New Issue: Credit Suisse prices $138,000 of leveraged notes linked to index basket

By Devika Patel

Knoxville, Tenn., May 23 – Credit Suisse AG, London Branch priced $138,000 of 0% leveraged notes due Oct. 5, 2018 linked to a basket of five 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 triple any index gain, up to a maximum payout of $1,474 per $1,000 of notes.

Investors will lose 1% for every 1% decline.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged notes
Basket components:	Euro Stoxx 50 index (37% weight), FTSE 100 index, (23% weight), Topix index (23% weight), Swiss Market index (9% weight), S&P/ASX 200 index (8% weight)
Amount:	$138,000
Maturity:	Oct. 5, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 300% of any basket gain, capped at $1,474; 1% loss for every 1% decline
Initial index levels:	2,919.22 for Stoxx, 6,053.35 for FTSE, 1,336.56 for Topix, 7,908.79 for Swiss Market and 5,323.342 for S&P/ASX
Pricing date:	May 19
Settlement date:	May 26
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22548Q6N0

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