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Published on 10/22/2008 in the Prospect News Structured Products Daily.

Deutsche Bank to price Capped BUyS linked to four stock indexes

By E. Janene Geiss

Philadelphia, Oct. 22 - Deutsche Bank AG, London Branch plans to price 0% Capped Buffered Underlying Securities due April 30, 2010 linked to a basket of indexes, according to an FWP filing with the Securities and Exchange Commission.

The basket includes the S&P 500 index with a 50% weight, the MSCI EAFE index with a 25% weight, the Russell 2000 index with a 15% weight and the S&P Midcap 400 Index with a 10% weight.

The payout at maturity will be par plus 120% of any index gain, subject to a maximum return that is expected to be 31.56% to 37.68% and will be set at pricing. Investors will receive par if the basket declines by 10% or less and will lose 1% for every 1% that the basket declines beyond 10%.

The notes are expected to price on Oct. 27 and settle on Oct. 30.

Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas will be the agents.


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