New Issue: Credit Suisse prices $1.03 million digital plus barrier notes tied to Euro Stoxx 50

By Marisa Wong

Madison, Wis., July 1 – Credit Suisse AG, London Branch priced $1.03 million of 0% digital plus barrier notes due June 28, 2019 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above its initial level, the payout at maturity will be par plus the greater of the index gain and a fixed payment of 27%.

Investors will receive par if the index falls by up to 25% and will be fully exposed to any losses if the index falls by 25% or more.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital plus barrier notes
Underlying index:	Euro Stoxx 50
Amount:	$1,032,000
Maturity:	June 28, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If index return is zero or positive, par plus return with floor of 27%; par if index falls by up to 25%; full exposure to losses if index falls by 25% or more
Initial index level:	3,610.91
Knock-in level:	2,708.18, 75% of initial level
Pricing date:	June 25
Settlement date:	June 30
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	4.1%
Cusip:	22546VEJ1

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