New Issue: Credit Suisse prices $75,000 callable cert plus notes on Euro Stoxx 50, iShares MSCI EAFE

By Jennifer Chiou

New York, Feb. 28 - Credit Suisse AG, London Branch priced $75,000 of 0% callable cert plus securities due Feb. 29, 2016 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE ETF, according to a 424B2 filing with the Securities and Exchange Commission.

A knock-in event occurs if either component finishes at or below its 70% knock-in level.

If the worse-performing component finishes above the initial level, the payout at maturity will be par plus 125% of the gain.

If the worse-performing component falls but a knock-in event has not occurred, the payout will be par.

Otherwise, the payout will be par plus the return with exposure to any losses.

The notes are callable at par plus a call return of 10% on March 6, 2015.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Callable cert plus securities
Underlying assets:	Euro Stoxx 50 index and iShares MSCI EAFE ETF
Amount:	$75,000
Maturity:	Feb. 29, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If worse-performing component gains, par plus 125% of return; if worse-performing component falls by up to 30%, par; otherwise, par plus return with exposure to any losses
Call option:	At par plus 10% on March 6, 2015
Initial levels:	3,157.48 for Euro Stoxx, $67.39 for iShares MSCI EAFE
Knock-in levels: 2,210.236 for Euro Stoxx, $47.173 for iShares MSCI EAFE, 70% of initial levels
Pricing date:	Feb. 25
Settlement date:	Feb. 28
Agent:	Credit Suisse Securities (USA) LLC
Fees:	2.8%
Cusip:	22547QHC3

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