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Published on 1/15/2016 in the Prospect News Structured Products Daily.

Deutsche Bank plans capped leveraged buffered notes linked to indexes

By Tali Rackner

Norfolk, Va., Jan. 15 – Deutsche Bank AG, London Branch plans to price 20- to 23-month 0% capped leveraged buffered notes linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37% initial weight, the FTSE 100 index with a 23% initial weight, the Tokyo Stock Price index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with a 8% initial weight.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum settlement amount that is expected to be $1,226.50 to $1,265.50 per $1,000 principal amount of notes.

Investors will receive par if the basket falls by 15% or less and will lose 1.17647% for every 1% that it declines beyond 15%.

The exact maturity date and maximum settlement amount will be set at pricing.

Deutsche Bank Securities Inc. is the agent.

The Cusip number is 25152RYP2.


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