New Issue: Credit Suisse prices $907,000 accelerated barrier notes on Euro Stoxx 50, iShares MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., Nov. 6 – Credit Suisse AG, London Branch priced $907,000 of 0% accelerated barrier notes due Nov. 9, 2017 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the each component finishes above its initial level, the payout at maturity will be par plus 195% of the return of the worst-performing component.

If the worst-performing component falls by up to the 70% knock-in level, the payout will be par.

If the worst-performing component falls by 30% or more, investors will receive par plus the return of the worst-performing component, with full exposure to losses.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated barrier notes
Underlyings:	Euro Stoxx 50 index and the iShares MSCI EAFE ETF
Amount:	$907,000
Maturity:	Nov. 9, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If each component gains, par plus 195% of worst-performing return; if worst-performing component falls by up to 30%, par; if worst-performing component falls by 30% or more, par plus return of worst-performing component
Initial component levels:	3,034.24 for Euro Stoxx and $63.04 for EAFE fund
Knock-in levels:	2,123.968 for Euro Stoxx and $44.128 for EAFE fund; 70% of initial levels
Pricing date:	Nov. 4
Settlement date:	Nov. 7
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.55%
Cusip:	22547QV78

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