New Issue: Credit Suisse prices $794,000 leveraged basket-linked notes on indexes

By Wendy Van Sickle

Columbus, Ohio, Oct. 17 – Credit Suisse AG, London Branch priced $794,000 of 0% leveraged notes due Feb. 11, 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 a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus three times the basket return, capped at 41.4%.

Investors will share in any losses.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged basket-linked notes
Underlying indexes:	Euro Stoxx 50 (36% weight), Topix (27% weight), FTSE 100 (20% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:	$794,000
Maturity:	Feb. 11, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus three times basket return, capped at 41.4%; exposure to losses
Initial levels:	3,345.51 for Euro Stoxx, 7,318.54 for FTSE, 1,792.65 for Topix, 9,042.08 for Swiss Market and 6,185.486 for S&P/ASX
Pricing date:	Oct. 5
Settlement date:	Oct. 15
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0%
Cusip:	22551LD72

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