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Published on 3/9/2018 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $282,000 Bares linked to S&P 500, Russell 2000

By Susanna Moon

Chicago, March 9 – Credit Suisse AG, London branch priced $282,000 of 0% Buffered Accelerated Return Equity Securities due March 28, 2019 linked to the worst performing of the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any gain of the worse performing index up to a maximum return of 9.75%.

Investors will receive par if either index falls by up to 10% and will lose 1% for each 1% decline of the worse performing index beyond 10%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Buffered Accelerated Return Equity Securities
Underlying indexes:S&P 500 and Russell 2000
Amount:$282,000
Maturity:March 28, 2019
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any gain of worse performing index, capped at 9.75%; par if either index falls by up to 10%; 1% loss for each 1% decline of worse performing index beyond 10%
Initial levels:2,747.30 for S&P, 1,549.186 for Russell
Pricing date:Feb. 23
Settlement date:Feb. 27
Agent:Credit Suisse Securities (USA) LLC
Fees:2.18%
Cusip:22550WB71

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