Credit Suisse to price Accelerated Return Notes tied to index basket

New York, Oct. 26 – Credit Suisse AG, London Branch plans to price 0% Accelerated Return Notes due January 2019 linked to a basket consisting of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket return is positive, the payout at maturity will be par of $10 plus 300% of the index return, subject to a maximum return that is expected to be 14.5% to 18.5% and will be set at pricing. If the basket return is negative, investors will have one-to-one exposure to the decline.

Merrill Lynch & Co. is the agent.

The notes will price and settle in November.

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