Deutsche Bank to price notes linked to iShares MSCI EAFE, Russell 2000

By Toni Weeks

San Luis Obispo, Calif., June 9 – Deutsche Bank AG, London Branch plans to price 0% securities due Dec. 15, 2016 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Russell 2000 index, according to an FWP filing with the Securities and Exchange Commission.

If the lesser-performing component is equal to or greater than its initial level, the payout at maturity will be par plus a digital return of 13.5%.

If the final level of the lesser-performing component is less than its initial level by an amount not more than the 15% buffer amount, the payout will be par plus the absolute return of the lesser-performing component. Otherwise, investors will lose 1.1765% for each 1% decline of the lesser-performing component beyond 15%.

Deutsche Bank Securities Inc. is the agent.

The notes (Cusip: 25152RH30) are expected to price June 10 and settle June 15.

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