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                                                  Issuer Free Writing Prospectus
                                                      Filed pursuant to Rule 433
                                           Registration Statement No. 333-162195
                                                            Dated: July 10, 2012

                                EMERALD ([R]) Indices

                                Equity MEan Reversion ALpha inDex([])
                                US and Emerging Markets

                                June 29, 2012



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EMERALD ([R]) Strategy

Equity MEan Reversion ALpha inDex([]) US and Emerging Markets

The mean-reversion  strategy (the "Strategy") that underlies EMERALD and EMERALD
EM (the "Indices") seeks to capture returns from  mean-reversion in the price of
an underlying asset during the course of a single week

[]   The tendency for daily returns of an asset to be followed by daily returns
     in the opposite direction (or mean-revert) is referred to as negative
     serial correlation. For an asset displaying such a tendency, the net weekly
     change (or "weekly" volatility) would under-represent the amount the asset
     moved during the week (or "daily" volatility)

[]   Illustration: In the SandP 500([R]) Index, in the fall of 2008 brief but
     sharp rallies interrupted the dramatic sell-off frequently. Volatility
     observed daily topped 70%, but volatility observed weekly registered around
     50%.(1)

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(1) This was an extreme period with volatility spreads that were highly abnormal
and not likely to be frequently repeated.
Source: Deutsche Bank, Bloomberg Finance L.P., 2012

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EMERALD ([R]) Strategy

Equity MEan Reversion ALpha inDex([]) US and Emerging Markets

Each Strategy's performance is tied to the spread between "daily" volatility and
"weekly" volatility

[]   In the SandP 500[R], volatility observed daily has exceeded volatility
     observed weekly over the past 11 years approx. 87% of the time(1)
[]   In the iShares MSCI Emerging Markets Index Fund (EEM), volatility observed
     daily has exceeded volatility observed weekly over the past 7 years approx.
     77% of the time; over the past 5 years, that has occurred 96% of the
     time(2)
[]   The Strategy seeks to monetize these negative serial correlations by
     periodically buying "daily" volatility and sell "weekly" volatility on the
     SandP 500 or EEM, as applicable, in equal notional amounts
[]   The Indices offer a unique risk profile that may offset market risk

     --   The Indices have risen steadily with infrequent drawdowns that were
          generally quickly recovered

     --   Significant positive returns in 2007-2008 (based on retrospective
          calculation, not actual returns) demonstrate the value the Indices can
          offer during periods of market turmoil (see charts on following pages)

(1) Daily and weekly volatilities of the SandP 500[R] Index were observed over
rolling 6-month periods from March 1998 to December 2010
(2) Daily and weekly volatilities of EEM were observed over rolling 6-month
periods from April 2003 to December 2010 and January 2006 to December 2010
Note: EMERALD did not exist prior to October 12, 2009. EMERALD EM did not exist
prior to January 13, 2011. All results prior to those dates were retrospectively
calculated and do not reflect actual returns. Past performance is not
necessarily indicative of how the index will perform in the future. The
performance of EMERALD or EMERALD EM does not reflect fees and/or costs.
Source: Deutsche Bank, 2012.

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EMERALD ([R]) (based on SandP 500([R]))

Index Returns (from March 16, 1998)       Annual Returns
--------------------------------------------------------------------------------
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Performance Analysis (from March 16, 1998)
-------------------------------------------- -----------------------------------
                                     EMERALD         SandP 500[R]
--------------------------------   ------------      ------------
Annualized Returns                     5.2%            1.6%
-------------------------------    ------------      ------------
Volatility (Weekly Returns)            7.8%           19.5%
-------------------------------    ------------      ------------
Sharpe Ratio (3%)                      0.67             N/A
-------------------------------    ------------      ------------
Max. Drawdown (Monthly Returns)        -7.8%          -52.6%
-------------------------------    ------------      ------------
    Start Date                       31-Jul-98        30-Nov-07
-------------------------------    ------------      ------------
    End Date                        30-Sep-98         31-Mar-10
-------------------------------    ------------      ------------
Max/Min Returns
-------------------------------    ------------      ------------
    Rolling 12 Months              38.5%/-12.2%      68.3%/-47.7%
-------------------------------    ------------      ------------
    Rolling 3 Months               25.5%/-13.8%      39.3%/-41%
-------------------------------    ------------      ------------
Rolling 12 Months
-------------------------------    ------------      ------------
   % Positive                          86%             66%
-------------------------------    ------------      ------------
    % Negative                         14%             34%
-------------------------------    ------------      ------------
   Average                             5.8%            2.8%
-------------------------------    ------------      ------------
   Median                              3.8%            6.8%
-------------------------------    ------------      ------------
Correlation (Weekly Returns)                           0.23
-----------------------------------------------------------------

