Deutsche Bank to price Capped BUyS linked to index basket

By E. Janene Geiss

Philadelphia, Dec. 2 - Deutsche Bank AG, London Branch plans to price 0% Capped Buffered Underlying Securities due June 24, 2010 linked to an index basket, according to an FWP filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 with a 40% weight, MSCI EAFE index with a 10% weight, along with the Russell 2000 and S&P 400 Midcap Index, each with a 25% weight.

Payout at maturity will be par plus 150% of any basket gain, up to a maximum return of 27.75% to 32.25%. The exact cap will be set at pricing.

Investors will receive par if the basket falls by up to 15% and will lose 1% for every 1% decline beyond 15%.

The notes are expected to price on Dec. 19 and settle on Dec. 24.

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

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