New Issue: Credit Suisse sells $1.02 million autocallable securities on S&P, Russell, Nasdaq

Chicago, Oct. 25 – Credit Suisse AG, London Branch priced $1.02 million of 0% autocallable securities due Feb. 25, 2028 linked to the lowest performing of the Russell 2000 index, the Nasdaq-100 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus an annual redemption premium of 10.3% if all indexes close at or above their call levels, 100% of their initial levels, on any annual observation date.

If the notes are not called and the final level of each index is equal to or greater than its 80% threshold level, the payout at maturity will be par plus the 61.8%.

If the worst performer falls more than 20% but finishes at or above its 75% knock-in level, the payout at maturity will be par. If the final level of any index is less than its knock-in level, investors will lose 1% for each 1% decline of the lesser performing index from its initial level.

The agent is Credit Suisse Securities (USA) LLC.

Issuer:	Credit Suisse AG, London Branch
Issue:	Autocallable securities
Underlying indexes:	Nasdaq-100 index, S&P 500 index, Russell 2000 index
Amount:	$1,020,000
Maturity:	Feb. 25, 2028
Coupon:	0%
Price:	Par
Payout at maturity:	If the final level of the worst performing index is greater than or equal to its threshold level, par plus 61.8%; if the worst performer declines more than 20% but not more than 25%, par; otherwise, 1% loss for each 1% decline of worst performing index from initial level
Call:	Automatically at par plus annualized redemption premium of 10.3% if each index closes at or above 100% of its initial level on any annual observation date
Initial levels:	2009.333 for Russell, 4348.87 for S&P, 14009.54 for Nasdaq
Threshold levels:	1607.4664 for Russell, 3479.096 for S&P, 11207.632 for Nasdaq; 80% of initial levels
Knock-in levels:	1506.99975 for Russell, 3261.6525 for S&P, 10507.155 for Nasdaq; 75% of initial levels
Pricing date:	Feb. 22
Settlement date:	Feb. 25
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.85%
Cusip:	22553PJH3

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