New Issue: Credit Suisse sells $500,000 accelerated barrier notes on three indexes

By William Gullotti

Buffalo, N.Y., Aug. 19 – Credit Suisse AG, London Branch priced $500,000 of 0% accelerated barrier notes due May 16, 2028 linked to the lowest performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par plus 144% of the return of the worst performing index.

If any index falls but each index finishes at or above the 60% knock-in level, the payout will be par.

Otherwise, investors will be fully exposed to the decline of the worst performing index.

Incapital LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated barrier notes
Underlying indexes:	S&P 500, Russell 2000 index, Nasdaq-100 index
Amount:	$500,000
Maturity:	May 16, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its initial level, par plus 144% of the return of the worst performing index; if any index falls but all indexes finish at or above the knock-in level, par; otherwise, investors will be fully exposed to the decline of the worst performing index
Initial index levels:	4,152.1 for S&P, 2,206.987 for Russell, 13,351.27 for Nasdaq
Knock-in levels:	2,491.26 for S&P, 1,324.1922 for Russell, 8,010.762 for Nasdaq; 60% of initial levels
Pricing date:	May 11
Settlement date:	May 14
Agent:	Incapital LLC
Fees:	3%
Cusip:	22552XKY8

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