New Issue: Credit Suisse prices $1.1 million accelerated return notes linked to Asian indexes

By Toni Weeks

San Luis Obispo, Calif., April 29 - Credit Suisse AG, Nassau Branch priced $1.1 million of 0% accelerated return securities due Oct. 31, 2016 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The equally weighted basket consists of the Hang Seng China Enterprises index, the MSCI Taiwan index, the Hang Seng index and the MSCI Singapore Free index.

If the final basket level is greater than or equal to the initial basket level, the payout at maturity will be par plus 152% of the initial basket level. Investors will receive par if the basket declines by 25% or less and will be fully exposed to the basket's decline from its initial level if it declines by more than 25%.

Barclays is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Accelerated return securities
Underlying basket indexes:	Hang Seng China Enterprises index, MSCI Taiwan index, Hang Seng index and MSCI Singapore Free index
Amount:	$1,101,000
Maturity:	Oct. 31, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 152% of any basket gain; par if basket falls by 25% or less on Oct. 26, 2016 valuation date; full exposure to losses if basket falls below knock-in level
Initial basket level:	100
Knock-in level:	75% of initial level
Initial index levels:	10,772.76 for Hang Seng China, 288.63 for MSCI Taiwan, 22,401.24 for Hang Seng, 377.96 for MSCI Singapore Free
Pricing date:	April 25
Settlement date:	April 30
Agent:	Barclays
Fees:	2.75%
Cusip:	22546T5B3

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