New Issue: Credit Suisse sells $3.75 million digital plus barrier notes on Dow, Russell, Nasdaq

By Kiku Steinfeld

Chicago, March 20 – Credit Suisse AG, London Branch priced $3.75 million of 0% digital plus barrier notes due March 6, 2025 linked to the Dow Jones industrial average, the Nasdaq-100 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes above its knock-in level, 70% of the initial level, the payout at maturity will be par plus the greater of the return of the lesser performing index and the fixed payment percentage of 63.5%.

If either index falls to or below the knock-in level, investors will be fully exposed to the lesser performing index’s decline from its initial level.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital plus barrier notes
Underlying indexes:	Dow Jones industrial average, Russell 2000, Nasdaq-100
Amount:	$3,751,000
Maturity:	March 6, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If each index finishes above its knock-in level, par plus the greater of the return of the lesser performing index and 63.5%; if either index falls to or below the knock-in level, full exposure to the lesser performing index’s decline from its initial level
Initial levels:	25917.41 for Dow, 1486.083 for Russell, 8594.491 for Nasdaq
Knock-in levels:	18142.187 for Dow, 1040.2581 for Russell; 6016.1437 for Nasdaq; 70% of initial levels
Pricing date:	March 3
Settlement date:	March 6
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.75%
Cusip:	22551NT55

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