branch 0.00% due 8/12/2015

Deutsche Bank AG, London Branch 12.65% due 7/28/2016

Deutsche Bank AG, London Branch 0.00% due 7/27/2016

Deutsche Bank AG, London Branch 0.00% due 6/27/2016

Deutsche Bank AG, London Branch 0.00% due 5/26/2016

Deutsche Bank AG, London Branch 0.00% due 7/26/2016

Deutsche Bank AG, London Branch 0.00% due 1/22/2016

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 7.8% per year if HP shares close at or above coupon barrier on observation date for that month due 1/25/2016

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8.5% per year if Monster Beverage shares close at or above coupon barrier on observation date for that month; Coupon barrier: $50.86, 75% of initial share price due 1/25/2016

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year if Yahoo! shares close at or above coupon barrier on observation date for that month; Coupon barrier: $26.66, 80% of initial share price due 1/25/2016

Deutsche Bank AG, London Branch 0.00% due 7/21/2017

Deutsche Bank AG, London Branch 0.00% due 7/21/2017

Deutsche Bank AG, London Branch 0.00% due 8/5/2015

Deutsche Bank AG, London Branch 0.00% due 8/5/2015

Deutsche Bank AG, London Branch 0.00% due 6/30/2017

Deutsche Bank AG, London Branch One-month Libor minus 15 bps; payable monthly due 8/20/2015

Deutsche Bank AG, London Branch 12%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/15/2016

Deutsche Bank AG, London Branch 9.3%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/15/2016

Deutsche Bank AG, London Branch 10.8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/15/2016

Deutsche Bank AG, London Branch 0.00% due 7/14/2016

Deutsche Bank AG, London Branch 0.00% due 7/12/2016

Deutsche Bank AG, London Branch 0.00% due 8/8/2016

Deutsche Bank AG, London Branch 0.00% due 1/7/2016

Deutsche Bank AG, London Branch 8.40% due 7/9/2015

Deutsche Bank AG, London Branch 10.50% due 7/9/2015

Deutsche Bank AG, London Branch 7.40% due 7/9/2015

Deutsche Bank AG, London Branch 0.00% due 7/6/2018

Deutsche Bank AG, London Branch 0.00% due 1/7/2016

Deutsche Bank AG, London Branch 0.00% due 9/30/2016

Deutsche Bank AG, London Branch 0.00% due 7/6/2018

Deutsche Bank AG, London Branch 0.00% due 4/6/2016

Deutsche Bank AG, London Branch 0.00% due 10/6/2015

Deutsche Bank AG, London Branch 0.00% due 12/31/2015

Deutsche Bank AG, London Branch 7.25%, payable quarterly if each component closes at or above its coupon barrier on observation date for that period due 6/30/2017

Deutsche Bank AG, London Branch 0.00% due 6/28/2019

Deutsche Bank AG, London Branch 0.000% due 9/6/2016

Deutsche Bank AG, London Branch 8%, payable monthly if units close at or above trigger price on observation date for that month due 6/28/2019

Deutsche Bank AG, London Branch 7%, payable monthly if shares close at or above trigger price on observation date for that month due 6/28/2019

Deutsche Bank AG, London Branch 8%, payable monthly if shares close at or above trigger price on observation date for that month due 6/28/2019

Deutsche Bank AG, London Branch 0.00% due 6/29/2018

Deutsche Bank AG, London Branch 10% for first year; after that, (a) four times (b) spread of 30-year CMS rate over two-year CMS rate minus 40 bps, subject to minimum of 0% and maximum of 10% per year; payable quarterly due 6/30/2034

Deutsche Bank AG, London Branch 0.00% due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 6/28/2019

Deutsche Bank AG, London Branch 0.00% due 6/29/2018

Deutsche Bank AG, London Branch 0.00% due 6/30/2017

Deutsche Bank AG, London Branch 0.00% due 6/28/2016

Deutsche Bank AG, London Branch 10.09% due 6/25/2015

Deutsche Bank AG, London Branch 8.76% due 6/25/2015

Deutsche Bank AG, London Branch 8.30% due 6/25/2015

Deutsche Bank AG, London Branch 0.00% due 12/24/2015

Deutsche Bank AG, London Branch 0.00% due 7/9/2015

Deutsche Bank AG, London Branch 0.00% due 7/9/2015

Deutsche Bank AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/29/2015

Deutsche Bank AG, London Branch 9.7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/29/2015

Deutsche Bank AG, London Branch 8.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/29/2015

Deutsche Bank AG, London Branch 0.00% due 4/21/2016

Deutsche Bank AG, London Branch 0.00% due 6/21/2016

Deutsche Bank AG, London Branch 0.00% due 6/19/2019

Deutsche Bank AG, London Branch 0.00% due 12/17/2015

Deutsche Bank AG, London Branch 0.00% due 12/17/2015

Deutsche Bank AG, London Branch 0.00% due 12/17/2015

Deutsche Bank AG, London Branch 0.00% due 6/16/2017

Deutsche Bank AG, London Branch 0.00% due 6/16/2017

Deutsche Bank AG, London Branch 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/19/2019

Deutsche Bank AG, London Branch 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/19/2019

Deutsche Bank AG, London Branch 0.00% due 6/19/2017

Deutsche Bank AG, London Branch 0.00% due 1/19/2016

Deutsche Bank AG, London Branch 0.00% due 6/15/2034

Deutsche Bank AG, London Branch 0.00% due 6/24/2015

Deutsche Bank AG, London Branch 0.000% due 12/10/2015

Deutsche Bank AG, London Branch 0.000% due 7/9/2015

Deutsche Bank AG, London Branch 0.000% due 7/9/2015

Deutsche Bank AG, London Branch 0.00% due 6/12/2019

Deutsche Bank AG, London Branch 0.00% due 6/12/2019

Deutsche Bank AG, London Branch 0.00% due 6/12/2019

Deutsche Bank AG, London Branch 72% of 30-year CMS rate, floor of 2%; payable quarterly due 6/6/2024

Deutsche Bank AG, London Branch 0.00% due 6/6/2019

Deutsche Bank AG, London Branch 0.00% due 6/5/2015

Deutsche Bank AG, London Branch 0.000% due 12/3/2015

Deutsche Bank AG, London Branch 0.00% due 7/31/2015

Deutsche Bank AG, London Branch 0.00% due 5/27/2016

Deutsche Bank AG, London Branch 0.00% due 5/27/2016

Deutsche Bank AG, London Branch 0.00% due 8/3/2015

Deutsche Bank AG, London Branch 0.00% due 6/9/2017

Deutsche Bank AG, London Branch 0.00% due 5/27/2016

Deutsche Bank AG, London Branch 0.00% due 8/4/2015

Deutsche Bank AG, London Branch 0.00% due 10/12/2023

Deutsche Bank AG, London Branch 0.00% due 7/31/2015

Deutsche Bank AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2019

Deutsche Bank AG, London Branch 6%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2019

Deutsche Bank AG, London Branch 0.00% due 5/31/2017

Deutsche Bank AG, London Branch 0.00% due 5/31/2019

Deutsche Bank AG, London Branch 0.00% due 5/31/2019

Deutsche Bank AG, London Branch 0.00% due 5/31/2024

Deutsche Bank AG, London Branch 0.00% due 10/22/2015

Deutsche Bank AG, London Branch 0.00% due 7/21/2015

Deutsche Bank AG, London Branch 6.6% if knock-in event does not occur during life of notes; otherwise, 1% for that interest period and each subsequent quarterly interest period; payable quarterly due 5/26/2015

Deutsche Bank AG, London Branch 0.00% due 5/23/2017

Deutsche Bank AG, London Branch 9.5% annualized for each month that stock closes at or above coupon barrier level on review date for that month due 11/20/2015

Deutsche Bank AG, London Branch 8% annualized for each month that stock closes at or above coupon barrier level on review date for that month due 11/20/2015

Deutsche Bank AG, London Branch 5.00% due 5/20/2015

Deutsche Bank AG, London Branch 0.00% due 1/20/2016

Deutsche Bank AG, London Branch 0.00% due 3/17/2016

Deutsche Bank AG, London Branch 0.00% due 7/14/2015

Deutsche Bank AG, London Branch 0.00% due 11/15/2017

Deutsche Bank AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/15/2019

Deutsche Bank AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/15/2019

Deutsche Bank AG, London Branch 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/15/2019

Deutsche Bank AG, London Branch 6%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/15/2019

Deutsche Bank AG, London Branch 0.00% due 5/5/2017

Deutsche Bank AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/8/2019

Deutsche Bank AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/8/2019

Deutsche Bank AG, London Branch 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/8/2019

Deutsche Bank AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/8/2019

Deutsche Bank AG, London Branch 0.00% due 7/6/2016

Deutsche Bank AG, London Branch 0.00% due 5/12/2016

Deutsche Bank AG, London Branch 10.50% due 4/30/2015

Deutsche Bank AG, London Branch 9.00% due 4/30/2015

Deutsche Bank AG, London Branch 9.00% due 4/30/2015

Deutsche Bank AG, London Branch 0.00% due 4/30/2024

Deutsche Bank AG, London Branch 0.00% due 4/30/2024

Deutsche Bank AG, London Branch 0.00% due 4/28/2017

Deutsche Bank AG, London Branch 0.00% due 7/31/2015

Deutsche Bank AG, London Branch 0.00% due 4/30/2019

Deutsche Bank AG, London Branch 0.00% due 4/30/2019

Deutsche Bank AG, London Branch 0.00% due 4/30/2019

Deutsche Bank AG, London Branch 0.00% due 6/28/2018

Deutsche Bank AG, London Branch 19.00% due 4/28/2015

Deutsche Bank AG, London Branch 10.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/27/2015

Deutsche Bank AG, London Branch 11%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/27/2015

Deutsche Bank AG, London Branch 5.00% due 5/20/2015

Deutsche Bank AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/17/2019

Deutsche Bank AG, London Branch 6%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/17/2019

Deutsche Bank AG, London Branch 7.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/17/2019

Deutsche Bank AG, London Branch 8.00% due 4/10/2015

Deutsche Bank AG, London Branch 9.60% due 4/10/2015

Deutsche Bank AG, London Branch 10.30% due 4/10/2015

Deutsche Bank AG, London Branch 8.50% due 4/10/2015

Deutsche Bank AG, London Branch 0.00% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 3/23/2016

Deutsche Bank AG, London Branch 0.00% due 5/29/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 7.2% per year if Bank of America shares close at or above coupon barrier on observation date for that month due 9/30/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year if Halliburton shares close at or above coupon barrier on observation date for that month due 9/30/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 13.4% per year if United Continental shares close at or above coupon barrier on observation date for that month due 9/30/2015

Deutsche Bank AG, London Branch 0.00% due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 4/1/2016

Deutsche Bank AG, London Branch 0.00% due 3/23/2016

Deutsche Bank AG, London Branch 0.00% due 3/31/2017

Deutsche Bank AG, London Branch 0.00% due 3/28/2016

Deutsche Bank AG, London Branch 0.00% due 3/28/2016

Deutsche Bank AG, London Branch 0.00% due 3/29/2019

Deutsche Bank AG, London Branch 7.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/29/2019

Deutsche Bank AG, London Branch 0.00% due 3/31/2017

Deutsche Bank AG, London Branch 0.00% due 3/30/2017

Deutsche Bank AG, London Branch 11% for first year; after that, (a) four times (b) spread of 30-year CMS rate over two-year CMS rate minus 45 bps, subject to minimum of zero and maximum of 10% per year; payable quarterly due 3/31/2034

Deutsche Bank AG, London Branch 0.00% due 9/24/2015

Deutsche Bank AG, London Branch 7% per year, payable monthly if Boeing stock closes at or above barrier price on monthly observation date due 3/27/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if BP stock closes at or above barrier price on monthly observation date due 3/27/2019

Deutsche Bank AG, London Branch 8% per year, payable monthly if Genworth Financial stock closes at or above barrier price on monthly observation date due 3/27/2019

Deutsche Bank AG, London Branch 5.50% due 3/24/2015

Deutsche Bank AG, London Branch 0.00% due 2/23/2016

Deutsche Bank AG, London Branch 0.00% due 3/23/2016

Deutsche Bank AG, London Branch 0.00% due 4/22/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8.89% per year if Genworth shares close at or above coupon barrier on observation date for that month; Coupon barrier: $12.47, 75% of initial share price due 9/18/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 8.6% per year if Hewlett-Packard shares close at or above coupon barrier on observation date for that month; Coupon barrier: $21.80, 75% of initial share price due 9/18/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 11.9% per year if Ryland shares close at or above coupon barrier on observation date for that month; Coupon barrier: $28.28, 70% of initial share price due 9/18/2015

Deutsche Bank AG, London Branch 0.00% due 4/5/2016

Deutsche Bank AG, London Branch 0.00% due 9/15/2015

Deutsche Bank AG, London Branch 0.00% due 9/11/2015

Deutsche Bank AG, London Branch 0.000% due 10/26/2015

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/13/2019

Deutsche Bank AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/13/2019

Deutsche Bank AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/13/2019

Deutsche Bank AG, London Branch 0.00% due 3/9/2016

Deutsche Bank AG, London Branch 0.00% due 4/24/2015

Deutsche Bank AG, London Branch 0.00% due 2/26/2016

Deutsche Bank AG, London Branch 0.00% due 2/26/2016

Deutsche Bank AG, London Branch 0.00% due 2/26/2016

Deutsche Bank AG, London Branch 9.00% due 3/13/2015

Deutsche Bank AG, London Branch 0.00% due 2/28/2017

Deutsche Bank AG, London Branch 0.00% due 2/29/2024

Deutsche Bank AG, London Branch 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/28/2019

Deutsche Bank AG, London Branch 7.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/28/2019

Deutsche Bank AG, London Branch 10.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/28/2015

Deutsche Bank AG, London Branch 11.53% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/28/2015

Deutsche Bank AG, London Branch 13% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/28/2015

Deutsche Bank AG, London Branch 10.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/28/2015

Deutsche Bank AG, London Branch 0.00% due 8/10/2017

Deutsche Bank AG, London Branch 0.00% due 8/28/2015

Deutsche Bank AG, London Branch 0.00% due 2/28/2018

Deutsche Bank AG, London Branch 0.00% due 4/29/2015

Deutsche Bank AG, London Branch 10.4%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/27/2019

Deutsche Bank AG, London Branch 6.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/27/2019

Deutsche Bank AG, London Branch 0.00% due 2/23/2018

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 10.43% per year if Delta shares close at or above coupon barrier on observation date for that month; Coupon barrier: $21.94, 70% of initial share price due 8/20/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 10% per year if Genworth shares close at or above coupon barrier on observation date for that month; Coupon barrier: $11.67, 75% of initial share price due 8/20/2015

Deutsche Bank AG, London Branch Each month, notes pay contingent coupon at rate of 10.71% per year if Las Vegas Sands shares close at or above coupon barrier on observation date for that month; Coupon barrier: $60.11, 75% of initial share price due 8/20/2015

Deutsche Bank AG, London Branch 0.00% due 3/19/2015

Deutsche Bank AG, London Branch 0.00% due 4/16/2015

Deutsche Bank AG, London Branch 5.00% due 3/16/2015

Deutsche Bank AG, London Branch 0.00% due 2/16/2016

Deutsche Bank AG, London Branch 0.00% due 2/10/2017

Deutsche Bank AG, London Branch 0.00% due 2/9/2017

Deutsche Bank AG, London Branch 8% per year, payable monthly if Apple stock closes at or above barrier price on monthly observation date due 2/8/2019

Deutsche Bank AG, London Branch 0.00% due 8/5/2015

Deutsche Bank AG, London Branch 0.00% due 2/1/2016

Deutsche Bank AG, London Branch 0.00% due 2/1/2017

Deutsche Bank AG, London Branch 10.3%, payable quarterly if shares close at or above barrier price on observation date for that period due 2/19/2015

Deutsche Bank AG, London Branch 24.1%, payable quarterly if shares close at or above barrier price on observation date for that period due 2/19/2015

Deutsche Bank AG, London Branch 0.00% due 2/19/2015

Deutsche Bank AG, London Branch 0.00% due 2/1/2017

Deutsche Bank AG, London Branch 0.00% due 2/2/2017

Deutsche Bank AG, London Branch 0.00% due 1/29/2016

Deutsche Bank AG, London Branch 4.70% due 2/3/2015

Deutsche Bank AG, London Branch 5.00% due 2/18/2015

Deutsche Bank AG, London Branch 0.00% due 1/31/2019

Deutsche Bank AG, London Branch 9.5% per year, payable monthly if Autodesk stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $37.83, 75% of initial share price due 7/31/2015

Deutsche Bank AG, London Branch 8% per year, payable monthly if Hartford stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $26.22, 80% of initial share price due 7/31/2015

Deutsche Bank AG, London Branch 9.8% per year, payable monthly if Rio Tinto shares close at or above coupon barrier on observation date for that month; Coupon barrier: $40.94, 80% of initial share price due 7/31/2015

Deutsche Bank AG, London Branch 0.00% due 6/15/2015

Deutsche Bank AG, London Branch 0.00% due 1/25/2017

Deutsche Bank AG, London Branch 8.2%, payable monthly if Dow Chemical shares close at or above coupon barrier on observation date for that month; Barrier price: $34.46, 80% of initial price due 7/23/2015

Deutsche Bank AG, London Branch 8.9%, payable monthly if Valero shares close at or above coupon barrier on observation date for that month; Barrier price: $38.57, 75% of initial price due 7/23/2015

Deutsche Bank AG, London Branch 0.00% due 2/20/2015

Deutsche Bank AG, London Branch 10.2%, payable quarterly if shares close at or above barrier price on observation date for that period due 2/4/2015

Deutsche Bank AG, London Branch 0.00% due 2/4/2015

Deutsche Bank AG, London Branch 0.00% due 1/24/2019

Deutsche Bank AG, London Branch 0.00% due 1/24/2019

Deutsche Bank AG, London Branch 0.000% due 7/21/2015

Deutsche Bank AG, London Branch 8.000% due 1/30/2015

Deutsche Bank AG, London Branch 9.00% due 1/30/2015

Deutsche Bank AG, London Branch 0.00% due 7/17/2015

Deutsche Bank AG, London Branch 0.00% due 7/16/2015

Deutsche Bank AG, London Branch 0.00% due 1/20/2015

Deutsche Bank AG, London Branch 0.00% due 1/20/2015

Deutsche Bank AG, London Branch 0.00% due 1/20/2015

Deutsche Bank AG, London Branch 19%, payable quarterly if shares close at or above barrier price on observation date for that period due 1/22/2015

Deutsche Bank AG, London Branch 24.9%, payable quarterly if shares close at or above barrier price on observation date for that period due 1/22/2015

Deutsche Bank AG, London Branch 0.00% due 1/5/2015

Deutsche Bank AG, London Branch 0.00% due 1/5/2015

Deutsche Bank AG, London Branch 0.00% due 1/7/2015

Deutsche Bank AG, London Branch 19% per year, payable quarterly if Sears shares close at or above barrier price on any quarterly observation date due 1/12/2015

