Deutsche Bank Fixed Income Presentation Deck

Evolution of market-implied interest rates In % ECB deposit facility rate 5.5 5.0 4.5 4.0 3.5 3.0 2.5 2.0 04/23 07/23 10/23 01/24 04/24 07/24 10/24 01/25 04/25 EUR 10-year swap rate 5.5 5.0 4.5 4.0 3.5 3.0 2.5 2.0 04/23 07/23 10/23 01/24 04/24 07/24 10/24 01/25 04/25 October 31, 2022 market-implied Deutsche Bank Investor Relations January 20, 2023 market-implied Q1 2023 Fixed Income Investor Call April 28, 2023 07/25 07/25 Federal Reserve interest on reserve balances 5.5 5.0 4.5 4.0 3.5 3.0 2.5 2.0 04/23 07/23 10/23 01/24 04/24 07/24 10/24 01/25 04/25 07/25 USD 10-year swap rate 5.5 5.0 4.5 4.0 3.5 3.0 2.5 2.0 @ 08 04/23 07/23 10/23 01/24 April 17, 2023 market-implied 04/24 07/24 10/24 01/25 04/25 07/25 5 25

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