Deutsche Bank plans return enhanced notes tied to DB Commodity Booster - Dow Jones - UBS 14 TV

By Angela McDaniels

Tacoma, Wash., Aug. 19 - Deutsche Bank AG, London Branch plans to price 0% return enhanced securities due Sept. 15, 2015 linked to the Deutsche Bank Commodity Booster - Dow Jones - UBS 14 TV Index Excess Return, according to an FWP filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 130% to 140% of any index gain, with the exact participation rate to be set at pricing. Investors will be exposed to any index decline.

The index seeks to achieve a 14% target volatility level in the Deutsche Bank Commodity Booster - Dow Jones - UBS index based on the realized volatility of the base index over a defined period. The base index represents a long commodity exposure and seeks to outperform the Dow Jones - UBS Commodity index by selecting constituent commodity futures contracts using the futures contract rolling methodology of the Deutsche Bank Liquid Commodity Index - Optimum Yield.

The notes (Cusip: 2515A06L2) are expected to price Sept. 10 and settle Sept. 15.

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

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