New Issue: Credit Suisse prices $2.68 million digital barrier notes on S&P 500, Russell 2000

By Marisa Wong

Morgantown, W.Va., Sept. 29 – Credit Suisse AG, London Branch priced $2.68 million of 0% digital barrier notes due March 30, 2018 linked to the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus a fixed payment of 9.25% unless either index finishes at or below its knock-in level, 75% of the initial level, in which case investors will share fully in the decline of the worse performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital barrier notes
Underlying indexes:	S&P 500, Russell 2000
Amount:	$2,679,000
Maturity:	March 30, 2018
Coupon:	0%
Price:	Par of $1,000
Payout at maturity:	Par plus 9.25% unless either index finishes at or below its knock-in level, in which case investors will share fully in the decline of the worse performing index
Initial levels:	2,164.69 for S&P, 1,254.623 for Russell
Knock-in levels:	1,623.5175 for S&P, 940.96725 for Russell; 75% of initial level
Pricing date:	Sept. 23
Settlement date:	Sept. 30
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.95%
Cusip:	22548QFC4

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