Credit Suisse plans buffered return equity notes tied to three indexes

By Marisa Wong

Madison, Wis., Jan. 14 – Credit Suisse AG plans to price 0% buffered return equity notes due Jan. 25, 2018 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus the underlying return of the worst-performing index.

For each index, if the final level is greater than or equal to the initial level, the underlying return will equal the index return. If the index falls by up to 27.5%, the underlying return will equal zero. Otherwise, the underlying return will be the index return plus the 27.5% buffer amount.

Credit Suisse Securities (USA) LLC is the agent.

The notes will price Jan. 20 and settle Jan. 23.

The Cusip number is 22546V2Q8.

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