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Published on 3/21/2018 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $500,000 CS notes tied to Stoxx, DAX, Swiss Market

By Susanna Moon

Chicago, March 21 – Credit Suisse AG, Nassau Branch priced $500,000 of 0% CS notes due March 5, 2021 linked to a basket consisting of the Euro Stoxx 50 index, the DAX index and the Swiss Market index, equally weighted, according to a 424B2 filing with the Securities and Exchange.

The payout at maturity will be par plus 1.4 times any basket gain.

If the basket falls, the payout will be par.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, Nassau Branch
Issue:CS notes
Underlying basket:Euro Stoxx 50 index, DAX index and Swiss Market index, equally weighted
Amount:$500,000
Maturity:March 5, 2021
Coupon:0%
Price:Par
Payout at maturity:Par plus 140% of any basket gain; if basket declines, par
Initial levels:3,324.75 for Stoxx, 11,913.71 for DAX and 8,628.51 for Swiss Market
Pricing date:March 5
Settlement date:March 8
Agent:Credit Suisse Securities (USA) LLC
Fees:0.4%
Cusip:22550WHK6

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