Deutsche Bank to price 0% principal-protected notes linked to index basket

By Jennifer Chiou

New York, Dec. 28 - Deutsche Bank, London Branch plans to price an issue of 0% principal-protected notes linked to equal weights of the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes, according to an FWP filing with the Securities and Exchange Commission.

If the basket return is positive, investors will receive par plus the return multiplied by a participation rate of between 100% and 110%.

UBS AG is the underwriter.

The notes will price on Jan. 24 and settle on Jan. 31.

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