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Published on 7/14/2015 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $3.88 million return enhanced notes on Euro Stoxx

By Marisa Wong

Madison, Wis., July 14 – Credit Suisse AG, London Branch priced $3.88 million of 0% return enhanced notes due July 27, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus triple any index gain, up to a maximum return of 19.65%.

Investors will be exposed to any losses.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the placement agents.

Issuer:Credit Suisse AG, London Branch
Issue:Return enhanced notes
Underlying index:Euro Stoxx 50
Amount:$3,878,000
Maturity:July 27, 2016
Coupon:0%
Price:Par
Payout at maturity:Par plus 300% of any index gain, capped at 19.65%; exposure to any losses
Initial level:3,528.81
Pricing date:July 10
Settlement date:July 15
Agents:J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:1%
Cusip:22546VH66

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