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Published on 5/20/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $525,000 return enhanced notes on MSCI All Country (AC) Asia Ex-Japan

By Toni Weeks

San Luis Obispo, Calif., May 20 - Credit Suisse AG, Nassau Branch priced $525,000 of 0% return enhanced notes due June 4, 2014 linked to the MSCI All Country (AC) Asia Ex-Japan index, according to a 424B2 filing with the Securities and Exchange Commission.

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

The payout at maturity will be par plus two times any index gain, subject to a maximum return of 16.8%. Investors will be fully exposed to any index decline.

The final index level will be the average of the closing index levels on the five trading days ending May 30, 2014.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Return enhanced notes
Underlying index:MSCI All Country (AC) Asia Ex-Japan
Amount:$525,000
Maturity:June 4, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of any gain in the index, capped at 16.8%; exposure to any losses
Initial level:559.48
Final level:Average of index closing levels on five trading days ending May 30, 2014
Pricing date:May 16
Settlement date:May 22
Agents:J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:1%
Cusip:22547Q2F2

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