New Issue: Credit Suisse prices $3.95 million autocallable securities on Euro Stoxx 50, FTSE 100

By Jennifer Chiou

New York, Dec. 26 - Credit Suisse AG, London Branch priced $3.95 million of autocallable securities due Dec. 27, 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 12% 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 75% 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:	$3.95 million
Maturity:	Dec. 27, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par if index finishes at or above 75% knock-in level; otherwise, par plus return of lower-performing index
Call:	At par plus 12% per year if index closes at or above initial level on any of three review dates beginning on Jan. 2, 2015
Initial levels:	3,049.35 for Euro Stoxx, 6,606.58 for FTSE
Knock-in levels:	2,287.0125 for Euro Stoxx, 4,954.935 for FTSE, 75% of initial levels
Pricing date:	Dec. 20
Settlement date:	Dec. 26
Agent:	Barclays
Fees:	2.75%
Cusip:	22547QF35

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