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Published on 12/12/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $1.2 million Accelerated Return Notes tied to iShares MSCI EAFE

By Marisa Wong

Madison, Wis., Dec. 12 - Credit Suisse AG, London Branch priced $1.2 million of 0% Accelerated Return Notes due Dec. 13, 2018 linked to the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 141% of any fund gain.

Investors will receive par if the fund falls by up to 30% and will share fully in losses from the initial level if the fund declines beyond the 30% buffer.

Barclays is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated Return Notes
Underlying ETF:iShares MSCI EAFE ETF
Amount:$1.2 million
Maturity:Dec. 13, 2018
Coupon:0%
Price:Par of $1,000
Payout at maturity:Par plus 141% of any fund gain; par if fund falls by up to 30%; full exposure to losses if fund declines beyond 30% buffer
Initial price:$65.19
Knock-in price:$45.633
Pricing date:Dec. 10
Settlement date:Dec. 13
Agent:Barclays
Fees:2.5%
Cusip:22547QEJ1

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