Credit Suisse plans 20- to 23-month leveraged buffered notes on indexes

By Wendy Van Sickle

Columbus, Ohio, Feb. 10 – Credit Suisse AG, London Branch plans to price 20- to 23-month leveraged buffered notes linked to a basket of five indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37% initial weight, the FTSE 100 index with a 23% initial weight, the Topix index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight.

The payout at maturity will be par plus 150% of any basket gain, up to a maximum settlement amount of $1,348.00 to $1,409.20 per $1,000 of notes.

Investors will receive par if the index falls by 10% or less and will lose 1.1111% for every 1% decline in the index beyond 10%.

Credit Suisse Securities (USA) LLC is the agent.

The Cusip number is 22548QV51.

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