New Issue: Credit Suisse prices $5.8 million accelerated return notes on iShares MSCI EAFE

By Marisa Wong

Madison, Wis., July 14 – Credit Suisse AG, London Branch priced $5.8 million of 0% accelerated return notes due July 15, 2019 linked to the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the fund return is positive, the payout at maturity will be par plus 140% of the fund return.

If the fund return is negative but the final price is greater than or equal to the knock-in price, the payout will be par. The knock-in price is 70% of the initial price.

If the final fund price is less than the knock-in price, investors will lose 1% for every 1% that the final price is less than the initial price.

Barclays is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated return notes
Underlying ETF:	iShares MSCI EAFE
Amount:	$5.8 million
Maturity:	July 15, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If fund return is positive, par plus 140% of return; if fund return is negative but final level is greater than or equal to knock-in level, par; if final fund level is less than knock-in level, 1% loss for every 1% that final fund level is less than initial fund level
Initial price:	$67.43
Knock-in price:	$47.201, 70% of initial price
Pricing date:	July 10
Settlement date:	July 15
Agent:	Barclays
Fees:	2.5%
Cusip:	22547QQ41

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