New Issue: Credit Suisse sells $5.11 million Bares linked to two indexes, one fund

By Susanna Moon

Chicago, Feb. 25 - Credit Suisse AG, London Branch priced $5.11 million of 0% Buffered Accelerated Return Equity Securities due Feb. 25, 2019 linked to a basket of two indexes and one exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 87.5% weight, the Euro Stoxx 50 index with a 7.5% weight and the iShares MSCI Emerging Markets ETF with a 5% weight.

The payout at maturity will be par plus 1.1 times any basket gain.

Investors will receive par if the basket falls by up to 20% and lose 1% for every 1% decline beyond 20%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying basket:	S&P 500 index (87.5% weight), Euro Stoxx 50 index (7.5% weight) and iShares MSCI Emerging Markets ETF (5% weight)
Amount:	$5,105,000
Maturity:	Feb. 25, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 110% of any basket gain; par if basket falls by up to 20%; 1% loss for every 1% drop beyond 20%
Initial levels:	1,839.78 for S&P, 3,121.59 for Euro Stoxx and $39.16 for MSCI EM
Pricing date:	Feb. 20
Settlement date:	Feb. 25
Underwriters:	Credit Suisse Securities (USA) LLC
Fees:	1.25%
Cusip:	22547QJ49

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