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Published on 2/5/2014 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $3.9 million return enhanced notes linked to S&P 500

By Susanna Moon

Chicago, Feb. 5 - Credit Suisse AG, London Branch priced $3.9 million of 0% return enhanced notes due Feb. 19, 2015 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to a maximum return of 14.6%.

Investors will be exposed to any losses.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the placement agents.

Issuer:Credit Suisse AG, London Branch
Issue:Return enhanced notes
Underlying index:S&P 500
Amount:$3,895,000
Maturity:Feb. 19, 2015
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of any index gain, capped at 14.6%; exposure to any losses
Initial level:1,782.59
Pricing date:Jan. 31
Settlement date:Feb. 7
Agents:J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:1%
Cusip:22547QGR1

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