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Published on 5/10/2017 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $4.34 million trigger jump notes on Euro Stoxx 50

New York, May 10 – Credit Suisse AG, London Branch priced $4.34 million of 0% trigger jump securities due May 30, 2019 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is zero or positive, the payout at maturity will be par of $10 plus the greater of the upside payment of 27.2% and the index return. Investors will receive par if the index falls by up to 10% and will lose 1% for each 1% decline from the initial level if the index declines by more than 10%.

Credit Suisse Securities (USA) LLC is the agent with Morgan Stanley Wealth Management as a dealer.

Issuer:Credit Suisse AG, London Branch
Issue:Trigger jump securities
Underlying index:Euro Stoxx 50
Amount:$4.34 million
Maturity:May 30, 2019
Coupon:0%
Price:Par of $10
Payout at maturity:If index return is zero or positive, par plus greater of 27.2% and index return; par if index falls by up to 10%; 1% loss for each 1% decline from initial level if index falls by more than 10%
Initial index level:3,658.79
Trigger level:3,292.91, 90% of initial index level
Pricing date:May 5
Settlement date:May 10
Underwriter:Credit Suisse Securities (USA) LLC with Morgan Stanley Wealth Management as dealer
Fees:2.5%
Cusip:22549A869

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