Deutsche Bank AG, London Branch 10% per year, payable quarterly if Barnes & Noble shares close at or above barrier price on any quarterly observation date due 1/12/2015

Deutsche Bank AG, London Branch 0.00% due 1/5/2015

Deutsche Bank AG, London Branch 0.00% due 1/5/2015

Deutsche Bank AG, London Branch 0.00% due 1/5/2015

Deutsche Bank AG, London Branch 12.30% due 12/19/2014

Deutsche Bank AG, London Branch 8.80% due 12/19/2014

Deutsche Bank AG, London Branch 7.15% due 12/19/2014

Deutsche Bank AG, London Branch 8.00% due 12/19/2014

Deutsche Bank AG, London Branch 0.00% due 12/16/2016

Deutsche Bank AG, London Branch 0.00% due 2/19/2015

Deutsche Bank AG, London Branch 0.00% due 6/18/2015

Deutsche Bank AG, London Branch 0.00% due 1/15/2016

Deutsche Bank AG, London Branch 0.00% due 6/15/2016

Deutsche Bank AG, London Branch 8.70% due 6/15/2016

Deutsche Bank AG, London Branch 7.50% due 12/29/2014

Deutsche Bank AG, London Branch 8.25% due 6/12/2014

Deutsche Bank AG, London Branch 9.50% due 6/12/2014

Deutsche Bank AG, London Branch 0.00% due 1/9/2015

Deutsche Bank AG, London Branch 0.00% due 12/24/2014

Deutsche Bank AG, London Branch 0.00% due 9/24/2015

Deutsche Bank AG, London Branch 13.8% per year, payable quarterly if Facebook shares close at or above barrier price on any quarterly observation date due 12/24/2014

Deutsche Bank AG, London Branch 14.2% per year, payable quarterly if Gilead Sciences shares close at or above barrier price on any quarterly observation date due 12/24/2014

Deutsche Bank AG, London Branch 16.3% per year, payable quarterly if Newmont Mining shares close at or above barrier price on any quarterly observation date due 12/24/2014

Deutsche Bank AG, London Branch 0.00% due 12/8/2015

Deutsche Bank AG, London Branch 0.00% due 9/29/2015

Deutsche Bank AG, London Branch 0.00% due 12/1/2016

Deutsche Bank AG, London Branch 0.000% due 11/30/2018

Deutsche Bank AG, London Branch 0.000% due 11/30/2023

Deutsche Bank AG, London Branch 12.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/29/2015

Deutsche Bank AG, London Branch 9.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/29/2015

Deutsche Bank AG, London Branch 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/29/2015

Deutsche Bank AG, London Branch 12.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/29/2015

Deutsche Bank AG, London Branch 0.00% due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 11/25/2016

Deutsche Bank AG, London Branch 11.25% per year, payable quarterly if VeriFone Systems shares close at or above barrier price on observation date for that quarter due 12/10/2014

Deutsche Bank AG, London Branch 0.00% due 11/28/2018

Deutsche Bank AG, London Branch 0.00% due 11/28/2018

Deutsche Bank AG, London Branch 0.00% due 11/24/2015

Deutsche Bank AG, London Branch 11.2% per year unless either underlying component closes below its threshold level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 5/20/2015

Deutsche Bank AG, London Branch 13.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/21/2015

Deutsche Bank AG, London Branch 12.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/21/2015

Deutsche Bank AG, London Branch 0.00% due 11/16/2015

Deutsche Bank AG, London Branch 9.00% due 11/28/2014

Deutsche Bank AG, London Branch 7.30% due 11/14/2014

Deutsche Bank AG, London Branch 9.50% due 11/14/2014

Deutsche Bank AG, London Branch 7.85% due 11/14/2014

Deutsche Bank AG, London Branch 8.07% due 11/14/2014

Deutsche Bank AG, London Branch 8.80% due 11/14/2014

Deutsche Bank AG, London Branch 0.00% due 11/26/2014

Deutsche Bank AG, London Branch 0.00% due 11/26/2014

Deutsche Bank AG, London Branch 0.00% due 11/14/2016

Deutsche Bank AG, London Branch 0.00% due 11/14/2018

Deutsche Bank AG, London Branch 15% per year, payable quarterly if Facebook shares close at or above barrier price on observation date for that quarter due 11/26/2014

Deutsche Bank AG, London Branch 0.00% due 11/14/2016

Deutsche Bank AG, London Branch 7.65% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 5/6/2015

Deutsche Bank AG, London Branch 0.00% due 11/7/2018

Deutsche Bank AG, London Branch 0.00% due 11/7/2018

Deutsche Bank AG, London Branch 10.45%, payable quarterly if Yum! Brands shares close at or above barrier price on any quarterly observation date; otherwise, no coupon will be paid for that period due 11/19/2014

Deutsche Bank AG, London Branch 0.00% due 10/22/2015

Deutsche Bank AG, London Branch 0.00% due 10/31/2016

Deutsche Bank AG, London Branch 0.00% due 10/31/2018

Deutsche Bank AG, London Branch 0.00% due 10/31/2018

Deutsche Bank AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 10/31/2018

Deutsche Bank AG, London Branch 0.00% due 5/20/2015

Deutsche Bank AG, London Branch 12.2% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 11/5/2014

Deutsche Bank AG, London Branch 12.2% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 11/5/2014

Deutsche Bank AG, London Branch 0.00% due 10/24/2018

Deutsche Bank AG, London Branch 0.00% due 10/24/2018

Deutsche Bank AG, London Branch 0.00% due 10/23/2014

Deutsche Bank AG, London Branch 0.00% due 10/23/2014

Deutsche Bank AG, London Branch 8.00% due 4/17/2014

Deutsche Bank AG, London Branch 9.00% due 4/17/2014

Deutsche Bank AG, London Branch 0.00% due 10/30/2014

Deutsche Bank AG, London Branch 12.5%, payable quarterly if stock closes at or above barrier level on quarterly observation date due 10/29/2014

Deutsche Bank AG, London Branch 12.2% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/29/2014

Deutsche Bank AG, London Branch 0.00% due 10/12/2023

Deutsche Bank AG, London Branch 0.00% due 11/26/2014

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 9/28/2018

Deutsche Bank AG, London Branch 0.00% due 10/31/2014

Deutsche Bank AG, London Branch 0.00% due 9/29/2023

Deutsche Bank AG, London Branch 0.00% due 3/30/2016

Deutsche Bank AG, London Branch 0.00% due 10/1/2014

Deutsche Bank AG, London Branch 0.00% due 9/26/2018

Deutsche Bank AG, London Branch 0.00% due 9/26/2018

Deutsche Bank AG, London Branch 0.00% due 9/29/2015

Deutsche Bank AG, London Branch 10.15% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 10/6/2014

Deutsche Bank AG, London Branch 0.00% due 10/1/2014

Deutsche Bank AG, London Branch 0.00% due 11/20/2014

Deutsche Bank AG, London Branch 0.00% due 11/17/2014

Deutsche Bank AG, London Branch 0.00% due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 9/19/2014

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 10/23/2014

Deutsche Bank AG, London Branch 7.80% due 9/12/2014

Deutsche Bank AG, London Branch 8.52% due 9/12/2014

Deutsche Bank AG, London Branch 8.50% due 9/12/2014

Deutsche Bank AG, London Branch 9.20% due 9/12/2014

Deutsche Bank AG, London Branch 0.00% due 9/17/2014

Deutsche Bank AG, London Branch 0.00% due 9/10/2015

Deutsche Bank AG, London Branch 0.00% due 9/9/2015

Deutsche Bank AG, London Branch 15.5% per year, payable quarterly if stock closes at or above barrier on observation date for that quarter due 9/17/2014

Deutsche Bank AG, London Branch 0.00% due 10/31/2014

Deutsche Bank AG, London Branch 10.00% due 8/29/2014

Deutsche Bank AG, London Branch 0.00% due 9/9/2014

Deutsche Bank AG, London Branch 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 8/31/2018

Deutsche Bank AG, London Branch 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 8/31/2016

Deutsche Bank AG, London Branch 0.00% due 9/1/2016

Deutsche Bank AG, London Branch 0.00% due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 8/31/2016

Deutsche Bank AG, London Branch 0.00% due 8/31/2017

Deutsche Bank AG, London Branch 0.00% due 8/30/2016

Deutsche Bank AG, London Branch 0.00% due 8/29/2014

Deutsche Bank AG, London Branch 10% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 9/11/2014

Deutsche Bank AG, London Branch 0.00% due 8/31/2018

Deutsche Bank AG, London Branch 0.00% due 8/29/2014

Deutsche Bank AG, London Branch 0.00% due 8/24/2015

Deutsche Bank AG, London Branch 0.00% due 8/22/2014

Deutsche Bank AG, London Branch 0.00% due 8/22/2014

Deutsche Bank AG, London Branch 0.00% due 8/15/2018

Deutsche Bank AG, London Branch 0.00% due 8/15/2018

Deutsche Bank AG, London Branch 0.00% due 8/21/2014

Deutsche Bank AG, London Branch 0.00% due 8/8/2018

Deutsche Bank AG, London Branch 0.00% due 8/8/2018

Deutsche Bank AG, London Branch 0.00% due 2/5/2015

Deutsche Bank AG, London Branch 0.00% due 7/31/2023

Deutsche Bank AG, London Branch 0.00% due 7/31/2023

Deutsche Bank AG, London Branch 0.00% due 7/29/2016

Deutsche Bank AG, London Branch 0.00% due 7/31/2018

Deutsche Bank AG, London Branch 0.00% due 8/29/2014

Deutsche Bank AG, London Branch 0.00% due 8/29/2014

Deutsche Bank AG, London Branch 8.75% due 1/27/2015

Deutsche Bank AG, London Branch 8.50% due 1/27/2014

Deutsche Bank AG, London Branch 10.02% due 1/27/2014

Deutsche Bank AG, London Branch 0.00% due 8/6/2014

Deutsche Bank AG, London Branch 0.00% due 7/25/2018

Deutsche Bank AG, London Branch 0.00% due 7/25/2018

Deutsche Bank AG, London Branch Libor minus 25 bps; payable monthly due 7/21/2014

Deutsche Bank AG, London Branch 7.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/16/2015

Deutsche Bank AG, London Branch 0.00% due 8/14/2014

Deutsche Bank AG, London Branch 6.70% due 7/9/2014

Deutsche Bank AG, London Branch 8.80% due 7/9/2014

Deutsche Bank AG, London Branch 6.80% due 7/9/2014

Deutsche Bank AG, London Branch 0.00% due 7/23/2014

Deutsche Bank AG, London Branch 12.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2014

Deutsche Bank AG, London Branch 12%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 12/31/2015

Deutsche Bank AG, London Branch 0.00% due 12/30/2016

Deutsche Bank AG, London Branch 0.00% due 7/7/2014

Deutsche Bank AG, London Branch 0.00% due 7/31/2014

Deutsche Bank AG, London Branch 0.00% due 6/29/2016

Deutsche Bank AG, London Branch 0.00% due 7/10/2014

Deutsche Bank AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 6/29/2018

Deutsche Bank AG, London Branch 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 6/29/2018

Deutsche Bank AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 6/29/2018

Deutsche Bank AG, London Branch 0.00% due 6/23/2016

Deutsche Bank AG, London Branch 0.00% due 6/23/2016

Deutsche Bank AG, London Branch One-month Libor minus 15 bps; payable monthly due 7/22/2014

Deutsche Bank AG, London Branch 8.5% initially, beginning June 28, 2014, four times spread of 30-year CMS rate over five-year CMS rate less 50 bps, capped at 8.5% with floor of zero; payable quarterly due 6/28/2033

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 7/17/2014

Deutsche Bank AG, London Branch 8.40% due 6/13/2014

Deutsche Bank AG, London Branch 10.06% due 6/13/2014

Deutsche Bank AG, London Branch 10.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 6/13/2018

Deutsche Bank AG, London Branch 6.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 6/13/2018

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, floor of 0%; payable monthly due 7/17/2014

Deutsche Bank AG, London Branch 0.00% due 6/24/2014

Deutsche Bank AG, London Branch 0.00% due 6/3/2016

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 7/28/2014

Deutsche Bank AG, London Branch 0.00% due 5/31/2023

Deutsche Bank AG, London Branch 8.70% due 11/29/2013

Deutsche Bank AG, London Branch 8.25% due 11/29/2013

Deutsche Bank AG, London Branch 0.00% due 6/1/2018

Deutsche Bank AG, London Branch 5.30% due 9/4/2014

Deutsche Bank AG, London Branch 0.00% due 5/31/2023

Deutsche Bank AG, London Branch 0.00% due 5/31/2018

Deutsche Bank AG, London Branch 13.2%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/28/2014

Deutsche Bank AG, London Branch 12.7%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/28/2014

Deutsche Bank AG, London Branch 9.04%, payable monthly if stock closes at or above trigger price on observation date for that month due 5/31/2018

Deutsche Bank AG, London Branch 0.00% due 6/11/2014

Deutsche Bank AG, London Branch 9.25% due 11/22/2013

Deutsche Bank AG, London Branch 8.83% due 11/22/2013

Deutsche Bank AG, London Branch 0.00% due 5/21/2015

Deutsche Bank AG, London Branch 0.00% due 5/26/2016

Deutsche Bank AG, London Branch 9.75% due 5/20/2014

Deutsche Bank AG, London Branch 0.00% due 5/22/2014

Deutsche Bank AG, London Branch 0.00% due 5/14/2015

Deutsche Bank AG, London Branch 0.00% due 5/16/2018

Deutsche Bank AG, London Branch 0.00% due 5/16/2018

Deutsche Bank AG, London Branch Libor plus 90 bps, floor of zero, cap of 7%; payable quarterly due 5/23/2023

Deutsche Bank AG, London Branch 0.00% due 11/11/2014

Deutsche Bank AG, London Branch 8.700% due 11/8/2013

Deutsche Bank AG, London Branch 8.550% due 11/8/2013

Deutsche Bank AG, London Branch 0.000% due 5/15/2014

Deutsche Bank AG, London Branch 0.000% due 5/7/2015

Deutsche Bank AG, London Branch Initially 2.2%; beginning May 23, 2014, Libor plus 25 bps, subject to maximum rate of 5% per year; payable quarterly due 5/23/2018

Deutsche Bank AG, London Branch Libor plus 100 bps, floor of 1%, cap of 6%; payable quarterly due 5/15/2023

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 6/5/2014

Deutsche Bank AG, London Branch 7.69% due 4/30/2014

Deutsche Bank AG, London Branch 9.93% due 4/30/2014

Deutsche Bank AG, London Branch 7.99% due 4/30/2014

Deutsche Bank AG, London Branch 8.80% due 4/30/2014

Deutsche Bank AG, London Branch 0.00% due 4/30/2015

Deutsche Bank AG, London Branch 11.75% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable semiannually due 10/30/2014

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 5/30/2014

Deutsche Bank AG, London Branch 0.00% due 4/27/2016

Deutsche Bank AG, London Branch 0.00% due 4/28/2014

Deutsche Bank AG, London Branch 0.00% due 4/28/2014

Deutsche Bank AG, London Branch 0.00% due 10/2/2014

Deutsche Bank AG, London Branch One-month Libor minus 20 bps, payable monthly due 5/8/2014

Deutsche Bank AG, London Branch 0.00% due 3/29/2018

Deutsche Bank AG, London Branch 8% per year if shares close at or above trigger price on observation date for that month due 3/29/2018

Deutsche Bank AG, London Branch 8% per year if shares close at or above trigger price on observation date for that month due 3/29/2018

Deutsche Bank AG, London Branch 0.00% due 4/30/2014

Deutsche Bank AG, London Branch 0.00% due 3/30/2015

Deutsche Bank AG, London Branch 0.00% due 4/9/2014

Deutsche Bank AG, London Branch 10.15% due 9/20/2013

Deutsche Bank AG, London Branch 6.13% due 9/20/2013

Deutsche Bank AG, London Branch 0.000% due 4/2/2014

Deutsche Bank AG, London Branch 5.4% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 3/17/2016

Deutsche Bank AG, London Branch Initially 2%; beginning March 28, 2014, Libor plus 25 bps; maximum rate of 5%; payable quarterly due 3/28/2018

Deutsche Bank AG, London Branch 0.00% due 3/11/2015

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 4/9/2014

Deutsche Bank AG, London Branch 0.000% due 3/12/2014

Deutsche Bank AG, London Branch One-month Libor minus 20 bps, payable monthly due 4/14/2014

Deutsche Bank AG, London Branch One-month Libor minus 20 bps, payable monthly due 4/14/2014

Deutsche Bank AG, London Branch 7% per year if stock closes at or above trigger price on observation date for that month due 3/7/2018

Deutsche Bank AG, London Branch 9% per year if shares close at or above trigger price on observation date for that month due 3/7/2018

Deutsche Bank AG, London Branch 0.00% due 3/10/2014

Deutsche Bank AG, London Branch 0.00% due 8/31/2015

Deutsche Bank AG, London Branch 0.00% due 3/1/2016

Deutsche Bank AG, London Branch 8.5% initially, beginning March 15, 2014, 4.2 times spread of 30-year CMS rate over five-year CMS rate less 50 bps, capped at 8.5% with floor of zero; payable quarterly due 3/15/2033

Deutsche Bank AG, London Branch 0.00% due 3/1/2016

Deutsche Bank AG, London Branch 8.17% due 2/28/2014

Deutsche Bank AG, London Branch 6.80% due 2/28/2014

Deutsche Bank AG, London Branch 9.83% due 2/28/2014

Deutsche Bank AG, London Branch 9.96% due 2/28/2014

Deutsche Bank AG, London Branch 0.00% due 2/25/2016

Deutsche Bank AG, London Branch 0.00% due 3/3/2014

Deutsche Bank AG, London Branch 0.00% due 3/3/2014

Deutsche Bank AG, London Branch 0.00% due 3/3/2014

Deutsche Bank AG, London Branch 0.00% due 2/25/2016

Deutsche Bank AG, London Branch 0.00% due 2/25/2016

Deutsche Bank AG, London Branch 0.00% due 8/20/2014

Deutsche Bank AG, London Branch 0.00% due 2/27/2014

Deutsche Bank AG, London Branch If both indexes close at or above trigger levels on quarterly observation date, notes pay contingent coupon of 8% per year that quarter; otherwise, no coupon will be paid that quarter due 2/22/2018

Deutsche Bank AG, London Branch 2.125% initially, stepping up to 3% on Feb. 21, 2019 and to 4% on Feb. 21, 2021; payable semiannually due 2/21/2033

Deutsche Bank AG, London Branch 0.00% due 8/6/2014

Deutsche Bank AG, London Branch 0.00% due 2/14/2014

Deutsche Bank AG, London Branch 0.00% due 2/28/2014

Deutsche Bank AG, London Branch 0.00% due 2/2/2016

Deutsche Bank AG, London Branch 7.5% initially, beginning Jan. 31, 2014, 4 times spread of 30-year CMS rate over five-year CMS rate less 55 bps, capped at 7%; payable quarterly due 1/31/2033

