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0000950103-09-002949.txt : 20091113
0000950103-09-002949.hdr.sgml : 20091113
20091112181234
ACCESSION NUMBER: 0000950103-09-002949
CONFORMED SUBMISSION TYPE: FWP
PUBLIC DOCUMENT COUNT: 3
FILED AS OF DATE: 20091113
DATE AS OF CHANGE: 20091112
SUBJECT COMPANY:
COMPANY DATA:
COMPANY CONFORMED NAME: DEUTSCHE BANK AKTIENGESELLSCHAFT
CENTRAL INDEX KEY: 0001159508
STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022]
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: FWP
SEC ACT: 1934 Act
SEC FILE NUMBER: 333-162195
FILM NUMBER: 091178522
BUSINESS ADDRESS:
STREET 1: TAUNUSANLAGE 12 60325
CITY: FRANKFURT AM MAIN GERMANY
STATE: I8
ZIP: 00000
BUSINESS PHONE: 011496991000
FILED BY:
COMPANY DATA:
COMPANY CONFORMED NAME: DEUTSCHE BANK AKTIENGESELLSCHAFT
CENTRAL INDEX KEY: 0001159508
STANDARD INDUSTRIAL CLASSIFICATION: STATE COMMERCIAL BANKS [6022]
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: FWP
BUSINESS ADDRESS:
STREET 1: TAUNUSANLAGE 12 60325
CITY: FRANKFURT AM MAIN GERMANY
STATE: I8
ZIP: 00000
BUSINESS PHONE: 011496991000
FWP
1
dp15545_fwp-769j.htm
FORM FWP
Term
sheet No. 769J
To
underlying supplement No. 2 dated September 29, 2009,
product
supplement J dated September 29, 2009,
prospectus
supplement September 29, 2009
and
prospectus dated September 29, 2009
|
Registration Statement No. 333-162195
Dated
November 12, 2009; Rule
433
|
Deutsche
Bank AG, London Branch
Capped
Buffered Underlying Securities (BUyS) Linked to the Deutsche Bank Liquid
Commodity Index - Optimum YieldTM
Excess Return due November 28*,
2012
|
General
|
•
|
Capped
Buffered Underlying Securities (BUyS) Linked to the Deutsche Bank Liquid
Commodity Index - Optimum YieldTM
Excess Return due November 28*, 2012 (the “BUyS”) are designed for
investors who seek a return at maturity of 150.00% of the appreciation, if
any, of the Deutsche Bank Liquid Commodity Index - Optimum YieldTM
Excess Return (the “Index”), up to an Index
Return Cap (as defined below) of between 29.50% and 36.50% (to be
determined on the Trade Date). Investors should be willing to forgo coupon
payments during the term of the BUyS and to lose up to 90.00% of their
initial investment if the Index declines. Any payment at maturity is
subject to the credit of the
Issuer.
|
|
•
|
Senior
unsecured obligations of Deutsche Bank AG due on or about November 28*,
2012
|
|
•
|
Denominations
of $1,000 (the “Face
Amount”) and minimum initial investments of
$1,000
|
|
•
|
The BUyS are
expected to price on or about November 23*, 2009 and are expected to
settle three business days later on or about November 27*, 2009 (the
“Settlement
Date”).
|
|
•
|
After the
Trade Date but prior to the Settlement Date, we may accept additional
orders for the BUyS and increase the Face
Amount.
|
Key
Terms
Issuer:
|
Deutsche Bank
AG, London Branch
|
Index:
|
Deutsche Bank
Liquid Commodity Index - Optimum YieldTM
Excess Return
|
Issue
Price:
|
100% of the
Face Amount
|
Payment at
Maturity:
|
·
If the Final Level is greater than or equal to the Initial Level, you will
receive a cash payment per $1,000 Face Amount of BUyS that provides you
with a return on your investment equal to the Index Return, subject to the
Index Return Cap, multiplied by the
Participation Rate, subject to the Maximum Return. Accordingly, subject to
the Maximum Return, your payment at maturity per $1,000 Face Amount will
be calculated as follows:
|
|
$1,000 +
($1,000 x Index Return x Participation
Rate)
|
|
·
If the Final Level is less than the Initial Level, and the difference is
equal to or less than the Buffer Level, you will receive a cash payment of
$1,000 per $1,000 Face Amount.
|
|
·
If the Final Level is less than the Initial Level, and the difference is
greater than the Buffer Level, you will lose 1% of the Face Amount of your
BUyS for every 1% that the Final Level declines from the Initial Level
beyond the Buffer Level. Accordingly, if the Final Level is less than the
Initial Level beyond the Buffer Level, your payment at maturity per $1,000
Face Amount will be calculated as follows:
$1,000 + [$1,000 × (Index
Return + Buffer Level)]
|
|
If
the Final Level is less than the Initial Level by more than the Buffer
Level, you could lose up to $900.00 per $1,000 Face Amount of
BUyS.
|
Index
Return:
|
Subject to
the Index Return Cap, the Index Return, expressed as a percentage, will
equal:
Final Level – Initial Level
Initial
Level
|
Initial
Level:
|
The Index
closing level on the Trade Date, subject to postponement as described
under “Description of Securities – Adjustment to Valuation Dates and
Payment Dates” in the accompanying product supplement and acceleration as
described under “Commodity Hedging Disruption Events for Commodity Based
Underlyings or Basket Components” in the accompanying product
supplement.
|
Final
Level:
|
The Index
closing level on the Final Valuation Date, subject to postponement as
described under “Description of Securities – Adjustment to Valuation Dates
and Payment Dates” in the accompanying product supplement and acceleration
as described under “Commodity Hedging Disruption Events for Commodity
Based Underlyings or Basket Components” in the accompanying product
supplement.
