Credit Suisse plans three-year leveraged notes tied to basket via BofA

By Susanna Moon

Chicago, June 5 – Credit Suisse AG plans to price 0% notes due June 2018 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 an initial weight of 40%, the FTSE 100 index with an initial weight of 20%, the Nikkei Stock Average index with an initial weight of 20%, the Swiss Market index with an initial weight of 7.5% and the S&P/ASX 200 index with an initial weight of 7.5% and the Hang Seng index with an initial weight of 5%.

The payout at maturity will be par plus 140% to 160% of any basket gain. The exact participation rate will be set at pricing.

Investors will be exposed to any losses.

BofA Merrill Lynch is the agent.

The notes will price in June and settle in July.

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