New Issue: Credit Suisse sells $14.75 million Accelerated Return Notes on index basket

By Wendy Van Sickle

Columbus, Ohio, Sept. 28 – Credit Suisse AG, London Branch priced $14.75 million of 0% Accelerated Return Notes due Nov. 26, 2021 tied 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 triple any basket gain, up to a maximum return of 15.12%.

Investors will be exposed to any losses.

BofA Securities, Inc. is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated Return Notes
Basket components:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Nikkei 225 (20% weight), Swiss Market (7.5% weight), S&P/ASX 200 (7.5% weight) and Hang Seng (5% weight)
Amount:	$14,750,790
Maturity:	Nov. 26, 2021
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus triple any basket gain, capped at 15.12%; 1% loss for each 1% decline
Initial index levels:	3,159.64 for Euro Stoxx 50; 5,822.78 for FTSE 100; 23,087.82 for Nikkei 225; 10,211.53 for Swiss Market; 5,875.944 for S&P/ASX 200; 23,311.07 for Hang Seng
Pricing date:	Sept. 24
Settlement date:	Oct. 1
Agent:	BofA Securities, Inc.
Fees:	1.75%
Cusip:	40438J668

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