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Published on 6/2/2016 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $11.81 million Accelerated Return Notes on Regional Banks index

By Marisa Wong

Morgantown, W.Va., June 2 – Credit Suisse AG, London Branch priced $11.81 million of 0% Accelerated Return Notes due July 28, 2017 linked to the S&P Regional Banks Select Industry index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par of $10 plus 300% of any index gain, subject to a maximum return of 20.81%. Investors will be exposed to any index decline.

BofA Merrill Lynch is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated Return Notes
Underlying index:S&P Regional Banks Select Industry index
Amount:$11,810,820
Maturity:July 28, 2017
Coupon:0%
Price:Par of $10.00
Payout at maturity:Par plus 300% of any index gain, capped at 20.81%; exposure to any index decline
Initial index level:1,291.05
Final index level:Average of index’s closing levels on five trading days ending July 25, 2017
Pricing date:May 26
Settlement date:June 3
Agent:BofA Merrill Lynch
Fees:2%
Cusip:22547V832

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