Credit Suisse plans Accelerated Return Notes linked to six indexes

By Angela McDaniels

Tacoma, Wash., Sept. 24 – Credit Suisse AG, London Branch plans to price 0% Accelerated Return Notes due December 2016 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight.

If the final basket level is greater than the initial basket level, the payout at maturity will be par of $10 plus 300% of the basket return, subject to a maximum return of 11% to 15% that will be set at pricing. If the final basket level is less than the initial basket level, investors will be fully exposed to the decline.

BofA Merrill Lynch is the agent.

The notes will price in October and settle in November.

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