New Issue: Credit Suisse prices $11.4 million buffered return autocallables linked to Euro Stoxx 50

By Susanna Moon

Chicago, May 27 – Credit Suisse AG, London Branch priced $11.4 million of 0% autocallable buffered return equity securities due June 1, 2018 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus an annualized 9% call premium if the index finishes at or above its initial level on any call date.

The payout at maturity will be par unless the index finishes below the 85% barrier level, in which case investors will lose 1.1765% for each 1% decline beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Autocallable buffered return equity securities
Underlying index:	Euro Stoxx 50
Amount:	$11.4 million
Maturity:	June 1, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par if index finishes at or above barrier level; otherwise, 1.1765% loss for each 1% drop beyond 15%
Call:	At par plus 9% per year if each index finishes at or above its initial level on May 25, 2016, Nov. 24, 2016, May 25, 2017, Nov. 24, 2017 or May 24, 2018
Initial levels:	3,679.14
Barrier level:	85% of initial level
Pricing date:	May 22
Settlement date:	June 1
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.8%
Cusip:	22546VE51

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