New Issue: Credit Suisse prices $9.61 million Capped Leveraged Index Return Notes on Stoxx

By Wendy Van Sickle

Columbus, Ohio, Dec. 23 – Credit Suisse AG, London Branch priced $9.61 million of 0% Capped Leveraged Index Return Notes due Feb. 23, 2018 linked to the Euro Stoxx 50 index, according to a 424B5 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par of $10 plus 200% of the index return, subject to a maximum return of 16.55%. Investors will receive par if the index falls by up to 5% and will be exposed to any losses beyond the 5% buffer.

The final index level will be the average of the closing index levels on the five trading days ending Feb. 20, 2018.

BofA Merrill Lynch is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Capped Leveraged Index Return Notes
Underlying index:	Euro Stoxx 50
Amount:	$9,607,060
Maturity:	Feb. 23, 2018
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 200% of any index gain, capped at 16.55%; par if index falls by up to 5%; exposure to any losses beyond 5%
Initial level:	3,279.41
Buffer level:	3,115.44, 95% of initial level
Pricing date:	Dec. 20
Settlement date:	Dec. 30
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	22549J886

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