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

1

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

2

Prior period numbers have been amended.

3

Includes € (1) million and € 7 million from securitization structures for the three months ended June 30, 2013 and June 30, 2012, respectively, and € (102) million and € 39 million for the six months ended June 30, 2013 and June 30, 2012, respectively. Fair value movements on related instruments of € 74 million and of € 17 million for the three months ended June 30, 2013 and June 30, 2012, respectively, and € 261 million and € (7) million for the six months ended June 30, 2013 and June 30, 2012, respectively, are reported within trading income. Both are reported under Sales & Trading (debt and other products). The total of these gains and losses represents the Group’s share of the losses in these consolidated securitization structures.

4

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.

5

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.