New Issue: Credit Suisse prices $104.24 million capped knock-out notes on MSCI EAFE

By Jennifer Chiou

New York, Aug. 20 - Credit Suisse AG, Nassau Branch priced $104,243,000 of 0% capped knock-out notes due Sept. 4, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC are the placement agents.

A knock-out event occurs if the index finishes below its 90% trigger level.

If a knock-out event does not occur, the payout at maturity will be par plus double any gain, up to a maximum return of 16% and with a minimum payout of par.

Otherwise, investors will have exposure to any losses.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Capped knock-out notes
Underlying index:	MSCI EAFE
Amount:	$104,243,000
Maturity:	Sept. 4, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If index finishes at or above 90% of initial level, par plus double any gain, capped at 16% and floor of par; otherwise, exposure to losses
Initial level:	1,765.47
Pricing date:	Aug. 16
Settlement date:	Aug. 21
Agents:	JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC
Fees:	1%
Cusip:	22547Q7K6

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