New Issue: Credit Suisse sells $3.58 million Bares tied to basket of three indexes

By Wendy Van Sickle

Columbus, Ohio, Aug. 14 – Credit Suisse AG, London Branch priced $3.58 million of Buffered Accelerated Return Equity Securities due Sept. 12, 2018 linked to a basket of three indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket components are the S&P 500 index with a 50% weight, the Euro Stoxx 50 index with a 25% weight and the Russell 2000 index with a 25% weight.

If the basket return is positive, the payout at maturity will be par plus 200% of the basket gain, up to a maximum gain of 16%. Investors will receive par if the basket falls by up to 5% and will lose 1% for every 1% decline beyond the 5% buffer.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying basket:	S&P 500 index with a 50% weight, Euro Stoxx 50 index with a 25% weight and Russell 2000 index with a 25% weight
Amount:	$3,575,000
Maturity:	Sept. 12, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	If the basket return is positive, par plus 200% of the basket gain, up to 16% maximum gain; par if the basket falls by up to 5%; 1% loss for every 1% decline beyond the 5% buffer
Initial levels:	2,480.91 for S&P, 3,505.80 for Euro Stoxx, 1,414.167 for Russell
Pricing date:	Aug. 7
Settlement date:	Aug. 10
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.43%
Cusip:	22550BEX7

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