New Issue: Credit Suisse prices $1.81 million digital barrier notes on S&P, Dow, Russell

By Susanna Moon

Chicago, July 27 – Credit Suisse AG, London branch priced $1.81 million of 0% digital barrier notes due Feb. 3, 2025 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying index finishes at or above its initial level, the payout at maturity will be par plus 90%.

If any index falls by up to its 70% barrier level, the payout will be par.

Otherwise, investors will be fully exposed to any losses of the worst performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London branch
Issue:	Digital barrier notes
Underlying indexes:	Russell 2000, S&P 500, Dow Jones industrial average
Amount:	$1,814,000
Maturity:	Feb. 3, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If each index gains, par plus 90%; if any index falls by up 30%, par; otherwise, full exposure to any losses of worst performing index
Initial levels:	2,820.40 for S&P, 1,680.195 for Russell, 25,241.94 for Dow
Barrier levels:	1,974.28 for S&P, 1,176.1365 for Russell, 17,669.358 for Dow; 70% of initial levels
Pricing date:	July 24
Settlement date:	July 27
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22550BU35

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