Monthly Returns Analysis (shaded area is actual historical results)
------------------------------------------------------------------------- ----
     2000  2001  2002 2003  2004  2005  2006 2007  2008 2009  2010  2011  2012
---- ----- ----- ---- ----- ----- ----- ---- ----- ---- ----- ----- ----- ----
Jan  2.0%  3.9%  2.2% -0.4% 1.2%  0.0% -0.3% 1.1% -1.6% 0.5% -0.8%  0.9% -0.1%
---- ----- ----- ---------- ----- ---------- ---------- ----------- ----------
Feb  1.1% -0.7%  0.9% 0.9%  0.8%  1.0%  0.2% -0.4% 0.6% 0.2%  1.7%  0.2%  0.0%
---- ----------- ---- ----- ----- ----- ---------- ---- ----- ----- ----- ----
Mar  -0.3% 0.5% -0.6% -0.8% -0.5% -0.2% 0.4% -2.6% 4.2% -0.5% -0.8% 1.1%  0.2%
---- ----- ---------------------------- ---------- ---------------- ----- ----
Apr  2.3%  1.0%  0.4% 1.9% -0.2%  2.1%  0.4% -0.6% 0.4% 2.0%  1.8% -0.8%  0.9%
---- ----- ----- ---- ----------- ----- ---------- ---- ----- ----------- ----
May  0.4% -0.5%  4.1% 0.2%  0.3% -0.2% -2.1% 1.0%  0.2% 0.8%  1.7%  0.5% -1.9%
---- ----------- ---- ----- ---------------- ----- ---- ----- ----- ----------
Jun  -0.3% -0.3% 0.2% -0.1% 1.1%  0.3%  2.5% 1.0%  1.0% 0.3% -0.3%  0.5%  1.0%
---- ----------- ---------- ----- ----- ---- ----- ---- ----------- ----- ----
 Jul -0.1% 0.9% -5.5% 2.5%  0.3%  0.6%  0.3% -1.6% 3.2% -2.3% -0.8% -2.2%
---- ----- ---------- ----- ----- ----- ---------- ---------------------- ----
Aug  0.2%  0.1%  2.8% -0.1% -0.1% 1.4% -0.5% 5.7%  3.5% 0.3%  0.2% -1.6%
---- ----- ----- ---------------- ---------- ----- ---- ----- ----------- ----
Sep  1.1% -6.7%  0.5% 0.0%  0.9%  0.3%  0.1% 0.7% 17.5% -0.7% 0.0%  1.5%
---- ----------- ---- ----- ----- ----- ---- ---------------- ----- ----- ----
Oct  0.9% -0.4%  0.0% 0.1% -1.4%  2.3%  0.3% 0.2% -1.4% 0.9%  0.7%  0.7%
---- ----------- ---- ----------- ----- ---- ---------- ----- ----- ----- ----
Nov  0.4%  0.6%  1.4% 0.5% -1.0% -2.0%  0.8% 2.6%  1.3% 0.5%  0.1% -0.2%
---- ----- ----- ---- ----------------- ---- ----- ---- ----- ----- ----- ----
Dec  0.6%  0.3%  0.7% 0.1%  1.5%  0.9%  0.1% 0.6%  2.5% 0.4% -0.3%  0.2%
---- ----- ----- ---- ----- ----- ----- ---- ----- ---- ----------- ----- ----
Ann
Ret  8.7% -1.7%  7.0% 4.6%  2.9%  6.7%  2.2% 7.9% 34.7% 2.4%  3.1%  1.0%  0.1%
---- ----------- ---- ----- ----- ----- ---- ---------- ----- ----- ----- ----

Note: EMERALD did not exist prior to October 12, 2009. All results prior to that
date were  retrospectively  calculated and do not reflect actual  returns.  Past
performance is not  necessarily  indicative of how the index will perform in the
future. The performance of EMERALD does not reflect fees and/or costs.
Source: Deutsche Bank, Bloomberg Finance L.P., 2012

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EMERALD [R]

EMERALD as an Overlay to an Equity Portfolio

Adding EMERALD to an equity portfolio can enhance returns and potentially lower
volatility

