New Issue: Credit Suisse sells $12.02 million leveraged notes tied to index basket

By Tali Rackner

Norfolk, Va., July 2 – Credit Suisse AG, London Branch priced $12,021,000 of 0% Leveraged Index Return Notes due July 7, 2017 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes 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 3 times the basket return, subject to a maximum settlement amount of $1,301.50 per $1,000 principal amount of notes.

Investors will be fully exposed to any basket decline.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged Index Return Notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix index (23% weight), Swiss Market (9% weight), S&P/ASX 200 (8% weight)
Amount:	$12,021,000
Maturity:	July 7, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 3 times basket return capped at $1,301.50 per note; if basket return is negative, full exposure to decline
Initial index levels:	3,424.30 for Euro Stoxx, 6,520.98 for FTSE, 1,630.40 for Topix, 8,780.91 for Swiss Market and 5,459.01 for S&P/ASX 200
Pricing date:	June 30
Settlement date:	July 8
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	2%
Cusip:	22546VFV3

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