Deutsche plans capped leveraged buffered notes on iShares MSCI EM

By Jennifer Chiou

New York, Oct. 9 – Deutsche Bank AG, London Branch plans to price 0% capped leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are expected to mature 20 to 23 months after pricing.

If the fund return is positive, the payout at maturity will be par plus 1.3 times the return, subject to a maximum payment of $1,236.60 to $1,278.20 per $1,000 principal amount. The exact maximum payment will be set at pricing.

Investors will receive par if the fund falls by up to 12.5% and will lose 1.14286% for every 1% index decline beyond the 12.5% buffer.

The Cusip is 25152RRQ8.

Deutsche Bank Securities Inc. is the agent.

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