"In 2011 we responded to a related inquiry made by (Italian market regulator) Consob, and we provided information and relevant documents at that time," Deutsche Bank said in a statement.

A source had told Reuters earlier on Friday that Deutsche Bank is under investigation over the sale of 7 billion euros (6 billion pounds) worth of Italian state debt.

(Reporting by Arno Schuetze; Editing by Christoph Steitz)