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 3/13/2014

Deutsche Bank AG, London Branch 0.00% due 2/3/2014

Deutsche Bank AG, London Branch 0.00% due 2/3/2014

Deutsche Bank AG, London Branch 0.00% due 2/5/2014

Deutsche Bank AG, London Branch 0.00% due 1/28/2016

Deutsche Bank AG, London Branch 0.00% due 7/21/2016

Deutsche Bank AG, London Branch 0.000% due 7/23/2014

Deutsche Bank AG, London Branch 0.00% due 2/4/2014

Deutsche Bank AG, London Branch 0.00% due 1/27/2016

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 2/27/2014

Deutsche Bank AG, London Branch 0.00% due 1/29/2014

Deutsche Bank AG, London Branch 14.5% per year if stock closes at or above trigger price on observation date for that month; otherwise, no coupon will be paid that month due 1/16/2014

Deutsche Bank AG, London Branch 12.2% per year if stock closes at or above trigger price on observation date for that month; otherwise, no coupon will be paid that month due 1/16/2014

Deutsche Bank AG, London Branch 3% initially, stepping up to 4% for years 11 through 15 and to 5% for years 16 through 20; payable semiannually due 1/31/2033

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 2/13/2014

Deutsche Bank AG, London Branch 8% per year if stock closes at or above trigger price on observation date for that month; otherwise, no coupon will be paid that month due 1/12/2018

Deutsche Bank AG, London Branch 0.00% due 2/12/2014

Deutsche Bank AG, London Branch 10% annualized if stock closes at or above trigger price on observation date for that month due 12/29/2017

Deutsche Bank AG, London Branch 0.00% due 12/31/2014

Deutsche Bank AG, London Branch 0.000% due 12/31/2014

Deutsche Bank AG, London Branch 0.00% due 9/17/2015

Deutsche Bank AG, London Branch 11.25% due 12/27/2013

Deutsche Bank AG, London Branch 0.00% due 12/26/2014

Deutsche Bank AG, London Branch 0.13% due 12/20/2019

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 1/30/2014

Deutsche Bank AG, London Branch 0.00% due 12/27/2013

Deutsche Bank AG, London Branch 0.00% due 12/20/2022

Deutsche Bank AG, London Branch 10.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/19/2013

Deutsche Bank AG, London Branch 16.43% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/19/2013

Deutsche Bank AG, London Branch 10.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/19/2013

Deutsche Bank AG, London Branch 10.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/19/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 1/29/2014

Deutsche Bank AG, London Branch 0.00% due 12/16/2013

Deutsche Bank AG, London Branch 0.00% due 12/16/2013

Deutsche Bank AG, London Branch 0.00% due 12/16/2013

Deutsche Bank AG, London Branch 0.00% due 12/11/2014

Deutsche Bank AG, London Branch 0.000% due 12/8/2015

Deutsche Bank AG, London Branch 0.00% due 12/11/2013

Deutsche Bank AG, London Branch 0.00% due 12/18/2013

Deutsche Bank AG, London Branch 0.00% due 6/5/2013

Deutsche Bank AG, London Branch 17%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/18/2013

Deutsche Bank AG, London Branch 0.00% due 12/18/2013

Deutsche Bank AG, London Branch 6.00% due 12/6/2013

Deutsche Bank AG, London Branch 4.80% due 12/6/2013

Deutsche Bank AG, London Branch 8.70% due 12/6/2013

Deutsche Bank AG, London Branch 3.80% due 12/6/2013

Deutsche Bank AG, London Branch 10.20% due 12/6/2013

Deutsche Bank AG, London Branch 7.00% due 12/6/2013

Deutsche Bank AG, London Branch 6.50% due 12/6/2013

Deutsche Bank AG, London Branch 5.20% due 12/6/2013

Deutsche Bank AG, London Branch 9.70% due 12/6/2013

Deutsche Bank AG, London Branch 0.00% due 11/28/2014

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 1/16/2014

Deutsche Bank AG, London Branch 0.00% due 11/30/2015

Deutsche Bank AG, London Branch 0.00% due 12/2/2015

Deutsche Bank AG, London Branch 0.00% due 11/28/2014

Deutsche Bank AG, London Branch 2% for first year; after that, Libor plus 25 bps, subject to a maximum coupon of 5%; payable quarterly due 11/30/2017

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 9/12/2013

Deutsche Bank AG, London Branch 0.000% due 12/11/2013

Deutsche Bank AG, London Branch 0.00% due 5/23/2014

Deutsche Bank AG, London Branch 9.16% due 11/22/2013

Deutsche Bank AG, London Branch 10.30% due 11/22/2013

Deutsche Bank AG, London Branch 0.00% due 12/4/2013

Deutsche Bank AG, London Branch 0.00% due 12/4/2013

Deutsche Bank AG, London Branch 0.00% due 2/20/2014

Deutsche Bank AG, London Branch 9.30% due 5/15/2013

Deutsche Bank AG, London Branch 9.45% due 5/15/2013

Deutsche Bank AG, London Branch 9.25% due 5/15/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 12/19/2013

Deutsche Bank AG, London Branch 9%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 11/2/2017

Deutsche Bank AG, London Branch 0.00% due 10/31/2017

Deutsche Bank AG, London Branch 10.00% due 10/31/2013

Deutsche Bank AG, London Branch 0.00% due 10/31/2014

Deutsche Bank AG, London Branch 0.00% due 10/30/2015

Deutsche Bank AG, London Branch One-month Libor minus 20 bps, payable monthly due 12/3/2013

Deutsche Bank AG, London Branch 9.00% due 4/25/2013

Deutsche Bank AG, London Branch 9.60% due 4/25/2013

Deutsche Bank AG, London Branch 9.00% due 4/25/2013

Deutsche Bank AG, London Branch 0.00% due 10/21/2013

Deutsche Bank AG, London Branch 0.00% due 10/21/2013

Deutsche Bank AG, London Branch 0.00% due 10/17/2014

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 11/15/2013

Deutsche Bank AG, London Branch 10.07% due 10/10/2013

Deutsche Bank AG, London Branch 9.64% due 10/10/2013

Deutsche Bank AG, London Branch 0.000% due 10/2/2014

Deutsche Bank AG, London Branch 9.00% due 9/30/2013

Deutsche Bank AG, London Branch 10.00% due 9/30/2013

Deutsche Bank AG, London Branch 0.000% due 9/30/2015

Deutsche Bank AG, London Branch 0.00% due 9/30/2014

Deutsche Bank AG, London Branch 0.000% due 9/30/2014

Deutsche Bank AG, London Branch 10.00% due 9/27/2013

Deutsche Bank AG, London Branch 9.04% due 9/27/2013

Deutsche Bank AG, London Branch 0.00% due 9/24/2015

Deutsche Bank AG, London Branch Issuer will pay contingent coupon at rate of 15% per year if oil closes at or above threshold price on quarterly observation date; otherwise, no coupon will be paid that quarter due 10/2/2013

Deutsche Bank AG, London Branch 10.10% due 9/24/2013

Deutsche Bank AG, London Branch 10.15% per year if knock-in event does not occur during that quarterly observation period; 1% per year for that quarter and each subsequent quarter if knock-in event does occur; payable semiannually due 9/24/2013

Deutsche Bank AG, London Branch 6.870% due 3/20/2013

Deutsche Bank AG, London Branch 8.300% due 3/20/2013

Deutsche Bank AG, London Branch 0.00% due 3/19/2014

Deutsche Bank AG, London Branch 0.00% due 10/18/2013

Deutsche Bank AG, London Branch 9.04% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/19/2013

Deutsche Bank AG, London Branch 7.3% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/19/2013

Deutsche Bank AG, London Branch 7.9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/13/2017

Deutsche Bank AG, London Branch 8.7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/13/2017

Deutsche Bank AG, London Branch 9.8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/13/2017

Deutsche Bank AG, London Branch 6.000% due 9/12/2014

Deutsche Bank AG, London Branch 6.550% due 9/12/2014

Deutsche Bank AG, London Branch 6.050% due 9/12/2014

Deutsche Bank AG, London Branch 0.00% due 9/13/2013

Deutsche Bank AG, London Branch 0.00% due 9/4/2015

Deutsche Bank AG, London Branch 10.000% due 2/28/2013

Deutsche Bank AG, London Branch 8.250% due 2/28/2013

Deutsche Bank AG, London Branch 9.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 8/31/2015

Deutsche Bank AG, London Branch 0.000% due 8/28/2015

Deutsche Bank AG, London Branch 0.000% due 9/30/2013

Deutsche Bank AG, London Branch 0.000% due 8/29/2014

Deutsche Bank AG, London Branch 0.000% due 9/5/2013

Deutsche Bank AG, London Branch 0.000% due 3/5/2014

Deutsche Bank AG, London Branch 9.34% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/29/2017

Deutsche Bank AG, London Branch 9.8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/29/2017

Deutsche Bank AG, London Branch 10.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 8/29/2017

Deutsche Bank AG, London Branch 0.00% due 8/28/2013

Deutsche Bank AG, London Branch 0.000% due 9/5/2013

Deutsche Bank AG, London Branch 0.00% due 2/26/2014

Deutsche Bank AG, London Branch 0.000% due 2/22/2016

Deutsche Bank AG, London Branch 0.00% due 9/5/2013

Deutsche Bank AG, London Branch 8.100% due 8/21/2013

Deutsche Bank AG, London Branch 0.000% due 8/23/2013

Deutsche Bank AG, London Branch 0.000% due 8/23/2013

Deutsche Bank AG, London Branch 2.25% initially, stepping up to 3% on Aug. 17, 2018, to 4% on Aug. 17, 2020 and to 5% on Aug. 17, 2022; payable semiannually due 8/17/2024

Deutsche Bank AG, London Branch If closing price of oil on monthly observation date is greater than or equal to barrier, notes will pay 1.061% that month; if closing price is less than barrier, no coupon will be paid that month due 8/14/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 9/12/2013

Deutsche Bank AG, London Branch 9.27% due 1/31/2013

Deutsche Bank AG, London Branch 7.50% due 1/31/2013

Deutsche Bank AG, London Branch 9.50% due 1/31/2013

Deutsche Bank AG, London Branch 8.80% due 1/31/2013

Deutsche Bank AG, London Branch 9.12% due 1/31/2013

Deutsche Bank AG, London Branch 0.00% due 8/30/2013

Deutsche Bank AG, London Branch 0.00% due 7/30/2014

Deutsche Bank AG, London Branch 3% initially, stepping up to 3.125% on July 31, 2022, to 3.25% on July 31, 2024, to 4% on July 31, 2026 and to 5% on July 31, 2028; payable semiannually due 7/31/2030

Deutsche Bank AG, London Branch 0.000% due 7/31/2014

Deutsche Bank AG, London Branch 0.000% due 7/27/2017

Deutsche Bank AG, London Branch 0.00% due 8/7/2013

Deutsche Bank AG, London Branch 0.00% due 8/7/2013

Deutsche Bank AG, London Branch 0.00% due 4/24/2013

Deutsche Bank AG, London Branch 0.00% due 1/16/2014

Deutsche Bank AG, London Branch 0.00% due 1/16/2014

Deutsche Bank AG, London Branch 0.00% due 7/19/2013

Deutsche Bank AG, London Branch Freater of one-month Libor minus 25 basis points and 0%, payable monthly due 7/18/2013

Deutsche Bank AG, London Branch 0.00% due 7/19/2013

Deutsche Bank AG, London Branch 0.00% due 7/19/2013

Deutsche Bank AG, London Branch 0.00% due 7/19/2013

Deutsche Bank AG, London Branch 9.50% due 7/18/2013

Deutsche Bank AG, London Branch 8.80% due 7/18/2013

Deutsche Bank AG, London Branch 0.000% due 1/15/2014

Deutsche Bank AG, London Branch 0.000% due 7/9/2015

Deutsche Bank AG, London Branch 0.000% due 7/17/2013

Deutsche Bank AG, London Branch 0.000% due 7/17/2013

Deutsche Bank AG, London Branch 0.000% due 12/26/2013

Deutsche Bank AG, London Branch 0.000% due 7/17/2013

Deutsche Bank AG, London Branch 10.40% due 12/31/2012

Deutsche Bank AG, London Branch 9.30% due 12/31/2012

Deutsche Bank AG, London Branch 0.00% due 6/30/2014

Deutsche Bank AG, London Branch 3% initially, stepping up to 4% on June 29, 2022 and to 5% on June 29, 2027; payable semiannually due 6/29/2032

Deutsche Bank AG, London Branch 0.00% due 7/31/2013

Deutsche Bank AG, London Branch 0.000% due 6/29/2016

Deutsche Bank AG, London Branch 3.125% initially; beginning June 26, 2013, Libor plus 75 bps, floor of 0.75% and capped at 6%; payable quarterly due 6/26/2017

Deutsche Bank AG, London Branch 0.00% due 6/30/2017

Deutsche Bank AG, London Branch 0.00% due 6/30/2017

Deutsche Bank AG, London Branch 0.00% due 6/30/2017

Deutsche Bank AG, London Branch 0.000% due 7/3/2013

Deutsche Bank AG, London Branch 0.00% due 6/26/2013

Deutsche Bank AG, London Branch 0.00% due 12/12/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 7/11/2013

Deutsche Bank AG, London Branch 0.00% due 6/26/2013

Deutsche Bank AG, London Branch 25% per year if stock closes at or above threshold level on quarterly observation date; payable quarterly due 6/26/2013

Deutsche Bank AG, London Branch 9.20% due 6/13/2013

Deutsche Bank AG, London Branch 9.15% due 6/13/2013

Deutsche Bank AG, London Branch 10.00% due 6/13/2013

Deutsche Bank AG, London Branch 9.75% due 6/13/2013

Deutsche Bank AG, London Branch 0.000% due 7/12/2013

Deutsche Bank AG, London Branch 0.000% due 6/24/2013

Deutsche Bank AG, London Branch 0.000% due 6/19/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 6/13/2013

Deutsche Bank AG, London Branch 0.00% due 6/17/2013

Deutsche Bank AG, London Branch 0.000% due 6/5/2013

Deutsche Bank AG, London Branch 0.000% due 6/5/2013

Deutsche Bank AG, London Branch 0.000% due 6/5/2013

Deutsche Bank AG, London Branch 12.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2013

Deutsche Bank AG, London Branch 0.000% due 11/29/2013

Deutsche Bank AG, London Branch 19% per year if stock closes at or above threshold level on quarterly observation date; payable quarterly due 6/12/2013

Deutsche Bank AG, London Branch 17% per year if stock closes at or above threshold level on quarterly observation date; payable quarterly due 6/12/2013

Deutsche Bank AG, London Branch 17% per year if stock closes at or above threshold level on quarterly observation date; payable quarterly due 6/12/2013

Deutsche Bank AG, London Branch 0.000% due 5/29/2015

Deutsche Bank AG, London Branch 14% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/30/2013

Deutsche Bank AG, London Branch 12% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/30/2013

Deutsche Bank AG, London Branch 12.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/30/2013

Deutsche Bank AG, London Branch 8.80% due 11/26/2012

Deutsche Bank AG, London Branch 11.30% due 11/26/2012

Deutsche Bank AG, London Branch 10.90% due 11/26/2012

Deutsche Bank AG, London Branch 9.20% due 11/26/2012

Deutsche Bank AG, London Branch 9.40% due 11/26/2012

Deutsche Bank AG, London Branch 0.00% due 5/25/2016

Deutsche Bank AG, London Branch 0.00% due 5/28/2013

Deutsche Bank AG, London Branch 0.00% due 5/28/2013

Deutsche Bank AG, London Branch 0.00% due 5/28/2013

Deutsche Bank AG, London Branch 7.49% due 5/23/2013

Deutsche Bank AG, London Branch 0.00% due 5/21/2015

Deutsche Bank AG, London Branch 0.00% due 8/21/2013

Deutsche Bank AG, London Branch 0.00% due 11/21/2013

Deutsche Bank AG, London Branch 14.32% if knock-in event does not occur during life of notes; otherwise, 1% for that interest period and each subsequent quarterly interest period; payable on third business date after Nov. 16 and at maturity due 5/22/2013

Deutsche Bank AG, London Branch One-month Libor minus 15 basis points, floor of zero; payable monthly due 6/20/2013

Deutsche Bank AG, London Branch 0.00% due 11/16/2012

Deutsche Bank AG, London Branch 0.00% due 5/22/2013

Deutsche Bank AG, London Branch 0.00% due 5/30/2013

Deutsche Bank AG, London Branch 9.05% due 5/17/2013

Deutsche Bank AG, London Branch 9.20% due 5/17/2013

Deutsche Bank AG, London Branch 0.000% due 11/14/2013

Deutsche Bank AG, London Branch 0.000% due 6/14/2013

Deutsche Bank AG, London Branch 10.400% due 5/10/2013

Deutsche Bank AG, London Branch 10.800% due 5/10/2013

Deutsche Bank AG, London Branch 8.800% due 5/10/2013

Deutsche Bank AG, London Branch 0.00% due 5/15/2013

Deutsche Bank AG, London Branch 0.00% due 5/15/2013

Deutsche Bank AG, London Branch 9.480% due 10/31/2012

Deutsche Bank AG, London Branch 8.160% due 10/31/2012

Deutsche Bank AG, London Branch 10.170% due 10/31/2012

Deutsche Bank AG, London Branch 8.490% due 10/31/2012

Deutsche Bank AG, London Branch 8.310% due 10/31/2012

Deutsche Bank AG, London Branch 0.00% due 5/31/2013

Deutsche Bank AG, London Branch 0.00% due 5/15/2013

Deutsche Bank AG, London Branch 0.00% due 4/29/2016

Deutsche Bank AG, London Branch 0.00% due 5/9/2013

Deutsche Bank AG, London Branch 0.00% due 10/25/2012

Deutsche Bank AG, London Branch 0.00% due 4/26/2013

Deutsche Bank AG, London Branch 0.00% due 4/26/2013

Deutsche Bank AG, London Branch 0.00% due 4/26/2013

Deutsche Bank AG, London Branch 0.00% due 4/26/2013

Deutsche Bank AG, London Branch 0.00% due 4/26/2013

Deutsche Bank AG, London Branch 0.00% due 5/1/2013

Deutsche Bank AG, London Branch 0.00% due 5/1/2013

Deutsche Bank AG, London Branch 0.00% due 5/1/2013

Deutsche Bank AG, London Branch 0.00% due 10/18/2012

Deutsche Bank AG, London Branch 0.00% due 4/19/2013

Deutsche Bank AG, London Branch 0.00% due 4/19/2013

Deutsche Bank AG, London Branch 0.00% due 4/19/2013

Deutsche Bank AG, London Branch 15.5% per year, payable quarterly if Apple stock closes at or above trigger price on observation date for that quarter due 5/1/2013

Deutsche Bank AG, London Branch 18.3% per year, payable quarterly if Halliburton stock closes at or above trigger price on observation date for that quarter due 5/1/2013

