New Issue: Credit Suisse prices $4.08 million leveraged buffered notes on indexes

By Susanna Moon

Chicago, Jan. 16 – Credit Suisse AG, London Branch priced $4.08 million of 0% leveraged buffered notes due Jan. 20, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum settlement amount of $1,189 for each $1,000 par amount.

Investors will receive par if the basket falls by 10% or less and will lose 1.1111% for every 1% decline beyond 10%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered basket-linked notes
Underlying basket:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$4,075,000
Maturity:	Jan. 20, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain, capped at 18.9%; par if basket falls by 10% or less; 1.1111% loss for every 1% decline beyond 10%
Initial levels:	3,133.86 for Euro Stoxx, 6,542.20 for FTSE, 1,374.69 for Topix, 9,285.63 for Swiss Market and 5,404.688 for S&P/ASX 200
Pricing date:	Jan. 13
Settlement date:	Jan. 21
Underwriters:	Credit Suisse Securities (USA) LLC
Fees:	2%
Cusip:	22547QZZ2

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