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Published on 11/17/2015 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $1.14 million leveraged buffered notes linked to MSCI EAFE

By Tali Rackner

Norfolk, Va., Nov. 17 – Credit Suisse AG, London Branch priced $1.14 million of 0% leveraged buffered notes due Sept. 11, 2017 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 1.5 times the index gain, subject to a maximum settlement amount of $1,259.50 for each $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 12.5% and will be exposed to any losses beyond 12.5%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Leveraged buffered notes
Underlying index:MSCI EAFE
Amount:$1,135,000
Maturity:Sept. 11, 2017
Coupon:0%
Price:Par of $1,000
Payout at maturity:If index return is positive, par plus 1.5 times the index return, subject to cap of 25.95%; par if index falls by 12.5% or less; exposure to losses beyond 12.5%
Initial index level:1,743.48
Buffer amount:12.5%
Pricing date:Oct. 26
Settlement date:Nov. 2
Agent:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22546VQ82

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