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Published on 10/29/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $565,000 Bares linked to iShares MSCI Emerging Markets index fund

By Susanna Moon

Chicago, Oct. 29 - Credit Suisse AG, Nassau Branch priced $565,000 of 0% Buffered Accelerated Return Equity Securities due Oct. 31, 2014 tied to the iShares MSCI Emerging Markets index fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the fund finishes above the initial level, the payout at maturity will be par plus the fixed percentage of 17.5%.

Investors will receive par if the shares fall by up to 10% and lose 1% for every 1% decline beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Buffered Accelerated Return Equity Securities
Underlying fund:iShares MSCI Emerging Markets index fund
Amount:$565,000
Maturity:Oct. 31, 2014
Coupon:0%
Price:Par
Payout at maturity:If fund gains, par plus 17.5%; par if shares fall by up to 10%; 1% loss for every 1% decline beyond 10%
Initial level:$41.24
Pricing date:Oct. 26
Settlement date:Oct. 31
Underwriters:Credit Suisse Securities (USA) LLC
Fees:2.5%
Cusip:22546TA76

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