Deutsche Bank plans capped leveraged buffered notes linked to indexes

By Angela McDaniels

Tacoma, Wash., Oct. 1 – Deutsche Bank AG, London Branch plans to price 17- to 20-month 0% capped leveraged buffered notes 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 that is expected to be $1,195 to $1,221 per $1,000 principal amount. 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%.

The exact maturity date and maximum settlement amount will be set at pricing.

Deutsche Bank Securities Inc. is the agent.

The Cusip number is 25152RR47.

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