New Issue: Credit Suisse sells $54,000 leveraged buffered notes on iShares MSCI EM

By Susanna Moon

Chicago, Sept. 19 – Credit Suisse AG, London Branch priced $54,000 of 0% leveraged buffered notes due Sept. 18, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.6 times any fund gain, up to a maximum settlement of $1,320 per $1,000 principal amount.

Investors will receive par if the fund falls by up to 12.5% and will be fully exposed to any losses beyond 12.5%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered notes
Underlying fund:	iShares MSCI Emerging Markets ETF
Amount:	$54,000
Maturity:	Sept. 18, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 160% of any fund gain, capped at 32%; par if the fund falls by 12.5% or less; 1.142857% loss per 1% decline beyond 12.5%
Initial level:	$36.03
Pricing date:	Sept. 13
Settlement date:	Sept. 20
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22548QH99

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