New Issue: Credit Suisse sells $9 million buffered accelerated return notes on basket

By Taylor Fox

New York, Feb. 8 – Credit Suisse AG, London Branch priced $9 million of 0% buffered accelerated return equity securities due Jan. 7, 2026 linked to a basket of the S&P 500 index, with an 87.5% weight, the iShares MSCI Emerging Markets ETF, with a 5% weight and the Euro Stoxx 50 index with a 7.5% weight, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, the payout at maturity will be par plus 1.2 times the return of the basket, up to par plus 40%.

Investors will receive par if the basket falls by 20% or less and will lose 1% for every 1% that the basket declines beyond 20%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Buffered accelerated return equity securities
Basket components:	S&P 500 index with an 87.5% weight, the iShares MSCI Emerging Markets ETF with a 5% weight and the Euro Stoxx 50 index with a 7.5% weight
Amount:	$9 million
Maturity:	Jan. 7, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	If the basket return is positive, par plus 1.2 times the return of the basket, up to par plus 40%; par if the basket falls by 20% or less and will lose 1% for every 1% that the basket declines beyond 20%
Initial levels:	3,700.65 for S&P, $52 for iShares and 3,564.39 for Euro Stoxx
Buffer level:	80% of initial level
Pricing date:	Jan. 5
Settlement date:	Jan. 7
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.5%
Cusip:	22552X3Q4

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