New Issue: Credit Suisse sells $200,000 digital plus barrier notes tied to S&P, Dow, Russell

By Marisa Wong

Morgantown, W.Va., Oct. 10 – Credit Suisse AG, London Branch priced $200,000 of 0% digital plus barrier notes due Jan. 4, 2021 linked to the lowest performing of the S&P 500 index, the Dow Jones industrial average and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes above 75% of its initial level, the payout at maturity will be par plus the greater of the return of the lowest performing index and 21.5%.

If any index finishes at or below the 75% knock-in level, investors will be fully exposed to the decline of the lowest performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital plus barrier notes
Underlying indexes:	S&P 500 index, Dow Jones industrial average and Russell 2000 index
Amount:	$200,000
Maturity:	Jan. 4, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes above knock-in level, par plus the greater of the return of the lowest performing index and 21.5%; otherwise, investors will be fully exposed to the decline of the lowest performing index
Initial index levels:	2,519.36 for S&P, 22,405.09 for Dow, 1,490.861 for Russell
Knock-in levels:	1,889.52 for S&P, 16,803.8175 for Dow, 1,118.14575 for Russell; 75% of initial levels
Pricing date:	Sept. 29
Settlement date:	Oct. 4
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.7%
Cusip:	22550BHE6

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