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Published on 3/15/2016 in the Prospect News Structured Products Daily.

Credit Suisse to price return enhanced notes linked to Euro Stoxx 50

By Angela McDaniels

Tacoma, Wash., March 15 – Credit Suisse AG, London Branch plans to price 0% return enhanced notes due April 5, 2017 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange.

If the index return is positive, the payout at maturity will be par plus three times the index return, up to a maximum return that is expected to be 22.95%. If the index return is negative, investors will have one-to-one exposure to the decline.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the agents.

The notes will price March 18.

The Cusip number is 22546VZ74.


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