New Issue: Credit Suisse prices $11.46 million leveraged basket-linked notes on indexes

By Jennifer Chiou

New York, Dec. 24 – Credit Suisse AG, London Branch priced $11,461,000 of 0% leveraged notes due Dec. 28, 2016 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 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% 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 two times the basket return, capped at 35.2%.

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 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$11,461,000
Maturity:	Dec. 28, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus two times basket return, capped at 35.2%; exposure to losses
Initial index levels:	3,154.91 for Euro Stoxx 50; 6,576.74 for FTSE 100; 1,413.05 for Topix; 9,033.45 for Swiss Market; 5,441.955 for S&P/ASX 200
Pricing date:	Dec. 22
Settlement date:	Dec. 30
Agent:	Credit Suisse Securities (USA) LLC
Fees:	2%
Cusip:	22547QZM1

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