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Published on 1/24/2013 in the Prospect News Structured Products Daily.

Credit Suisse plans to price 0% Bares linked to iShares MSCI EAFE

By Jennifer Chiou

New York, Jan. 24 - Credit Suisse AG, Nassau Branch plans to price 0% Buffered Accelerated Return Equity Securities due Feb. 5, 2015 linked to the iShares MSCI EAFE index fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 17.5% to 19.5% if the final level is at or greater than the initial level.

Investors will receive par if the shares fall by up to 10% and will be exposed to any losses beyond 10%.

The notes (Cusip: 22546TV32) are expected to price on Jan. 31 and settle on Feb. 5.

Credit Suisse Securities (USA) LLC is the underwriter.


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