Credit Suisse plans leveraged buffered notes linked to iShares MSCI EM

By Susanna Moon

Chicago, July 1 – Credit Suisse AG, London Branch plans to price 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will price between 36 and 39 months after pricing.

The payout at maturity will be par plus 150% of any fund gain, up to a maximum settlement amount of $1,262.50 to $1,307.50 per $1,000 principal amount. The exact maximum payment will be set at pricing.

Investors will receive par if the shares falls by up to 10% and will lose about 1.1111% for every 1% decline beyond 10%.

Credit Suisse Securities (USA) LLC is the agent.

The notes will price on July 2.

The Cusip number is 22547QPM2.

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