Deutsche Bank to sell performance securities linked to UBS Seasonal Exposure via UBS

By Susanna Moon

Chicago, Aug. 29 - Deutsche Bank AG, London Branch plans to price of 0% performance tracking securities due Sept. 30, 2013 linked to the UBS Seasonal Exposure Total Return index, according to an FWP filing with the Securities and Exchange Commission.

The index is designed to reflect a trading strategy based on the historical, seasonal return pattern of the Dow Jones Industrial Average. The index provides two times leveraged exposure to any increase or decrease of the Dow industrials from October to April of each year, less financing costs, and a return equal to the one-month Libor from May to September of each year with no Dow industrials exposure.

For each $10.00 security, the payout at maturity will be $9.875 times the index return and minus the annual fee, which equals 1.4% per year.

The notes are expected to price on Sept. 25 and to settle on Sept. 30.

UBS Financial Services Inc. and Deutsche Bank Securities are the underwriters.

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