Deutsche Bank to price BUyS linked to DB Liquid Commodity index

By E. Janene Geiss

Philadelphia, Aug. 13 - Deutsche Bank AG, London Branch plans to price 0% Buffered Underlying Securities due Sept. 4, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return, according to an FWP filing with the Securities and Exchange Commission.

The index is based on futures contracts for West Texas Intermediate light sweet crude oil, New York Harbour no. 2 heating oil, high grade primary aluminum, gold, corn and wheat. It combines the Deutsche Bank Liquid Commodity Index - Mean Reversion Excess Return's approach to investing in commodities with a momentum strategy that seeks to protect returns from downturns in the commodities market.

Payout at maturity will be par plus 140% to 160% of any index gain. The exact participation rate will be determined at pricing.

Investors will receive par if the index falls by 10% or less and will lose 1% for every 1% decline beyond 10%.

The notes are expected to price Aug. 29 and settle Sept. 4.

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

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