By Angela McDaniels
Tacoma, Wash., Aug. 31 - Deutsche Bank AG, London Branch priced $2.2 million of 0% capped Buffered Underlying Securities due Sept. 4, 2012 linked to a basket of exchange-traded funds, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the iShares MSCI EAFE index fund with a 60% weight and the iShares MSCI Emerging Markets index fund with a 40% weight.
The payout at maturity will be par plus 1.25 times any basket gain, subject to a maximum return of 26%. Investors will receive par if the basket falls by up to 18.5% and will lose 1% for each 1% that it declines beyond 18.5%.
Deutsche Bank Securities Inc. is the agent.
| Issuer: | Deutsche Bank AG, London Branch
|
| Issue: | Capped Buffered Underlying Securities
|
| Underlying ETFs: | iShares MSCI EAFE index fund (60% weight) and iShares MSCI Emerging Markets index fund (40% weight)
|
| Amount: | $2.2 million
|
| Maturity: | Sept. 4, 2012
|
| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 125% of any basket gain, capped at 26%; par if basket falls by 18.5% or less; 1% loss for every 1% decline beyond 18.5%
|
| Initial share prices: | $50.52 for MSCI EAFE and $40.50 for MSCI Emerging Markets
|
| Pricing date: | Aug. 27
|
| Settlement date: | Sept. 2
|
| Agent: | Deutsche Bank Securities Inc.
|
| Fees: | 0.5%
|
| Cusip: | 2515A06M0
|
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