New Issue: Deutsche Bank prices $8.33 million leveraged notes linked to five indexes

By Susanna Moon

Chicago, Sept. 2 – Deutsche Bank AG, London Branch priced $8.33 million of 0% capped leveraged notes due March 2, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 2 times any basket gain, up to a maximum settlement amount of $1,276 for each $1,000 principal amount of notes.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

Deutsche Bank Securities Inc. is the agent.

Issuer:	Deutsche Bank AG, London branch
Issue:	Capped leveraged notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$8.33 million
Maturity:	March 2, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of any basket gain, capped at 27.6%; par if basket falls by 10% or less; 1.1111% loss for each 1% drop beyond 10%
Initial levels:	3,280.78 for Euro Stoxx, 6,192.03 for FTSE, 1,500.41 for Tokyo, 8,812.58 for Swiss Market and 5,233.324 for S&P/ASX
Pricing date:	Aug. 27
Settlement date:	Sept. 4
Agent:	Deutsche Bank Securities Inc.
Fees:	1.33%
Cusip:	25152RM67

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