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Published on 7/18/2014 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $7.52 million leveraged buffered notes linked to MSCI EAFE

By Susanna Moon

Chicago, July 18 – Credit Suisse AG, London Branch priced $7.52 million of 0% leveraged buffered notes due July 21, 2016 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 150% of any index gain, up to a maximum settlement amount of $1,157.50 per $1,000 principal amount.

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

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:$7,515,000
Maturity:July 21, 2016
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any index gain, capped at 15.75%; par if index falls by 10% or less; 1.1111% loss for every 1% decline beyond 10%
Initial index level:1,968.77
Trigger level:90% of initial level
Pricing date:July 16
Settlement date:July 23
Agent:Credit Suisse Securities (USA) LLC
Fees:2%
Cusip:22547QPG5

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