Credit Suisse plans accelerated return linked to iShares MSCI EAFE, EM

By Susanna Moon

Chicago, June 1 - Credit Suisse AG, Nassau Branch plans to price 0% accelerated return securities due July 3, 2015 linked to a basket containing equal weights of the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund, according to an FWP with the Securities and Exchange Commission.

The payout at maturity will be par plus 120% to 125% of any basket gain, with the exact participation rate to be set at pricing.

Investors will receive par if the basket falls by up to 30% and will be exposed to any losses beyond the 30% buffer.

Credit Suisse Securities (USA) LLC is the underwriter.

The notes will price on June 28 and settle on July 3.

The Cusip number is 22546TUJ8.

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