Deutsche Bank to price leveraged buffered notes linked to two indexes

By Angela McDaniels

Tacoma, Wash., July 15 – Deutsche Bank AG, London Branch plans to price 0% capped leveraged buffered notes linked to an equally weighted basket that includes the S&P 500 index and the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The tenor of the notes is expected to be 23 to 26 months.

If the basket return is positive, the payout at maturity will be par plus 1.1 times the basket return, subject to a maximum settlement amount that is expected to be $1,121 to $1,165 per $1,000 principal amount of notes. Investors will receive par if the basket falls by 10% or less and will lose 1.1111% for every 1% that the basket declines beyond 10%.

Deutsche Bank Securities Inc. is the agent.

The Cusip number is 25152RMD2.

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