New Issue: Credit Suisse prices $8.56 million leveraged buffered notes on indexes

By Jennifer Chiou

New York, Nov. 13 – Credit Suisse AG, London Branch priced $8,564,000 of 0% leveraged buffered notes due Nov. 16, 2016 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket return, capped at 17.7%. Investors will receive par if the basket falls by 10% or less and will lose 1.1111% for every 1% that the basket declines beyond 10%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$8,564,000
Maturity:	Nov. 16, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.5 times basket return, capped at 17.7%; par if basket falls by 10% or less; 1.1111% loss for every 1% that basket declines beyond 10%
Initial index levels:	3,104.59 for Euro Stoxx 50; 6,627.40 for FTSE 100; 1,375.21 for Topix; 8,896.15 for Swiss Market; 5,517.101 for S&P/ASX 200
Pricing date:	Nov. 11
Settlement date:	Nov. 18
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	2%
Cusip:	22547QVX1

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