Credit Suisse to price leveraged buffered notes linked to MSCI EAFE

By Devika Patel

Knoxville, Tenn., Aug. 15 – Credit Suisse AG, London branch plans to price 0% 21- to 24-month leveraged buffered notes linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The exact maturity date will be set at pricing.

If the index return is positive, the payout at maturity will be par plus 140% of the index return, subject to a maximum settlement amount that is expected to be between $1,232.54 and $1,273.42 per $1,000 of notes, and will be set at pricing.

Investors will receive par if the index falls by 12.5% or less and lose 1.1429% for every 1% that the index declines beyond 12.5%.

Credit Suisse Securities (USA) LLC is the agent.

The notes (Cusip: 22548QE92) are expected to price Aug. 17 and settle five business days after pricing.

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