New Issue: Credit Suisse prices $2.31 million leveraged buffered notes tied to index basket

By Wendy Van Sickle

Columbus, Ohio, Oct. 4 – Credit Suisse AG, London Branch priced $2.31 million of 0% leveraged buffered notes due Sept. 6, 2019 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 160% of any basket gain, up to maximum settlement amount of $1,320.80 for each $1,000 of notes.

Investors will receive par if the basket falls by up to 12.5% and will lose 1.14286% for every 1% decline beyond 12.5%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 index with a 37% weight, FTSE 100 index with a 23% weight, Topix index with a 23% weight, Swiss Market index with a 9% weight and S&P/ASX 200 index with an 8% weight
Amount:	$2,307,000
Maturity:	Sept. 6, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 160% of any basket gain, up to maximum settlement amount of $1,320.80 for each $1,000 of notes; par if the basket falls by up to 12.5%; 1.14286% loss for every 1% decline beyond 12.5%
Initial levels:	3,555.17 for Euro Stoxx, 7,313.51 for FTSE, 1,664.43 for Topix, 9,089.58 for Swiss Market, 5,664.283 for S&P/ASX
Pricing date:	Sept. 27
Settlement date:	Oct. 4
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22550BJP9

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