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Published on 4/8/2015 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $207,000 basket-linked notes tied to five indexes

By Marisa Wong

Madison, Wis., April 8 – Credit Suisse AG, London Branch priced $207,000 of 0% notes due June 7, 2017 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.

The payout at maturity will be par plus any basket gain.

Investors will be exposed to any losses.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, London Branch
Issue:Basket-linked notes
Underlying basket:Euro Stoxx 50 (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:$207,000
Maturity:June 7, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus any basket gain; full exposure to losses
Initial index levels:3,714.89 for Euro Stoxx, 6,809.5 for FTSE 100, 1,528.99 for Topix, 9,137.26 for Swiss Market and 5,860.753 for S&P/ASX 200
Pricing date:April 1
Settlement date:April 10
Agent:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22546VAX4

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