New Issue: Credit Suisse prices $2.33 million buffered return notes linked to indexes

By Angela McDaniels

Tacoma, Wash., April 16 – Credit Suisse AG, London Branch priced $2.33 million of 0% buffered return equity securities due April 18, 2019 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37.5% weight, the S&P 500 index with a 37.5% weight and the Nikkei 225 index with a 25% weight.

If the final basket level is greater than the initial basket level, the payout at maturity will be par plus the basket return, subject to a maximum return of 51%. If the basket declines by 15% or less, the payout will be par. Otherwise, investors will lose 1% for every 1% that the basket declines beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Buffered return equity securities
Underlying indexes:	Euro Stoxx 50 (37.5% weight), S&P 500 (37.5% weight) and Nikkei 225 (25% weight)
Amount:	$2,325,000
Maturity:	April 18, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If final basket level is greater than initial basket level, par plus lesser of basket return and 51%; if basket declines by 15% or less, par; 1% loss for every 1% that basket declines beyond 15%
Initial levels:	2,092.43 for S&P 500, 3,828.78 for Euro Stoxx 50 and 19,905.46 for Nikkei 225
Strike date:	April 13
Pricing date:	April 14
Settlement date:	April 17
Agent:	Credit Suisse Securities (USA) LLC
Fees:	4.25%
Cusip:	22546VBU9

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