Deutsche plans tracker notes linked to iShares MSCI EM, Emerald EM

By Jennifer Chiou

New York, June 14 - Deutsche Bank AG, London Branch plans to price 0% tracker notes due June 19, 2014 linked to the iShares MSCI Emerging Markets index fund and the Deutsche Bank Equity Mean Reversion Alpha index Emerging Markets (Emerald EM), according to an FWP with the Securities and Exchange Commission.

The basket level on any day equals 100 plus the return of the fund plus double the return of the Emerald EM index. The return of each is reduced by an adjustment factor, which is 1% per year for the Emerald index while the share adjustment factor is initially 1.0.

The payout at maturity will be par plus the basket return, which could be positive or negative.

The notes will be called at par plus the basket return if the basket level falls below 40.

The notes (Cusip: 2515A17T2) will price on June 16 and settle on June 21.

Deutsche Bank Securities Inc. is the agent.

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