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Published on 12/4/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $22.23 million Accelerated Return Notes on Russell 2000

By Jennifer Chiou

New York, Dec. 4 - Credit Suisse AG, Nassau Branch priced $22,228,510 of 0% Accelerated Return Notes due Jan. 31, 2014 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 300% of any index gain, capped at 18.43%.

Investors will be exposed to any losses.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Accelerated Return Notes
Underlying index:Russell 2000
Amount:$22,228,510
Maturity:Jan. 31, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 300% of any index gain, capped at 18.43%; exposure to any losses
Initial level:823.20
Pricing date:Nov. 29
Settlement date:Dec. 6
Underwriters:Credit Suisse Securities (USA) LLC
Fees:2%
Cusip:22539T605

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