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Published on 5/13/2008 in the Prospect News Structured Products Daily.

Deutsche Bank to price 0% buffered return enhanced notes linked to Asian index basket via JPMorgan

By E. Janene Geiss

Philadelphia, May 13 - Deutsche Bank AG, London Branch plans to price 0% buffered return enhanced notes due June 4, 2009 linked to a basket of Asian indexes, according to an FWP filing with the Securities and Exchange Commission.

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

The basket consists of the FTSE/Xinhua China 25 index weighted at 28%, the Amex Hong Kong 30 index weighted at 16.5%, the Kospi 200 index weighted at 26.5%, the MSCI Singapore index weighted at 8% and the MSCI Taiwan index weighted at 21%.

Payout at maturity will be par plus double any gain in the basket, up to a maximum return of 18.6%.

If the basket falls by 10% or less, the payout will be par. Investors will lose 1.1111% for each 1% decline beyond 10%.

The notes are expected to price May 16 and settle May 21.


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