By Angela McDaniels
Tacoma, Wash., Sept. 10 - Deutsche Bank AG, London Branch priced $1.4 million of 0% Buffered Underlying Securities due Sept. 11, 2013 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket includes the MSCI EAFE index with a 65% weight, the MSCI Emerging Markets index with a 25% weight and the Deutsche Bank Balanced Currency Harvest (USD) index with a 10% weight.
The payout at maturity will be par plus 124% of any basket gain. Investors will receive par if the basket declines by 20% or less and will lose 1% for every 1% decline beyond 20%.
Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas are the agents.
Issuer: | Deutsche Bank AG, London Branch
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Issue: | Buffered Underlying Securities
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Underlying indexes: | MSCI EAFE (65% weight), MSCI Emerging Markets (25% weight) and Deutsche Bank Balanced Currency Harvest (USD) (10% weight)
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Amount: | $1.4 million
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Maturity: | Sept. 11, 2013
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Coupon: | 0%
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Price: | Par
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Payout at maturity: | Par plus 124% of any basket gain; par if basket falls by 20% or less; 1% loss for every 1% decline beyond 20%
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Initial index levels: | 1,728.16 for MSCI EAFE, 902.50 for MSCI Emerging Markets, 265.12 for Deutsche Bank Balance Currency Harvest
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Pricing date: | Sept. 8
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Settlement date: | Sept. 11
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Agents: | Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas
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Fees: | None
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