[]   "SandP[R] + EMERALD" assumes $100 investment in SandP 500[R] plus $100
     exposure to EMERALD starting on March 16, 1998

[]   Annualized Returns 250 SandP 500[R] EMERALD[]
     --   SandP 500[R]: 1.6%
     --   EMERALD: 5.2%
     --   SandP[R] + EMERALD: 6.1%

[]   Volatility (weekly returns)
     --   SandP 500[R]: 19.5%
     --   EMERALD: 7.8% 50
     --   SandP[R] + EMERALD: 18.0%

Note: EMERALD did not exist prior to October 12, 2009. All results prior to that
date were  retrospectively  calculated and do not reflect actual  returns.  Past
performance is not  necessarily  indicative of how the index will perform in the
future. The performance of EMERALD does not reflect fees and/or costs.
Source: Deutsche Bank, Bloomberg Finance L.P., 2012

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EMERALD ([R]) EM (based on EEM)

Index Returns (from December 31, 2005) Annual Returns

Performance Analysis (from December 31, 2005)
--------------------------------------------- ---------------
                                EMERALD EM    iShares MSCI EM
------------------------------- ------------- ---------------
Annualized Returns                 12.2%           4.5%
------------------------------- ------------- ---------------
Volatility (Weekly Returns)        12.2%           33.6%
------------------------------- ------------- ---------------
Sharpe Ratio (2.1%)                 1.00            0.08
------------------------------- ------------- ---------------
Max. Drawdown (Monthly Returns)     -6.7%         -61.8%
------------------------------- ------------- ---------------
    Start Date                    28-Apr-06      30-Nov-07
------------------------------- ------------- ---------------
    End Date                      31-Jan-07      30-Jun-12
------------------------------- ------------- ---------------
Max/Min Returns
------------------------------- ------------- ---------------
    Rolling 12 Months           57.7%/-15.3%  123.5%/-65.3%
------------------------------- ------------- ---------------
    Rolling 3 Months            34.7%/-19.2%   71.2%/-54.7%
------------------------------- ------------- ---------------
Rolling 12 Months
------------------------------- ------------- ---------------
   % Positive                       93%             63%
------------------------------- ------------- ---------------
    % Negative                       7%             37%
------------------------------- ------------- ---------------
   Average                         15.3%           9.8%
------------------------------- ------------- ---------------
   Median                           9.4%           14.2%
------------------------------- ------------- ---------------
Correlation (Weekly Returns)                        0.16
------------------------------- ------------- ---------------

historical results)
-------------------------------------------------------------------
        2006  2007  2008  2009  2010  2011    2012
------- ----- ----- ----- ----- ----- ----- -----------------------
  Jan   -1.8%  2.8% -0.3% 0.3%  -2.7% 1.0%  -0.2%
------- ----- ----- ----- ----- ----- ----- -----------------------
  Feb   3.3%   1.7%  0.4% 0.5%  2.6%  2.5%  0.4%
------- ----- ----- ----- ----- ----- ----- ----------------------=
  Mar   0.6%  -1.7%  5.6% 1.6%  -0.5% -0.3% 2.9%
------- ----- ----- ----- ----- ----- ----- -----------------------
  Apr   -1.0% -0.4%  0.3% 1.3%  1.2%  -0.4% 2.6%
------- ----- ----- ----- ----- ----- ----- -----------------------
  May   -5.7%  2.3%  0.0% -0.6% 3.6%  0.0%  -4.2%
------- ----- ----- ----- ----- ----- ----- -----------------------
  Jun   -0.1%  0.2%  2.1% 0.0%  0.7%  1.6%  2.4%
------- ----- ----- ----- ----- ----- ----- -----------------------
  Jul   1.5%   2.3%  3.3% -1.7% -0.3% 0.0%
------- ----- ----- ----- ----- ----- ----- ----------------------
  Aug   0.2%   2.7%  3.0% 1.0%  0.3%  -5.1%
------- ----- ----- ----- ----- ----- ----- ----------------------
  Sep   1.2%  -0.9% 20.8% -1.5% -0.6% 1.0%
------- ----- ----- ----- ----- ----- ----- -----------------------
  Oct   1.4%   1.1%  3.5% 2.1%  2.1%  0.2%
------- ----- ----- ----- ----- ----- ----- ----------------------
  Nov   0.9%   7.7%  3.0% 2.1%  0.6%  -0.3%
------- ----- ----- ----- ----- ----- ----- ---------------------
  Dec   -0.6%  0.4%  0.6% 1.1%  0.3%  0.5%
------- ----- ----- ----- ----- ----- ----- -----------------------
Ann Ret -0.4% 19.4% 49.0% 6.5%  7.4%  0.5%  3.8%
------- ----- ----- ----- ----- ----- ----- -----------------------