Deutsche Bank AG, London Branch 15.7% per year, payable quarterly if NetApp stock closes at or above trigger price on observation date for that quarter due 5/1/2013

Deutsche Bank AG, London Branch 0.00% due 5/1/2013

Deutsche Bank AG, London Branch 0.00% due 10/16/2013

Deutsche Bank AG, London Branch 0.000% due 4/16/2013

Deutsche Bank AG, London Branch 0.000% due 4/17/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps due 5/7/2013

Deutsche Bank AG, London Branch 0.00% due 4/17/2013

Deutsche Bank AG, London Branch 0.00% due 4/17/2013

Deutsche Bank AG, London Branch If GE stock closes at or above trigger price on quarterly observation date, issuer will pay annualized contingent coupon of 11% for that quarter due 4/17/2013

Deutsche Bank AG, London Branch 0.00% due 4/4/2017

Deutsche Bank AG, London Branch 0.00% due 4/17/2013

Deutsche Bank AG, London Branch 0.00% due 4/10/2013

Deutsche Bank AG, London Branch 0.00% due 4/10/2013

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 3/31/2017

Deutsche Bank AG, London Branch 0.00% due 4/5/2013

Deutsche Bank AG, London Branch 0.00% due 3/31/2016

Deutsche Bank AG, London Branch 0.00% due 4/10/2013

Deutsche Bank AG, London Branch 0.00% due 4/10/2013

Deutsche Bank AG, London Branch 8.600% due 9/28/2012

Deutsche Bank AG, London Branch 8.800% due 9/28/2012

Deutsche Bank AG, London Branch 9.650% due 9/28/2012

Deutsche Bank AG, London Branch 9.500% due 9/28/2012

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 4/26/2013

Deutsche Bank AG, London Branch 9.25% due 3/26/2013

Deutsche Bank AG, London Branch 9.000% due 9/21/2012

Deutsche Bank AG, London Branch 8.370% due 9/21/2012

Deutsche Bank AG, London Branch 10.540% due 9/21/2012

Deutsche Bank AG, London Branch 7.500% due 9/21/2012

Deutsche Bank AG, London Branch 8.270% due 9/21/2012

Deutsche Bank AG, London Branch 8.480% due 9/21/2012

Deutsche Bank AG, London Branch 7.200% due 3/21/2013

Deutsche Bank AG, London Branch 0.000% due 3/22/2013

Deutsche Bank AG, London Branch 0.000% due 3/22/2013

Deutsche Bank AG, London Branch 0.000% due 3/22/2013

Deutsche Bank AG, London Branch 0.000% due 3/22/2013

Deutsche Bank AG, London Branch 0.000% due 3/27/2013

Deutsche Bank AG, London Branch 0.000% due 4/18/2013

Deutsche Bank AG, London Branch 0.00% due 3/18/2014

Deutsche Bank AG, London Branch 9.790% due 9/14/2012

Deutsche Bank AG, London Branch 9.210% due 9/14/2012

Deutsche Bank AG, London Branch 9.690% due 9/14/2012

Deutsche Bank AG, London Branch 10.900% due 9/14/2012

Deutsche Bank AG, London Branch 11.230% due 9/14/2012

Deutsche Bank AG, London Branch 0.000% due 3/27/2013

Deutsche Bank AG, London Branch 0.000% due 3/27/2013

Deutsche Bank AG, London Branch 15.000% due 3/20/2013

Deutsche Bank AG, London Branch 0.000% due 3/20/2013

Deutsche Bank AG, London Branch 0.000% due 7/8/2013

Deutsche Bank AG, London Branch 0.000% due 9/6/2013

Deutsche Bank AG, London Branch 6.31% due 12/10/2012

Deutsche Bank AG, London Branch 9.250% due 2/28/2013

Deutsche Bank AG, London Branch 10.300% due 2/28/2013

Deutsche Bank AG, London Branch 10.000% due 2/28/2013

Deutsche Bank AG, London Branch 9.500% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 2/27/2015

Deutsche Bank AG, London Branch 0.00% due 2/28/2014

Deutsche Bank AG, London Branch 0.00% due 2/27/2015

Deutsche Bank AG, London Branch 0.00% due 3/13/2013

Deutsche Bank AG, London Branch 0.000% due 2/25/2015

Deutsche Bank AG, London Branch 0.000% due 5/22/2013

Deutsche Bank AG, London Branch 0.000% due 3/6/2013

Deutsche Bank AG, London Branch 0.875% due 8/20/2012

Deutsche Bank AG, London Branch 0.000% due 2/20/2015

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 3/20/2013

Deutsche Bank AG, London Branch 0.000% due 8/19/2013

Deutsche Bank AG, London Branch 7.30% due 2/14/2013

Deutsche Bank AG, London Branch 0.00% due 8/19/2013

Deutsche Bank AG, London Branch 0.00% due 5/15/2013

Deutsche Bank AG, London Branch 0.00% due 2/27/2013

Deutsche Bank AG, London Branch 9.50% due 2/15/2013

Deutsche Bank AG, London Branch 10.35% due 2/15/2013

Deutsche Bank AG, London Branch 9.50% due 2/15/2013

Deutsche Bank AG, London Branch 10.00% due 2/15/2013

Deutsche Bank AG, London Branch 0.000% due 8/7/2013

Deutsche Bank AG, London Branch 0.000% due 5/1/2013

Deutsche Bank AG, London Branch 0.000% due 2/21/2013

Deutsche Bank AG, London Branch 17.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/7/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 3/7/2013

Deutsche Bank AG, London Branch 0.000% due 2/7/2013

Deutsche Bank AG, London Branch 9.100% due 11/1/2012

Deutsche Bank AG, London Branch 0.000% due 1/30/2015

Deutsche Bank AG, London Branch 0.000% due 8/1/2012

Deutsche Bank AG, London Branch 0.000% due 7/31/2013

Deutsche Bank AG, London Branch 0.00% due 1/27/2015

Deutsche Bank AG, London Branch 0.00% due 4/25/2013

Deutsche Bank AG, London Branch 0.00% due 7/23/2013

Deutsche Bank AG, London Branch 0.000% due 1/30/2013

Deutsche Bank AG, London Branch 0.000% due 5/20/2013

Deutsche Bank AG, London Branch 0.00% due 1/30/2013

Deutsche Bank AG, London Branch 0.00% due 1/30/2013

Deutsche Bank AG, London Branch 0.000% due 2/14/2013

Deutsche Bank AG, London Branch 0.00% due 5/3/2013

Deutsche Bank AG, London Branch 0.000% due 1/24/2013

Deutsche Bank AG, London Branch 0.00% due 1/24/2013

Deutsche Bank AG, London Branch 0.00% due 7/15/2013

Deutsche Bank AG, London Branch 0.00% due 1/24/2013

Deutsche Bank AG, London Branch 0.000% due 12/31/2021

Deutsche Bank AG, London Branch 0.000% due 12/31/2014

Deutsche Bank AG, London Branch 0.000% due 12/30/2014

Deutsche Bank AG, London Branch 0.000% due 3/1/2013

Deutsche Bank AG, London Branch 0.000% due 6/28/2012

Deutsche Bank AG, London Branch 0.000% due 12/27/2013

Deutsche Bank AG, London Branch 0.00% due 1/9/2013

Deutsche Bank AG, London Branch 0.00% due 1/9/2013

Deutsche Bank AG, London Branch 0.00% due 1/9/2013

Deutsche Bank AG, London Branch 10.450% due 9/26/2012

Deutsche Bank AG, London Branch 10.200% due 12/28/2012

Deutsche Bank AG, London Branch 0.00% due 12/26/2014

Deutsche Bank AG, London Branch 0.00% due 2/25/2013

Deutsche Bank AG, London Branch One-month Libor less 16 bps, payable monthly due 1/31/2013

Deutsche Bank AG, London Branch 0.00% due 1/7/2013

Deutsche Bank AG, London Branch 0.00% due 1/7/2013

Deutsche Bank AG, London Branch 0.00% due 12/19/2013

Deutsche Bank AG, London Branch 0.00% due 6/26/2013

Deutsche Bank AG, London Branch 0.00% due 1/7/2013

Deutsche Bank AG, London Branch 0.000% due 12/20/2016

Deutsche Bank AG, London Branch 0.000% due 12/20/2016

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 1/10/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 12/21/2012

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 1/17/2013

Deutsche Bank AG, London Branch 0.00% due 1/17/2013

Deutsche Bank AG, London Branch 0.00% due 6/17/2013

Deutsche Bank AG, London Branch 0.00% due 6/17/2013

Deutsche Bank AG, London Branch 0.00% due 12/26/2012

Deutsche Bank AG, London Branch 0.000% due 6/14/2012

Deutsche Bank AG, London Branch 0.000% due 1/14/2013

Deutsche Bank AG, London Branch 0.00% due 1/10/2013

Deutsche Bank AG, London Branch 0.00% due 1/10/2013

Deutsche Bank AG, London Branch 0.000% due 12/13/2012

Deutsche Bank AG, London Branch 0.000% due 1/10/2013

Deutsche Bank AG, London Branch 0.000% due 11/30/2021

Deutsche Bank AG, London Branch 0.000% due 11/30/2021

Deutsche Bank AG, London Branch 0.000% due 12/19/2012

Deutsche Bank AG, London Branch 0.000% due 12/12/2012

Deutsche Bank AG, London Branch One-month Libor minus 18 bps, payable monthly due 1/7/2013

Deutsche Bank AG, London Branch 0.000% due 12/10/2012

Deutsche Bank AG, London Branch 0.000% due 12/10/2012

Deutsche Bank AG, London Branch 0.000% due 12/10/2012

Deutsche Bank AG, London Branch 0.000% due 12/10/2012

Deutsche Bank AG, London Branch 0.000% due 1/28/2013

Deutsche Bank AG, London Branch 0.000% due 11/30/2012

Deutsche Bank AG, London Branch 0.00% due 5/28/2014

Deutsche Bank AG, London Branch 0.00% due 11/27/2013

Deutsche Bank AG, London Branch 0.000% due 5/24/2013

Deutsche Bank AG, London Branch 0.000% due 11/14/2014

Deutsche Bank AG, London Branch 0.000% due 11/28/2012

Deutsche Bank AG, London Branch 0.000% due 11/28/2012

Deutsche Bank AG, London Branch 0.000% due 11/28/2012

Deutsche Bank AG, London Branch 0.000% due 11/21/2012

Deutsche Bank AG, London Branch 0.000% due 11/30/2021

Deutsche Bank AG, London Branch 0.000% due 11/30/2021

Deutsche Bank AG, London Branch 0.000% due 11/21/2012

Deutsche Bank AG, London Branch 0.000% due 5/13/2013

Deutsche Bank AG, London Branch 10.500% due 11/9/2012

Deutsche Bank AG, London Branch 10.250% due 11/9/2012

Deutsche Bank AG, London Branch 11.500% due 11/9/2012

Deutsche Bank AG, London Branch 11.000% due 11/9/2012

Deutsche Bank AG, London Branch 11.600% due 11/21/2012

Deutsche Bank AG, London Branch 0.000% due 5/7/2013

Deutsche Bank AG, London Branch 0.000% due 11/21/2012

Deutsche Bank AG, London Branch 0.00% due 5/3/2013

Deutsche Bank AG, London Branch 0.00% due 10/31/2012

Deutsche Bank AG, London Branch 0.000% due 10/30/2012

Deutsche Bank AG, London Branch 0.000% due 10/30/2012

Deutsche Bank AG, London Branch 0.000% due 11/7/2012

Deutsche Bank AG, London Branch 0.000% due 11/7/2012

Deutsche Bank AG, London Branch 0.000% due 10/24/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 11/29/2012

Deutsche Bank AG, London Branch 0.000% due 10/24/2012

Deutsche Bank AG, London Branch 0.000% due 10/31/2012

Deutsche Bank AG, London Branch 0.000% due 10/31/2012

Deutsche Bank AG, London Branch 0.000% due 1/6/2014

Deutsche Bank AG, London Branch Quarterly payments equal to the dividends paid during the period on a number of Barclays fund shares equal to $800 divided by its initial share price plus a number of SPDR fund shares equal to $200 divided by its initial share price due 8/14/2014

Deutsche Bank AG, London Branch 0.00% due 10/17/2012

Deutsche Bank AG, London Branch 0.00% due 10/24/2012

Deutsche Bank AG, London Branch 0.000% due 10/24/2012

Deutsche Bank AG, London Branch 0.000% due 10/24/2012

Deutsche Bank AG, London Branch 0.000% due 4/15/2013

Deutsche Bank AG, London Branch 0.000% due 10/24/2012

Deutsche Bank AG, London Branch 0.000% due 10/17/2012

Deutsche Bank AG, London Branch One-month Libor minus 15 bps, payable monthly due 1/11/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 11/8/2012

Deutsche Bank AG, London Branch 0.000% due 10/2/2014

Deutsche Bank AG, London Branch 0.000% due 10/1/2014

Deutsche Bank AG, London Branch Greater of Libor minus 20 bps and zero; payable monthly due 11/5/2012

Deutsche Bank AG, London Branch 0.000% due 9/29/2016

Deutsche Bank AG, London Branch One-month Libor minus 15 bps, payable monthly due 12/17/2012

Deutsche Bank AG, London Branch 0.000% due 10/8/2012

Deutsche Bank AG, London Branch 0.00% due 10/11/2012

Deutsche Bank AG, London Branch Libor minus 20 bps, payable monthly due 10/31/2012

Deutsche Bank AG, London Branch 0.000% due 10/2/2014

Deutsche Bank AG, London Branch 2.9% per month due 3/13/2012

Deutsche Bank AG, London Branch 0.000% due 9/19/2012

Deutsche Bank AG, London Branch 0.000% due 3/14/2012

Deutsche Bank AG, London Branch 0.000% due 3/7/2013

Deutsche Bank AG, London Branch 0.000% due 9/7/2012

Deutsche Bank AG, London Branch 0.000% due 9/11/2012

Deutsche Bank AG, London Branch 0.000% due 9/10/2012

Deutsche Bank AG, London Branch 0.000% due 9/4/2013

Deutsche Bank AG, London Branch 0.000% due 8/30/2013

Deutsche Bank AG, London Branch 0.000% due 8/30/2013

Deutsche Bank AG, London Branch 0.000% due 8/30/2013

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/4/2013

Deutsche Bank AG, London Branch 0.000% due 2/15/2038

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 8/28/2014

Deutsche Bank AG, London Branch 0.000% due 8/27/2014

Deutsche Bank AG, London Branch 0.000% due 8/27/2013

Deutsche Bank AG, London Branch due 8/25/2016

Deutsche Bank AG, London Branch 0.000% due 2/22/2013

Deutsche Bank AG, London Branch 0.000% due 8/22/2012

Deutsche Bank AG, London Branch 0.000% due 8/20/2012

Deutsche Bank AG, London Branch 16.300% due 8/16/2013

Deutsche Bank AG, London Branch 16.520% due 8/16/2013

Deutsche Bank AG, London Branch 18.800% due 8/16/2013

Deutsche Bank AG, London Branch 0.000% due 2/20/2015

Deutsche Bank AG, London Branch 0.000% due 2/14/2013

Deutsche Bank AG, London Branch Quarterly payments equal to the dividends paid during the period on a number of Barclays fund shares equal to $800 divided by its initial share price plus a number of SPDR fund shares equal to $200 divided by its initial share price due 8/14/2014

Deutsche Bank AG, London Branch 0.00% due 2/14/2013

Deutsche Bank AG, London Branch One-month Libor minus 16 bps, payable monthly due 9/19/2012

Deutsche Bank AG, London Branch 0.000% due 8/11/2014

Deutsche Bank AG, London Branch 0.000% due 8/11/2014

Deutsche Bank AG, London Branch 0.000% due 2/9/2012

Deutsche Bank AG, London Branch 0.00% due 8/7/2013

Deutsche Bank AG, London Branch 0.000% due 8/15/2012

Deutsche Bank AG, London Branch 0.000% due 2/2/2012

Deutsche Bank AG, London Branch 0.000% due 2/1/2013

Deutsche Bank AG, London Branch 0.000% due 2/1/2013

Deutsche Bank AG, London Branch 0.000% due 8/15/2012

Deutsche Bank AG, London Branch 0.000% due 8/7/2014

Deutsche Bank AG, London Branch 0.000% due 8/15/2012

Deutsche Bank AG, London Branch 0.00% due 9/28/2012

Deutsche Bank AG, London Branch 0.00% due 7/30/2015

Deutsche Bank AG, London Branch 0.00% due 1/30/2013

Deutsche Bank AG, London Branch 0.00% due 2/1/2013

Deutsche Bank AG, London Branch 0.000% due 7/30/2014

Deutsche Bank AG, London Branch 0.000% due 1/26/2012

Deutsche Bank AG, London Branch 0.000% due 1/25/2013

Deutsche Bank AG, London Branch 0.000% due 10/27/2011

Deutsche Bank AG, London Branch 0.000% due 7/26/2012

Deutsche Bank AG, London Branch 0.000% due 8/23/2013

Deutsche Bank AG, London Branch 0.000% due 8/7/2012

Deutsche Bank AG, London Branch 0.000% due 8/7/2012

Deutsche Bank AG, London Branch 0.000% due 7/19/2012

Deutsche Bank AG, London Branch 0.000% due 7/20/2012

Deutsche Bank AG, London Branch 0.000% due 12/30/2011

Deutsche Bank AG, London Branch 0.000% due 8/7/2012

Deutsche Bank AG, London Branch 0.000% due 1/18/2013

Deutsche Bank AG, London Branch Libor minus 25 bps; payable monthly due 7/18/2012

Deutsche Bank AG, London Branch 0.000% due 7/19/2012

Deutsche Bank AG, London Branch Greater of Libor minus 20 bps and zero; payable monthly due 8/20/2012

