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Published on 10/9/2007 in the Prospect News Structured Products Daily.

Deutsche Bank plans 0% buffered securities linked to Russell 2000, S&P 500

By Jennifer Chiou

New York, Oct. 9 - Deutsche Bank AG, London Branch plans to price 0% buffered securities due Oct. 25, 2010 linked to the Russell 2000 and S&P 500 indexes, according to an FWP filing with the Securities and Exchange Commission.

The indexes will be equally weighted.

The notes will price on Oct. 19 and settle on Oct. 24.

The payout at maturity will equal par plus the Russell 2000 return plus the S&P 500 return.

If the Russell 2000 increases, its return will be par plus 116% of the gain, capped at a maximum index return of 30%. If the Russell 2000 decreases, investors will lose 1% for each 1% that it declines beyond 25%.

If the S&P 500 increases, its return will be par plus 116% of the gain, capped at a maximum index return of 30%. If the S&P 500 decreases, investors will lose 1% for each 1% that it declines beyond 15%.

Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas will be the underwriters.


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