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Published on 8/5/2015 in the Prospect News Structured Products Daily.

Deutsche Bank plans to price capped BUyS linked to index basket

By Toni Weeks

San Luis Obispo, Calif., Aug. 5 – Deutsche Bank AG, London Branch plans to price 0% capped buffered underlying securities due March 5, 2019 linked to a basket of equity indexes, according to an FWP with the Securities and Exchange Commission.

The basket includes the MSCI EAFE index with a 50% weight, the S&P MidCap 400 index with a 27% weight, the MSCI Emerging Markets index with a 13% weight and the Russell 2000 index with a 10% weight.

The payout at maturity will be par plus 1.4 to 1.5 times any basket gain, subject to a maximum return of 56% to 60%.

Investors will receive par if the basket declines by 20% or less and will lose 1.25% for every 1% decline beyond 20%.

The exact terms will be set at pricing.

Deutsche Bank Securities Inc. is the agent.

The notes will price Aug. 28 and settle Sept. 2.

The Cusip number is 25152RL27.


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