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Published on 12/30/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $530,000 accelerated barrier notes on the Dow

By Jennifer Chiou

New York, Dec. 26 - Credit Suisse AG, London Branch priced $530,000 of 0% accelerated barrier notes due Dec. 26, 2017 linked to the Dow Jones industrial average, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the initial index level, the payout at maturity will be par plus 110% of the index return.

If the final index level is less than the initial level but greater than the 70% knock-in level, the payout will be par.

If the final index level is less than or equal to the knock-in level, investors will lose 1% for every 1% that the final index level is less than the initial level.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated barrier notes
Underlying index:Dow Jones industrial average
Amount:$530,000
Maturity:Dec. 26, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus 110% of any index gain; if final index level is less than initial level but greater than knock-in level, par; otherwise, investors will lose 1% for every 1% drop below initial level
Initial level:16,221.14
Knock-in level:11,354.798, 70% of initial level
Pricing date:Dec. 20
Settlement date:Dec. 26
Agent:Credit Suisse Securities (USA) LLC
Fees:3.5%
Cusip:22547QDV5

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