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Published on 3/26/2015 in the Prospect News Structured Products Daily.

Deutsche plans capped leveraged buffered notes linked to S&P 500

By Jennifer Chiou

New York, March 26 – Deutsche Bank AG, London Branch plans to price 0% capped leveraged buffered notes linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will mature between 23 and 26 months after issue.

The payout at maturity will be par plus 1.4 times any index gain, up to a maximum settlement amount of $1,196 to $1,229.60 per $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 12.5% and will lose 1.14286% for every 1% decline beyond 12.5%.

The Cusip is 25152RA52.

Deutsche Bank Securities Inc. is the agent.


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