New Issue: Credit Suisse sells $6.88 million leveraged return notes on indexes

By Sarah Lizee

Olympia, Wash., July 3 – Credit Suisse AG, London Branch priced $6,877,690 of 0% Leveraged Index Return Notes due June 26, 2020 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with an initial weight of 40%, the FTSE 100 index with an initial weight of 20%, the Nikkei Stock Average index with an initial weight of 20%, the Swiss Market index with an initial weight of 7.5%, the S&P/ASX 200 index with an initial weight of 7.5% and the Hang Seng index with an initial weight of 5%.

The payout at maturity will be par plus 234% of any basket gain.

Investors will be fully exposed to any basket decline.

BofA Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged Index Return Notes
Underlying indexes:	Euro Stoxx 50 (40% weight), FTSE 100 (20% weight), Nikkei Stock Average (20% weight), Swiss Market (7.5% weight), S&P/ASX 200 (7.5% weight) and Hang Seng (5% weight)
Amount:	$6,877,690
Maturity:	June 26, 2020
Coupon:	0%
Price:	Par of $10
Payout at maturity:	Par plus 234% of any basket gain; full exposure to any basket decline
Initial index levels:	3,365.52 for Euro Stoxx, 7,615.63 for FTSE 100, 22,270.39 for Nikkei Stock Average, 8,461.71 for Swiss Market, 6,215.388 for S&P/ASX and 28,497.32 for Hang Seng
Pricing date:	June 28
Settlement date:	July 6
Agent:	BofA Merrill Lynch
Fees:	2%
Cusip:	22548Y561

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