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Published on 10/30/2007 in the Prospect News Structured Products Daily.

New Issue: Deutsche prices $9.1 million performance securities linked to index basket

By Angela McDaniels

Seattle, Oct. 30 - Deutsche Bank AG, London Branch priced $9.1 million of 0% performance securities with partial protection due Oct. 31, 2011 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the S&P 500 index with a 33.34% weight, the Dow Jones Euro Stoxx 50 index with a 33.33% weight and the Nikkei 225 index with a 33.33% weight.

The payout at maturity will be par of $10 plus 115.3% of any basket gain. Investors will receive par if the basket declines by 20% or less and will lose 1% for each 1% basket decline beyond 20%.

UBS Financial Services Inc. and Deutsche Bank Securities Inc. are the agents.

Issuer:Deutsche Bank AG, London Branch
Issue:Performance securities with partial protection
Underlying indexes:S&P 500 (33.34% weight), Dow Jones Euro Stoxx 50 (33.33% weight) and Nikkei 225 (33.33% weight)
Amount:$9,100,690
Maturity:Oct. 31, 2011
Coupon:0%
Price:Par of $10
Payout at maturity:Par plus 115.3% of any basket gain; par if basket falls by 20% or less; 1% loss for each 1% decline beyond 20%
Pricing date:Oct. 26
Settlement date:Oct. 31
Agents:UBS Financial Services Inc. and Deutsche Bank Securities Inc.
Fees:3%

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