Note:  EMERALD EM did not exist prior to January 13, 2011.  All results prior to
that date were  retrospectively  calculated and do not reflect  actual  returns.
Past performance is not necessarily  indicative of how the index will perform in
the future. The performance of EMERALD EM does not reflect fees and/or costs.
Source: Deutsche Bank, Bloomberg Finance L.P., 2012

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EMERALD ([R]) EM

EMERALD EM as an Overlay to an EM Equity Portfolio

Adding EMERALD EM to an emerging  markets equity  portfolio can enhance  returns
and potentially lower volatility
[]   "EEM + EMERALD" assumes $100 investment in iShares MSCI EM Fund (EEM) plus
     $100 exposure to EMERALD EM starting on December 31, 2005

[]   Annualized  Returns
     --   EEM: 4.5%
     --   EMERALD EM: 12.2%
     --   EEM + EMERALD: 14.8%

[]   Volatility (weekly returns)

     --   EEM: 33.7%
     --   EMERALD: 12.2%
     --   EEM + EMERALD: 27.2%

Note:  EMERALD EM did not exist prior to January 13, 2011.  All results prior to
that date were  retrospectively  calculated and do not reflect  actual  returns.
Past performance is not necessarily  indicative of how the index will perform in
the future. The performance of EMERALD EM does not reflect fees and/or costs.
Source: Deutsche Bank, Bloomberg Finance L.P., 2012

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EMERALD ([R]) Strategy

Index Construction

The Indices are calculated  from daily and weekly returns (1) of SandP for EMERALD
and EEM for EMERALD EM

[]   Each index combines the equally -weighted returns of 5 Sub-Indices, one for
     each day of the week: Monday, Tuesday, Wednesday, Thursday, Friday

[]   Let's look at the Monday sub-index:

     --   The sub-index's return from one Monday to the next will be based on
          the following:

          +  Add 5 daily returns: Mon-Tue, Tue-Wed, Wed-Thu, Thu-Fri, Fri-Mon
             -- Subtract 1 weekly return: Mon-Mon

     --   In the middle of the week, say Thursday, the sub-index's return
          week-to-date (from last Monday) will be based on the following:

          +  Add 3 daily returns: Mon-Tue, Tue-Wed, Wed-Thu
          -- Subtract 1 week-to-date return: Mon-Thu

[]   See next page for a graphical illustration

(1) Daily and weekly returns are calculated as squared natural log (LN) returns.
The  daily-observed  volatility of each Sub-Index,  which is calculated from the
daily returns,  is scaled by a factor of 0.98 in the case of EMERALD and 0.97 in
the case of EMERALD EM, which are intended to approximate the costs and expenses
of hedging exposure to the underlying Strategy.  Historically,  this cost factor
has been on average  approximately  1 basis point (0.01%) per trading day in the
case of EMERALD  and 1.5 basis  points  (0.015%)  per trading day in the case of
EMERALD EM.

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EMERALD ([R]) Strategy

Index Construction -- Monday Sub-Index Example

Monday Sub-Index progression from Monday to following Monday

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Daily and weekly returns are calculated as squared natural log (LN) returns

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EMERALD ([R]) Strategy

Index Construction -- Volatility Control

Each Index  rebalances  frequently to maintain  consistent  exposure  through 60
periods of changing volatility 40

[]   The notional of each Sub-Index is rebalanced weekly based on volatility
     levels at the time
[]   Exposure is decreased when volatility is high and increased when volatility
     is low
[]   This seeks to stabilize the volatility of the Indices and limit dramatic
     fluctuations in highly volatile markets while continuing to generate
     returns during periods of low volatility

Note:  EMERALD did not exist prior to October 12, 2009; EMERALD EM did not exist
prior to January 13, 2011. All results prior to those dates were retrospectively
calculated  and  do  not  reflect  actual  returns.   Past  performance  is  not
necessarily  indicative  of how  the  index  will  perform  in the  future.  The
performance of the Strategies do not reflect fees and/or costs.
Source: Deutsche Bank, Bloomberg Finance L.P., 2012

