Deutsche Bank plans capped leveraged buffered notes on index basket

By Toni Weeks

San Luis Obispo, Calif., Feb. 5 – Deutsche Bank AG, London Branch plans to price 0% capped leveraged buffered basket-linked notes due 14 to 17 months after issue, according to a 424B2 filing with the Securities and Exchange Commission.

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

If the basket return is positive, the payout at maturity will be par plus 130% of the basket return, subject to a maximum settlement amount of $1,119.60 to $1,140.40 per $1,000 principal amount of notes. The exact maximum payment will be determined at pricing. Investors will receive par if the basket falls by up to 10% and will lose 1.1111% per 1% basket decline beyond the 10% buffer.

Deutsche Bank Securities Inc. is the agent.

The Cusip number is 25152RUR2.

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