New Issue: Credit Suisse prices $18.44 million Bares linked to S&P 500, Euro Stoxx 50

By Angela McDaniels

Tacoma, Wash., Oct. 9 – Credit Suisse AG, London Branch priced $18.44 million of 0% Buffered Accelerated Return Equity Securities due Oct. 11, 2017 linked to a basket consisting of the S&P 500 index with a 75% weight and the Euro Stoxx 50 index with a 25% weight, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, the payout at maturity will be par plus 150% of the basket return, subject to a maximum return of 27.5%. Investors will receive par if the basket falls by up to 10% and lose 1% for every 1% decline in the basket beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying indexes:	S&P 500 (75% weight) and Euro Stoxx 50 (25% weight)
Amount:	$18,443,000
Maturity:	Oct. 11, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 150% of basket return, subject to 27.5% cap; par if basket falls by up to 10%; 1% loss for every 1% decline in basket beyond 10%
Initial basket level:	1,979.92 for S&P 500 and 3,220.09 for Euro Stoxx 50
Pricing date:	Oct. 6
Settlement date:	Oct. 8
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.25%
Cusip:	22546VMG8

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