New Issue: Credit Suisse prices $920,000 review notes linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., June 9 – Credit Suisse AG, London Branch priced $920,000 of 0% review notes due June 13, 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 a premium of 12.5% per year if the index closes at or above its initial level on any of three annual review dates beginning on June 17, 2016.

The payout at maturity will be par unless the index falls by more than the knock-out buffer of 10%, in which case investors will be fully exposed to any losses.

The final index level will be the average of the closing index levels on the five trading days ending June 8, 2018.

J.P. Morgan Securities LLC is the placement agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Review notes
Underlying index:	Euro Stoxx 50
Amount:	$920,000
Maturity:	June 13, 2018
Coupon:	0%
Price:	Par
Payout at maturity:	Par unless the index falls by more than the knock-out buffer of 10%, in which case investors will be fully exposed to any losses
Call:	Automatically at par plus a premium of 12.5% per year if index closes at or above its initial level on any of three annual review dates beginning June 17, 2016
Initial level:	3,510.01
Knock-out buffer:	3,159.009, 90% of initial level
Pricing date:	June 5
Settlement date:	June 10
Agent:	J.P. Morgan Securities LLC
Fees:	2%
Cusip:	22546VF43

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