Deutsche Bank plans buffered return enhanced notes on Asian indexes

By Susanna Moon

Chicago, Feb. 29 - Deutsche Bank AG, London Branch plans to price 0% buffered return enhanced notes due March 20, 2013 linked to a basket of indexes and their related currencies, according to an FWP filing with the Securities and Exchange Commission.

The basket consists of the Hang Seng index with a 25% weight, the Kospi 200 index with a 25% weight, the Hang Seng China Enterprises index with a 21% weight, the MSCI Taiwan index with a 20% weight and the MSCI Singapore index with a 9% weight.

The related currencies are the Hong Kong dollar for the Hang Seng and Hang Seng China Enterprises, the Korean won for the Kospi, the Taiwan dollar for the MSCI Taiwan and the Singapore dollar for the MSCI Singapore.

The payout at maturity will be par plus at least double any gain in the basket, up to a maximum return of 16%.

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

JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC are the placement agents.

The notes will price on March 2 and settle on March 7.

The Cusip number is 2515A1H95.

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