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Published on 10/2/2015 in the Prospect News Structured Products Daily.

Credit Suisse plans accelerated notes tied to Euro Stoxx, JPX-Nikkei

By Wendy Van Sickle

Columbus, Ohio, Oct. 2 – Credit Suisse AG, London Branch plans to price 0% two-year accelerated return notes linked to an equally weighted basket of the Euro Stoxx 50 index and the JPX-Nikkei Index 400, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par of $10 plus three times any basket gain up to a payout capped at $12.50 to $12.90 per unit. The exact cap will be set at pricing.

Investors will be fully exposed to any basket decline.

Merrill Lynch is the agent.

The notes will price in October and settle in November.


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