New Issue: Credit Suisse prices $4.61 million Bares linked to iShares MSCI EM

By Angela McDaniels

Tacoma, Wash., June 26 - Credit Suisse AG, Nassau Branch priced $4.61 million of 0% Buffered Accelerated Return Equity Securities due March 27, 2015 linked to the iShares MSCI Emerging Markets index fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the exchange-traded fund's return is positive, the payout at maturity will be par plus 200% of the ETF return, subject to a maximum return of 30.4%. Investors will receive par if the ETF falls by up to 10% and lose 1.1111% for every 1% decline in the ETF beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying ETF:	iShares MSCI Emerging Markets index fund
Amount:	$4,607,000
Maturity:	March 27, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If ETF return is positive, par plus 200% of ETF return, subject to 30.4% cap; par if ETF falls by up to 10%; 1.1111% loss for every 1% decline in ETF beyond 10%
Initial share price:	$36.63
Pricing date:	June 24
Settlement date:	June 27
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.05%
Cusip:	22547Q4R4

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