Net Interest Income and Net Gains (Losses) on Financial Assets/Liabilities at Fair Value through Profit or Loss by Group Division

 (unaudited)

 

Three months ended

Six months ended

in € m.

Jun 30, 2010

Jun 30, 2009

Jun 30, 2010

Jun 30, 2009

1

Trading income includes gains and losses from derivatives held for trading and from derivatives not qualifying for hedge accounting.

2

Includes € (97) million and € (30) million from securitization structures for the three months ended June 30, 2010 and June 30, 2009, respectively, and € (127) million and € (169) million for the six months ended June 30, 2010 and June 30, 2009. Fair value movements on related instruments of € (64) million and of € 92 million for the three months ended June 30, 2010 and June 30, 2009, respectively, and € (11) million and € (274) million for the six months ended June 30, 2010 and June 30, 2009 are reported within trading income. Both are reported under Sales & Trading (debt and other prod-ucts). The total of these gains and losses represents the Group’s share of the losses in these consolidated securitization structures.

3

Includes the net interest spread on loans as well as the fair value changes of credit default swaps and loans designated at fair value through profit or loss.

4

Includes net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss on origination, advisory and other products.

Net interest income

3,975

2,764

7,646

6,607

Trading income1

(968)

2,534

2,158

4,459

Net gains (losses) on financial assets/liabilities designated at fair value through profit or loss2

1,078

77

532

416

Total net gains (losses) on financial assets/liabilities at fair value through profit or loss

110

2,611

2,690

4,875

Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss

4,085

5,375

10,336

11,482

Breakdown by Group Division/CIB product:

 

 

 

 

Sales & Trading (equity)

545

765 

1,342

766 

Sales & Trading (debt and other products)

1,923

2,120

5,278

6,112

Total Sales & Trading

2,468

2,885

6,620

6,877

Loan products3

126

98

426

469

Transaction services

400

366

668

639

Remaining products4

106

131

262

141

Total Corporate and Investment Bank

3,100

3,480

7,976

8,127

Private Clients and Asset Management

1,076

1,087

2,140

2,073

Corporate Investments

(39)

372

(60)

742

Consolidation & Adjustments

(52)

436

280

539

Total net interest income and net gains (losses) on financial assets/liabilities at fair value through profit or loss

4,085

5,375

10,336

11,482