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Published on 9/30/2015 in the Prospect News Structured Products Daily.

Deutsche Bank to price capped return enhanced notes linked Euro Stoxx

By Angela McDaniels

Tacoma, Wash., Sept. 30 – Deutsche Bank AG, London Branch plans to price 0% capped return enhanced notes due Oct. 19, 2016 linked to the Euro Stoxx 50 index, according to an FWP filing with the Securities and Exchange Commission.

If the final index level is greater than the initial index level, the payout at maturity will be par plus three times the index return, subject to a maximum return that is expected to be at least 21.45% and will be set at pricing. If the final index level is less than the initial index level, investors will be fully exposed to the decline.

JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC are the agents.

The notes are expected to price Oct. 2 and settle Oct. 7.

The Cusip number is 25152RR96.


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