Deutsche Bank AG, London Branch 0.000% due 7/25/2012

Deutsche Bank AG, London Branch 0.000% due 7/25/2012

Deutsche Bank AG, London Branch 0.000% due 7/3/2013

Deutsche Bank AG, London Branch 0.000% due 8/2/2012

Deutsche Bank AG, London Branch 0.000% due 7/9/2012

Deutsche Bank AG, London Branch 0.000% due 8/3/2012

Deutsche Bank AG, London Branch 0.000% due 7/3/2014

Deutsche Bank AG, London Branch 0.000% due 7/31/2012

Deutsche Bank AG, London Branch 0.000% due 7/5/2016

Deutsche Bank AG, London Branch 0.000% due 6/30/2014

Deutsche Bank AG, London Branch 0.000% due 8/1/2012

Deutsche Bank AG, London Branch 0.000% due 8/1/2012

Deutsche Bank AG, London Branch 0.000% due 7/5/2012

Deutsche Bank AG, London Branch 0.000% due 6/29/2012

Deutsche Bank AG, London Branch 0.000% due 7/31/2012

Deutsche Bank AG, London Branch 0.000% due 6/28/2013

Deutsche Bank AG, London Branch 0.000% due 6/28/2013

Deutsche Bank AG, London Branch 0.000% due 6/28/2013

Deutsche Bank AG, London Branch 0.000% due 7/5/2012

Deutsche Bank AG, London Branch 0.000% due 7/11/2012

Deutsche Bank AG, London Branch 0.000% due 6/28/2013

Deutsche Bank AG, London Branch 0.000% due 6/27/2013

Deutsche Bank AG, London Branch 0.000% due 7/12/2012

Deutsche Bank AG, London Branch 8.000% due 9/25/2012

Deutsche Bank AG, London Branch 0.000% due 6/25/2013

Deutsche Bank AG, London Branch 0.000% due 6/25/2014

Deutsche Bank AG, London Branch 0.000% due 7/20/2012

Deutsche Bank AG, London Branch 0.000% due 6/20/2013

Deutsche Bank AG, London Branch 0.000% due 6/20/2013

Deutsche Bank AG, London Branch 0.000% due 6/27/2012

Deutsche Bank AG, London Branch 0.000% due 7/20/2012

Deutsche Bank AG, London Branch 0.000% due 12/20/2012

Deutsche Bank AG, London Branch 0.000% due 7/20/2012

Deutsche Bank AG, London Branch 0.000% due 6/20/2014

Deutsche Bank AG, London Branch 0.000% due 6/21/2012

Deutsche Bank AG, London Branch 10.000% due 6/22/2012

Deutsche Bank AG, London Branch 10.190% due 6/22/2012

Deutsche Bank AG, London Branch 0.000% due 6/18/2014

Deutsche Bank AG, London Branch 0.000% due 7/19/2012

Deutsche Bank AG, London Branch 0.000% due 7/16/2012

Deutsche Bank AG, London Branch 0.000% due 6/13/2014

Deutsche Bank AG, London Branch 0.000% due 6/18/2012

Deutsche Bank AG, London Branch 0.000% due 6/14/2012

Deutsche Bank AG, London Branch 0.000% due 6/13/2014

Deutsche Bank AG, London Branch 10.250% due 6/13/2014

Deutsche Bank AG, London Branch One-month Libor minus 16 bps due 7/13/2012

Deutsche Bank AG, London Branch 0.000% due 12/5/2013

Deutsche Bank AG, London Branch 0.000% due 6/5/2014

Deutsche Bank AG, London Branch 0.000% due 11/30/2012

Deutsche Bank AG, London Branch 9.900% due 6/7/2012

Deutsche Bank AG, London Branch 11.000% due 6/7/2012

Deutsche Bank AG, London Branch 8.730% due 5/31/2012

Deutsche Bank AG, London Branch 8.000% due 5/31/2012

Deutsche Bank AG, London Branch 7.300% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 6/28/2012

Deutsche Bank AG, London Branch 0.000% due 5/31/2013

Deutsche Bank AG, London Branch 0.000% due 5/30/2014

Deutsche Bank AG, London Branch 0.000% due 5/31/2016

Deutsche Bank AG, London Branch 0.000% due 5/31/2016

Deutsche Bank AG, London Branch One-month Libor minus 16 bps due 6/12/2012

Deutsche Bank AG, London Branch 0.000% due 7/26/2012

Deutsche Bank AG, London Branch 0.000% due 6/30/2031

Deutsche Bank AG, London Branch 0.000% due 6/30/2031

Deutsche Bank AG, London Branch 0.000% due 5/23/2013

Deutsche Bank AG, London Branch 0.000% due 9/22/2011

Deutsche Bank AG, London Branch 0.000% due 4/11/2012

Deutsche Bank AG, London Branch 0.000% due 4/11/2012

Deutsche Bank AG, London Branch 0.000% due 4/11/2012

Deutsche Bank AG, London Branch 0.000% due 4/11/2012

Deutsche Bank AG, London Branch 0.000% due 11/16/2012

Deutsche Bank AG, London Branch 0.000% due 6/19/2012

Deutsche Bank AG, London Branch 0.000% due 5/23/2012

Deutsche Bank AG, London Branch 0.000% due 6/11/2012

Deutsche Bank AG, London Branch 0.000% due 5/6/2014

Deutsche Bank AG, London Branch 4% for first two years, then Libor plus 85 bps; floating rate is subject to cap of 4.5% that will increase to 5.5% on May 6, 2016 and to 6% on May 6, 2018; payable quarterly due 5/6/2019

Deutsche Bank AG, London Branch 0.000% due 5/7/2014

Deutsche Bank AG, London Branch 0.000% due 5/2/2013

Deutsche Bank AG, London Branch 0.000% due 5/16/2012

Deutsche Bank AG, London Branch 0.000% due 5/16/2012

Deutsche Bank AG, London Branch 0.000% due 4/30/2012

Deutsche Bank AG, London Branch 0.000% due 4/30/2012

Deutsche Bank AG, London Branch 0.000% due 6/1/2012

Deutsche Bank AG, London Branch 0.000% due 4/30/2013

Deutsche Bank AG, London Branch 0.000% due 5/16/2012

Deutsche Bank AG, London Branch 0.000% due 4/25/2013

Deutsche Bank AG, London Branch 0.000% due 5/23/2012

Deutsche Bank AG, London Branch 0.000% due 4/18/2013

Deutsche Bank AG, London Branch 0.000% due 5/2/2012

Deutsche Bank AG, London Branch 9.540% due 4/20/2012

Deutsche Bank AG, London Branch 9.560% due 4/20/2012

Deutsche Bank AG, London Branch 10.120% due 4/20/2012

Deutsche Bank AG, London Branch 11.110% due 4/20/2012

Deutsche Bank AG, London Branch 8.660% due 4/20/2012

Deutsche Bank AG, London Branch 0.000% due 4/14/2014

Deutsche Bank AG, London Branch 0.000% due 4/14/2014

Deutsche Bank AG, London Branch 0.000% due 4/11/2013

Deutsche Bank AG, London Branch 0.000% due 4/18/2012

Deutsche Bank AG, London Branch 0.000% due 4/25/2012

Deutsche Bank AG, London Branch 0.000% due 10/11/2013

Deutsche Bank AG, London Branch 0.000% due 4/25/2012

Deutsche Bank AG, London Branch 0.000% due 4/13/2012

Deutsche Bank AG, London Branch 0.000% due 4/18/2012

Deutsche Bank AG, London Branch 0.000% due 4/13/2012

Deutsche Bank AG, London Branch 0.000% due 4/5/2012

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 7.550% due 3/31/2014

Deutsche Bank AG, London Branch 0.000% due 7/11/2012

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 4/30/2012

Deutsche Bank AG, London Branch 0.000% due 3/31/2016

Deutsche Bank AG, London Branch 0.000% due 3/31/2016

Deutsche Bank AG, London Branch 0.000% due 3/31/2016

Deutsche Bank AG, London Branch 0.000% due 3/29/2012

Deutsche Bank AG, London Branch 0.000% due 4/26/2012

Deutsche Bank AG, London Branch 0.000% due 4/26/2012

Deutsche Bank AG, London Branch 0.000% due 3/31/2021

Deutsche Bank AG, London Branch 0.000% due 3/31/2021

Deutsche Bank AG, London Branch 0.000% due 3/31/2021

Deutsche Bank AG, London Branch 0.000% due 3/31/2021

Deutsche Bank AG, London Branch 0.000% due 3/31/2021

Deutsche Bank AG, London Branch 0.000% due 3/31/2021

Deutsche Bank AG, London Branch 0.000% due 6/22/2011

Deutsche Bank AG, London Branch 0.000% due 6/20/2012

Deutsche Bank AG, London Branch 0.000% due 3/21/2014

Deutsche Bank AG, London Branch 9.000% due 6/21/2012

Deutsche Bank AG, London Branch 0.000% due 3/17/2014

Deutsche Bank AG, London Branch 0.000% due 3/19/2013

Deutsche Bank AG, London Branch 0.000% due 3/28/2012

Deutsche Bank AG, London Branch 0.000% due 4/16/2012

Deutsche Bank AG, London Branch 0.000% due 3/14/2013

Deutsche Bank AG, London Branch 0.000% due 3/13/2014

Deutsche Bank AG, London Branch 0.000% due 3/13/2013

Deutsche Bank AG, London Branch 0.000% due 9/4/2012

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 7/1/2011

Deutsche Bank AG, London Branch 0.000% due 7/1/2011

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/15/2012

Deutsche Bank AG, London Branch 0.000% due 3/1/2012

Deutsche Bank AG, London Branch 0.000% due 3/1/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/8/2012

Deutsche Bank AG, London Branch 0.000% due 2/24/2014

Deutsche Bank AG, London Branch 0.000% due 3/7/2012

Deutsche Bank AG, London Branch 0.000% due 8/23/2011

Deutsche Bank AG, London Branch 0.000% due 3/7/2012

Deutsche Bank AG, London Branch 0.000% due 2/24/2012

Deutsche Bank AG, London Branch 0.000% due 4/16/2012

Deutsche Bank AG, London Branch 0.000% due 2/22/2016

Deutsche Bank AG, London Branch 8.610% due 2/21/2012

Deutsche Bank AG, London Branch 9.170% due 2/21/2012

Deutsche Bank AG, London Branch 7.500% due 2/21/2012

Deutsche Bank AG, London Branch 10.050% due 2/21/2012

Deutsche Bank AG, London Branch 0.000% due 3/1/2012

Deutsche Bank AG, London Branch 0.000% due 3/1/2012

Deutsche Bank AG, London Branch 0.000% due 2/15/2013

Deutsche Bank AG, London Branch 0.000% due 2/29/2012

Deutsche Bank AG, London Branch 0.000% due 2/17/2012

Deutsche Bank AG, London Branch 1mL-15 due 3/15/2012

Deutsche Bank AG, London Branch 0.000% due 2/14/2013

Deutsche Bank AG, London Branch 0.000% due 2/21/2012

Deutsche Bank AG, London Branch 0.000% due 2/15/2012

Deutsche Bank AG, London Branch 0.000% due 2/12/2014

Deutsche Bank AG, London Branch 0.000% due 2/10/2015

Deutsche Bank AG, London Branch 0.000% due 2/8/2013

Deutsche Bank AG, London Branch 0.000% due 2/5/2016

Deutsche Bank AG, London Branch 0.000% due 8/5/2011

Deutsche Bank AG, London Branch 0.000% due 8/5/2011

Deutsche Bank AG, London Branch 0.000% due 3/7/2012

Deutsche Bank AG, London Branch 0.000% due 1/31/2014

Deutsche Bank AG, London Branch 0.000% due 8/5/2011

Deutsche Bank AG, London Branch 0.000% due 2/8/2012

Deutsche Bank AG, London Branch 0.000% due 2/3/2014

Deutsche Bank AG, London Branch 0.000% due 2/3/2012

Deutsche Bank AG, London Branch 0.000% due 2/3/2012

Deutsche Bank AG, London Branch 0.000% due 1/31/2013

Deutsche Bank AG, London Branch 0.000% due 1/30/2014

Deutsche Bank AG, London Branch 0.000% due 1/29/2016

Deutsche Bank AG, London Branch 0.000% due 1/31/2013

Deutsche Bank AG, London Branch 0.000% due 1/31/2013

Deutsche Bank AG, London Branch 0.000% due 2/2/2012

Deutsche Bank AG, London Branch 0.000% due 2/1/2012

Deutsche Bank AG, London Branch 0.000% due 2/8/2012

Deutsche Bank AG, London Branch 0.000% due 1/24/2014

Deutsche Bank AG, London Branch 0.000% due 1/25/2012

Deutsche Bank AG, London Branch 0.000% due 2/8/2012

Deutsche Bank AG, London Branch 0.000% due 2/21/2012

Deutsche Bank AG, London Branch 0.000% due 1/25/2016

Deutsche Bank AG, London Branch 0.000% due 2/17/2012

Deutsche Bank AG, London Branch 0.000% due 2/1/2012

Deutsche Bank AG, London Branch 0.000% due 2/8/2012

Deutsche Bank AG, London Branch 0.000% due 2/1/2012

Deutsche Bank AG, London Branch 0.000% due 2/17/2012

Deutsche Bank AG, London Branch 0.000% due 2/21/2012

Deutsche Bank AG, London Branch 0.000% due 1/23/2012

Deutsche Bank AG, London Branch 1mL-16 due 2/15/2012

Deutsche Bank AG, London Branch L-16 due 2/8/2012

Deutsche Bank AG, London Branch 0.000% due 1/18/2012

Deutsche Bank AG, London Branch 0.000% due 1/13/2012

Deutsche Bank AG, London Branch 0.000% due 1/11/2012

Deutsche Bank AG, London Branch 0.000% due 1/12/2012

Deutsche Bank AG, London Branch 10.100% due 12/30/2011

Deutsche Bank AG, London Branch 10.150% due 12/30/2011

Deutsche Bank AG, London Branch 9.500% due 12/30/2011

Deutsche Bank AG, London Branch 10.500% due 12/30/2011

Deutsche Bank AG, London Branch 0.000% due 3/31/2015

Deutsche Bank AG, London Branch 0.000% due 12/28/2012

Deutsche Bank AG, London Branch 0.000% due 12/29/2015

Deutsche Bank AG, London Branch Initially 2.75%; after Dec. 30, 2011, Libor plus 100 bps; payable quarterly due 12/30/2015

Deutsche Bank AG, London Branch 0.000% due 6/28/2012

Deutsche Bank AG, London Branch 0.000% due 12/29/2015

Deutsche Bank AG, London Branch 8.500% due 12/29/2011

Deutsche Bank AG, London Branch 14.250% due 12/29/2011

Deutsche Bank AG, London Branch 0.000% due 1/6/2012

Deutsche Bank AG, London Branch 0.000% due 1/6/2012

Deutsche Bank AG, London Branch 0.000% due 1/6/2012

Deutsche Bank AG, London Branch 0.000% due 12/23/2013

Deutsche Bank AG, London Branch 0.000% due 6/29/2012

Deutsche Bank AG, London Branch 0.000% due 12/22/2011

Deutsche Bank AG, London Branch 0.000% due 12/22/2011

Deutsche Bank AG, London Branch 1mL-16 due 8/11/2011

Deutsche Bank AG, London Branch 0.000% due 12/15/2011

Deutsche Bank AG, London Branch 0.000% due 12/6/2013

Deutsche Bank AG, London Branch 0.000% due 12/6/2013

Deutsche Bank AG, London Branch 0.000% due 1/13/2012

Deutsche Bank AG, London Branch 0.000% due 12/8/2011

Deutsche Bank AG, London Branch 0.00% due 12/4/2015

Deutsche Bank AG, London Branch 0.000% due 12/7/2015

Deutsche Bank AG, London Branch 16% per year multiplied by proportion of days on which no knock-in event has occurred; knock-in event occurs if any stock closes below its threshold level; payable monthly due 11/30/2011

Deutsche Bank AG, London Branch Initially 2%; after Dec. 10, 2012, Libor plus 60 bps, capped at 6.5%; payable quarterly due 12/10/2015

