Deutsche Bank plans three-year capped BUyS linked to equity basket

By Susanna Moon

Chicago, Dec. 8 - Deutsche Bank AG, London Branch plans to price 0% capped Buffered Underlying Securities due Dec. 23, 2013 based on the performance of four indexes and index funds, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the iShares MSCI EAFE index fund with a 25% weight, the Russell 2000 index with a 15% weight and the iShares MSCI Emerging Markets index fund with a 10% weight.

The payout at maturity will be par plus 1.1 times any gain in the basket, up to a maximum return of 49.5% to 58.3%. The exact cap will be set at pricing.

Investors will receive par if the basket falls by up to 10% and will lose 1% for each 1% decline beyond 10%.

The notes (Cusip 2515A12B6) will price on Dec. 16 and settle on Dec. 21.

Deutsche Bank Securities Inc. is the agent.

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