New Issue: Credit Suisse sells $1.05 million digital barrier notes tied to indexes

By Susanna Moon

Chicago, Jan. 22 - Credit Suisse AG, Nassau Branch priced $1.05 million of 0% digital barrier notes due July 24, 2014 linked to the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the lowest performing index finishes above the 70% knock-in level, the payout at maturity will be par plus 7.2%.

Otherwise, the payout will be par plus the return of the lowest performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Digital barrier notes
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$1.05 million
Maturity:	July 24, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 7.2% if lowest performing index finishes above knock-in level; otherwise, par plus the return of the lowest performing index
Initial levels:	1,485.98 for S&P, 892.80 for Russell
Knock-in levels:	1,040.186 for S&P, 624.96 for Russell; 70% of initial levels
Pricing date:	Jan. 18
Settlement date:	Jan. 24
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22546TU25

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