New Issue: Credit Suisse prices $11.52 million Capped Leveraged Index Return Notes on index basket

By Wendy Van Sickle

Columbus, Ohio, May 30 – Credit Suisse AG, London Branch priced $11.52 million of 0% Capped Leveraged Index Return Notes due July 26, 2019, 2019 linked to a basket of unequally weighted indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Russell 2000 index with an initial weight of 33.33%, the S&P 500 index with an initial weight of 33.33% and the Euro Stoxx 50 index with an initial weight of 33.34%.

The payout at maturity will be par plus double any basket gain, up to a maximum return of 9.6%.

Investors will receive par if the basket falls by up to 5% and will lose 1% for each 1% decline beyond 5%.

BofA Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Capped Leveraged Index Return Notes
Underlying indexes:	Euro Stoxx 50 index (33.34% weight), Russell 2000 index (33.33% weight) and S&P 500 index (33.33% weight)
Amount:	$11,515,470
Maturity:	July 26, 2019
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 200% of any basket gain, with return capped at 9.6%; par if basket falls by up to 5%; exposure to losses beyond 5%
Initial index levels:	2,727.76 for S&P, 3,521.76 for Stoxx, 1,628.222 for Russell
Pricing date:	May 24
Settlement date:	June 1
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	22548Y660

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