New Issue: Credit Suisse prices $1.13 million buffered return notes linked to Dow

By Susanna Moon

Chicago, Feb. 3 - Credit Suisse AG, Nassau Branch priced $1.13 million of 0% buffered return equity securities due Feb. 8, 2017 linked to the Dow Jones industrial average, according to an FWP filing with the Securities and Exchange Commission.

If the index finishes at or above the initial level, the payout at maturity will be par plus the greater of the index return and a fixed payment of 22%.

Investors will receive par if the index falls by up to 40% and will be exposed to any decline beyond 40%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Buffered return equity securities
Underlying index:	Dow Jones industrial average
Amount:	$1,133,000
Maturity:	Feb. 8, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	If index gains, par plus greater of index return and 22%; par if index falls 40% or less; exposure to losses beyond 40%
Initial index level:	12,716.46
Pricing date:	Feb. 1
Settlement date:	Feb. 7
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	4.5%
Cusip:	22546TLS8

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