New Issue: Credit Suisse prices $927,000 digital-plus barrier notes linked to S&P 500, Russell

By Marisa Wong

Madison, Wis., June 27 - Credit Suisse AG, Nassau Branch priced $927,000 of 0% digital-plus barrier notes due June 28, 2017 linked to the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final level of the lowest-performing index is greater than or equal to its initial index level, the payout at maturity will be par plus the greater of the 35% fixed payment percentage and the return of the lowest-performing index.

If the lowest-performing index falls by up to 30%, the payout at maturity will be par. If either index falls by 30% or more, investors will be fully exposed to the decline in the lowest-performing index from the initial index level.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Digital-plus barrier notes
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$927,000
Maturity:	June 28, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If final level of lowest-performing index is greater than or equal to its initial level, par plus greater of 35% and return of lowest-performing index; par if lowest-performing index falls by up to 30%; full exposure to decline of lowest-performing index if either index falls more than 30%
Initial levels:	1,588.03 for S&P, 961.26 for Russell
Knock-in levels:	1,111.62 for S&P, 672.88 for Russell, 70% of initial levels
Pricing date:	June 25
Settlement date:	June 28
Agent:	Credit Suisse Securities (USA) LLC
Fees:	3.5%
Cusip:	22547Q3L8

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