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Published on 2/8/2012 in the Prospect News Structured Products Daily.

Deutsche Bank plans one-year return enhanced notes linked to S&P 500

By Susanna Moon

Chicago, Feb. 8 - Deutsche Bank AG, London Branch plans to price 0% return enhanced notes due Feb. 27, 2013 linked to the S&P 500 index, according to an FWP filing with the Securities and Exchange Commission.

The payout at maturity will be par plus triple any index gain, up to a maximum return of 18.09%.

Investors will be exposed to any losses.

JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC are the agents.

The notes will price on Feb. 10 and settle on Feb. 15.

The Cusip number is 2515A1GX3.


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