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Published on 10/27/2016 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $385,000 CS notes on CS Retiree Consumer index

By Marisa Wong

Morgantown, W.Va., Oct. 27 – Credit Suisse AG, Nassau Branch priced $385,000 of CS notes due Oct. 30, 2023 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return, according to a 424B2 filing with the Securities and Exchange.

The payout at maturity will be par plus 210% of any index gain.

If the index falls, the payout will be par.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, Nassau Branch
Issue:CS notes
Underlying index:CS Retiree Consumer Expenditure 5% Blended Index Excess Return
Amount:$385,000
Maturity:Oct. 30, 2023
Coupon:0%
Price:Par
Payout at maturity:Par plus 210% of index return, floor of par
Initial level:149.5959
Pricing date:Oct. 21
Settlement date:Oct. 28
Agent:Credit Suisse Securities (USA) LLC
Fees:3.95%
Cusip:22548QKG9

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