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Published on 3/23/2016 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $317,000 CS notes on CS Retiree Consumer index

By Wendy Van Sickle

Columbus, Ohio, March 23 – Credit Suisse AG, Nassau Branch priced $317,000 of CS notes due March 25, 2021 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return, according to a 424B2 filing with the Securities and Exchange.

The payout at maturity will be par plus 155% of any index gain.

If the index falls, the payout will be par.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, Nassau Branch
Issue:CS notes
Underlying index:CS Retiree Consumer Expenditure 5% Blended Index Excess Return
Amount:$317,000
Maturity:March 25, 2021
Coupon:0%
Price:Par
Payout at maturity:Par plus 155% of index return, floor of par
Initial level:153.1264
Pricing date:March 18
Settlement date:March 28
Agent:Credit Suisse Securities (USA) LLC
Fees:3.75% Cusip:22546VY91

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