New Issue: Credit Suisse sells $5.43 million leveraged buffered notes tied to index basket

By Sarah Lizee

Olympia, Wash., April 26 – Credit Suisse AG, London Branch priced $5.43 million of 0% leveraged buffered notes due Oct. 28, 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 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 193% of any basket gain up.

Investors will receive par if the basket falls by up to 5% and will lose 1.0526% for each 1% decline beyond 5%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 index (36% weight), Topix index (27% weight), FTSE 100 index (19% weight), Swiss Market index (10% weight) and S&P/ASX 200 index (8% weight)
Amount:	$5,432,000
Maturity:	Oct. 28, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 193% of any basket gain; par if basket falls by up to 5%; 1.0526% loss for each 1% loss beyond 5%
Initial index levels:	3,502.63 for Euro Stoxx, 1,612.05 for Topix, 7,471.75 for FTSE, 9,655.67 for Swiss Market, 6,382.144 for S&P/ASX
Pricing date:	April 24
Settlement date:	May 1
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.67%
Cusip:	22552FB84

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