New Issue: Credit Suisse prices $764,000 absolute return barrier notes linked to S&P 500, Russell 2000

By Susanna Moon

Chicago, March 3 - Credit Suisse AG, London Branch priced $764,000 of 0% absolute return barrier securities due March 2, 2018 linked to the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

A knock-in event will occur if either index finishes at or below its knock-in level, 61% of its initial level.

If each index finishes at or above its initial level, the payout at maturity will be par plus 110% of the return of the worst performing index.

If each index finishes below its initial level and a knock-in event does not occur, the payout will be par plus the absolute value of the return of the worst performing index.

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

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Absolute return barrier securities
Underlying indexes:	S&P 500, Russell 2000
Amount:	$764,000
Maturity:	March 2, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 110% of return of worst performing index; if each index falls by up to knock-in level, par plus absolute value of return of worst performing index; otherwise, full exposure to losses of worst performing index
Initial index levels:	1,854.29 for S&P and 1,187.94 for Russell
Knock-in levels:	1,131.1169 for S&P and 724.6434 for Russell; 61% of initial levels
Pricing date:	Feb. 27
Settlement date:	March 4
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.55%
Cusip:	22547QHW9

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