New Issue: Credit Suisse prices $20.26 million 0% Bares linked to S&P MidCap 400

By Toni Weeks

San Luis Obispo, Calif., March 21 - Credit Suisse AG, Nassau Branch priced $20.26 million of 0% Buffered Accelerated Return Equity Securities due Sept. 23, 2015 linked to the S&P MidCap 400 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is equal to or greater than the initial level, the payout at maturity will be par plus 150% of the index return, subject to a maximum return of 27.5%.

Investors will receive par for losses of up to 10% and will share in any losses beyond the buffer.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying index:	S&P MidCap 400
Amount:	$20,256,000
Maturity:	Sept. 23, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If return is zero or positive, par plus 1.5 times index return, return capped at 27.5%; par if index falls by up to 10%; 1% loss for every 1% decline beyond 10%
Initial level:	1,134.81
Pricing date:	March 19
Settlement date:	March 22
Underwriters:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22546T2L4

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