New Issue: Credit Suisse prices $3.08 million 5.2% buffered notes on Russell, ETF

By Marisa Wong

Madison, Wis., Nov. 18 – Credit Suisse AG, London Branch priced $3.08 million of 5.2% coupon buffered securities due Nov. 18, 2015 linked to the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

Interest will be payable monthly.

The payout at maturity will be par unless either component falls below the 15% buffer on the Nov. 13, 2015 valuation date, in which case investors will lose 1.17647% for every 1% decline of the worst-performing component beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Coupon buffered securities
Underlying components:	Russell 2000 index and the iShares MSCI EAFE ETF
Amount:	$3,075,000
Maturity:	Nov. 18, 2015
Coupon:	5.2%, payable monthly
Price:	Par
Payout at maturity:	Par unless worst-performing component falls by more than 15% on Nov. 13, 2015, in which case 1.17647% loss per each 1% decline of worst-performing component beyond 15%
Initial levels:	1,186.467 for Russell, $62.97 for EAFE ETF
Trigger level:	85% of initial level
Pricing date:	Nov. 13
Settlement date:	Nov. 18
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22547QX43

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