Deutsche Bank to price three-year market contribution notes linked to Deutsche Bank Allocator index

By Marisa Wong

Madison, Wis., July 16 - Deutsche Bank AG, London Branch plans to price 0% market contribution securities due Aug. 23, 2013 linked to the Deutsche Bank Allocator Total Return index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par of $10,000 plus the index return less an adjustment factor of approximately 1% per year. Investors will lose some or all of their investment if the index does not increase by at least 3%.

If the index falls, investors will be exposed to the loss.

The notes will be putable on Sept. 6, 2011 and Aug. 13, 2012.

The index is intended to reflect the effect of a dynamic allocation strategy in respect of the Deutsche Bank Mean Reversion Enhanced ERAC index and the Deutsche Bank Commodity Harvest USD ERAC Index. The allocation of the index to the base indexes, which is reset monthly, is based on a momentum algorithm that aims to offer upside exposure to commodities while limiting potential downside exposure.

The securities are expected to price Aug. 20 and settle Aug. 25.

Deutsche Bank Securities Inc. is the agent.

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