New Issue: Credit Suisse prices $11.63 million buffered enhanced notes linked to Euro Stoxx 50

By Susanna Moon

Chicago, Dec. 28 - Credit Suisse AG, Nassau Branch priced $11.63 million of 0% buffered enhanced participation equity securities due June 25, 2014 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 150% times any gain in the composite return - the index return times the currency return - up to an underlying return cap of 28.5%.

Investors will receive par if the index falls by up to 15% and will lose 1.17647% 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 index:	Euro Stoxx 50
Amount:	$11,626,000
Maturity:	June 25, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any composite gain, with underlying return capped at 28.5%; par if index falls by 15% or less; 1.17647% loss for every 1% decline beyond 15%
Initial level:	2,648.80
Euro initial spot rate:	1.31745
Pricing date:	Dec. 21
Settlement date:	Dec. 31
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.33%
Cusip:	22546TQ20

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