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Published on 7/10/2018 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $582,000 CS notes linked to Euro Stoxx 50 index

By Marisa Wong

Morgantown, W.Va., July 10 – Credit Suisse AG, London Branch priced $582,000 of CS notes due July 2, 2020 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange.

The payout at maturity will be par plus 150% of any index gain, capped at par plus 32%.

If the index falls, the payout will be par plus the index return, subject to a floor of 95% of par.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:CS notes
Underlying index:Euro Stoxx 50 index
Amount:$582,000
Maturity:July 2, 2020
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, capped at par plus 32%; exposure to losses up to 5%
Initial level:3,369.21
Threshold level:3,200.7495, 95% of initial level
Pricing date:June 25
Settlement date:July 2
Agent:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22550WY76

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