EFTA01377054.pdf

CIO Insights Weekly Bulletin — 19 August 2016 Perspectives From the Regions Asset Classes Forecasts Facts & Figures Glossary Facts and Figures Current 1-Wk Return MTD Return OTD Return YTD Return 12 Mo 2 Year 3 Year 6 Year Return Return Return Return (Ann) (Ann) (Ann) Rates 2-Year-Treasury 0.8% 0.0% -0.1% -0.2% 1.1% 1.0% 0.8% 0.8% 0.6% 10-Year Treasury 1.6% 4.1% .1.1% -0.7% 72% 72% 5.3% 6.1% 3.7% 30-Year Treasury 2.3% -0.2% -2.2% 0.7% 17.6% 14.6% 11.3% 13.8% 8.4% Barclays TIPS (1-10YR) 1.4% -0.1% -0.7% -0.4% 4.6% 3.7% 0.3% 1.6% 0.9% Barclays Credit 2.7% 0.2% '02% 1.1% 8.7% 8.3% 4.2% 5.9% 4.8% Barclays U.S. High Yield 6.4% 0.4% 1.6% 4.3% Ian 8.1% 2.9% 5.2% 7.3% Barclays Emerging Market 4.5% 0.5% 1.3% 2.9% 12.5% 11.4% 5.3% 6.8% 6.3% Equities S&P 500 2178.2 -0 3% 0.4% 4.1% 8.1% 6.5% 7.8% 11.9% 15.3% MSCI World (USD) 420.2 -0.1% 1.1% 55% 7.2% 2.7% 2.2% 6.7% 9.4% MSCI Europe ex UK (USD) 1713.7 -0.2% 1.6% 6.5% 0.9% -5.8% -2.1% 1.9% 6.4% MSCI UK (USD) 1085.1 -0 4% 0.7% 3.5% 0.4% -9.1% -7.4% -08% 4,0% MSCI Japan (USD) 2811.6 -0.4% 0.6% 7.1% 1.3% -2.2% 3.4% 4.6% 6.7% MSCI Latam (USD) 2510.7 0.0% 5.2% 11.0% 39.5% 20.0% -12.5% -4.9% -5.6% MSCI Asia ex Jpn (USD) 549.3 1.1% 4.5% 9.6% 12.1% 7.2% -17% 4.5% 4.1% Commodities & Alternatives Light Crude Oil Futures 546.6 7.1% 12.0% -3.6% 25.8% 9.6% -30.8% -24.3% -11 7% Gold Futures $1,356.9 0.5% 0.0% 2.7% 28.0% 21.9% 1.9% -0.3% -5.3% Baltic Dry Index 687.0 5.2% -78% 4.1% 43.7% -34.9% -177% -14.6% -12.6% Regular Unleaded Gas 2.13 0.1% -3.7% -6.6% 6.8% -20.0% -15.5% -9.9% Price Trade Weighted Dollar 94.8 -1.4% -0.8% -1.2% -4.0% -1.9% 7.9% 5.3% 5.1% Index VIX Index 12.2 8.4% 6.5% -19.1% -30.6% -1.5% -2.0% -4.2% -17.4% Current data as of August 17. 2016. Data source' FactSet, negative numbers are m red Deutsche Bank WeatthManagement No assurance can be given that any forecast or target can be achieved. Forecasts are based on assumptions, estimates. opinions and hypothetical models which may prove to be incorrect. Past performance is not indicative of future returns. Investments come with risk. The value of an investment can fall as well as rise and you might not get back the amount originally invested at any point in time. Your capital may be at risk. CIO Office, Deutsche Bank Wealth Management, Deutsche Bank AG - Email: p.10 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0073589 CONFIDENTIAL SDNY_GM_00219773 EFTA01377054