|
Buffer
Level:
|
10.00%
|
Participation
Rate:
|
150.00%
upside participation
|
Index Return
Cap:
|
29.50% –
36.50% (to be determined on the Trade Date)
|
Maximum
Return:
|
44.25% –
54.75% (equal to the Participation Rate multiplied by the Index Return
Cap, which will be determined on the Trade Date)
|
Trade
Date:
|
November 23*,
2009
|
Final
Valuation Date:
|
November 23*,
2012, subject to postponement as described under “Description of
Securities – Adjustment to Valuation Dates and Payment Dates” in the
accompanying product supplement and acceleration as described under
“Commodity Hedging Disruption Events for Commodity Based Underlyings or
Basket Components” in the accompanying product
supplement.
|
Maturity
Date:
|
November 28*,
2012, subject to postponement as described under “Description of
Securities – Adjustment to Valuation Dates and Payment Dates” in the
accompanying product supplement and acceleration as described under
“Commodity Hedging Disruption Events for Commodity Based Underlyings or
Basket Components” in the accompanying product
supplement.
|
Listing:
|
The BUyS will
not be listed on any securities exchange.
|
CUSIP:
|
2515A0 VV
2
|
ISIN:
|
US2515A0VV24
|
*
Expected. In the event that we make any change to the expected Trade
Date and Settlement Date, the Final Valuation Date and Maturity Date will be
changed so that the stated term of the BUyS remains the same.
Investing
in the BUyS involves a number of risks. See “Risk Factors” beginning on page 7
of the accompanying product supplement and “Selected Risk Considerations”
beginning on page TS-4 of this term sheet.
Neither the
Securities and Exchange Commission nor any state securities commission has
approved or disapproved of the BUyS or passed upon the accuracy or the adequacy
of this term sheet or the accompanying product supplement, underlying
supplement, prospectus supplement and prospectus. Any representation to the
contrary is a criminal offense.
|
Price to
Public
|
Max.
Total Discounts,
Commissions
and Fees(1)
|
Min.
Proceeds
to Us
|
Per
Security
|
$1,000.00
|
$7.50
|
$992.50
|
Total
|
$
|
$
|
$
|
(1)
|
For more
detailed information about discounts and commissions, please see
“Supplemental Underwriting Information (Conflicts of Interest)” on the
last page of this term sheet. The BUyS will be sold with
varying underwriting discounts and commissions in an amount not to exceed
$7.50 per $1,000.00 BUyS.
|
The agents for this
offering are affiliates of ours. For more information see “Supplemental
Underwriting Information (Conflicts of Interest)” on the last page of this term
sheet.
The
BUyS are not bank deposits and are not insured or guaranteed by the Federal
Deposit Insurance Corporation or any other governmental agency.
Deutsche Bank Securities
|
Deutsche Bank Trust Company Americas
|
ADDITIONAL
TERMS SPECIFIC TO THE BUYS
|
•
|
You should
read this term sheet together with underlying supplement No. 2 dated
September 29, 2009, product supplement J dated September 29, 2009, the
prospectus supplement dated September 29, 2009 relating to our Series A
global notes of which these BUyS are a part and the prospectus dated
September 29, 2009. You may access these documents on the SEC website at
www.sec.gov as follows (or if such address has changed, by reviewing our
filings for the relevant date on the SEC
website):
|
|
•
|
Underlying
supplement 2 dated September 29,
2009:
|
|
•
|
Product
supplement J dated September 29,
2009:
|
|
•
|
Prospectus
supplement dated September 29,
2009:
|
|
•
|
Prospectus
dated September 29, 2009:
|
|
•
|
Our Central
Index Key, or CIK, on the SEC website is 0001159508. As used in this term
sheet, “we,”
“us” or “our” refers to Deutsche
Bank AG, including, as the context requires, acting through one of its
branches.
|
|
•
|
This term
sheet, together with the documents listed above, contains the terms of the
BUyS and supersedes all other prior or contemporaneous oral statements as
well as any other written materials including preliminary or indicative
pricing terms, correspondence, trade ideas, structures for implementation,
sample structures, brochures or other educational materials of ours. You
should carefully consider, among other things, the matters set forth in
“Risk Factors” in the accompanying product supplement, as the BUyS involve
risks not associated with conventional debt securities. We urge you to
consult your investment, legal, tax, accounting and other advisers before
deciding to invest in the BUyS.
|
|
•
|
Deutsche Bank AG has filed a
registration statement (including a prospectus) with the Securities and
Exchange Commission, or SEC, for the offering to which this term sheet
relates. Before you invest, you should read the prospectus in that
registration statement and the other documents relating to this offering
that Deutsche Bank AG has filed with the SEC for more complete information
about Deutsche Bank AG and this offering. You may obtain these documents
without cost by visiting EDGAR on the SEC website at www.sec.gov.
Alternatively, Deutsche Bank AG, any agent or any dealer participating in
this offering will arrange to send you the prospectus, prospectus
supplement, product supplement, underlying supplement and this term sheet
if you so request by calling toll-free
1-800-311-4409.
|
|
•
|
You may revoke your offer to
purchase the BUyS at any time prior to the time at which we accept such
offer by notifying the applicable agent. We reserve the right to change
the terms of, or reject any offer to purchase, the BUyS prior to their
issuance. We will notify you in the event of any changes to the terms of
the BUyS, and you will be asked to accept such changes in connection with
your purchase of any BUyS. You may also choose to reject such changes, in
which case we may reject your offer to purchase the
BUyS.
|
What
Is the Payment Amount on the BUyS at Maturity Assuming a Range of Performance
for the Index?
The table below
illustrates the payment at maturity per BUyS Face Amount for a hypothetical
range of performance for the Index from -100.00% to +100.00% and assumes a
Participation Rate of 150.00%, a Buffer Level of 10.00%, an Index Return Cap of
33.00%, a Maximum Return of 49.50% and an Initial Level of 480.00 (the actual
Index Return Cap, Maximum Return and Initial Level will be determined on the
Trade Date). The following results are based solely on the hypothetical example
cited. You should consider carefully whether the BUyS are suitable to your
investment goals. The numbers appearing in the table below have been rounded for
ease of analysis.
