Deutsche Bank plans alpha overlay securities linked to two indexes

By Susanna Moon

Chicago, March 11 - Deutsche Bank AG, London Branch plans to price 0% alpha overlay securities due March 17, 2014 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald), according to an FWP filing with the Securities and Exchange Commission.

The basket offers exposure to any gain or fall in the Liquid Alpha and three times any change in the Emerald minus an adjustment factor.

The notes will be called if the basket level falls below 40.

The payout at maturity will be par plus any basket gain.

Investors will be exposed to any losses.

Deutsche Bank Securities Inc. is the agent.

The notes are expected to price on March 14 and settle on March 17.

The Cusip is 2515A15B3.

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