New Issue: Credit Suisse sells $2.06 million leveraged basket-linked notes on indexes

By Kiku Steinfeld

Chicago, Jan. 19 – Credit Suisse AG, London Branch priced $2.06 million of 0% leveraged notes due March 15, 2023 linked 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 36% weight, the Topix index with a 29% weight, the FTSE 100 index with a 16% weight, the Swiss Market index with a 11% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 3 times the basket gain, capped at par plus 33.3%.

Investors will share in any losses.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged basket-linked notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (29% weight), FTSE 100 (16% weight), Swiss Market (11% weight) and S&P/ASX 200 (8% weight)
Amount:	$2,058,000
Maturity:	March 15, 2023
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times basket gain, capped at 33.3%; full exposure to losses
Initial levels:	3616.51 for Euro Stoxx, 1864.40 for Topix, 6745.52 for FTSE, 10846.88 for Swiss Market and 6686.602 for S&P/ASX
Pricing date:	Jan. 13
Settlement date:	Jan. 21
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22552X4D2

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