New Issue: Credit Suisse prices $5.05 million trigger notes on three indexes

By Marisa Wong

Morgantown, W.Va., Feb. 10 – Credit Suisse AG, London Branch priced $5.05 million of trigger callable contingent yield notes due Feb. 9, 2018 linked to the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will pay a contingent quarterly coupon at an annual rate of 13% if each index closes at or above its barrier level, 65% of its initial level, on each trading day during that quarter.

The notes will be callable at par on any coupon payment date.

The payout at maturity will be par unless any index finishes below its 65% trigger level, in which case investors will be fully exposed to any losses of the worst performing index.

UBS Financial Services Inc. is the distributor.

Issuer:	Credit Suisse AG, London Branch
Issue:	Trigger callable contingent yield notes
Underlying indexes:	Euro Stoxx 50 index, Russell 2000 index and S&P 500 index
Amount:	$5,045,000
Maturity:	Feb. 9, 2018
Coupon:	13% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter
Price:	Par
Payout at maturity:	Par unless any index finishes below trigger level, in which case full exposed to any losses of worst performing index
Call option:	At par quarterly
Initial levels:	2,879.39 for Euro Stoxx, 985.618 for Russell, 1,880.05 for S&P
Barrier/trigger levels:	1,871.60 for Euro Stoxx, 640.652 for Russell, 1,222.03 for S&P; 65% of initial levels
Pricing date:	Feb. 5
Settlement date:	Feb. 10
Distributor:	UBS Financial Services Inc.
Fees:	1.5%
Cusip:	22548J531

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