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Published on 1/30/2014 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $101,000 accelerated barrier notes linked to iShares MSCI EAFE

By Marisa Wong

Madison, Wis., Jan. 30 - Credit Suisse AG, London Branch priced $101,000 of 0% accelerated barrier notes due Jan. 31, 2018 linked to the iShares MSCI EAFE exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the final share price is greater than or equal to the initial share price, the payout at maturity will be par plus 112% of the ETF return. Investors will receive par if the ETF falls by less than 30% and will be fully exposed to losses from the initial share price if the ETF falls by 30% or more.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated barrier notes
Underlying ETF:iShares MSCI EAFE ETF
Amount:$101,000
Maturity:Jan. 31, 2018
Coupon:0%
Price:Par
Payout at maturity:If ETF return is flat or positive, par plus 112% of ETF return; par if ETF falls by less than 30%; full exposure to decline if ETF falls by 30% or more
Initial share price:$65.11
Knock-in level:$45.577, 70% of initial share price
Pricing date:Jan. 28
Settlement date:Jan. 31
Underwriter:Credit Suisse Securities (USA) LLC
Fees:3.5%
Cusip:22547QFE1

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