New Issue: Credit Suisse prices $413,000 digital barrier notes linked to Russell 2000, S&P 500

By Angela McDaniels

Tacoma, Wash., July 2 – Credit Suisse AG, London Branch priced $413,000 of 0% digital barrier notes due July 3, 2019 linked to the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its knock-in level, 60% of its initial level, then the payout at maturity will be par plus 30%. Otherwise, investors will be fully exposed to the decline of the least-performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital barrier notes
Underlying indexes:	Russell 2000 and S&P 500
Amount:	$413,000
Maturity:	July 3, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its knock-in level, par plus 30%; otherwise, full exposure to decline of least-performing index
Initial index levels:	1,960.23 for S&P 500 and 1,192.96 for Russell 2000
Knock-in levels:	1,176.138 for S&P 500 and 715.776 for Russell 2000, 60% of initial levels
Pricing date:	June 30
Settlement date:	July 3
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.55%
Cusip:	22547QPK6

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