New Issue: Credit Suisse sells $466,000 accelerated barrier notes on Dow, Russell

By Susanna Moon

Chicago, July 14 – Credit Suisse AG, London Branch priced $456,000 of 0% accelerated barrier notes due July 6, 2022 linked to the Dow Jones industrial average and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index is finishes at or above its initial level, the payout at maturity will be par plus 165% of the return of the worse performing index.

If either the index falls by up the 50% knock-in level, the payout will be par.

Otherwise, investors will be fully exposed to the decline of the worse performing index.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated barrier notes
Underlying indexes:	Dow Jones industrial average and Russell 2000
Amount:	$466,000
Maturity:	July 6, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 165% of return of worse performing index; if either index falls by up 50% knock-in, par; otherwise, full exposure to losses of worse performing index
Initial index levels:	21,349.63 for Dow and 1,415.359 for Russell
Knock-in levels:	10,674.815 for Dow and 707.6795 for Russell; 50% of initial levels
Pricing date:	June 30
Settlement date:	July 6
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.7%
Cusip:	22550B6Q1

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