New Issue: Credit Suisse sells $1.06 million digital barrier notes tied to Stoxx 50, EM ETF

By Wendy Van Sickle

Columbus, Ohio, Sept. 28 – Credit Suisse AG, London Branch priced $1.06 million of 0% digital barrier notes due March 29, 2019 linked to the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

If each underlying component finishes above its 75% knock-in level, the payout at maturity will be par plus the fixed payment of 9.3%.

Otherwise, investors will lose 1% for each 1% decline of the worse performing index or fund.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital barrier notes
Underlying assets:	Euro Stoxx 50 index and iShares MSCI Emerging Markets ETF
Amount:	$1,059,000
Maturity:	March 29, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 9.3% unless either underlying finishes at or below knock-in level, in which case par plus return of lesser performer
Initial levels:	3,541.42 for index and $45.38 for ETF
Knock-in levels:	2,656.065 for index and $34.035 for ETF; 75% of initial levels
Pricing date:	Sept. 22
Settlement date:	Sept. 29
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.15%
Cusip:	22550BG72

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