Deutsche Bank AG, London Branch 0.000% due 12/1/2011

Deutsche Bank AG, London Branch 0.000% due 12/14/2011

Deutsche Bank AG, London Branch 0.000% due 11/30/2015

Deutsche Bank AG, London Branch 0.000% due 11/29/2013

Deutsche Bank AG, London Branch 0.000% due 11/30/2012

Deutsche Bank AG, London Branch 0.000% due 11/27/2013

Deutsche Bank AG, London Branch 0.000% due 11/28/2016

Deutsche Bank AG, London Branch 0.000% due 5/28/2013

Deutsche Bank AG, London Branch 0.000% due 12/27/2011

Deutsche Bank AG, London Branch 0.000% due 11/25/2015

Deutsche Bank AG, London Branch 0.000% due 11/23/2012

Deutsche Bank AG, London Branch 0.000% due 12/1/2011

Deutsche Bank AG, London Branch 0.000% due 11/25/2015

Deutsche Bank AG, London Branch 10.750% due 11/28/2011

Deutsche Bank AG, London Branch 10.750% due 11/28/2011

Deutsche Bank AG, London Branch 0.000% due 5/23/2012

Deutsche Bank AG, London Branch 0.000% due 5/3/2012

Deutsche Bank AG, London Branch 0.000% due 5/3/2012

Deutsche Bank AG, London Branch 0.000% due 12/23/2011

Deutsche Bank AG, London Branch 0.00% due 11/20/2012

Deutsche Bank AG, London Branch 0.000% due 11/16/2012

Deutsche Bank AG, London Branch 0.000% due 11/16/2012

Deutsche Bank AG, London Branch 0.000% due 4/15/2011

Deutsche Bank AG, London Branch 0.000% due 4/15/2011

Deutsche Bank AG, London Branch 0.000% due 5/17/2012

Deutsche Bank AG, London Branch 0.000% due 12/1/2011

Deutsche Bank AG, London Branch 0.000% due 2/15/2038

Deutsche Bank AG, London Branch 0.00% due 5/14/2012

Deutsche Bank AG, London Branch 0.000% due 1/10/2012

Deutsche Bank AG, London Branch 0.000% due 11/9/2012

Deutsche Bank AG, London Branch 0.000% due 12/8/2011

Deutsche Bank AG, London Branch 0.000% due 5/10/2012

Deutsche Bank AG, London Branch 0.000% due 11/10/2011

Deutsche Bank AG, London Branch 0.000% due 11/23/2011

Deutsche Bank AG, London Branch 0.000% due 11/1/2013

Deutsche Bank AG, London Branch 0.000% due 5/3/2012

Deutsche Bank AG, London Branch 0.000% due 1/30/2015

Deutsche Bank AG, London Branch 0.000% due 10/30/2015

Deutsche Bank AG, London Branch 0.000% due 5/1/2012

Deutsche Bank AG, London Branch 0.000% due 10/28/2011

Deutsche Bank AG, London Branch 0.000% due 11/22/2011

Deutsche Bank AG, London Branch 0.000% due 11/2/2011

Deutsche Bank AG, London Branch 0.000% due 10/26/2011

Deutsche Bank AG, London Branch 0.000% due 1/19/2012

Deutsche Bank AG, London Branch 0.000% due 4/19/2012

Deutsche Bank AG, London Branch 0.000% due 10/17/2011

Deutsche Bank AG, London Branch 0.000% due 10/17/2011

Deutsche Bank AG, London Branch 11.000% due 10/14/2011

Deutsche Bank AG, London Branch 0.000% due 11/14/2011

Deutsche Bank AG, London Branch 0.000% due 10/14/2014

Deutsche Bank AG, London Branch 0.000% due 10/7/2011

Deutsche Bank AG, London Branch 0.000% due 10/7/2011

Deutsche Bank AG, London Branch 0.000% due 10/12/2011

Deutsche Bank AG, London Branch 0.000% due 10/3/2013

Deutsche Bank AG, London Branch 0.000% due 10/21/2011

Deutsche Bank AG, London Branch 0.000% due 3/29/2011

Deutsche Bank AG, London Branch 0.000% due 9/24/2012

Deutsche Bank AG, London Branch 0.000% due 9/23/2013

Deutsche Bank AG, London Branch 0.000% due 3/22/2011

Deutsche Bank AG, London Branch 0.000% due 10/7/2011

Deutsche Bank AG, London Branch 0.000% due 9/22/2011

Deutsche Bank AG, London Branch 0.000% due 9/22/2011

Deutsche Bank AG, London Branch 0.000% due 3/15/2011

Deutsche Bank AG, London Branch 0.000% due 9/15/2015

Deutsche Bank AG, London Branch 0.000% due 10/20/2011

Deutsche Bank AG, London Branch 0.000% due 9/26/2011

Deutsche Bank AG, London Branch 0.000% due 3/19/2012

Deutsche Bank AG, London Branch 0.000% due 9/7/2012

Deutsche Bank AG, London Branch 0.000% due 9/4/2012

Deutsche Bank AG, London Branch 0.000% due 9/4/2012

Deutsche Bank AG, London Branch 10.760% due 8/31/2011

Deutsche Bank AG, London Branch 11.550% due 8/31/2011

Deutsche Bank AG, London Branch 10.380% due 8/31/2011

Deutsche Bank AG, London Branch 0.000% due 8/31/2012

Deutsche Bank AG, London Branch 0.000% due 8/23/2013

Deutsche Bank AG, London Branch 0.000% due 8/23/2013

Deutsche Bank AG, London Branch 0.000% due 8/20/2012

Deutsche Bank AG, London Branch 0.000% due 8/17/2012

Deutsche Bank AG, London Branch 0.000% due 9/19/2011

Deutsche Bank AG, London Branch 0.000% due 8/29/2011

Deutsche Bank AG, London Branch 0.000% due 8/29/2011

Deutsche Bank AG, London Branch 0.000% due 8/29/2011

Deutsche Bank AG, London Branch 0.000% due 8/12/2011

Deutsche Bank AG, London Branch 0.000% due 8/17/2011

Deutsche Bank AG, London Branch 0.000% due 8/31/2011

Deutsche Bank AG, London Branch 0.000% due 7/30/2015

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch 0.000% due 7/28/2011

Deutsche Bank AG, London Branch 0.000% due 7/28/2011

Deutsche Bank AG, London Branch 13.300% due 7/27/2011

Deutsche Bank AG, London Branch 12.300% due 7/27/2011

Deutsche Bank AG, London Branch 0.000% due 7/22/2013

Deutsche Bank AG, London Branch 0.000% due 8/3/2011

Deutsche Bank AG, London Branch 0.000% due 8/10/2011

Deutsche Bank AG, London Branch 0.000% due 8/10/2011

Deutsche Bank AG, London Branch 0.000% due 8/3/2011

Deutsche Bank AG, London Branch 0.000% due 1/19/2012

Deutsche Bank AG, London Branch 0.000% due 7/19/2011

Deutsche Bank AG, London Branch 0.000% due 7/16/2012

Deutsche Bank AG, London Branch 0.000% due 3/14/2012

Deutsche Bank AG, London Branch 0.000% due 10/14/2010

Deutsche Bank AG, London Branch 11.470% due 7/14/2011

Deutsche Bank AG, London Branch 10.300% due 7/14/2011

Deutsche Bank AG, London Branch 11.070% due 7/14/2011

Deutsche Bank AG, London Branch 0.000% due 5/31/2040

Deutsche Bank AG, London Branch 0.000% due 5/31/2040

Deutsche Bank AG, London Branch 0.000% due 6/30/2015

Deutsche Bank AG, London Branch 0.000% due 6/29/2012

Deutsche Bank AG, London Branch 0.000% due 6/26/2015

Deutsche Bank AG, London Branch 0.000% due 6/25/2012

Deutsche Bank AG, London Branch 0.000% due 6/20/2013

Deutsche Bank AG, London Branch 9.700% due 12/22/2010

Deutsche Bank AG, London Branch 11.000% due 12/22/2010

Deutsche Bank AG, London Branch 0.000% due 6/14/2013

Deutsche Bank AG, London Branch 0.000% due 6/13/2013

Deutsche Bank AG, London Branch 0.000% due 12/9/2011

Deutsche Bank AG, London Branch 1mL-16 due 7/18/2011

Deutsche Bank AG, London Branch 0.000% due 6/4/2012

Deutsche Bank AG, London Branch 0.000% due 6/4/2012

Deutsche Bank AG, London Branch 0.000% due 6/15/2011

Deutsche Bank AG, London Branch 0.000% due 5/31/2013

Deutsche Bank AG, London Branch 7% per year times proportion of days on which Libor is 7% or less; payable quarterly due 6/2/2025

Deutsche Bank AG, London Branch 11.000% due 6/3/2011

Deutsche Bank AG, London Branch 11.320% due 11/30/2010

Deutsche Bank AG, London Branch 12.690% due 11/30/2010

Deutsche Bank AG, London Branch 0.000% due 12/1/2011

Deutsche Bank AG, London Branch 0.000% due 5/28/2013

Deutsche Bank AG, London Branch 0.00% due 5/29/2015

Deutsche Bank AG, London Branch 0.00% due 5/31/2013

Deutsche Bank AG, London Branch 0.000% due 5/31/2011

Deutsche Bank AG, London Branch 0.000% due 12/10/2010

Deutsche Bank AG, London Branch 0.000% due 5/28/2013

Deutsche Bank AG, London Branch 0.000% due 6/10/2011

Deutsche Bank AG, London Branch 13.000% due 11/22/2010

Deutsche Bank AG, London Branch 14.500% due 11/22/2010

Deutsche Bank AG, London Branch 0.000% due 5/23/2012

Deutsche Bank AG, London Branch 0.000% due 5/17/2013

Deutsche Bank AG, London Branch 0.000% due 2/19/2016

Deutsche Bank AG, London Branch 0.000% due 6/2/2011

Deutsche Bank AG, London Branch 0.000% due 5/21/2012

Deutsche Bank AG, London Branch 0.000% due 6/17/2011

Deutsche Bank AG, London Branch 0.000% due 11/16/2011

Deutsche Bank AG, London Branch 0.000% due 11/16/2011

Deutsche Bank AG, London Branch 0.000% due 11/16/2011

Deutsche Bank AG, London Branch 0.000% due 11/16/2011

Deutsche Bank AG, London Branch 0.000% due 11/16/2011

Deutsche Bank AG, London Branch 0.000% due 5/14/2012

Deutsche Bank AG, London Branch 0.000% due 5/9/2013

Deutsche Bank AG, London Branch 0.000% due 5/11/2012

Deutsche Bank AG, London Branch 1mL-16 due 6/14/2011

Deutsche Bank AG, London Branch 0.000% due 5/3/2013

Deutsche Bank AG, London Branch 0.000% due 5/6/2013

Deutsche Bank AG, London Branch 0.000% due 4/30/2012

Deutsche Bank AG, London Branch 0.000% due 5/31/2011

Deutsche Bank AG, London Branch 1 month Libor-16 due 6/1/2011

Deutsche Bank AG, London Branch 0.000% due 4/29/2013

Deutsche Bank AG, London Branch 0.000% due 5/23/2011

Deutsche Bank AG, London Branch 0.000% due 4/15/2013

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 0.000% due 10/27/2010

Deutsche Bank AG, London Branch 0.000% due 4/18/2012

Deutsche Bank AG, London Branch 0.000% due 4/14/2015

Deutsche Bank AG, London Branch 0.000% due 4/14/2015

Deutsche Bank AG, London Branch 14.700% due 7/15/2010

Deutsche Bank AG, London Branch 0.000% due 4/20/2011

Deutsche Bank AG, London Branch 0.000% due 4/21/2011

Deutsche Bank AG, London Branch 0.000% due 4/10/2012

Deutsche Bank AG, London Branch 0.00% due 4/7/2016

Deutsche Bank AG, London Branch 0.000% due 4/5/2013

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 4/13/2011

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 4/2/2012

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/25/2013

Deutsche Bank AG, London Branch 0.000% due 3/26/2012

Deutsche Bank AG, London Branch 1mL-16 due 4/21/2011

Deutsche Bank AG, London Branch 0.000% due 3/25/2011

Deutsche Bank AG, London Branch 0.000% due 3/19/2012

Deutsche Bank AG, London Branch 0.000% due 3/25/2011

Deutsche Bank AG, London Branch 0.000% due 3/18/2011

Deutsche Bank AG, London Branch 0.000% due 3/24/2011

Deutsche Bank AG, London Branch 0.000% due 3/12/2012

Deutsche Bank AG, London Branch 0.000% due 3/11/2013

Deutsche Bank AG, London Branch 10.000% due 3/11/2011

Deutsche Bank AG, London Branch 10.000% due 3/11/2011

Deutsche Bank AG, London Branch 0.000% due 3/22/2011

Deutsche Bank AG, London Branch 0.000% due 9/8/2014

Deutsche Bank AG, London Branch 0.000% due 3/17/2011

Deutsche Bank AG, London Branch 0.000% due 4/4/2011

Deutsche Bank AG, London Branch 0.000% due 4/5/2011

Deutsche Bank AG, London Branch 0.000% due 3/1/2013

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 2/29/2012

Deutsche Bank AG, London Branch 0.000% due 3/28/2011

Deutsche Bank AG, London Branch 0.000% due 3/4/2011

Deutsche Bank AG, London Branch 0.000% due 3/10/2011

Deutsche Bank AG, London Branch 0.000% due 8/23/2011

Deutsche Bank AG, London Branch 0.000% due 2/23/2015

Deutsche Bank AG, London Branch 0.000% due 2/22/2012

Deutsche Bank AG, London Branch 0.000% due 2/23/2012

Deutsche Bank AG, London Branch 0.000% due 2/25/2011

Deutsche Bank AG, London Branch 0.000% due 3/3/2011

Deutsche Bank AG, London Branch 9.000% due 2/17/2012

Deutsche Bank AG, London Branch 11.000% due 2/17/2012

Deutsche Bank AG, London Branch 12.100% due 2/17/2012

Deutsche Bank AG, London Branch 0.000% due 3/11/2011

Deutsche Bank AG, London Branch 0.000% due 8/10/2011

Deutsche Bank AG, London Branch 0.000% due 2/18/2011

Deutsche Bank AG, London Branch 0.000% due 8/10/2011

Deutsche Bank AG, London Branch 0.00% due 2/25/2011

Deutsche Bank AG, London Branch 0.000% due 2/4/2011

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch L-15 due 3/1/2011

Deutsche Bank AG, London Branch L-16 due 2/28/2011

Deutsche Bank AG, London Branch L-16 due 2/15/2011

Deutsche Bank AG, London Branch 0.000% due 2/25/2011

Deutsche Bank AG, London Branch 0.000% due 1/18/2013

Deutsche Bank AG, London Branch 0.000% due 1/17/2013

Deutsche Bank AG, London Branch 0.000% due 1/12/2012

Deutsche Bank AG, London Branch 1mL-16 due 2/15/2011

Deutsche Bank AG, London Branch 0.000% due 12/31/2012

Deutsche Bank AG, London Branch 0.000% due 12/29/2014

Deutsche Bank AG, London Branch 0.000% due 12/27/2012

Deutsche Bank AG, London Branch 0.000% due 12/23/2011

Deutsche Bank AG, London Branch 0.000% due 12/23/2011

Deutsche Bank AG, London Branch 10.100% due 12/21/2011

Deutsche Bank AG, London Branch 9.850% due 12/21/2011

Deutsche Bank AG, London Branch 0.000% due 6/16/2011

Deutsche Bank AG, London Branch Libor plus 165 bps times proportion of days that Libor is 6% or less; payable quarterly due 12/14/2016

Deutsche Bank AG, London Branch 0.000% due 1/7/2011

Deutsche Bank AG, London Branch 0.000% due 1/7/2011

Deutsche Bank AG, London Branch 0.000% due 12/6/2012

Deutsche Bank AG, London Branch 0.000% due 12/5/2012

Deutsche Bank AG, London Branch 0.000% due 12/5/2012

Deutsche Bank AG, London Branch 0.000% due 12/3/2012

Deutsche Bank AG, London Branch 1mL-16 due 1/18/2011

Deutsche Bank AG, London Branch 0.000% due 5/31/2011

Deutsche Bank AG, London Branch 0.000% due 5/31/2011

Deutsche Bank AG, London Branch Equal to the average of the basket funds' returns with a floor of zero; each fund return is capped at 5.25%; payable annually due 11/30/2012

Deutsche Bank AG, London Branch Equal to the average of the basket funds' returns with a floor of zero; each fund return is capped at 5.75%; payable annually due 11/28/2014

Deutsche Bank AG, London Branch 0.000% due 11/30/2012

Deutsche Bank AG, London Branch 0.000% due 12/2/2014

Deutsche Bank AG, London Branch 0.000% due 11/28/2014

Deutsche Bank AG, London Branch 0.000% due 5/24/2013

Deutsche Bank AG, London Branch 7.7% times the proportion of days on which Libor is 7% or less; payable quarterly due 11/25/2024

Deutsche Bank AG, London Branch 1mL-16 due 11/24/2010

Deutsche Bank AG, London Branch 0.000% due 11/16/2012

Deutsche Bank AG, London Branch 10.000% due 11/18/2011

Deutsche Bank AG, London Branch 11.300% due 11/18/2011

Deutsche Bank AG, London Branch 0.000% due 12/16/2010

Deutsche Bank AG, London Branch 7.1% times the proportion of days on which Libor is 7% or less; payable quarterly due 11/5/2024

Deutsche Bank AG, London Branch 0.000% due 11/7/2011

Deutsche Bank AG, London Branch 0.000% due 8/7/2014

Deutsche Bank AG, London Branch 0.000% due 11/4/2011

Deutsche Bank AG, London Branch 0.000% due 12/3/2010

Deutsche Bank AG, London Branch 0.000% due 5/4/2011

Deutsche Bank AG, London Branch 0.000% due 5/4/2011

Deutsche Bank AG, London Branch 0.000% due 11/10/2010

Deutsche Bank AG, London Branch 0.000% due 11/2/2012

Deutsche Bank AG, London Branch 12.000% due 1/21/2010

Deutsche Bank AG, London Branch 0.000% due 10/14/2011

Deutsche Bank AG, London Branch 0.000% due 11/2/2012

Deutsche Bank AG, London Branch 0.000% due 10/7/2011

Deutsche Bank AG, London Branch 0.000% due 10/6/2014

Deutsche Bank AG, London Branch 0.000% due 4/1/2011

Deutsche Bank AG, London Branch 0.000% due 9/30/2011

Deutsche Bank AG, London Branch 0.000% due 10/29/2010

Deutsche Bank AG, London Branch 0.000% due 9/24/2012

Deutsche Bank AG, London Branch 0.000% due 10/6/2010

Deutsche Bank AG, London Branch 0.000% due 1/6/2011

Deutsche Bank AG, London Branch 0.000% due 8/25/2011

Deutsche Bank AG, London Branch 0.000% due 9/10/2012

Deutsche Bank AG, London Branch 0.000% due 3/10/2011

Deutsche Bank AG, London Branch 0.000% due 9/9/2013

Deutsche Bank AG, London Branch 0.000% due 9/4/2014

Deutsche Bank AG, London Branch 0.000% due 8/31/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2013

Deutsche Bank AG, London Branch 0.000% due 8/31/2012

Deutsche Bank AG, London Branch 11% for first year; after, four times the spread of the 10-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 11% per year; payable semiannually due 8/28/2029

Deutsche Bank AG, London Branch 0.000% due 8/26/2010

Deutsche Bank AG, London Branch 8.5% times the proportion of days on which Libor is 7% or less; payable quarterly due 8/26/2024

Deutsche Bank AG, London Branch 11% for first year; then 4.5 times the spread of the 10-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 11% per year; payable semiannually due 8/27/2029

Deutsche Bank AG, London Branch 0.000% due 8/27/2012

Deutsche Bank AG, London Branch 0.000% due 2/25/2010

Deutsche Bank AG, London Branch 0.000% due 6/1/2010

Deutsche Bank AG, London Branch 0.000% due 2/24/2011

Deutsche Bank AG, London Branch 0.000% due 8/25/2014

Deutsche Bank AG, London Branch 0.000% due 2/24/2014

Deutsche Bank AG, London Branch 0.000% due 2/19/2010

Deutsche Bank AG, London Branch 0.000% due 8/19/2013

Deutsche Bank AG, London Branch 0.000% due 11/15/2010

Deutsche Bank AG, London Branch 0.000% due 2/14/2011

Deutsche Bank AG, London Branch 0.000% due 2/12/2013

Deutsche Bank AG, London Branch 0.000% due 8/26/2010

Deutsche Bank AG, London Branch 0.000% due 5/17/2010

Deutsche Bank AG, London Branch 0.000% due 8/19/2010

Deutsche Bank AG, London Branch 0.000% due 8/19/2010

Deutsche Bank AG, London Branch 0.000% due 8/3/2011

Deutsche Bank AG, London Branch 0.000% due 3/31/2011

Deutsche Bank AG, London Branch 0.000% due 7/31/2013

Deutsche Bank AG, London Branch 0.000% due 1/27/2011

Deutsche Bank AG, London Branch 0.000% due 1/27/2011

Deutsche Bank AG, London Branch 0.000% due 7/23/2015

Deutsche Bank AG, London Branch 0.000% due 7/19/2012

Deutsche Bank AG, London Branch Five times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 11% per year; payable semiannually due 7/17/2024

Deutsche Bank AG, London Branch 0.000% due 7/16/2010

Deutsche Bank AG, London Branch 0.000% due 7/16/2010

Deutsche Bank AG, London Branch 0.000% due 4/14/2011

Deutsche Bank AG, London Branch 0.000% due 2/15/2011

Deutsche Bank AG, London Branch 0.000% due 7/7/2014

Deutsche Bank AG, London Branch 0.000% due 6/30/2011

Deutsche Bank AG, London Branch 0.000% due 12/30/2010

Deutsche Bank AG, London Branch 0.000% due 2/28/2011

Deutsche Bank AG, London Branch 0.000% due 6/28/2013

Deutsche Bank AG, London Branch 0.000% due 6/28/2012

Deutsche Bank AG, London Branch 8.5% times the proportion of days on which Libor is 7% or less; payable quarterly due 6/26/2024

Deutsche Bank AG, London Branch 8% times proportion of days on which Libor is 7% or less; payable quarterly due 6/24/2024

Deutsche Bank AG, London Branch 0.000% due 6/24/2011

Deutsche Bank AG, London Branch 0.000% due 6/24/2011

Deutsche Bank AG, London Branch 0.000% due 6/24/2011

Deutsche Bank AG, London Branch 0.000% due 6/25/2014

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 7% per year times proportion of days Libor is 7% or less; payable quarterly due 6/17/2024

