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Published on 5/4/2015 in the Prospect News Structured Products Daily.

Credit Suisse plans accelerated barrier notes linked to Euro Stoxx 50

By Susanna Moon

Chicago, May 4 – Credit Suisse AG plans to price 0% accelerated barrier notes due June 3, 2019 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 135% of any index gain.

Investors will receive par if the index falls by up to the knock-in level and will be fully exposed to any losses if the index finishes below the knock-in level, which is expected to be 70% and 75% of the initial level.

Credit Suisse Securities (USA) LLC is the underwriter.

The notes will price on May 29 and settle on June 3.

The Cusip number is 22546VCG9.


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