New Issue: Credit Suisse prices $2.43 million autocallable securities on Euro Stoxx 50, FTSE 100

By Toni Weeks

San Luis Obispo, Calif., Nov. 27 - Credit Suisse AG, London Branch priced $2.43 million of autocallable securities due Nov. 29, 2016 linked to the Euro Stoxx 50 index and the FTSE 100 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus a 13% per year redemption premium if each underlying index closes at or above its initial level on any of three annual review dates.

If the notes are not called, the payout at maturity will be par plus the underlying return of the lower-performing index.

If the index finishes at or above the 80% knock-in level, the underlying return will equal zero. Otherwise, the underlying return will equal the index return.

Barclays is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Autocallable securities
Underlying indexes:	Euro Stoxx 50 and FTSE 100
Amount:	$2,432,000
Maturity:	Nov. 29, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par if index finishes at or above 80% knock-in level; otherwise, par plus return of lower-performing index
Call:	At par plus 13% per year if index closes at or above initial level on Nov. 24, 2014, Nov. 24, 2015 or Nov. 23, 2016
Initial levels:	3,072.75 for Euro Stoxx, 6,694.62 for FTSE
Knock-in levels:	2,458.2 for Euro Stoxx, 5,355.696 for FTSE, 80% of initial levels
Pricing date:	Nov. 25
Settlement date:	Nov. 29
Agent:	Barclays
Fees:	2.25%
Cusip:	22547QDA1

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