New Issue: Credit Suisse sells $3.08 million leveraged notes tied to index basket

By Marisa Wong

Morgantown, W.Va., Aug. 17 – Credit Suisse AG, London Branch priced $3.08 million of 0% leveraged notes due Oct. 7, 2019 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.

The payout at maturity will be par plus triple any basket gain, up to a maximum settlement amount of $1,555 for each $1,000 of notes.

Investors will be fully exposed to any basket decline.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged notes
Underlying indexes:	Euro Stoxx 50 index with a 37% weight, FTSE 100 index with a 23% weight, Topix index with a 23% weight, Swiss Market index with a 9% weight and S&P/ASX 200 index with an 8% weight
Amount:	$3,082,000
Maturity:	Oct. 7, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 300% of any basket gain, up to maximum settlement amount of $1,555 for each $1,000 of notes; full exposure to losses
Initial levels:	3,468.45 for Euro Stoxx, 7,498.06 for FTSE, 1,617.90 for Topix, 9,027.15 for Swiss Market and 5,765.660 for S&P/ASX
Pricing date:	Aug. 9
Settlement date:	Aug. 16
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22550BF24

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