New Issue: Credit Suisse prices $6.55 million buffered enhanced participation notes on index basket

By Jennifer Chiou

New York, Dec. 19 - Credit Suisse AG, Nassau Branch priced $6,552,000 of 0% buffered enhanced participation equity securities due May 29, 2015 linked to the MSCI EAFE index with an 80% weight and the Euro Stoxx 50 index converted into the dollar with a 20% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 115% of any basket gain.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Buffered enhanced participation equity securities
Underlying assets:	MSCI EAFE (80% weight) and Euro Stoxx 50 (20% weight)
Amount:	$6,552,000
Maturity:	May 29, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 115% of any basket gain; par if index falls by 15% or less; 1.1765% loss for every 1% decline beyond 15%
Initial levels:	1,589.26 for MSCI EAFE; 2,625.33 for Stoxx and initial spot rate of 1.31615
Pricing date:	Dec. 17
Settlement date:	Dec. 24
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.2%
Cusip:	22546TP39

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