By Susanna Moon
Chicago, Dec. 2 - Deutsche Bank AG, London Branch priced $928,000 of 0% capped Buffered Underlying Securities due Dec. 5, 2012 based on the Deutsche Bank Liquid Commodity Index - Optimum Yield Excess Return, according to a 424B2 filing with the Securities and Exchange Commission.
The index consists of the S&P 500 index with a 70% weight and the Russell 2000 index with a 30% weight.
The payout at maturity will be par plus 1.5 times any index gain, up to a maximum return of 45%.
Investors will receive par if the index falls by up to 10% and will lose 1% for each 1% decline beyond 10%.
Deutsche Bank Securities Inc. is the agent.
| Issuer: | Deutsche Bank AG, London Branch
|
| Issue: | Capped Buffered Underlying Securities
|
| Underlying index: | Deutsche Bank Liquid Commodity Index - Optimum Yield Excess Return
|
| Amount: | $928,000
|
| Maturity: | Dec. 5, 2012
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 150% of any index gain, capped at 45%; par if the index falls by 10% or less; 1% loss for every 1% drop beyond 10%
|
| Initial index level: | 488.28
|
| Pricing date: | Nov. 30
|
| Settlement date: | Dec. 3
|
| Agent: | Deutsche Bank Securities Inc.
|
| Fees: | 0.75%
|
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