New Issue: Credit Suisse sells $1.56 million digital barrier notes tied to indexes

By Susanna Moon

Chicago, June 19 – Credit Suisse AG, London Branch priced $1.56 million of 0% digital barrier notes due July 5, 2018 linked to the least performing of the Euro Stoxx 50 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index never closes its 65% knock-in level during the life of the notes, the payout will be par plus the fixed return of 7%.

Otherwise, investors will be fully exposed to 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:	Euro Stoxx 50, Russell 2000
Amount:	$1,557,000
Maturity:	July 5, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If each index never closes its 65% knock-in level, par plus 7%; otherwise, full exposure to losses of worse performing index
Initial levels:	1,370.208 for Russell, 3,554.59 for Stoxx
Knock-in levels:	890.6352 for Russell, 2,310.4835 for Stoxx; 65% of initial levels
Pricing date:	May 31
Settlement date:	June 5
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.43%
Cusip:	22550B4Y6

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