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Published on 9/24/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $2.86 million accelerated barrier notes linked to Euro Stoxx 50

By Susanna Moon

Chicago, Sept. 24 - Credit Suisse AG, London Branch priced $2.86 million of 0% accelerated barrier notes due March 27, 2019 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 137% of any gain in the index.

Investors will receive par if the index falls by up to 20% and will be fully exposed to any losses if the index finishes below the 80% trigger level.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated barrier notes
Underlying index:Euro Stoxx 50 index
Amount:$2,861,000
Maturity:March 27, 2019
Coupon:0%
Price:Par
Payout at maturity:Par plus 137% of any index gain; par if index falls by less than 20%; full exposure to any losses if index falls below trigger level
Initial level:2,927.19
Knock-in level:1,463.595, 80% of initial share price
Pricing date:Sept. 20
Settlement date:Sept. 27
Underwriter:Credit Suisse Securities (USA) LLC
Fees:3%
Cusip:22547QAE6

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