Final
Level
|
Percentage
Change in Index
|
Index
Return (%)
|
Payment at Maturity ($)
|
Return on BUyS (%)
|
960.00
|
100.00%
|
33.00%
|
$1,495.00
|
49.50%
|
840.00
|
75.00%
|
33.00%
|
$1,495.00
|
49.50%
|
720.00
|
50.00%
|
33.00%
|
$1,495.00
|
49.50%
|
672.00
|
40.00%
|
33.00%
|
$1,495.00
|
49.50%
|
638.40
|
33.00%
|
33.00%
|
$1,495.00
|
49.50%
|
600.00
|
25.00%
|
25.00%
|
$1,375.00
|
37.50%
|
528.00
|
10.00%
|
10.00%
|
$1,150.00
|
15.00%
|
489.60
|
2.00%
|
2.00%
|
$1,030.00
|
3.00%
|
484.80
|
1.00%
|
1.00%
|
$1,015.00
|
1.50%
|
480.00
|
0.00%
|
0.00%
|
$1,000.00
|
0.00%
|
475.20
|
-1.00%
|
-1.00%
|
$1,000.00
|
0.00%
|
470.40
|
-2.00%
|
-2.00%
|
$1,000.00
|
0.00%
|
432.00
|
-10.00%
|
-10.00%
|
$1,000.00
|
0.00%
|
408.00
|
-15.00%
|
-15.00%
|
$950.00
|
-5.00%
|
384.00
|
-20.00%
|
-20.00%
|
$900.00
|
-10.00%
|
336.00
|
-30.00%
|
-30.00%
|
$800.00
|
-20.00%
|
240.00
|
-50.00%
|
-50.00%
|
$600.00
|
-40.00%
|
120.00
|
-75.00%
|
-75.00%
|
$350.00
|
-65.00%
|
0.00
|
-100.00%
|
-100.00%
|
$100.00
|
-90.00%
|
Hypothetical
Examples of Amounts Payable at Maturity
The following
hypothetical examples illustrate how the payments at maturity set forth in the
table above are calculated.
Example 1: The level of the Index increases from
the Initial Level of 480.00 to the Final Level of 528.00. Because the
Index percentage change of 10% is less than the Index Return Cap of 33.00%, the
investor receives a payment at maturity of $1,150.00 per BUyS Face Amount
calculated as follows:
Payment at maturity = $1,000.00 + ($1,000.00 x 10.00%
x 150.00%) = $1,150.00
Example 2: The level of the Index
increases from the Initial Level of 480.00 to the Final Level of 720.00.
Because the Index percentage change of 50% is greater than the Index Return Cap
of 33.00%, the investor receives a payment at maturity of $1,495.00 per BUyS
Face Amount, the maximum payment on the BUyS.
Payment at maturity
= $1,000.00 + ($1,000.00 x 33.00% x 150.00%) = $1,495.00
Example 3: The level of the Index
declines from the Initial Level of 480.00 to the Final Level of 470.40.
Because the 2% decline in the Index from the Initial Level of 480.00 to the
Final Level of 470.40 does not exceed the Buffer Level of 10.00%, the investor
receives a payment at maturity of $1,000.00 per BUyS Face Amount.
Payment at maturity
= $1,000.00
Example 4: The level of the Index
declines from the Initial Level of 480.00 to the Final Level of 336.00.
Because
the 30% decline in the Index from the Initial Level of 480.00 to the Final Level
of 336.00 exceeds the Buffer Level of 10.00%, the investor receives a payment at
maturity of $800.00 per BUyS Face Amount calculated as follows:
Payment at maturity = $1,000.00 + [$1,000.00 x (-30.00% + 10.00%)]
= $800.00
Example 5: The level of the Index
declines from the Initial Level of 480.00 to the Final Level of 0.
Because the decline in the Index from the Initial Level of 480.00 to the Final
Level of 0 exceeds the Buffer Level of 10.00%, the investor receives a payment
at maturity of $100.00 per BUyS Face Amount calculated as follows:
Payment at
maturity = $1,000.00 + [$1,000.00 x
(-100.00% + 10.00%)] = $100.00
Selected
Purchase Considerations
•
|
THE APPRECIATION POTENTIAL OF
THE BUYS IS LIMITED – You will not benefit from any appreciation of
the Index beyond the Index Return Cap of between 29.50% and 36.50% (to be
determined on the Trade Date), and therefore the maximum payment you can
receive is between $1,442.50 and $1,547.50 (to be determined on the Trade
Date) for each $1,000 Face Amount of BUyS. Because the BUyS are our senior
obligations, payment of any amount at maturity is subject to our ability
to pay our obligations as they become
due.
|
•
|
LIMITED PROTECTION AGAINST LOSS
– Payment at maturity of the Face Amount of your BUyS is protected
against a decline in the Final Level, as compared to the Initial Level, of
up to the Buffer Level, subject to our ability to pay our obligations as
they become due. If such decline is more than the Buffer Level of 10.00%,
for every 1% decline beyond the Buffer Level, you will lose an amount
equal to 1% of the Face Amount of your BUyS. For example, an Index Return
of -20.00% will result in a 10% loss of your initial
investment.
|
•
|
RETURN LINKED TO THE
PERFORMANCE OF THE DEUTSCHE BANK LIQUID COMMODITY INDEX - OPTIMUM
YIELDTM EXCESS RETURN – The
return on the BUyS is linked to the Deutsche Bank Liquid Commodity Index -
Optimum YieldTM
Excess Return. The Deutsche Bank Liquid Commodity Index — Optimum Yield™
Excess Return is composed of futures contracts on six commodities — Crude
Oil, Heating Oil, Aluminum, Gold, Wheat and Corn. The Index’s “Optimum
Yield” component employs a rules-based approach when the Index rolls from
one futures contract to another. Rather than selecting the new futures
contract based on a pre-defined schedule, the Index rolls to a successor
futures contract from a list of tradable futures contracts set to expire
within the next thirteen months in a manner that seeks to generate the
maximum implied roll yield. In this way, the Index seeks to maximize the
potential roll benefits in backwardated markets and minimize the loss from
rolling down the curve in contango markets. The closing level of the Index
is calculated on an “excess return
basis.”
