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Published on 3/28/2016 in the Prospect News Structured Products Daily.

New Issue: Deutsche Bank prices $2.19 million digital return notes on Euro Stoxx

By Wendy Van Sickle

Columbus, Ohio, March 28 – Deutsche Bank AG, London Branch priced $2.19 million of 0% digital return notes due April 12, 2017 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes above the 85% trigger level, the payout at maturity will be par plus the digital return of 9.65%.

Otherwise, investors will be fully exposed to the loss.

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

Issuer:Deutsche Bank AG, London Branch
Issue:Digital return notes
Underlying index:Euro Stoxx 50
Amount:$2.19 million
Maturity:April 12, 2017
Coupon:0%
Price:Par
Payout at maturity:If index finishes at or above trigger level, par plus 9.65%; otherwise, full exposure to index’s decline from initial level
Initial index level:2,986.73
Final index level: Average of index’s closing levels on five trading days ending April 7, 2017
Trigger level:2,538.72, 85% of initial level
Pricing date:March 24
Settlement date:March 30
Agents:JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC
Fees:1%
Cusip:2515A1NA5

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