Credit Suisse plans buffered return notes on index basket via JPMorgan

By Susanna Moon

Chicago, Jan. 3 - Credit Suisse AG, Nassau Branch plans to price 0% buffered return enhanced notes due Jan. 23, 2014 linked to a basket of indexes and their related currencies, according to a 424B2 filing with the Securities and Exchange Commission.

The Hang Seng China Enterprises index with a 30% weight, the Korea Stock Price Index 200 with a 26% weight, the MSCI Taiwan index with a 19% weight, the Hang Seng index with a 15% weight and the MSCI Singapore Free index with a 10% weight. The related currencies are the Hong Kong dollar, the Korean won, Taiwan dollar and the Singapore dollar.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the placement agents.

The payout at maturity will be par plus double any basket gain, up to a maximum return of 10.5%.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

The exact deal terms will be set at pricing.

The notes will price on Jan. 4 and settle on Jan. 9.

The Cusip number is 22546TS85.

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