|
On
November 10, 2009, the Instrument Amounts for the Exchange Traded Instruments
relating to the respective Index Constituents were as follows:
|
|
|
|
|
Index
Constituent
|
|
Relevant
Exchange
|
|
Instrument
Amount
|
Heating
Oil
|
|
NYMEX
|
|
19.87%
|
Crude
Oil
|
|
NYMEX
|
|
34.82%
|
Aluminum
|
|
LME
|
|
12.55%
|
Gold
|
|
COMEX
|
|
10.02%
|
Corn
|
|
CBOT
|
|
11.42%
|
Wheat
|
|
CBOT
|
|
11.32%
|
For
more information on the Index, including its calculation methodology, see “The
Deutsche Bank Liquid Commodity Index – Optimum Yield™” in underlying supplement
2. Terms relating to the Index used but not defined in this term sheet are
defined in underlying supplement 2.
•
|
A COMMODITY HEDGING DISRUPTION
EVENT MAY RESULT IN ACCELERATION OF THE BUYS – If a commodity
hedging disruption event (as defined in the accompanying product
supplement) occurs, we will have the right, but not the obligation, to
accelerate the payment on the BUyS. The amount due and payable per $1,000
BUyS Face Amount of BUyS upon such early acceleration will be determined
by the calculation agent in good faith in a commercially reasonable manner
on the date on which we deliver notice of such acceleration and will be
payable on the fifth business day following the day on which the
calculation agent delivers notice of such acceleration will be determined
by the calculation
|
agent in good faith in a
commercially reasonable manner on the date on which we deliver notice of such
acceleration and will be payable on the fifth business day following the day on
which the calculation agent delivers notice of such acceleration.
Please see the risk
factor entitled “Commodity Futures Contracts are Subject to Uncertain Legal and
Regulatory Regimes, Which May Result in a Hedging Disruption Event and a Loss on
Your Investment” in the accompanying product supplement for more
information.
•
|
TAX CONSEQUENCES – You should review carefully the
section of the accompanying product supplement entitled “U.S. Federal Income Tax
Consequences.”
Although the tax consequences of an investment in the BUyS are uncertain, we
believe it is reasonable to treat the BUyS as prepaid financial contracts
for U.S. federal income tax purposes.
Under this treatment, you should not recognize taxable income or loss
prior to the maturity of your BUyS, other than pursuant to a sale or
exchange. Your gain or loss on the BUyS should be capital gain or loss and
should be long-term capital gain or loss if you have held the BUyS for
more than one year. If, however, the Internal Revenue Service (the
"IRS") were successful in asserting an
alternative treatment for the BUyS, the tax consequences of ownership and
disposition of the BUyS might be affected materially and adversely. We do
not plan to request a ruling from the IRS, and the IRS or a court might
not agree with the tax treatment described
in this term sheet and the accompanying product
supplement.
|
In December 2007, Treasury and the
IRS released a notice requesting comments on various issues regarding the
U.S. federal income tax treatment of
“prepaid forward contracts” and similar instruments, such as the BUyS. The
notice focuses in particular on whether to require holders of these instruments
to accrue income over the term of their investment. It also asks for comments on
a number of related topics, including the character of income or loss with
respect to these instruments; the relevance of factors such as the nature of the
underlying property to which the instruments are linked; the degree, if any, to
which income (including any mandated accruals) realized by non-U.S. persons
should be subject to withholding tax; and whether these instruments are or
should be subject to the "constructive ownership" regime, which very generally
can operate to recharacterize certain long-term capital gain as ordinary income
that is subject to an interest charge. While the notice requests comments on
appropriate transition rules and effective dates, any Treasury regulations or
other guidance promulgated after consideration of these issues could materially
and adversely affect the tax consequences of an investment in the BUyS, possibly
with retroactive effect.
Under current law, the United Kingdom will not impose withholding tax on
payments made with respect to the BUyS.
For a discussion of certain German tax
considerations relating to the BUyS, you should refer to the section in the
accompanying prospectus supplement entitled “Taxation by Germany of Non-Resident
Holders.”
We do not provide any advice on tax
matters. Both U.S. and non-U.S. holders should consult their tax advisers
regarding the U.S. federal tax consequences of an investment in the BUyS
(including possible alternative treatments and the issues presented by the
December 2007 notice), as well as tax consequences arising under the laws
of any state, local or non-U.S. taxing jurisdiction.
An
investment in the BUyS involves significant risks. Investing in the BUyS is not
equivalent to investing directly in the Index or in any of the components of the
Index. These risks are explained in more detail in the “Risk Factors” section of
the accompanying product supplement.
•
|
YOUR INVESTMENT IN THE BUYS IS
PROTECTED ONLY TO THE EXTENT OF THE BUFFER LEVEL – The BUyS do not
guarantee any return of your initial investment in excess of $100.00 per
$1,000 BUyS Face Amount. The return on the BUyS at maturity is linked to
the performance of the Index and will depend on whether, and the extent to
which, the Index Return is positive or negative. Your investment will be
exposed to any decline in the Final Level, as compared to the Initial
Level, beyond the Buffer Level. Accordingly, you could lose up
to $900.00 for each $1,000 that you invest. Payment of any amount at
maturity is subject to our ability to meet our obligations as they become
due.
|
•
|
THE RETURN ON YOUR BUYS IS
LIMITED BY THE MAXIMUM RETURN – As a holder of the BUyS, you will
not benefit from any appreciation of the Index beyond the Index Return Cap
of between 29.50% and 36.50% (to be determined on the Trade Date).
