New Issue: Credit Suisse prices $35.09 million Accelerated Return Notes linked to index basket

By Wendy Van Sickle

Columbus, Ohio, Dec. 27 – Credit Suisse AG, London Branch priced $35.09 million of 0% Accelerated Return Notes due Feb. 22, 2019 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei 225 index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par of $10 plus 300% of any basket gain, subject to a maximum return of 16.25%. Investors will be exposed to any basket decline.

BofA Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated Return Notes
Underlying indexes:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Nikkei 225 (20% weight), Swiss Market (7.5% weight), S&P/ASX 200 (7.5% weight) and Hang Seng (5% weight)
Amount:	$35,090,790
Maturity:	Feb. 22, 2019
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 300% of any basket gain, capped at 16.25%; exposure to any basket decline
Initial index levels:	3,570.78 for Euro Stoxx 50; 7,603.98 for FTSE 100; 22,866.10 for Nikkei 225; 9,424.67 for Swiss Market; 6,060.358 for S&P/ASX 200; 29,367.06 for Hang Seng
Final index levels:	For each index, average of its closing levels on five trading days ending Feb. 19, 2019
Pricing date:	Dec. 21
Settlement date:	Dec. 29
Underwriters:	BofA Merrill Lynch
Fees:	2%
Cusip:	22548Y801

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