New Issue: Credit Suisse sells $5.85 million digital buffer notes on Russell 2000

By Susanna Moon

Chicago, April 25 – Credit Suisse AG, London Branch priced $5.85 million of 0% digital buffered notes due Nov. 5, 2019 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above the 85% buffer level, the payout at maturity will be the maximum settlement amount of $1,093.60 for each $1,000 principal amount.

Otherwise, investors will lose 1.17647% for each 1% decline beyond the 15%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital buffered notes
Underlying index:	Russell 2000 index
Amount:	$5.85 million
Maturity:	Nov. 5, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If index gains or falls by up to 15%, par plus 9.36%; otherwise, 1.17647% loss for each 1% decline beyond 15%
Initial index level:	1,583.562
Barrier level:	85% of initial level
Pricing date:	April 18
Settlement date:	April 26
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.85%
Cusip:	22550WPP6

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