New Issue: Credit Suisse sells $2.81 million accelerated barrier notes on indexes

By William Gullotti

Buffalo, N.Y., May 19 – Credit Suisse AG, London Branch priced $2.81 million of 0% accelerated barrier notes due April 14, 2026 linked to the lowest performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par plus 150% of the return of the worst performing index.

If any index falls but each index finishes at or above the 65% knock-in level, the payout will be par.

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

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated barrier notes
Underlying indexes:	S&P 500, Russell 2000 index, Dow Jones industrial average
Amount:	$2,806,000
Maturity:	April 14, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its initial level, par plus 150% of the return of the worst performing index; if any index falls but all indexes finish at or above the knock-in level, par; otherwise, investors will be fully exposed to the decline of the worst performing index
Initial index levels:	4128.80 for S&P, 2243.474 for Russell, 33800.60 for Dow
Knock-in levels:	2683.72 for S&P, 1458.2581 for Russell, 21970.39 for Dow; 65% of initial levels
Pricing date:	April 9
Settlement date:	April 14
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.5%
Cusip:	22552XHZ9

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