Credit Suisse plans cert plus notes linked to Euro Stoxx, iShares EAFE

By Marisa Wong

Madison, Wis., Jan. 14 - Credit Suisse AG plans to price 0% cert plus securities due Feb. 5, 2018 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus the underlying return of the worse-performing component.

If an underlying component's final level is greater than or equal to its initial level, its underlying return will be 220% to 230% of its return. The exact upside participation rate will be set at pricing.

If a component's final level is less than its initial level and a knock-in event has occurred, its underlying return will be equal to its return. A knock-in event occurs if either component finishes at or below its knock-in level, 70% of its initial level.

If a component's final level is less than its initial level and a knock-in event has not occurred, its underlying return will be zero.

Credit Suisse Securities (USA) LLC is the agent.

The notes are expected to price Jan. 30 and settle Feb. 4.

The Cusip number is 22547QG75.

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