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Published on 9/27/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $4.59 million Accelerated Return Notes linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Sept. 27 - Credit Suisse AG, London Branch priced $4.59 million of 0% Accelerated Return Notes due March 30, 2017 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 141% of any index gain.

Investors will receive par if the index finishes at or above the knock-in level, 75% of the initial level, and will be fully exposed to losses if it falls by more than 25%.

Barclays is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated Return Notes
Underlying index:Euro Stoxx 50
Amount:$4,585,000
Maturity:March 30, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus 141% of any index gain; par if index falls by up to 25%; full exposure to losses if it falls more than 25%
Initial index level:2,927.35
Knock-in level:2,195.5125, 75% of initial level
Pricing date:Sept. 25
Settlement date:Sept. 30
Agent:Barclays
Fees:2.75%
Cusip:22547QAX4

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