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Published on 8/31/2015 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $12.98 million leveraged notes tied to index basket

By Susanna Moon

Chicago, Aug. 31 – Credit Suisse AG, London Branch priced $12.98million of 0% Leveraged Index Return Notes due Aug. 31, 2018 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 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par of $10 plus 165.1% of any basket gain.

Investors will be exposed to any losses.

BofA Merrill Lynch is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Leveraged Index Return Notes
Underlying basket:Euro Stoxx 50 index (40% weight), FTSE 100 index (20% weight), Nikkei Stock Average index (20% weight), Swiss Market index (7.5% weight), S&P/ASX 200 index (7.5% weight) and Hang Seng index (5% weight)
Amount:$12,979,600
Maturity:Aug. 31, 2018
Coupon:0%
Price:Par of $10
Payout at maturity:Par plus 165.1% of any basket gain; exposure to any losses
Pricing date:Aug. 27
Settlement date:Sept. 3
Agent:BofA Merrill Lynch
Fees:2.25%
Cusip:22539W673

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