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EMERALD ([R]) Strategy
Period Analysis

Historically,  the EMERALD  Strategies have generally  performed well in both up
and down markets. Below we take a look at overall and best and worst periods for
SandP and EEM and the corresponding EMERALD Strategy returns.
---------------------------------------------------------------------
3-month Return EMERALD Returns     6-month Return EMERALD Returns
Comparison(1) During SandP Period  Comparison(1) During SandP Period
-------------- ------------------  -------------- -------------------
SandP Returns     % Pos  % Neg     SandP Returns     % Pos  % Neg
-------------                      -------------
 % Pos    58%       75%    25%     % Pos     61%      75%     25%
 % Neg    42%       77%    23%     % Neg     39%      83%     17%
---------------------------------------------------------------------
---------------------------------------------------------------------
3-month Return EMERALD Returns     6-month Return EMERALD Returns
Comparison(1) During EEM Period    Comparison(1) During EEM Period
-------------- ------------------  -------------- -------------------
 EEM Returns      % Pos    % Neg   EEM Returns      % Pos % Neg
------------                       -----------
 % Pos   63%         83%     17%   % Pos   64%        91%      9%
 % Neg   37%         79%     21%   % Neg   36%        65%     35%
---------------------------------------------------------------------


---------------------------------------------------------------------
5 Worst 3-month SandP Returns(2)   5 Worst 6-month SandP Returns(2)
--------------------------------   ----------------------------------
Start     End     SandP  EMERALD   Start     End    SandP     EMERALD
------  ------   ------  -------   ------  ------   ------ ----------
Aug-08  Nov-08   -30.1%    17.4%   Aug-08  Feb-09   -42.7%      21.0%
Nov-08  Feb-09   -18.0%     3.1%   Mar-02  Sep-02   -28.9%        2.3%
Jun-02  Sep-02   -17.6%    -2.3%   Sep-00  Mar-01   -19.2%        5.8%
Jun-01  Sep-01   -15.0%    -5.8%   Apr-01  Oct-01   -15.2%       -6.9%
Jun-11  Sep-11   -14.3%    -2.2%   Mar-11  Sep-11   -14.7%       -2.0%
-------------------------------------------------- ------------------
---------------------------------------------------------------------
5 Worst 3-month EEM Returns(2)     5 Worst 6-month EEM Returns(2)
--------------------------------   ----------------------------------
                         EMERALD                            EMERALD
 Start    End      EEM        EM   Start    End      EEM         EM
------  ------   ------  -------   ------ ------    ------  ---------
Aug-08  Nov-08   -42.7%    28.8%   May-08  Nov-08   -54.4%      39.8%
Jun-11  Sep-11   -26.3%    -4.1%   Mar-11  Sep-11   -28.0%      -3.0%
May-08  Aug-08   -20.5%     8.5%   Oct-07  Apr-08   -12.1%      14.6%
Oct-07  Jan-08   -18.0%     7.8%   Dec-09  Jun-10   -10.1%       4.8%
Feb-12  May-12   -14.9%     1.2%   Nov-11  May-12    -5.8%       1.9%
---------------------------------------------------------------------


---------------------------------------------------------------------
5 Best 3-month SandP Returns(2)    5 Best 6-month SandP Returns(2)
--------------------------------   ----------------------------------
 Start  End     SandP    EMERALD   Start    End      SandP    EMERALD
------ ------   ------   -------   -------   ------  ------  --------
Feb-09  May-09   25.0%      2.4%    Feb-09   Aug-09   38.8%      0.6%
Aug-98  Nov-98   21.6%      7.1%    Aug-98   Feb-99   29.4%      9.6%
Jun-09  Sep-09   15.0%     -2.8%    Aug-10   Feb-11   26.5%      1.7%
Mar-03  Jun-03   14.9%      1.9%    Sep-11   Mar-12   24.5%      0.9%
Sep-99  Dec-99   14.5%     -1.6%    Feb-03   Aug-03   19.8%      3.6%
----------------------------------------------------------------------
5 Best 3-month EEM Returns(2)      5 Best 6-month EEM Returns(2)
--------------------------------   ----------------------------------
                         EMERALD                              EMERALD
 Start   End       EEM        EM   Start      End      EEM       EM
------  ------    -----  -------   -------   ------  ------   -------
Feb-09  May-09    56.7%     2.4%   Feb-09    Aug-09    66.3%     1.4%
Jul-07  Oct-07    25.3%     3.0%   Apr-07    Oct-07    38.3%     7.9%
Jun-09  Sep-09    20.7%    -2.2%   Jun-10    Dec-10    27.6%     2.5%
Jun-10  Sep-10    20.0%    -0.6%   Sep-11    Mar-12    22.4%     3.6%
Sep-06  Dec-06    18.0%     1.7%   Jun-06    Dec-06    22.0%     4.6%
---------------------------------------------------------------------
(1) Monthly -rolling periods based on month-end returns
(2) Non-overlapping periods based on month-end returns (i.e., the start date of
one period cannot be earlier than the end date of another period) Note: EMERALD
did not exist prior to October 12, 2009; EMERALD EM did not exist prior to
January 13, 2011. All results prior to those dates were retrospectively
calculated and do not reflect actual returns. Past performance is not
necessarily indicative of how the index will perform in the future. The
performance of the Strategies do not reflect fees and/or costs. Source: Deutsche
Bank, Bloomberg Finance L.P., 2012