Consequently, the BUyS are subject to a Maximum Return of between 44.25%
and 54.75% (to be determined on the Trade Date) and your payment at
maturity will be
|
|
limited to a
maximum payment of between $1,442.50 and $1,547.50 for each
$1,000 Face Amount of BUyS you hold, regardless of any further
appreciation of the Index, which may be
significant.
|
•
|
THE BUYS ARE SUBJECT TO OUR
CREDITWORTHINESS — An actual or anticipated downgrade in our credit
rating will likely have an adverse effect on the market value of the BUyS.
The payment at maturity on the BUyS is subject to our
creditworthiness.
|
•
|
NO RIGHTS IN EXCHANGE-TRADED
FUTURES CONTRACTS ON THE INDEX CONSTITUENTS — As an owner of the
BUyS, you will not have any rights that holders of exchange-traded futures
contracts on the commodities included in the Index may
have.
|
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ADJUSTMENTS TO THE WEIGHTS OF
THE CONSTITUENTS OF THE INDEX MAY LIMIT THE INDEX RETURN AND CONSEQUENTLY
THE RETURN ON THE BUYS — During the term of the BUyS, the
methodology of the Index may require adjustments to the weights of the
futures contracts included in the Index. In particular, the weight of a
futures contract may be increased when its price is historically low or
decreased when its price is historically high. These adjustments may limit
potential increases to the value of the Index during certain periods and
could adversely affect the Index Return. See “The Deutsche Bank Liquid
Commodity Index — Determining the Instrument Amount on a DBLCI Rebalancing
Day” in the accompanying underlying supplement No.
2.
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THE
CORRELATION AMONG THE INDEX CONSTITUENTS COULD CHANGE
UNPREDICTABLY —
Correlation is the extent to which the values of the Index Constituents
increase or decrease to the same degree at the same time. If the
correlation among the Index Constituents changes, the value of the BUyS
may be adversely affected.
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THE RETURN ON YOUR INVESTMENT
COULD BE SIGNIFICANTLY LESS THAN THE PERFORMANCE OF ANY INDIVIDUAL INDEX
CONSTITUENT — The return on your investment in the BUyS could be
less than the return on an alternative investment with similar risk
characteristics, even if some of the Index Constituents have generated
significant returns. The levels of the Index Constituents also may move in
different directions at different times compared to each other, and
underperformance by one or more of the Index Constituents will reduce the
performance of the Index as a
whole.
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RISKS ASSOCIATED WITH THE INDEX
MAY ADVERSELY AFFECT THE MARKET PRICE OF THE BUYS — Because the
BUyS are linked to the Index which reflects the return on futures
contracts on six different exchange-traded physical commodities, it will
be less diversified than other indices or investment portfolios investing
in a broader range of products and, therefore, could experience greater
volatility.
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ASSUMING NO CHANGES IN MARKET
CONDITIONS OR ANY OTHER RELEVANT FACTORS, THE MARKET VALUE OF THE BUYS ON
THE SETTLEMENT DATE (AS DETERMINED BY DEUTSCHE BANK AG) WILL BE LESS THAN
THE ORIGINAL ISSUE PRICE – While the payment at maturity described
in this term sheet is based on the full Face Amount of your BUyS, the
original Issue Price of the BUyS includes the agents’ commission and the
cost of hedging our obligations under the BUyS through one or more of our
affiliates. Therefore, the market value of the BUyS on the
Settlement Date, assuming no changes in market conditions or other
relevant factors, will be less than the original Issue
Price. The inclusion of commissions and hedging costs in the
original Issue Price will also decrease the price, if any, at which we
will be willing to purchase the BUyS after the Settlement Date, and any
sale on the secondary market could result in a substantial loss to you.
Our hedging costs include the projected profit that we or our affiliates
are expected to realize in consideration for assuming the risks inherent
in managing the hedging transactions. The BUyS are not designed
to be short-term trading instruments. Accordingly, you should
be willing and able to hold your BUyS to
maturity.
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THE BUYS WILL NOT BE LISTED AND
THERE WILL LIKELY BE LIMITED LIQUIDITY – The BUyS will not be
listed on any securities exchange. Deutsche Bank AG or its affiliates
intend to offer to purchase the BUyS in the secondary market but are not
required to do so and may cease such market-making activities at any time.
Even if there is a secondary market, it may not provide enough liquidity
to allow you to trade or sell the BUyS easily. Because other dealers are
not likely to make a secondary market for the BUyS, the price at which you
may be able to trade your BUyS is likely to depend on the price, if any,
at which Deutsche Bank AG or its affiliates are willing to buy the
BUyS.
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WE AND OUR AFFILIATES AND
AGENTS MAY PUBLISH RESEARCH, EXPRESS OPINIONS OR PROVIDE RECOMMENDATIONS
THAT ARE INCONSISTENT WITH INVESTING IN OR HOLDING THE BUYS. ANY SUCH
RESEARCH, OPINIONS OR RECOMMENDATIONS COULD AFFECT THE LEVEL OF THE INDEX
TO WHICH THE BUYS ARE LINKED OR THE MARKET VALUE OF THE BUYS –
Deutsche Bank AG, its affiliates and agents publish research from time to
time on financial markets and other matters that may influence the value
of the BUyS, or express opinions or provide recommendations that are
inconsistent with purchasing or holding the BUyS. Deutsche Bank AG, its
affiliates and agents may have
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published
research or other opinions that are inconsistent with the investment view
implicit in the BUyS. Any research, opinions or recommendations expressed
by Deutsche Bank AG, its affiliates or agents may not be consistent with
each other and may be modified from time to time without notice. Investors
should make their own independent investigation of the merits of investing
in the BUyS and the Index to which the BUyS are
linked.
