Credit Suisse to price leveraged buffered notes linked to MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., May 27 – Credit Suisse AG, London Branch plans to price 0% leveraged buffered notes linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will mature 23 to 26 months following pricing.

The payout at maturity will be par plus 1.4 times any index gain, subject to a maximum settlement amount of $1,214.20 to $1,252.00 per $1,000 principal amount of notes. The exact cap will be set at pricing.

Investors will receive par if the index falls by up to 12.5% and will lose 1.14286% for every 1% decline beyond 12.5%.

Credit Suisse Securities (USA) LLC is the agent.

The notes (Cusip: 22546VE85) are expected to price May 28.

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