New Issue: Credit Suisse prices $4.36 million digital barrier notes linked to Russell, S&P, Nasdaq, Dow

By Wendy Van Sickle

Columbus, Ohio, March 6 – Credit Suisse AG, London Branch priced $4.36 million of 0% digital barrier notes due March 4, 2021 linked to the lowest performing of the Dow Jones industrial average, the Nasdaq-100 index, the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 10.79% unless any index finishes below its 80% knock-in level.

Otherwise, the payout will be par plus the return of the least performing index with full exposure to the decline.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital barrier notes
Underlying indexes:	Dow Jones industrial average, Nasdaq-100, S&P 500 and Russell 2000
Amount:	$4,359,000
Maturity:	March 4, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 10.79% unless any index finishes below its knock-in level; otherwise, par plus the return of the least performing index with full exposure to the decline
Initial levels:	25,409.36 for Dow, 8,461.835 for Nasdaq-100,	2,954.22 for S&P 500 and 1,476.431 for Russell 2000
Knock-in levels:	20,327.488 for Dow, 6,769.468 for Nasdaq-100, 2,363.376 for S&P 500 and 1,181.1448 for Russell 2000, or 80% of initial levels
Pricing date:	Feb. 28
Settlement date:	March 4
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.6%
Cusip:	22551NSA5

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