Deutsche Bank told a federal appeals court on Friday that it had the tax returns of two members of the Trump family, but did not disclose their identities.

The German bank — long President Trump’s primary lender — is caught in a legal battle between Mr. Trump and congressional Democrats, who have issued subpoenas for financial documents connected to the president, his family and his businesses.

Last month, appeals court judges asked Deutsche Bank and Capital One Bank if they had copies of tax returns that would be covered by the subpoenas, which name Mr. Trump and his three oldest children — Donald Jr., Ivanka and Eric — as well as Mr. Trump’s company.

Capital One told the court that it did not have copies of any tax returns covered by the subpoena. Deutsche Bank said it did, but the names associated with those returns were redacted from the public version of the letter.