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Risk Factors

NEGATIVE SERIAL CORRELATION STRATEGY RISK -- The tendency of daily returns of an
index level to be followed by daily returns in the opposite direction is
referred to as negative serial correlation. The net weekly change of an index
exhibiting negative serial correlation would under-represent the amount by which
the index moved during the week, and realized volatility measured from daily
returns of such an index would exceed realized volatility measured from weekly
returns. The Strategy aims to monetize any negative serial correlation exhibited
by the SandP 500[R] Index or the iShares MSCI Emerging Market Index Fund
("EEM"), respectively, by periodically buying daily volatility and selling
weekly volatility on the SandP 500[R] Index or the iShares MSCI Emerging Market
Index Fund ("EEM"), respectively, in equal notional amounts. The Indices will
appreciate if daily realized volatility exceeds weekly realized volatility over
a given week, and decline if daily realized volatility is less than weekly
realized volatility over a given week. There is no assurance that any negative
serial correlation of daily returns of the SandP 500[R] Index or EEM will exist
at any time, and thus no assurance that the Indices will appreciate. Various
market factors and circumstances at any time and over any period could cause,
and have in the past caused, the Indices to fail to perform as expected.
Furthermore, the Indices each employ the methodology described herein to
implement its underlying Strategy. The return on any securities linked to one or
both of the Indices is not linked to any other formula or measure that could be
employed to monetize negative serial correlation of daily returns of the SandP
500[R] Index or EEM. Investors in such securities linked to one or both of the
Indices will not benefit from any results determined on the basis of any such
alternative measure.

DEUTSCHE BANK AG, LONDON BRANCH, AS THE SPONSOR OF THE STRATEGIES, MAY ADJUST
EACH INDEX IN A WAY THAT AFFECTS ITS LEVEL and MAY HAVE CONFLICTS OF INTEREST --
Deutsche Bank AG, London Branch is the sponsor of the Indices (the "Index
Sponsor") and will determine whether there has been a market disruption event
with respect to the Indices. In the event of any such market disruption event,
the Index Sponsor may use an alternate method to calculate the closing level of
the Indices. The Index Sponsor carries out calculations necessary to promulgate
the Indices and maintains some discretion as to how such calculations are made.
In particular, the Index Sponsor has discretion in selecting among methods of
how to calculate the Indices in the event the regular means of determining the
Indices is unavailable at the time a determination is scheduled to take place.
There can be no assurance that any determinations made by the Index Sponsor in
these various capacities will not affect the value of the levels of the Indices.
Any of these actions could adversely affect the value of securities or options
linked to the Indices. The Index Sponsor has no obligation to consider the
interests of holders of securities linked to the Indices in calculating or
revising the Indices.

Furthermore, Deutsche Bank AG, London Branch or one or more of its affiliates
may have published, and may in the future publish, research reports on the
Indices or the Strategy reflected by the Indices (or any transaction, product or
security related to the Indices or any components thereof) . This research is
modified from time to time without notice and may express opinions or provide
recommendations that are inconsistent with purchasing or holding of
transactions, products or securities related to the Indices. Any of these
activities may affect the Indices or transactions, products or securities
related to the Indices. Investors should make their own independent
investigation of the merits of investing in contracts or products related to the
Indices.

