By Susanna Moon
Chicago, Dec. 24 - Credit Suisse AG, London Branch priced $10 million of 0% Cert Plus securities due Dec. 28, 2021 linked to a basket of three indexes, according to a 424B2 filing with the Securities and Exchange Commission.
The basket consists of the S&P 500 index with a 55% weight, the MSCI EAFE index with a 30% weight and the Russell 2000 index with a 15% weight.
The payout at maturity will be par plus 1.03 times any gain in the basket.
If the basket falls, the payout will be par.
Credit Suisse Securities (USA) LLC is the agent.
| Issuer: | Credit Suisse AG, Nassau Branch
|
| Issue: | CS notes
|
| Underlying indexes: | S&P 500 (55% weight), MSCI EAFE (30% weight) and Russell 2000 (15% weight)
|
| Amount: | $10 million
|
| Maturity: | Dec. 28, 2021
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| Coupon: | 0%
|
| Price: | Par
|
| Payout at maturity: | Par plus 103% of any basket gain, floor of par
|
| Initial levels: | 1809.60 for S&P, 1125.45 for Russell and 1855.14 for MSCI EAFE
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| Pricing date: | Dec. 19
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| Settlement date: | Dec. 27
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| Agent: | Credit Suisse Securities (USA) LLC
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| Fees: | 0.2%
|
| Cusip: | 22547QER3
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