New Issue: Credit Suisse sells $5.08 million leveraged upside participation market-linked notes on S&P 500

By Wendy Van Sickle

Columbus, Ohio, June 10 – Credit Suisse AG, London Branch priced $5.08 million of 0% market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside due June 2, 2025 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 200% of the gain in the index, up to par plus 31.5%.

If the index falls by up to 10%, the payout will be par.

Investors will lose 1% for every 1% decline of the index beyond the 10% buffer.

Wells Fargo Securities LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside
Underlying index:	S&P 500 index
Amount:	$5,079,000
Maturity:	June 2, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of the gain in the index, up to par plus 31.5%; if index falls by up to 10%, par; otherwise, 1% loss for every 1% decline of index beyond 10% buffer
Initial share price:	4,158.24
Buffer level:	3,742.416, 90% of initial level
Pricing date:	May 27
Settlement date:	June 2
Agent:	Wells Fargo Securities LLC
Fees:	3.325%
Cusip:	22553PUH0

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