New Issue: Credit Suisse sells $52.02 million Accelerated Return Notes on basket of indexes

By Marisa Wong

Morgantown, W.Va., June 7 – Credit Suisse AG, London Branch priced $52.02 million of 0% Accelerated Return Notes due July 27, 2018 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket components are the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei stock average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

The payout at maturity will be par of $10 plus triple any basket gain, up to a maximum return of 17.03%.

Investors will lose 1% for each 1% basket decline.

BofA Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated Return Notes
Underlying basket:	Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei stock average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight
Amount:	$52,023,440
Maturity:	July 27, 2018
Coupon:	0%
Price:	Par of $10.00
Payout at maturity:	Par plus 300% of any basket gain, capped at 17.03%; exposure to any basket decline
Initial level:	3,584.55 for Euro Stoxx, 7,517.71 for FTSE, 19,813.13 for Nikkei, 9,042.03 for Swiss, 5,789.627 for S&P/ASX, 25,630.78 for Hang Seng
Final level:	Average of closing levels on five trading days ending July 24, 2018
Pricing date:	May 25
Settlement date:	June 2
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	22547V287

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