New Issue: Credit Suisse prices $7.14 million Accelerated Return Notes linked to six indexes

By Angela McDaniels

Tacoma, Wash., Oct. 8 – Credit Suisse AG, London Branch priced $7.14 million of 0% Accelerated Return Notes due Dec. 2, 2016 linked to a basket of indexes that consists of the S&P 500 index with a 60% weight and the Euro Stoxx 50 index with a 40% weight, according to a 424B2 filing with the Securities and Exchange Commission.

If the final basket level is greater than the initial basket level, the payout at maturity will be par of $10 plus 300% of the basket return, subject to a maximum return of 15.33%. If the final basket level is less than the initial basket level, investors will be fully exposed to the decline.

BofA Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated Return Notes
Underlying indexes:	S&P 500 (60% weight) and Euro Stoxx 50 (40% weight)
Amount:	$7,139,100
Maturity:	Dec. 2, 2016
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 300% of any index gain, capped at 15.33%; exposure to any index decline
Initial index level:	1,951.36 for S&P 500 and 3,088.18 for Euro Stoxx 50
Final index level:	Average of index’s closing levels on five trading days ending Nov. 29, 2016
Pricing date:	Oct. 2
Settlement date:	Oct. 9
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	22548D369

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