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POTENTIAL CONFLICTS OF INTEREST
EXIST BECAUSE THE ISSUER OF THE BUYS, THE CALCULATION AGENT FOR THE BUYS,
THE SPONSOR OF THE INDEX AND THE CALCULATION AGENT FOR THE INDEX ARE THE
SAME LEGAL ENTITY — Deutsche Bank AG, London Branch is the Issuer
of the BUyS, the calculation agent for the BUyS, the sponsor of the Index
(the “Sponsor”)
and the calculation agent for the Index. We, as calculation agent for the
BUyS, will determine whether there has been a Market Disruption Event with
respect to the Index, Exchange Traded Instrument or Index Constituent
(each as defined below). In the event of any such Market Disruption Event,
we may use an alternate method to calculate the Index closing level,
including the Index Initial Level and the Index Final Level. As the
Sponsor, we carry out calculations necessary to promulgate the Index, and
we maintain some discretion as to how such calculations are made. In
particular, the Sponsor has discretion in selecting among methods of how
to calculate the Index in the event the regular means of determining the
Index is unavailable at the time such determination is scheduled to take
place, and the Sponsor has even more discretion in the case of a Force
Majeure Event relating to the Index. While Deutsche Bank AG, London Branch
will act in good faith and in a commercially reasonable manner in making
all determinations with respect to the BUyS and the Index, there can be no
assurance that any determinations made by Deutsche Bank AG, London Branch
in these various capacities will not affect the value of the BUyS or the
Index. Thus potential conflicts of interest may exist between Deutsche
Bank AG, London Branch and you, as a holder of the
BUyS.
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Furthermore,
Deutsche Bank AG, London Branch or one or more of its affiliates may have
published, and may in the future publish, research reports on the Index
Constituents (or various contracts or products related to the Index
Constituents) or related indices. This research is modified from time to time
without notice and may express opinions or provide recommendations that are
inconsistent with purchasing or holding the BUyS. Any of these activities may
affect the value of the Index and, therefore, the value of the BUyS or the
potential payout on the BUyS.
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LEGAL AND REGULATORY CHANGES
COULD IMPAIR THE VALUES OF THE UNDERLYING COMMODITIES — Legal and
regulatory changes could adversely affect commodity prices. In addition,
many governmental agencies and regulatory organizations are authorized to
take extraordinary actions in the event of market emergencies. The effect
of any future legal or regulatory action relating to commodities is not
possible to predict, but any such action could cause unexpected volatility
and instability in commodity markets with a substantial and adverse effect
on the performance of the Index and, consequently, the value of the
BUyS.
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THE VALUE OF THE BUYS WILL BE
AFFECTED BY A NUMBER OF UNPREDICTABLE FACTORS — The value of the
BUyS will be affected by the supply of and demand for the BUyS and other
factors, many of which are independent of our financial condition and
results of operations, including:
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the level of
the Index;
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geopolitical
conditions and economic, financial, political, regulatory and judicial
events that affect the Index Constituents or commodities markets
generally;
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the interest
rates then prevailing in the
market;
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•
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the time
remaining to maturity of the BUyS;
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the
volatility of each Index
Constituent;
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the combined
volatility of the Index Constituents as reflected in the volatility and
expected volatility of the Index;
and
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our
creditworthiness, including actual or anticipated downgrades in our credit
ratings.
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COMMODITY
PRICES MAY CHANGE UNPREDICTABLY — Market prices of the Index
Constituents may fluctuate rapidly based on numerous factors, including
changes in supply and demand relationships, weather, trends in agriculture
and trade, fiscal, monetary and exchange control programs, domestic and
foreign political and economic events and policies, disease, pestilence,
technological developments and changes in interest rates. These factors
may affect the values of the related contracts reflected in the Index and
the value of your BUyS in varying ways, and different factors may cause
the values of the Index Constituents and the volatility of their prices to
move in inconsistent directions at inconsistent
rates.
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THE ABSENCE OF BACKWARDATION OR
PRESENCE OF CONTANGO IN THE MARKETS FOR FUTURES CONTRACTS INCLUDED IN THE
INDEX WILL ADVERSELY AFFECT THE LEVEL OF THE INDEX — As the futures
contracts that underlie the Index near expiration, they are replaced by
contracts that have a later expiration. Thus, for example, a contract
purchased and held in November 2009 may specify a November 2010
expiration. As that contract nears expiration, it may be replaced by
selling the November 2010 contract and purchasing the contract expiring in
March 2011. This process is referred to as “rolling.” If the market for
these contracts is (putting aside other considerations) in
“backwardation,” where the prices are lower in the distant delivery months
than in the nearer delivery months, the sale of the November 2010 contract
would take place at a price higher than the price at which the November
2010 contract was purchased, thereby creating a “roll yield”. While some
of the contracts included in the Index have historically exhibited
consistent periods of backwardation, backwardation will most likely not
exist at all times. Moreover, certain of the commodities included in the
Index have historically traded in “contango” markets. Contango markets are
those in which the prices of contracts are higher in the distant delivery
months than in the nearer delivery months. The absence of backwardation in
the commodity markets could result in negative “roll yields,” which could
adversely affect the value of the Index and, accordingly, decrease the
value of your BUyS.
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THE LONDON
METAL EXCHANGE DOES NOT HAVE DAILY PRICE LIMITS — The official cash offer prices
of aluminum are determined by reference to the per unit U.S. dollar cash
offer prices of contracts traded on the London Metal Exchange, which we
refer to as the LME. The LME is a principals’ market which operates in a
manner more closely analogous to the over-the-counter physical commodity
markets than regulated futures markets. For example, there are no daily
price limits on the LME, which would otherwise restrict the extent of
daily fluctuations in the prices of LME contracts. In a declining market,
therefore, it is possible that prices would continue to decline without
limitation within an Exchange Trading Day (as defined below) or over a
period of Exchange Trading Days. In addition, a contract may be entered
into on the LME calling for delivery on any day from one day to three
months following the date of such contract and for monthly delivery in any
of the next 16 to 24 months (depending on the commodity) following such
third month, in contrast to trading on futures exchanges, which call for
delivery in stated delivery months. As a result, there may be a greater
risk of a concentration of positions in LME contracts on particular
delivery dates, which in turn could cause temporary aberrations in the
prices of LME contracts for certain delivery dates. If such aberrations
occur on the Final Valuation Date the per unit U.S. dollar cash offer
prices used to determine the official cash offer price of aluminum and
consequently the payment at maturity, could be adversely
affected.
