Deutsche plans buffered return enhanced notes on Russell 2000 via JPM

By Marisa Wong

Madison, Wis., Feb. 8 - Deutsche Bank AG, London Branch plans to price 0% buffered return enhanced notes due March 1, 2012 linked to the Russell 2000 index, according to an FWP filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, subject to a maximum return of at least 16.6% that will be set at pricing. Investors will receive par if the index falls by 10% or less and will lose 1.1111% for each 1% decline beyond 10%.

The notes (Cusip: 2515A13X7) are expected to price Feb. 11 and settle Feb. 16.

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

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