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Published on 3/12/2015 in the Prospect News Structured Products Daily.

Deutsche plans capped leveraged buffered notes linked to index basket

By Susanna Moon

Chicago, March 12 – Deutsche Bank AG, London Branch plans to price 0% capped leveraged buffered notes linked to a basket of indexes, 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 Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The notes will mature between 18 and 21 months after issue.

The payout at maturity will be par plus 1.5 times any index gain, up to a maximum settlement amount of $1,225 to $1,264 per $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 5% and will lose 1.05263% for every 1% decline beyond 5%.

Deutsche Bank Securities Inc. is the agent.

The Cusip number is 2515A1MM0.


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