New Issue: Credit Suisse prices $4.44 million leveraged buffered notes on EAFE

By Sarah Lizee

Olympia, Wash., July 1 – Credit Suisse AG, London Branch priced $4.44 million of 0% leveraged buffered index-linked notes due Sept. 26, 2022 tied to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 160% of any index gain, up to a maximum settlement amount of $1,225.28 per $1,000 of notes.

Investors will receive par if the index finishes flat or falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered index-linked notes
Underlying index:	MSCI EAFE
Amount:	$4,409,000
Maturity:	Sept. 26, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 160% of any index gain, subject to maximum settlement amount of $1,225.28 per $1,000 of notes; par if index finishes flat or falls by up to 15%; 1.1765% loss for each 1% decline beyond 15%
Initial level:	1801.43
Buffer level:	85% of initial level
Pricing date:	June 22
Settlement date:	June 29
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22552WAB1

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