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Published on 6/9/2015 in the Prospect News Structured Products Daily.

Credit Suisse plans buffered return equity notes tied to Russell 2000

By Susanna Moon

Chicago, June 9 – Credit Suisse AG plans to price 0% buffered return equity securities due Feb. 15, 2017 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus any gain, up to an underlying return cap of at least 15.1%.

Investors will receive par if the index falls by up to 15% and will be exposed to any losses beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

The notes will price on June 10 and settle on June 15.

The Cusip number is 22546VF84.


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