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Published on 3/31/2015 in the Prospect News Structured Products Daily.

Credit Suisse plans basket-linked notes tied to five indexes

By Jennifer Chiou

New York, March 31 – Credit Suisse AG, London Branch plans to price 0% notes linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are expected to mature between 25 and 28 months after pricing.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus any basket gain.

Investors will receive be exposed to any losses.

The notes (Cusip: 22546VAX4) will price on April 1.

Credit Suisse Securities (USA) LLC is the underwriter.


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