New Issue: Deutsche Bank prices $3.97 million capped leveraged buffered notes linked to indexes

By Angela McDaniels

Tacoma, Wash., Oct. 8 – Deutsche Bank AG, London Branch priced $3.97 million of 0% capped leveraged buffered notes due April 6, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37% initial weight, the FTSE 100 index with a 23% initial weight, the Tokyo Stock Price index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with a 8% initial weight.

The payout at maturity will be par plus 1.3 times any basket gain, subject to a maximum settlement amount of $1,221 per $1,000 principal amount of notes. Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

Deutsche Bank Securities Inc. is the agent.

Issuer:	Deutsche Bank AG, London Branch
Issue:	Capped leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Tokyo Stock Price (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:	$3,972,000
Maturity:	April 6, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.3 times any index gain, subject to 22.1% maximum return; par if index falls by up to 10%; 1.1111% loss per 1% drop beyond 10%
Pricing date:	Oct. 2
Settlement date:	Oct. 9
Underwriter:	Deutsche Bank Securities Inc.
Fees:	None
Cusip:	25152RR47

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