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THE MARKETS
FOR THE UNDERLYING COMMODITIES SUFFER FROM SYSTEMIC
RISKS —Changes
in supply and demand can have significant adverse effects on the prices of
commodities. In addition, commodities tend to be exposed to the risk of
fluctuations in currency exchange rates, volatility from speculative
activities and the risk that substitutes for the commodities in their
common uses will become more widely available or comparatively less
expensive. Corn and wheat prices are often heavily affected by weather,
crop yields, natural disasters, pestilence and technological developments,
as well as government policies regarding agriculture, energy, trade,
fiscal and monetary issues, particularly with regard to subsidies and
tariffs. In addition, there are many risks specific to the individual
underlying commodities.
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Corn: Corn is
primarily used as a livestock feed but is also processed into food and
industrial products, including starches, sweeteners, corn oil, beverage
and industrial alcohol, and fuel ethanol. Demand for corn is influenced by
a variety of factors including the level of global livestock production,
the level of human consumption of corn and corn-derived products and, in
the case of demand for production into ethanol, demand for corn as the
basis for ethanol. The supply of corn is dominated by the United States,
China, Central and South America and the European
Union.
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Wheat: Global
supply of, and demand for, wheat are generally driven by global grain
production, population growth and economic activity. Alternative uses for
grains such as energy sources or in manufacturing also drive the prices
for grains.
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Aluminum:
Changes in the levels of global industrial activity and adjustments to
inventory in response to changes in economic activity and/or pricing
levels can cause a great deal of volatility in the demand for the
aluminum. The automobile, packaging and construction sectors are
particularly important to the demand for aluminum. The supply of aluminum
is widely spread around the world, and the principal factor dictating the
smelting of such aluminum is the ready availability of inexpensive power.
The supply of aluminum is also affected by current and previous price
levels, which will influence investment decisions in new smelters. Other
factors influencing supply include droughts, transportation problems and
shortages of power and raw
materials.
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Crude Oil:
Demand for refined petroleum products by consumers, as well as the
agricultural, manufacturing and transportation industries, affects the
price of crude oil. Crude oil’s end-use as a refined product is often as
transport fuel, industrial fuel and in-home heating fuel. Because the
precursors of demand for petroleum products are linked to economic
activity, demand will tend to reflect economic conditions. Demand is
also
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influenced by
government regulations, such as environmental or consumption policies. In
addition to general economic activity and demand, prices for crude oil are
affected by political events, labor activity and, in particular, direct
government intervention (such as embargoes) or supply disruptions in major
oil producing regions of the world. Such events tend to affect oil prices
worldwide, regardless of the location of the event. Supply for crude oil
may increase or decrease depending on many factors. These include
production decisions by the Organization of Oil and Petroleum Exporting
Countries and other crude oil producers. In the event of sudden
disruptions in the supplies of oil, such as those caused by war, natural
events, accidents or acts of terrorism, prices of oil futures contracts
could become extremely volatile and unpredictable. Also, sudden and
dramatic changes in the futures market may occur, for example, upon a
cessation of hostilities that may exist in countries producing oil, the
introduction of new or previously withheld supplies into the market or the
introduction of substitute products or commodities. West Texas
Intermediate light sweet crude oil is also subject to the risk that it has
demonstrated a lack of correlation with world crude oil prices due to
structural differences between the U.S. market for crude oil and the
international market for crude oil. We can give no assurance that the
settlement price will not be more volatile than world crude oil prices
generally.
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Heating Oil:
Demand for heating oil depends heavily on the level of global industrial
activity and the seasonal temperatures in countries throughout the world.
Heating oil is derived from crude oil and as such, any factors that
influence the supply of crude oil may also influence the supply of heating
oil.
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Gold: Gold
prices are affected by numerous factors, including the relative strength
of the U.S. dollar (in which gold prices are generally quoted) to other
currencies, industrial and jewelry demand, expectations with regard to the
rate of inflation, interest rates and transactions by central banks and
other governmental or multinational agencies that hold gold. The market
for gold bullion is global, and gold prices are affected by macroeconomic
factors such as the structure of and confidence in the global monetary
system and gold borrowing and lending
rates.
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THE COMMODITY
PRICES REFLECTED IN THE INDEX ARE SUBJECT TO EMERGING MARKETS’ POLITICAL
AND ECONOMIC RISKS —
The Index Constituents may be produced in emerging market countries which
are more exposed to the risk of swift political change and economic
downturns than their industrialized counterparts. Indeed, in recent years,
many emerging market countries have undergone significant political,
economic and social change. In many cases, far-reaching political changes
have resulted in constitutional and social tensions, and, in some cases,
instability and reaction against market reforms has occurred. There can be
no assurance that future political changes will not adversely affect the
economic conditions of an emerging market country. Political or economic
instability are likely to adversely impact the level of the Index and,
consequently, the return on your
investment.
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IF THE
LIQUIDITY OF THE INDEX CONSTITUENTS IS LIMITED, THE VALUE OF THE BUYS
WOULD LIKELY BE IMPAIRED — Commodities and derivatives
contracts on commodities may be difficult to buy or sell, particularly
during adverse market conditions. Reduced liquidity on the Final Valuation
Date would likely have an adverse effect on the closing level of the Index
and, therefore, on the return on your BUyS. Limited liquidity relating to
the Index Constituents may also result in the Sponsor being unable to
determine the level of the Index using its normal
means.