THE INDICES HAVE VERY LIMITED PERFORMANCE HISTORY -- Calculation of EMERALD
began on October 12, 2009. Calculation of EMERALD EM began on January 13, 2011.
Therefore, the Indices have very limited performance history and no actual
investment which allowed tracking of the performance of the Indices was possible
before those dates. The performance data prior to those dates shown in this
presentation have been retrospectively calculated using historical data and the
current methodology and do not reflect actual performance.

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Important Notes

The distribution of this document and the availability of some of the products
and services referred to herein may be restricted by law in certain
jurisdictions. Some products and services referred to herein are not eligible
for sale in all countries and in any event may only be sold to qualified
investors. Deutsche Bank will not offer or sell any products or services to any
persons prohibited by the law in their country of origin or in any other
relevant country from engaging in any such transactions.

Prospective investors should understand and discuss with their professional tax,
legal,  accounting  and other advisors the effect of entering into or purchasing
any  transaction,  product or security related to EMERALD or EMERALD EM (each, a
"Structured Product") . Before entering into any Structured Product you should
take steps to ensure that you  understand  and have assessed with your financial
advisor,  or made an  independent  assessment  of,  the  appropriateness  of the
transaction in the light of your own objectives and circumstances, including the
possible risks and benefits of entering into such Structured Product.

Structured Products are not suitable for all investors due to illiquidity,
optionality, time to redemption, and payoff nature of the strategy.

Deutsche Bank or persons associated with Deutsche Bank and their affiliates may:
maintain a long or short position in securities referenced herein or in related
futures or options; purchase, sell or maintain inventory; engage in any other
transaction involving such securities; and earn brokerage or other compensation.

Any payout information, scenario analysis, and hypothetical calculations should
in no case be construed as an indication of expected payout on an actual
investment and/or expected behavior of an actual Structured Product.

Calculations of returns on Structured Products may be linked to a referenced
index or interest rate. As such, the Structured Products may not be suitable for
persons unfamiliar with such index or interest rate, or unwilling or unable to
bear the risks associated with the transaction. Structured Product denominated
in a currency, other than the investor's home currency, will be subject to
changes in exchange rates, which may have an adverse effect on the value, price
or income return of the products. These Structured Product may not be readily
realizable investments and are not traded on any regulated market. Structured
Products involve risk, which may include interest rate, index, currency, credit,
political, liquidity, time value, commodity and market risk and are not suitable
for all investors.

The past performance of an index, securities or other instruments does not
guarantee or predict future performance. The distribution of this document and
availability of these products and services in certain jurisdictions may be
restricted by law.

In this document, various performance -related statistics, such as index return
and volatility, among others, of EMERALD and EMERALD EM are compared with those
of the SandP 500[R] Index and those of EEM, respectively. Such comparisons are
for information purposes only. No assurance can be given that EMERALD or EMERALD
EM will outperform the SandP 500[R] Index or EEM, as applicable, in the future;
nor can assurance be given that EMERALD or EMERALD EM will not significantly
underperform the SandP 500[R] Index or EEM, as applicable, in the future.
Similarly, no assurance can be given that the relative volatility levels of
EMERALD and the SandP 500[R] Index or of EMERALD EM and EEM will remain the same
in the future.

Deutsche Bank does not provide accounting, tax or legal advice.

BEFORE ENTERING INTO ANY TRANSACTION YOU SHOULD TAKE STEPS TO ENSURE THAT YOU
UNDERSTand and HAVE MADE AN INDEPENDENT ASSESSMENT OF THE APPROPRIATENESS OF THE
STRUCTURED PRODUCT IN LIGHT OF YOUR OWN OBJECTIVES and CIRCUMSTANCES, INCLUDING
THE POSSIBLE RISKS and BENEFITS OF ENTERING INTO SUCH STRUCTURED PRODUCT. YOU
SHOULD ALSO CONSIDER MAKING SUCH INDEPENDENT INVESTIGATIONS AS YOU CONSIDER
NECESSARY OR APPROPRIATE FOR SUCH PURPOSE.

Deutsche Bank" means Deutsche Bank AG and its affiliated companies, as the
context requires. Deutsche Bank Private Wealth Management refers to Deutsche
Bank's wealth management activities for high-net-worth clients around the world.
Deutsche Bank Alex Brown is a division of Deutsche Bank Securities Inc.


