Credit Suisse plans three-year call warrants linked to Asian indexes

By Angela McDaniels

Tacoma, Wash., Aug. 8 - Credit Suisse AG, Nassau Branch plans to price call warrants expiring Aug. 31, 2015 linked to a basket of indexes via Barclays, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes equal weights of the Hang Seng China Enterprises index, the Korea Stock Price Index 200, the MSCI Taiwan index, the Hang Seng index and the MSCI Singapore Free index.

The notional amount is $1,000 per warrant. The issue price will be between $106.50 and $126.50 per warrant, which is equal to 10.65% to 12.65% of the notional amount.

On the expiration date, the warrants will be exercised automatically and investors will receive the cash settlement value.

If the final basket level is greater than the initial basket level, the cash settlement value will be $1,000 multiplied by the basket return. If the final basket level is less than or equal to the initial basket level, the cash settlement value will be zero.

The warrants are expected to price Aug. 28 and settle Aug. 31.

The Cusip number is 22546TXM8.

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