New Issue: Credit Suisse prices $1.33 million autocallable securities linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., June 19 - Credit Suisse AG, Nassau Branch priced $1.33 million of 0% autocallable securities due June 20, 2016 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called at par plus a premium of 12.2% per year if the index closes at or above the initial level on any of three annual review dates.

If the notes are not called and the final index level is greater than or equal to the knock-in level, 75% of the initial level, the payout at maturity will be par. Otherwise, investors will lose 1% for every 1% that the final index level is less than the initial level.

Barclays is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Autocallable securities
Underlying index:	Euro Stoxx 50
Amount:	$1,325,000
Maturity:	June 20, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par unless index finishes below knock-in level, in which case full exposure to losses
Call:	At par plus 12.2% per year if index closes at or above initial level on June 16, 2014, June 16, 2015 or June 15, 2016
Initial level:	2,667.32
Knock-in level:	2,000.49, 75% of initial level
Pricing date:	June 14
Settlement date:	June 19
Agent:	Barclays
Fees:	2%
Cusip:	22547Q4L7

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