By Laura Lutz
Des Moines, March 13 - Deutsche Bank AG, London Branch priced $4.83 million of zero-coupon 100% principal protection barrier M-notes due June 17, 2009 linked to a basket of two indexes and two exchange-traded funds, according to an FWP filing with the Securities and Exchange Commission.
The basket consists of the S&P 500 index with a 40% weight, shares of the iShares MSCI EAFE index fund with a 30% weight, the Russell 2000 index with a 20% weight and shares of the iShares MSCI Emerging Markets index fund with a 10% weight.
If the basket does not close above or below its initial level by more than 17% during the life of the notes, the payout at maturity will be par plus the absolute value of the basket return.
If the basket does close outside of the barrier range, the payout at maturity will be par.
Deutsche Bank Securities Inc. is the agent.
| Issuer: | Deutsche Bank AG, London Branch
|
| Issue: | 100% principal protection barrier M-notes
|
| Underlying basket: | S&P 500 index (40% weight), shares of iShares MSCI EAFE index fund (30% weight), Russell 2000 index (20% weight), shares of iShares MSCI Emerging Markets index fund (10% weight)
|
| Amount: | $4,833,000
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | If basket stays within 17% of initial price, par plus absolute value of basket return; otherwise, par
|
| Pricing date: | March 11
|
| Settlement date: | March 18
|
| Agent: | Deutsche Bank Securities Inc.
|
| Fees: | 0%
|
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