New Issue: Credit Suisse prices $4.71 million Stars linked to Russell, MSCI EM

By Angela McDaniels

Tacoma, Wash., Oct. 3 – Credit Suisse AG, London Branch priced $4.71 million of 0% Strategic Accelerated Redemption Securities due Oct. 13, 2017 linked to a basket holding equal weights of the Russell 2000 index and the MSCI Emerging Markets index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par of $10 plus an annualized call premium of 8.4% if the basket closes at or above its initial level on March 24, 2017, June 23, 2017 or Oct. 6, 2017.

If the notes are not called and the final basket level is at least 95% of the initial basket level, the payout will be par. Otherwise, investors will lose 1% for every 1% that the basket declines beyond 5%.

BofA Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Strategic Accelerated Redemption Securities
Underlying indexes:	Russell 2000 and MSCI Emerging Markets, equally weighted
Amount:	$4,709,280
Maturity:	Oct. 13, 2017
Coupon:	0%
Price:	Par of $10
Payout at maturity:	If notes are not called and final basket level is at least 95% of initial basket level, par; otherwise, 1% loss for every 1% that basket declines beyond 5%
Call:	At par plus 8.4% per year if basket closes at or above initial level on March 24, 2017, June 23, 2017 or Oct. 6, 2017
Initial index levels:	1,237.751 for Russell 2000 and 913.39 for MSCI Emerging Markets
Pricing date:	Sept. 29
Settlement date:	Oct. 6
Agent:	BofA Merrill Lynch
Fees:	1.25%
Cusip:	22547V659

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