Deutsche Bank AG, London Branch 0.000% due 6/23/2010

Deutsche Bank AG, London Branch 0.00% due 6/9/2011

Deutsche Bank AG, London Branch 0.000% due 6/11/2012

Deutsche Bank AG, London Branch 0.000% due 6/6/2011

Deutsche Bank AG, London Branch 0.000% due 6/10/2010

Deutsche Bank AG, London Branch 0.000% due 6/3/2011

Deutsche Bank AG, London Branch 0.000% due 5/31/2013

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 11/29/2010

Deutsche Bank AG, London Branch 0.000% due 2/28/2011

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 0.000% due 11/12/2010

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 0.000% due 8/5/2010

Deutsche Bank AG, London Branch 0.000% due 9/7/2010

Deutsche Bank AG, London Branch 0.000% due 9/24/2009

Deutsche Bank AG, London Branch 0.000% due 5/5/2014

Deutsche Bank AG, London Branch 0.000% due 6/1/2010

Deutsche Bank AG, London Branch 0.000% due 1/3/2012

Deutsche Bank AG, London Branch 0.000% due 5/2/2011

Deutsche Bank AG, London Branch 0.000% due 5/3/2010

Deutsche Bank AG, London Branch 0.000% due 11/1/2010

Deutsche Bank AG, London Branch 0.000% due 7/30/2010

Deutsche Bank AG, London Branch 0.000% due 9/30/2010

Deutsche Bank AG, London Branch 0.000% due 7/30/2010

Deutsche Bank AG, London Branch 1.5% on April 30, 2010; on May 2, 2011, the greater of zero and the contribution average; on subsequent annual coupon payment dates, the greater of the contribution average and the coupon paid on the previous payment date; for each basket stock, the annual contribution will equal the return on that stock, subject to the conditions noted above due 4/30/2014

Deutsche Bank AG, London Branch 0.000% due 10/29/2010

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 0.000% due 5/21/2010

Deutsche Bank AG, London Branch 0.000% due 10/20/2011

Deutsche Bank AG, London Branch 0.000% due 5/17/2010

Deutsche Bank AG, London Branch 0.000% due 6/8/2010

Deutsche Bank AG, London Branch 0.000% due 5/3/2010

Deutsche Bank AG, London Branch 0.000% due 10/4/2010

Deutsche Bank AG, London Branch 0.000% due 11/1/2010

Deutsche Bank AG, London Branch 0.000% due 6/30/2010

Deutsche Bank AG, London Branch 0.000% due 7/30/2010

Deutsche Bank AG, London Branch 0.000% due 6/30/2010

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/25/2011

Deutsche Bank AG, London Branch 0.000% due 9/27/2010

Deutsche Bank AG, London Branch 0.000% due 4/23/2010

Deutsche Bank AG, London Branch 0.000% due 4/23/2010

Deutsche Bank AG, London Branch 0.000% due 3/16/2011

Deutsche Bank AG, London Branch 0.000% due 3/14/2011

Deutsche Bank AG, London Branch 0.000% due 6/11/2009

Deutsche Bank AG, London Branch 0.000% due 4/12/2010

Deutsche Bank AG, London Branch 0.000% due 4/9/2010

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 0.000% due 3/2/2011

Deutsche Bank AG, London Branch 0.000% due 3/29/2010

Deutsche Bank AG, London Branch 0.000% due 8/27/2010

Deutsche Bank AG, London Branch 0.000% due 8/27/2010

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch L-16 due 3/23/2010

Deutsche Bank AG, London Branch L-16 due 1/22/2010

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 0.000% due 2/16/2011

Deutsche Bank AG, London Branch 0.000% due 2/24/2011

Deutsche Bank AG, London Branch 0.000% due 8/5/2010

Deutsche Bank AG, London Branch five times the spread of the 10-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 6% per year; payable quarterly due 2/4/2014

Deutsche Bank AG, London Branch 0.000% due 2/4/2011

Deutsche Bank AG, London Branch 0.000% due 7/30/2010

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 7/30/2010

Deutsche Bank AG, London Branch 0.000% due 2/25/2010

Deutsche Bank AG, London Branch 0.000% due 2/16/2010

Deutsche Bank AG, London Branch 0.000% due 12/30/2011

Deutsche Bank AG, London Branch 0.000% due 12/31/2013

Deutsche Bank AG, London Branch 0.000% due 1/4/2010

Deutsche Bank AG, London Branch 0.000% due 6/29/2010

Deutsche Bank AG, London Branch 0.000% due 12/30/2013

Deutsche Bank AG, London Branch 0.000% due 6/29/2010

Deutsche Bank AG, London Branch 0.000% due 6/29/2010

Deutsche Bank AG, London Branch 0.000% due 6/29/2010

Deutsche Bank AG, London Branch 0.000% due 6/24/2010

Deutsche Bank AG, London Branch 0.000% due 12/27/2010

Deutsche Bank AG, London Branch 0.000% due 1/19/2011

Deutsche Bank AG, London Branch 0.000% due 6/18/2010

Deutsche Bank AG, London Branch 0.000% due 12/19/2011

Deutsche Bank AG, London Branch L-16 due 1/13/2010

Deutsche Bank AG, London Branch L-16 due 11/13/2009

Deutsche Bank AG, London Branch L-12 due 1/7/2010

Deutsche Bank AG, London Branch 0.000% due 1/7/2010

Deutsche Bank AG, London Branch 0.000% due 11/26/2010

Deutsche Bank AG, London Branch 0.000% due 12/9/2009

Deutsche Bank AG, London Branch 0.000% due 5/3/2010

Deutsche Bank AG, London Branch 0.000% due 11/30/2011

Deutsche Bank AG, London Branch 0.000% due 5/27/2009

Deutsche Bank AG, London Branch 0.000% due 5/26/2010

Deutsche Bank AG, London Branch 0.000% due 11/25/2011

Deutsche Bank AG, London Branch 0.000% due 5/26/2010

Deutsche Bank AG, London Branch 0.000% due 12/28/2009

Deutsche Bank AG, London Branch 0.000% due 5/26/2010

Deutsche Bank AG, London Branch 0.000% due 11/26/2010

Deutsche Bank AG, London Branch 0.000% due 5/19/2010

Deutsche Bank AG, London Branch L-16 due 12/17/2009

Deutsche Bank AG, London Branch L-16 due 10/16/2009

Deutsche Bank AG, London Branch 0.000% due 12/14/2009

Deutsche Bank AG, London Branch 0.000% due 11/12/2010

Deutsche Bank AG, London Branch 0.000% due 12/10/2009

Deutsche Bank AG, London Branch 0.000% due 5/5/2010

Deutsche Bank AG, London Branch 0.000% due 10/31/2011

Deutsche Bank AG, London Branch 0.000% due 5/3/2011

Deutsche Bank AG, London Branch 0.000% due 11/2/2011

Deutsche Bank AG, London Branch 0.000% due 5/3/2010

Deutsche Bank AG, London Branch 0.000% due 4/30/2011

Deutsche Bank AG, London Branch 0.000% due 4/30/2010

Deutsche Bank AG, London Branch 0.000% due 4/30/2010

Deutsche Bank AG, London Branch 0.000% due 10/31/2011

Deutsche Bank AG, London Branch 1mL-16 due 10/1/2009

Deutsche Bank AG, London Branch L-16 due 12/4/2009

Deutsche Bank AG, London Branch 0.000% due 11/13/2009

Deutsche Bank AG, London Branch 0.000% due 10/29/2009

Deutsche Bank AG, London Branch L-12 due 11/27/2009

Deutsche Bank AG, London Branch 0.000% due 10/20/2011

Deutsche Bank AG, London Branch 0.000% due 4/9/2010

Deutsche Bank AG, London Branch L-16 due 9/15/2009

Deutsche Bank AG, London Branch L-16 due 9/15/2009

Deutsche Bank AG, London Branch 0.000% due 4/16/2010

Deutsche Bank AG, London Branch 0.000% due 2/15/2038

Deutsche Bank AG, London Branch L-12 due 11/13/2009

Deutsche Bank AG, London Branch L-16 due 11/12/2009

Deutsche Bank AG, London Branch L-16 due 9/14/2009

Deutsche Bank AG, London Branch 0.000% due 4/9/2010

Deutsche Bank AG, London Branch 0.000% due 10/7/2011

Deutsche Bank AG, London Branch L-16 due 11/6/2009

Deutsche Bank AG, London Branch 0.000% due 4/6/2010

Deutsche Bank AG, London Branch 0.000% due 4/6/2010

Deutsche Bank AG, London Branch 0.000% due 11/6/2009

Deutsche Bank AG, London Branch L-16 due 9/2/2009

Deutsche Bank AG, London Branch 0.000% due 10/13/2011

Deutsche Bank AG, London Branch 0.000% due 9/30/2011

Deutsche Bank AG, London Branch 0.000% due 3/31/2010

Deutsche Bank AG, London Branch 0.000% due 3/30/2010

Deutsche Bank AG, London Branch 0.00% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 10/30/2009

Deutsche Bank AG, London Branch 0.000% due 9/30/2013

Deutsche Bank AG, London Branch 0.000% due 10/2/2009

Deutsche Bank AG, London Branch 0.000% due 4/28/2010

Deutsche Bank AG, London Branch 0.000% due 3/23/2010

Deutsche Bank AG, London Branch L-12 due 10/23/2009

Deutsche Bank AG, London Branch 0.000% due 9/22/2010

Deutsche Bank AG, London Branch 1mL-16 due 10/23/2009

Deutsche Bank AG, London Branch L-12 due 10/21/2009

Deutsche Bank AG, London Branch 1mL-16 due 8/21/2009

Deutsche Bank AG, London Branch 1mL-18 due 8/13/2009

Deutsche Bank AG, London Branch Libor plus 153 bps multiplied by proportion of days on which Libor is 6.5% or less; payable quarterly. due 9/24/2015

Deutsche Bank AG, London Branch 0.000% due 9/16/2013

Deutsche Bank AG, London Branch 0.000% due 3/12/2010

Deutsche Bank AG, London Branch 0.000% due 9/11/2013

Deutsche Bank AG, London Branch 0.000% due 9/22/2011

Deutsche Bank AG, London Branch 0.000% due 3/9/2010

Deutsche Bank AG, London Branch 0.000% due 9/24/2009

Deutsche Bank AG, London Branch L-20 due 10/8/2009

Deutsche Bank AG, London Branch 1mL-20 due 8/6/2009

Deutsche Bank AG, London Branch 0.000% due 9/19/2011

Deutsche Bank AG, London Branch 0.000% due 9/2/2010

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 4/29/2010

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 2/28/2010

Deutsche Bank AG, London Branch 0.000% due 8/30/2013

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 8/31/2010

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 8% per year for first year; for years two through five, 8% times proportion of days on which Libor is equal to or less than 6.75%; for years six through 10, 10% times proportion of days on which Libor is equal to or less than 6.75%; for years 11 through 15, 15% times proportion of days on which Libor is equal to or less than 6.75% due 8/26/2023

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 8/12/2009

Deutsche Bank AG, London Branch 0.000% due 8/18/2010

Deutsche Bank AG, London Branch 0.000% due 8/12/2015

Deutsche Bank AG, London Branch 0.000% due 8/14/2023

Deutsche Bank AG, London Branch 0.000% due 8/14/2023

Deutsche Bank AG, London Branch 0.000% due 8/14/2023

Deutsche Bank AG, London Branch 0.000% due 8/20/2009

Deutsche Bank AG, London Branch 0.000% due 8/20/2009

Deutsche Bank AG, London Branch one-time coupon of 3% on Aug. 29, 2008 due 8/5/2014

Deutsche Bank AG, London Branch 0.000% due 8/5/2013

Deutsche Bank AG, London Branch for the initial period, 2.68063%; then Libor minus 12 basis points; payable quarterly due 9/10/2009

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 2/2/2011

Deutsche Bank AG, London Branch 0.000% due 8/1/2013

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 10/30/2009

Deutsche Bank AG, London Branch 0.000% due 7/29/2011

Deutsche Bank AG, London Branch 0.000% due 8/2/2011

Deutsche Bank AG, London Branch 0.000% due 7/29/2011

Deutsche Bank AG, London Branch 0.000% due 7/29/2011

Deutsche Bank AG, London Branch 0.000% due 8/3/2009

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 7/30/2015

Deutsche Bank AG, London Branch 0.000% due 8/13/2009

Deutsche Bank AG, London Branch 0.000% due 10/29/2009

Deutsche Bank AG, London Branch 10.75% per year for first year; 12 times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 13% per year for the second through fifth years; multiplier rises to 15 for remainder of note term; payable quarterly due 7/24/2023

Deutsche Bank AG, London Branch 0.000% due 7/23/2013

Deutsche Bank AG, London Branch 0.000% due 7/15/2009

Deutsche Bank AG, London Branch 0.000% due 7/28/2011

Deutsche Bank AG, London Branch 0.000% due 7/16/2009

Deutsche Bank AG, London Branch 0.000% due 7/16/2009

Deutsche Bank AG, London Branch 0.000% due 7/15/2014

Deutsche Bank AG, London Branch 10% per year for first year; beginning July 15, 2009, 13 times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 15% per year; payable quarterly due 7/15/2023

Deutsche Bank AG, London Branch 8% per year for first year; beginning July 15, 2009, 8% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 7/15/2023

Deutsche Bank AG, London Branch 0.000% due 7/22/2009

Deutsche Bank AG, London Branch 0.000% due 7/7/2014

Deutsche Bank AG, London Branch 0.000% due 7/11/2011

Deutsche Bank AG, London Branch 0.000% due 6/27/2013

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 12/31/2008

Deutsche Bank AG, London Branch 0.000% due 12/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2010

Deutsche Bank AG, London Branch 0.000% due 6/30/2010

Deutsche Bank AG, London Branch 0.000% due 6/25/2010

Deutsche Bank AG, London Branch 0.000% due 12/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/1/2009

Deutsche Bank AG, London Branch 0.000% due 7/11/2011

Deutsche Bank AG, London Branch 0.000% due 7/9/2009

Deutsche Bank AG, London Branch 0.000% due 7/9/2009

Deutsche Bank AG, London Branch 0.000% due 12/27/2012

Deutsche Bank AG, London Branch 0.000% due 6/23/2011

Deutsche Bank AG, London Branch 0.000% due 6/24/2011

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/1/2038

Deutsche Bank AG, London Branch 0.000% due 6/30/2011

Deutsche Bank AG, London Branch 0.000% due 7/2/2009

Deutsche Bank AG, London Branch 0.000% due 7/2/2010

Deutsche Bank AG, London Branch 0.000% due 6/16/2011

Deutsche Bank AG, London Branch 5.000% due 12/24/2008

Deutsche Bank AG, London Branch 0.000% due 6/24/2009

Deutsche Bank AG, London Branch 0.000% due 6/23/2010

Deutsche Bank AG, London Branch 0.000% due 12/7/2009

Deutsche Bank AG, London Branch 9.240% due 12/12/2008

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 6/4/2013

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 6/17/2010

Deutsche Bank AG, London Branch 0.000% due 12/3/2009

Deutsche Bank AG, London Branch 5.000% due 12/24/2008

Deutsche Bank AG, London Branch 0.000% due 5/31/2011

Deutsche Bank AG, London Branch 0.000% due 5/31/2013

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 5/30/2012

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 5/30/2012

Deutsche Bank AG, London Branch 0.000% due 6/2/2011

Deutsche Bank AG, London Branch 0.000% due 5/28/2010

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 1/29/2010

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 11/30/2009

Deutsche Bank AG, London Branch 0.000% due 5/28/2010

Deutsche Bank AG, London Branch 0.000% due 11/23/2011

Deutsche Bank AG, London Branch 0.000% due 11/23/2009

Deutsche Bank AG, London Branch 0.000% due 6/4/2009

Deutsche Bank AG, London Branch 0.000% due 5/28/2009

Deutsche Bank AG, London Branch 0.000% due 5/28/2009

Deutsche Bank AG, London Branch 7.9% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 5/9/2023

Deutsche Bank AG, London Branch 7.55% times the proportion of days during interest period that Libor is between 0% and 7% due 5/28/2023

Deutsche Bank AG, London Branch 0.000% due 5/4/2011

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 10/29/2009

Deutsche Bank AG, London Branch 0.000% due 4/30/2010

Deutsche Bank AG, London Branch 0.000% due 10/29/2009

Deutsche Bank AG, London Branch 0.000% due 12/29/2009

Deutsche Bank AG, London Branch 10% per year for the first year; beginning April 23, 2009, 10 times the spread of the 30-year CMS rate over the two-year CMS rate, with a floor of 0% and a cap of 12% per year due 4/28/2023

Deutsche Bank AG, London Branch 0.000% due 4/21/2011

Deutsche Bank AG, London Branch 0.000% due 10/19/2009

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/1/2038

Deutsche Bank AG, London Branch 0.000% due 4/11/2013

Deutsche Bank AG, London Branch L-12 due 5/7/2009

Deutsche Bank AG, London Branch 0.000% due 10/1/2009

Deutsche Bank AG, London Branch 0.000% due 3/31/2011

Deutsche Bank AG, London Branch 0.000% due 9/30/2009

Deutsche Bank AG, London Branch 0.000% due 3/31/2011

Deutsche Bank AG, London Branch 0.000% due 3/30/2012

Deutsche Bank AG, London Branch 0.000% due 9/30/2009

Deutsche Bank AG, London Branch 0.000% due 4/1/2009

Deutsche Bank AG, London Branch 0.000% due 9/28/2009

Deutsche Bank AG, London Branch 0.000% due 3/31/2009

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 9/28/2009

Deutsche Bank AG, London Branch 0.000% due 9/28/2009

Deutsche Bank AG, London Branch 0.000% due 9/28/2009

Deutsche Bank AG, London Branch 0.000% due 3/28/2013

Deutsche Bank AG, London Branch 0.000% due 3/22/2012

Deutsche Bank AG, London Branch 0.000% due 3/22/2012

Deutsche Bank AG, London Branch 24.720% due 6/19/2008

Deutsche Bank AG, London Branch 0.000% due 6/17/2009

Deutsche Bank AG, London Branch 0.000% due 3/10/2011

Deutsche Bank AG, London Branch 0.000% due 2/15/2038

Deutsche Bank AG, London Branch 0.000% due 2/15/2038

Deutsche Bank AG, London Branch 0.000% due 2/15/2038

Deutsche Bank AG, London Branch 0.000% due 8/31/2009

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 0.000% due 2/28/2011

Deutsche Bank AG, London Branch 0.000% due 3/1/2013

Deutsche Bank AG, London Branch 0.000% due 8/28/2009

Deutsche Bank AG, London Branch 0.000% due 8/28/2009

Deutsche Bank AG, London Branch 0.000% due 3/3/2009

Deutsche Bank AG, London Branch 0.000% due 8/28/2009

Deutsche Bank AG, London Branch 0.000% due 2/20/2013

Deutsche Bank AG, London Branch Deutsche Bank AUD Overnight Index, less an adjustment fee of 0.25% due 2/23/2023

Deutsche Bank AG, London Branch Deutsche Bank GBP Overnight Index, less an adjustment fee of 0.25% due 2/23/2023

Deutsche Bank AG, London Branch Deutsche Bank Swiss franc Overnight Index, less an adjustment fee of 0.25% due 2/23/2023

