New Issue: Credit Suisse prices $7.58 million Accelerated Return Notes tied to index basket

By Marisa Wong

Morgantown, W.Va., March 2 – Credit Suisse AG, London Branch priced $7.58 million of 0% Accelerated Return Notes due April 28, 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 weight of 40%, the FTSE 100 index with a weight of 20%, the Nikkei Stock Average index with a weight of 20%, the Swiss Market index with a weight of 7.5%, the S&P/ASX 200 index with a weight of 7.5% and the Hang Seng index with a weight of 5%.

The payout at maturity will be par of $10 plus triple any basket gain, up to a maximum return of 19.17%. Investors will be exposed to any basket decline.

BofA Merrill Lynch is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated Return Notes
Underlying basket:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Nikkei Stock Average (20% weight), Swiss Market (7.5% weight), S&P/ASX 200 (7.5% weight) and Hang Seng (5% weight)
Amount:	$7,579,600
Maturity:	April 28, 2017
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 300% of any basket gain, capped at 19.17%; exposure to any basket decline
Pricing date:	Feb. 25
Settlement date:	March 3
Underwriters:	BofA Merrill Lynch
Fees:	2%
Cusip:	22548D211

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