New Issue: Credit Suisse sells $4.68 million market-linked notes on MSCI Europe

By Marisa Wong

Morgantown, W.Va., April 20 – Credit Suisse AG, Nassau Branch priced $4.68 million of 0% market-linked notes due April 5, 2023 linked to the MSCI Europe index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 148% of any index gain. If the index falls, the payout will be par.

Credit Suisse Securities (USA) LLC is the agent. Morgan Stanley Smith Barney LLC is the distributor.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Market-linked notes
Underlying index:	MSCI Europe
Amount:	$4,681,160
Maturity:	April 5, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If the index return is positive, par plus 1.48 times the gain; otherwise, par
Initial level:	125.01
Pricing date:	March 29
Settlement date:	April 5
Agent:	Credit Suisse Securities (USA) LLC
Distributor:	Morgan Stanley Smith Barney LLC
Fees:	3.5%
Cusip:	22549E606

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