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SUSPENSION OR
DISRUPTIONS OF MARKET TRADING IN THE COMMODITY AND RELATED FUTURES MARKETS
MAY ADVERSELY AFFECT THE VALUE OF THE BUYS — The commodity markets are
subject to temporary distortions or other disruptions due to various
factors, including the lack of liquidity in the markets, the participation
of speculators and government regulation and intervention. In addition,
U.S. futures exchanges and some foreign exchanges have regulations that
limit the amount of fluctuation in futures contract prices that may occur
during a single business day. These limits are generally referred to as
“daily price fluctuation limits” and the maximum or minimum price of a
contract on any given day as a result of these limits is referred to as a
“limit price.” Once the limit price has been reached in a particular
contract, no trades may be made at a different price. Limit prices have
the effect of precluding trading in a particular contract or forcing the
liquidation of contracts at disadvantageous times or prices. These
circumstances could adversely affect the level of the Index and,
therefore, the value of your
BUyS.
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TRADING BY US OR OUR AFFILIATES
IN THE COMMODITIES MARKETS MAY IMPAIR THE VALUE OF THE BUYS — We
and our affiliates are active participants in the commodities markets as
dealers, proprietary traders and agents for our customers, and therefore
at any given time we may be a party to one or more commodities
transactions. In addition, we or one or more of our affiliates may hedge
our commodity exposure from the BUyS by entering into various
transactions. We may adjust these hedges at any time and from time to
time. Our trading and hedging activities may have a material adverse
effect on the commodities prices and consequently have a negative impact
on the performance of the Index including on the Final Valuation Date,
which would affect your payment at maturity. It is possible that we or our
affiliates could receive significant returns from these hedging activities
while the value of or amounts payable under the BUyS may
decline.
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THE
U.S. FEDERAL INCOME
TAX CONSEQUENCES OF AN INVESTMENT IN THE BUYS ARE UNCLEAR—There is no direct legal
authority regarding the proper U.S. federal income tax treatment of
the BUyS, and we do not plan to request a ruling from the IRS.
Consequently, significant aspects of the tax treatment of the BUyS are
uncertain, and the IRS or a court might not agree with the treatment of
the BUyS as prepaid financial contracts. If the IRS were successful in
asserting an alternative treatment for the BUyS, the tax consequences of
ownership and disposition of the BUyS might be affected materially and
adversely. In addition, as described above under “Tax Consequences,” in
December 2007, Treasury and the IRS released a notice requesting
comments on various issues regarding the U.S. federal income tax treatment of
“prepaid forward contracts” and similar instruments, such as the BUyS. Any
Treasury regulations or other guidance promulgated after consideration of
these issues could materially and adversely affect the tax consequences of
an investment in the BUyS, possibly with retroactive effect. Both U.S. and
non-U.S. holders should review carefully the section of the accompanying
product supplement entitled “U.S. Federal Income Tax Consequences,” and
consult their tax advisers regarding the U.S. federal income tax
consequences of an investment in the BUyS (including possible alternative
treatments and the issues presented by this notice), as well as tax
consequences arising under the laws of any state, local or non-U.S. taxing
jurisdiction.
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The
BUyS may be suitable for you if:
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You seek an
investment with a return linked to the performance of the
Index;
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•
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You are
willing to invest in the BUyS based on the Participation Rate, indicated
Index Return Cap (the actual Index Return Cap will be set on the Trade
Date) and Buffer Level;
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•
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You are
willing to lose up to 90.00% of your initial
investment;
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•
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You are
willing and able to hold the BUyS to
maturity;
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•
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You are
willing to accept our credit risk;
and
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•
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You do not
seek current income from this
investment.
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The
BUyS may not be
suitable for you if:
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•
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You do not
seek an investment with exposure to the
Index;
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•
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You are
unwilling or unable to hold the BUyS to
maturity;
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•
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You seek an
investment that is protected against the loss of your initial investment
beyond the Buffer Level;
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•
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You are not
willing to be exposed to our credit
risk;
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•
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You seek
current income from your investments;
or
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•
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You seek an
investment for which there will be an active secondary
market.
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Historical
Information
The following graph
sets forth the historical performance of the Index based on the daily Index
closing levels from August 1, 1997 through November 10, 2009. The
Index closing level on November 10, 2009 was 478.24. We obtained the
Index closing levels below from Bloomberg, and we have not participated in the
preparation of, or verified, such information. The historical levels of the
Index should not be
taken as an indication of future performance, and no assurance can be given as
to the Final Level of the Index. We cannot give you assurance that the
performance of the Index will result in the return of your initial investment in
excess of the Buffer Level.
Supplemental
Underwriting Information (Conflicts of Interest)
Deutsche Bank
Securities Inc. (“DBSI”)
and Deutsche Bank Trust Company Americas, acting as agents for Deutsche Bank AG,
will not receive a commission in connection with the sale of the BUyS. DBSI may
pay referral fees to other broker-dealers of up to 0.50% or $5.00 per $1,000
BUyS Face Amount. DBSI may pay custodial fees to other broker-dealers of up to
0.25% or $2.50 per $1,000 BUyS Face Amount. Deutsche Bank AG will reimburse DBSI
for such fees. See “Underwriting” in the accompanying product
supplement.
Settlement
We
expect to deliver the BUyS against payment for the BUyS on the Settlement Date
indicated above, which may be a date that is greater than three business days
following the Trade Date. Under Rule 15c6-1 of the Securities Exchange Act of
1934, as amended, trades in the secondary market generally are required to
settle in three business days, unless the parties to a trade expressly agree
otherwise. Accordingly, if the Settlement Date is more than three business days
after the Trade Date, purchasers who wish to transact in the BUyS more than
three business days prior to the Settlement Date will be required to specify
alternative settlement arrangements to prevent a failed settlement.
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