Deutsche Bank plans two-year tracker notes linked to three indexes

By Susanna Moon

Chicago, Aug. 29 - Deutsche Bank AG, London Branch plans to price 0% tracker notes due Sept. 10, 2015 linked to a basket of three indexes, according to an FWP filing with the Securities and Exchange Commission.

The notes offer exposure to one times any gain or loss in the level of the S&P 500 Total Return index or of the Deutsche Bank ProVol Hedge index and three times any gain or loss in the level of the Deutsche Bank Equity Mean Reversion Alpha index.

The return of each underlying component is reduced by an adjustment factor of 0.13% per year for the S&P and 1% per year for the other indexes.

The payout at maturity will be par plus the return.

The notes will be called at par plus the basket return if the basket level falls below 50.

Deutsche Bank Securities Inc. is the agent.

The notes will price on Sept. 4 and settle on Sept. 9.

The Cusip number is 25152REG4.

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