New Issue: Credit Suisse sells $753,000 Bares linked to S&P 500, Russell 2000

By Marisa Wong

Morgantown, W.Va., April 9 – Credit Suisse AG, London Branch priced $753,000 of 0% Buffered Accelerated Return Equity Securities due May 1, 2019 linked to the worse performing of the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes at or above its initial level, the payout at maturity will be par plus 150% of the return of the lesser performing index, capped at 10.25%. Investors will receive par if the lesser performing index falls by up to 10% and lose 1% for every 1% decline in the lesser performing index beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying indexes:	S&P 500 index and Russell 2000 index
Amount:	$753,000
Maturity:	May 1, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes at or above its initial level, par plus 150% of the return of the lesser performing index, capped at 10.25%; par if the lesser performing index falls by up to 10%; 1% loss for every 1% decline in the lesser performing index beyond 10%
Initial values:	2,658.55 for S&P, 1,543.717 for Russell
Buffer levels:	2,392.695 for S&P, 1,389.3453 for Russell; 90% of initial levels
Pricing date:	March 26
Settlement date:	March 29
Agent:	Credit Suisse Securities (USA) LLC
Fees:	2.18%
Cusip:	22550WFU6

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