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Published on 7/26/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $5 million accelerated return notes on Nikkei 225

By Susanna Moon

Chicago, July 26 - Credit Suisse AG, Nassau Branch priced $5 million of 0% accelerated return equity securities due Aug. 29, 2013 linked to the Nikkei 225 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any index gain, up to an underlying return cap of 20.6%.

Investors will be exposed to any losses.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Accelerated return equity securities
Underlying index:Nikkei 225 index
Amount:$5 million
Maturity:Aug. 29, 2013
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any gain, up to underlying return cap of 20.6%; exposure to any losses
Initial level:8,488.09
Pricing date:July 24
Settlement date:July 27
Underwriter:Credit Suisse Securities (USA) LLC
Fees:1%
Cusip:22546TWF4

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