Deutsche Bank plans to sell principal-protected 0% notes due 2015 linked to indexes, index funds

By E. Janene Geiss

Philadelphia, July 2 - Deutsche Bank AG, London Branch plans to price zero-coupon 100% principal-protected notes due July 23, 2015 linked to a basket of indexes and index funds, according to an FWP filing with the Securities and Exchange Commission.

The basket consists of equal weights (25%) of the S&P 500 index, Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return, iShares MSCI Emerging Markets index fund and the iShares Dow Jones U.S. Real Estate Index Fund.

The payout at maturity will be par plus 100% to 109% of any gain on the basket. The exact participation rate will be set at pricing.

Investors will receive at least par.

The final basket level will be the basket's closing level on the five consecutive trading days ending July 20, 2015.

The notes are expected to price on July 20 and settle on July 23.

Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas are the underwriters.

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