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Published on 7/13/2011 in the Prospect News Structured Products Daily.

Deutsche Bank plans accelerated return securities tied to index, fund

By Toni Weeks

San Diego, July 13 - Deutsche Bank AG, London Branch plans to price 0% accelerated return securities due July 30, 2015 linked to a basket of one index and one index fund, according to an FWP filing with the Securities and Exchange Commission.

The basket is comprised of the S&P 500 index with a 65% weight and the iShares MSCI EAFE index fund with a 35% weight.

The payout at maturity will be par plus 133% to 141% of any basket return. The exact participation rate will be determined at pricing.

Investors will receive par if the basket declines by up to 10% and will be exposed to losses beyond 10%.

The notes (Cusip: 2515A18Z7) are expected to price July 26 and settle July 29.

Deutsche Bank Securities Inc. will act as the agent.


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