Credit Suisse plans to price review notes linked to Euro Stoxx 50

By Angela McDaniels

Tacoma, Wash., Feb. 24 - Credit Suisse AG, Nassau Branch plans to price 0% review notes due March 1, 2013 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called automatically at par plus a call premium if the index closes at or above the initial index level on March 5, 2012, Aug. 29, 2012 or Feb. 26, 2013. The call premium is expected to be at least 13% per year and will be set at pricing.

The payout at maturity will be par unless the final index level has declined from the initial level by more than 10%, in which case investors will lose 1.1111% for every 1% decline beyond 10%.

The notes (Cusip: 22546EZ72) are expected to price Feb. 25 and settle March 2.

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

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