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Important Notes

Backtested, hypothetical or simulated performance results presented herein have
inherent limitations. Unlike an actual performance record based on trading
actual client portfolios, simulated results are achieved by means of the
retroactive application of a backtested model itself designed with the benefit
of hindsight. Taking into account historical events the backtesting of
performance also differs from actual account performance because an actual
investment strategy may be adjusted any time, for any reason, including a
response to material, economic or market factors. The backtested performance
includes hypothetical results that do not reflect the reinvestment of dividends
and other earnings or the deduction of advisory fees, brokerage or other
commissions, and any other expenses that a client would have paid or actually
paid. No representation is made that any trading strategy or account will or is
likely to achieve profits or losses similar to those shown. Alternative modeling
techniques or assumptions might produce significantly different results and
prove to be more appropriate. Past hypothetical backtest results are neither an
indicator nor guarantee of future returns. Actual results will vary, perhaps
materially, from the analysis.

Structured Products linked to EMERALD or EMERALD EM discussed herein are not
insured by the Federal Deposit Insurance Corporation (FDIC) or any other US
governmental agency. These Structured Products are not insured by any statutory
scheme or governmental agency of the United Kingdom.

These Structured Products typically involve a high degree of risk, are not
readily transferable and typically will not be listed or traded on any exchange
and are intended for sale only to investors who are capable of understanding and
assuming the risks involved. The market value of any Structured Product may be
affected by changes in economic, financial and political factors (including, but
not limited to, spot and forward interest and exchange rates), time to maturity,
market conditions and volatility and the equity prices and credit quality of any
issuer or reference issuer.

Additional information may be available upon request. Any results shown do not
reflect the impact of commission and/or fees, unless stated.

Deutsche Bank AG has filed a registration statement (including a prospectus)
with the SEC for the offerings to which this communication relates. Before you
invest, you should read the prospectus in that registration statement and other
documents the issuer has filed with the SEC for more complete information about
the issuer and this offering. You may get these documents for free by visiting
EDGAR on the SEC Web site at www.sec.gov. Alternatively, the issuer, any
underwriter or any dealer participating in the offering will arrange to send you
the prospectus if you request it by calling toll-free 1-800-311-4409.

License Agreement with SandP

Any Structured Products are not sponsored, endorsed, sold or promoted by
Standard and Poor's, a division of the McGraw -Hill Companies, Inc., which we
refer to as SandP. SandP makes no representation or warranty, express or
implied, to the owners of the Structured Products or any member of the public
regarding the advisability of investing in securities generally or in the
Structured Products particularly, or the ability of the SandP 500[R] to track
general stock market performance. SandP's only relationship to Deutsche Bank AG
is the licensing of certain trademarks and trade names of SandP without regard
to Deutsche Bank AG or the Structured Products. SandP has no obligation to take
the needs of Deutsche Bank AG or the holders of the Structured Products into
consideration in determining, composing or calculating the SandP 500[R]. SandP
is not responsible for and has not participated in the determination of the
timing, price or quantity of the Structured Products to be issued or in the
determination or calculation of the amount due at maturity of the Structured
Products. SandP has no obligation or liability in connection with the
administration, marketing or trading of the Structured Products.

SandP DOES NOT GUARANTEE THE ACCURACY and/OR THE COMPLETENESS OF THE SandP
500[R] OR ANY DATA INCLUDED THEREIN and SandP SHALL HAVE NO LIABILITY FOR ANY
ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. SandP MAKES NO WARRANTY, EXPRESS OR
IMPLIED, AS TO RESULTS TO BE OBTAINED BY DEUTSCHE BANK AG, HOLDERS OF THE
STRUCTURED PRODUCTS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE SandP
500[R] INDEX OR ANY DATA INCLUDED THEREIN. SandP MAKES NO EXPRESS OR IMPLIED
WARRANTIES, and EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS
FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE SandP 500[R] OR ANY DATA
INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL SandP
HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT OR CONSEQUENTIAL DAMAGES
(INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

"STandARD and POOR'S", "SandP", "SandP 500" and "500" ARE TRADEMARKS OF THE
MCGRAW -HILL COMPANIES, INC. and HAVE BEEN LICENSED FOR USE BY DEUTSCHE BANK AG.
STRUCTURED PRODUCTS ARE NOT SPONSORED, ENDORSED, SOLD OR PROMOTED BY SandP and
SandP MAKES NO REPRESENTATION REGARDING THE ADVISABILITY OF PURCHASING ANY OF
THE STRUCTURED PRODUCTS.

                                    Page 13               A Passion to perform
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