New Issue: Credit Suisse sells $5.33 million buffered enhanced notes on Euro Stoxx

By Marisa Wong

Madison, Wis., Oct. 16 - Credit Suisse AG, Nassau Branch priced $5.33 million of 0% buffered enhanced return equity securities due Oct. 17, 2014 linked to the Euro Stoxx 50 index and the euro relative to the dollar, according to a 424B2 filing with the Securities and Exchange Commission.

If the composite return - the index return times the currency return - is at least 85% of the initial level, the payout at maturity will be par plus the greater of the return and a fixed payment of 16.1%, subject to a maximum return of 30%.

Otherwise, investors 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 return equity securities
Underlying components:	Euro Stoxx 50 index and euro relative to dollar
Amount:	$5.33 million
Maturity:	Oct. 17, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If index return times currency return is at least 85% of initial level, par plus greater of return and 16.1%, subject to cap of 30%; otherwise, 1.1765% loss for each 1% drop beyond 15%
Initial index level:	2,469.09
Initial spot rate:	1.29670
Pricing date:	Oct. 12
Settlement date:	Oct. 19
Agent:	Credit Suisse Securities (USA) LLC
Fees:	2%
Cusip:	22546TD73

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