Deutsche Bank AG, London Branch Deutsche Bank Euro Overnight Index, less an adjustment fee of 0.25% due 2/23/2023

Deutsche Bank AG, London Branch Deutsche Bank CAD Overnight Index, less an adjustment fee of 0.25% due 2/23/2023

Deutsche Bank AG, London Branch 0.000% due 8/21/2009

Deutsche Bank AG, London Branch 0.000% due 2/21/2013

Deutsche Bank AG, London Branch 0.000% due 8/18/2009

Deutsche Bank AG, London Branch 0.000% due 8/17/2009

Deutsche Bank AG, London Branch 0.000% due 2/10/2011

Deutsche Bank AG, London Branch 0.000% due 8/10/2011

Deutsche Bank AG, London Branch 0.000% due 3/30/2009

Deutsche Bank AG, London Branch 0.000% due 1/26/2010

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 1/31/2013

Deutsche Bank AG, London Branch 0.000% due 1/28/2013

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 7/29/2009

Deutsche Bank AG, London Branch 0.000% due 7/29/2009

Deutsche Bank AG, London Branch 0.000% due 1/30/2009

Deutsche Bank AG, London Branch 0.000% due 7/29/2009

Deutsche Bank AG, London Branch 0.000% due 1/31/2011

Deutsche Bank AG, London Branch 0.000% due 7/29/2009

Deutsche Bank AG, London Branch 0.000% due 1/25/2013

Deutsche Bank AG, London Branch 0.000% due 1/25/2010

Deutsche Bank AG, London Branch 0.000% due 7/9/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 12/27/2011

Deutsche Bank AG, London Branch 0.000% due 12/19/2008

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/24/2009

Deutsche Bank AG, London Branch 0.000% due 6/24/2009

Deutsche Bank AG, London Branch 0.000% due 12/21/2011

Deutsche Bank AG, London Branch 0.000% due 6/24/2009

Deutsche Bank AG, London Branch 0.000% due 6/24/2013

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 12/21/2009

Deutsche Bank AG, London Branch 0.000% due 6/22/2009

Deutsche Bank AG, London Branch 0.000% due 12/21/2009

Deutsche Bank AG, London Branch 0.000% due 2/19/2009

Deutsche Bank AG, London Branch 0.000% due 6/12/2009

Deutsche Bank AG, London Branch 0.000% due 12/13/2011

Deutsche Bank AG, London Branch 0.000% due 12/13/2010

Deutsche Bank AG, London Branch 0.000% due 6/11/2009

Deutsche Bank AG, London Branch 0.000% due 7/24/2009

Deutsche Bank AG, London Branch 0.000% due 6/5/2009

Deutsche Bank AG, London Branch 0.000% due 12/5/2012

Deutsche Bank AG, London Branch 0.000% due 6/4/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 1/28/2013

Deutsche Bank AG, London Branch 0.000% due 11/30/2010

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 11/30/2010

Deutsche Bank AG, London Branch 0.000% due 11/24/2008

Deutsche Bank AG, London Branch 0.000% due 11/26/2008

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/28/2010

Deutsche Bank AG, London Branch 0.000% due 12/29/2008

Deutsche Bank AG, London Branch 0.000% due 12/29/2008

Deutsche Bank AG, London Branch 14.450% due 11/25/2008

Deutsche Bank AG, London Branch 0.000% due 11/19/2012

Deutsche Bank AG, London Branch 0.000% due 5/16/2011

Deutsche Bank AG, London Branch 0.000% due 11/14/2022

Deutsche Bank AG, London Branch 0.000% due 11/7/2012

Deutsche Bank AG, London Branch 10% for the first two years; after that, 12 times the spread of the 30-year Constant Maturity Swap (CMS) rate over the two-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 10%; payable quarterly due 11/6/2022

Deutsche Bank AG, London Branch 0.000% due 11/2/2012

Deutsche Bank AG, London Branch 0.000% due 11/2/2012

Deutsche Bank AG, London Branch 0.000% due 11/3/2008

Deutsche Bank AG, London Branch 0.000% due 10/31/2011

Deutsche Bank AG, London Branch 0.000% due 10/31/2012

Deutsche Bank AG, London Branch 0.000% due 6/26/2009

Deutsche Bank AG, London Branch 0.000% due 4/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/26/2009

Deutsche Bank AG, London Branch 0.000% due 6/26/2009

Deutsche Bank AG, London Branch 10% for the first year; after that, 14 times the spread of the 30-year Constant Maturity Swap (CMS) rate over the two-year CMS rate, reset quarterly and subject to a minimum of 0% and a maximum of 10% per year; payable quarterly due 10/30/2022

Deutsche Bank AG, London Branch 10% for the first year; after that, 13 times the spread of the 30-year Constant Maturity Swap (CMS) rate over the two-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 10% per year; payable quarterly due 10/30/2022

Deutsche Bank AG, London Branch 0.000% due 10/29/2010

Deutsche Bank AG, London Branch 0.000% due 10/30/2009

Deutsche Bank AG, London Branch 0.000% due 4/30/2009

Deutsche Bank AG, London Branch 0.000% due 4/30/2009

Deutsche Bank AG, London Branch 18.200% due 10/31/2008

Deutsche Bank AG, London Branch 0.000% due 11/28/2008

Deutsche Bank AG, London Branch 0.000% due 10/29/2010

Deutsche Bank AG, London Branch 16.400% due 10/27/2009

Deutsche Bank AG, London Branch 0.000% due 10/24/2022

Deutsche Bank AG, London Branch 0.000% due 10/23/2008

Deutsche Bank AG, London Branch 0.000% due 10/15/2009

Deutsche Bank AG, London Branch 0.000% due 3/31/2009

Deutsche Bank AG, London Branch 0.000% due 9/30/2009

Deutsche Bank AG, London Branch 10% for the first year; thereafter, 15 times the spread of the 30-year Constant Maturity Swap (CMS) rate over the two-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 10% due 9/28/2022

Deutsche Bank AG, London Branch 0.000% due 9/30/2010

Deutsche Bank AG, London Branch 0.000% due 9/30/2011

Deutsche Bank AG, London Branch 0.000% due 9/28/2012

Deutsche Bank AG, London Branch 0.000% due 3/31/2009

Deutsche Bank AG, London Branch 0.000% due 3/31/2009

Deutsche Bank AG, London Branch 0.000% due 3/31/2009

Deutsche Bank AG, London Branch 0.000% due 9/30/2013

Deutsche Bank AG, London Branch 0.000% due 9/30/2009

Deutsche Bank AG, London Branch 0.000% due 9/26/2012

Deutsche Bank AG, London Branch 0.000% due 9/18/2008

Deutsche Bank AG, London Branch 9.5% times the proportion of days on which either Libor is less than or equal to 3.35% or the average weekly ratios of the Sifma index is less than or equal to 70% due 9/5/2017

Deutsche Bank AG, London Branch 8% times the proportion of days on which either Libor is less than or equal to 3.35% or the average weekly ratios of the Sifma index is less than or equal to 72% due 9/5/2017

Deutsche Bank AG, London Branch 0.000% due 9/5/2008

Deutsche Bank AG, London Branch 0.000% due 8/31/2010

Deutsche Bank AG, London Branch 0.000% due 8/31/2010

Deutsche Bank AG, London Branch 0.000% due 2/26/2010

Deutsche Bank AG, London Branch 0.000% due 8/31/2010

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 0.000% due 8/31/2009

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 11.200% due 8/26/2008

Deutsche Bank AG, London Branch 10% for the first year; after that, 15 times the spread of the 30-year CMS rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20%; payable quarterly due 8/17/2022

Deutsche Bank AG, London Branch 0.000% due 8/15/2012

Deutsche Bank AG, London Branch 0.000% due 8/13/2010

Deutsche Bank AG, London Branch 0.000% due 9/30/2008

Deutsche Bank AG, London Branch 0.000% due 7/31/2009

Deutsche Bank AG, London Branch 0.000% due 10/30/2009

Deutsche Bank AG, London Branch 0.000% due 1/31/2011

Deutsche Bank AG, London Branch 0.000% due 1/30/2009

Deutsche Bank AG, London Branch 0.000% due 1/30/2009

Deutsche Bank AG, London Branch 0.000% due 7/30/2010

Deutsche Bank AG, London Branch 0.000% due 7/29/2011

Deutsche Bank AG, London Branch 10% for the first six quarters; thereafter, 50 times the spread of the 30-year constant maturity swap (CMS) rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20% due 7/30/2022

Deutsche Bank AG, London Branch 7.425% for the first year; after that, 7.425% multiplied by the proportion of days during which the spread of the 30-year CMS rate over the two-year CMS rate is at least zero; payable quarterly due 7/30/2022

Deutsche Bank AG, London Branch 7.8% for the first year; thereafter, 7.8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is at least zero; payable quarterly due 7/30/2022

Deutsche Bank AG, London Branch 17.230% due 7/28/2008

Deutsche Bank AG, London Branch 0.000% due 7/26/2012

Deutsche Bank AG, London Branch 0.000% due 4/28/2010

Deutsche Bank AG, London Branch 13% for the first year; after that, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20%; payable quarterly due 7/19/2022

Deutsche Bank AG, London Branch 0.000% due 7/23/2009

Deutsche Bank AG, London Branch 13.350% due 7/21/2009

Deutsche Bank AG, London Branch 0.000% due 7/16/2010

Deutsche Bank AG, London Branch 8.7% annually multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is at least zero; payable quarterly due 7/12/2022

Deutsche Bank AG, London Branch 12.750% due 7/11/2008

Deutsche Bank AG, London Branch 5.24% per year for first quarter; one-month Libor minus 12 bps for fifth quarter; three-month Libor minus 12 bps for all other quarters due 8/4/2008

Deutsche Bank AG, London Branch 0.000% due 1/8/2009

Deutsche Bank AG, London Branch 0.000% due 6/27/2008

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 10.5% for the first two years; after that, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20%; payable quarterly due 6/28/2022

Deutsche Bank AG, London Branch 8% for the first year; after that, 8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 6/29/2022

Deutsche Bank AG, London Branch 7.65% for the first year; after that, 7.65% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 6/29/2022

Deutsche Bank AG, London Branch 0.000% due 7/31/2008

Deutsche Bank AG, London Branch 0.000% due 9/30/2010

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/30/2010

Deutsche Bank AG, London Branch 0.000% due 12/31/2008

Deutsche Bank AG, London Branch 0.000% due 6/30/2011

Deutsche Bank AG, London Branch 11.250% due 7/10/2008

Deutsche Bank AG, London Branch 12.000% due 7/10/2008

Deutsche Bank AG, London Branch 0.000% due 6/27/2011

Deutsche Bank AG, London Branch 7.8% for the first year; after that, 7.8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 6/27/2022

Deutsche Bank AG, London Branch 0.000% due 6/30/2009

Deutsche Bank AG, London Branch 0.000% due 6/20/2011

Deutsche Bank AG, London Branch 0.000% due 6/18/2010

Deutsche Bank AG, London Branch 0.000% due 6/30/2010

Deutsche Bank AG, London Branch 0.000% due 6/14/2010

Deutsche Bank AG, London Branch 8% for the first year; after that, 8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 6/1/2022

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 8/31/2010

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/29/2009

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 5/31/2012

Deutsche Bank AG, London Branch 0.000% due 5/28/2010

Deutsche Bank AG, London Branch 0.000% due 11/28/2008

Deutsche Bank AG, London Branch 0.000% due 5/31/2011

Deutsche Bank AG, London Branch 5.75% per year for first six months; after that, 5.75% per year for each day six-month Libor is 4.875% or more; payable quarterly due 5/29/2008

Deutsche Bank AG, London Branch 8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than 10 bps; payable quarterly due 5/24/2022

Deutsche Bank AG, London Branch 8.2% for the first quarter; after that, 50 times the spread of the 30-year Constant Maturity Swap (CMS) rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20% due 5/23/2012

Deutsche Bank AG, London Branch 0.000% due 5/22/2012

Deutsche Bank AG, London Branch 9.37% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than 10 bps; payable quarterly due 5/17/2022

Deutsche Bank AG, London Branch 0.000% due 5/16/2008

Deutsche Bank AG, London Branch 10.65% for the first year; thereafter, 50 times the spread of the 15-year CMS rate over the 2-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20% due 5/15/2022

Deutsche Bank AG, London Branch 0.000% due 5/11/2011

Deutsche Bank AG, London Branch 10.6% for the first year; thereafter, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 0% and a maximum interest rate of 20% due 5/9/2022

Deutsche Bank AG, London Branch 8.15% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than 10 bps; payable quarterly due 5/9/2017

Deutsche Bank AG, London Branch 12% for the first year; after that, 50 times the spread of the 30-year CMS rate over the 10-year CMS rate, reset quarterly and subject to a minimum interest rate of 1% and a maximum interest rate of 20%; payable quarterly due 5/2/2022

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 8.5% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 4/25/2022

Deutsche Bank AG, London Branch 0.000% due 4/30/2009

Deutsche Bank AG, London Branch 0.000% due 10/31/2008

Deutsche Bank AG, London Branch 0.000% due 5/3/2010

Deutsche Bank AG, London Branch 0.000% due 10/31/2008

Deutsche Bank AG, London Branch 0.000% due 4/29/2011

Deutsche Bank AG, London Branch 0.000% due 10/31/2008

Deutsche Bank AG, London Branch 0.000% due 10/31/2008

Deutsche Bank AG, London Branch 0.000% due 10/31/2008

Deutsche Bank AG, London Branch 6.02% per year for each day the 10-year Constant Maturity U.S. Treasury rate is between 4.15% and 5.05%, inclusive; payable quarterly due 4/30/2009

Deutsche Bank AG, London Branch 8% for the first year; after that, 8% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 4/20/2022

Deutsche Bank AG, London Branch 0.000% due 5/16/2008

Deutsche Bank AG, London Branch 9.875% for the first quarter, 10-year CMT rate minus a quarterly percentage for second through 16th quarters, constant at 16th quarter rate after that; payable quarterly; quarterly percentage: 4.5% for second quarter, 4.75% for third quarter, 5% for fourth quarter, 5.25% for fifth and sixth quarters, 5.45% for seventh and eighth quarters, 5.75% for ninth through 12th quarters and 5.875% for the 13th through 16th quarters due 4/3/2017

Deutsche Bank AG, London Branch 0.000% due 4/30/2010

Deutsche Bank AG, London Branch 0.000% due 3/30/2010

Deutsche Bank AG, London Branch 0.000% due 3/30/2009

Deutsche Bank AG, London Branch 0.000% due 3/30/2009

Deutsche Bank AG, London Branch 0.000% due 3/30/2012

Deutsche Bank AG, London Branch 0.000% due 3/30/2012

Deutsche Bank AG, London Branch 0.000% due 3/30/2012

Deutsche Bank AG, London Branch 0.000% due 3/30/2012

Deutsche Bank AG, London Branch 0.000% due 3/30/2012

Deutsche Bank AG, London Branch 0.000% due 9/30/2008

Deutsche Bank AG, London Branch 0.000% due 3/30/2009

Deutsche Bank AG, London Branch 0.000% due 3/30/2009

Deutsche Bank AG, London Branch 0.000% due 9/29/2008

Deutsche Bank AG, London Branch 11.500% due 4/3/2008

Deutsche Bank AG, London Branch 0.000% due 4/2/2008

Deutsche Bank AG, London Branch 0.000% due 3/24/2008

Deutsche Bank AG, London Branch 0.000% due 9/15/2008

Deutsche Bank AG, London Branch 0.000% due 3/2/2011

Deutsche Bank AG, London Branch 0.000% due 7/1/2010

Deutsche Bank AG, London Branch 0.000% due 3/3/2010

Deutsche Bank AG, London Branch 0.000% due 3/3/2010

Deutsche Bank AG, London Branch 5.6%, 6.6% in years 6 through 10 due 3/1/2017

Deutsche Bank AG, London Branch 7.75% for the first two years; subsequently, 7.75% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quarterly due 2/28/2022

Deutsche Bank AG, London Branch 8.7% multiplied by the proportion of days on which the spread of the 30-year CMS rate over the two-year CMS rate is equal to or greater than zero; payable quaretly due 2/28/2022

Deutsche Bank AG, London Branch 0.000% due 3/2/2009

Deutsche Bank AG, London Branch 0.000% due 3/2/2009

Deutsche Bank AG, London Branch 0.000% due 3/1/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2012

Deutsche Bank AG, London Branch 0.000% due 2/28/2012

Deutsche Bank AG, London Branch 0.000% due 8/29/2008

Deutsche Bank AG, London Branch 0.000% due 8/29/2008

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 0.000% due 2/29/2008

Deutsche Bank AG, London Branch 0.000% due 2/27/2009

Deutsche Bank AG, London Branch 8% interest for the first year; after the first year, the interest payment will be a base interest rate multiplied by the proportion of days on which the 30-year CMS rate is higher than the two-year CMS rate due 2/22/2022

Deutsche Bank AG, London Branch 7.5% for the first year; after Feb. 20, 2008, 16 times the spread of the 10-year constant maturity swap (CMS) rate over the two-year CMS rate, reset quarterly and subject to a minimum interest rate of 1% and a maximum interest rate of 25% due 2/20/2022

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch 0.000% due 1/31/2011

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch 0.000% due 1/31/2012

Deutsche Bank AG, London Branch 0.000% due 4/30/2007

Deutsche Bank AG, London Branch 0.000% due 7/31/2008

Deutsche Bank AG, London Branch 8.5% for first year; after, base rate of 8.5% will be multiplied by proportion of days on which the 10-year constant maturity swap rate is higher than the two-year CMS rate minus 5 basis due 1/23/2017

Deutsche Bank AG, London Branch 0.000% due 12/31/2010

Deutsche Bank AG, London Branch 0.000% due 6/30/2008

Deutsche Bank AG, London Branch 0.000% due 1/7/2008

Deutsche Bank AG, London Branch 12.000% due 2/6/2009

Deutsche Bank AG, London Branch 10.000% due 6/18/2009

Deutsche Bank AG, London Branch due 12/26/2008

Deutsche Bank AG, London Branch due 2/13/2009

Deutsche Bank AG, London Branch 12.000% due 1/16/2009

Deutsche Bank AG, London Branch 12.000% due 1/15/2009

Deutsche Bank AG, London Branch 16.580% due 10/3/2009

Deutsche Bank AG, London Branch due 1/29/2009

Deutsche Bank AG, London Branch 12.960% due 3/17/2009

Deutsche Bank AG, London Branch 15.600% due 6/19/2009

Deutsche Bank AG, London Branch 9.200% due 4/17/2009

Deutsche Bank AG, London Branch 12.000% due 7/8/2008

Deutsche Bank AG, London Branch 31.100% due 6/22/2009

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch

Deutsche Bank AG, London Branch 0.000% due 11/30/2021

Deutsche Bank AG, London Branch 12.000% due 8/12/2008

Deutsche Bank AG, London Branch due 1/27/2009



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