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Published on 3/28/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $3.08 million buffered enhanced notes on MSCI EAFE

By Marisa Wong

Madison, Wis., March 28 - Credit Suisse AG, Nassau Branch priced $3.08 million of 0% buffered enhanced participation equity securities due May 18, 2015 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any gain in the index, up to underlying return cap of 26%.

Investors will receive par if the index falls by up to 15% and 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 participation equity securities
Underlying index:MSCI EAFE index
Amount:$3,076,000
Maturity:May 18, 2015
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of any index gain, underlying return capped at 26%; par if index falls by 15% or less; 1.1765% loss for every 1% decline beyond 15%
Initial level:1,668.52
Pricing date:March 27
Settlement date:April 4
Agent:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22546T4F5

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