New Issue: Credit Suisse prices $21.94 million Accelerated Return Notes on index basket

By Kiku Steinfeld

Chicago, Oct. 10 – Credit Suisse AG, London Branch priced $21.94 million of 0% accelerated return notes due Nov. 27, 2020 linked to an international equity index basket, according to a 424B2 filing with the Securities and Exchange Commission.

The basket components are the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par of $10 plus 300% of any basket gain, subject to a maximum return of 19.18%. Investors will be exposed to any basket decline.

Credit Suisse International and BofA Securities, Inc. are the agents.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated return notes
Underlying indexes:	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:	$21,937,820
Maturity:	Nov. 27, 2020
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 300% of any gain, capped at 19.18%; exposure to any basket decline
Initial index levels:	3,126.31 for Stoxx, 6,818.95 for FTSE, 20,574.63 for Nikkei, 8,937.39 for Swiss, 5,865.692 for S&P/ASX, 27,120.98 for Hang Seng
Pricing date:	Sept. 26
Settlement date:	Oct. 3
Agents:	Credit Suisse International and BofA Securities, Inc.
Fees:	2%
Cusip:	22550J403

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