Credit Suisse to price 0% notes linked to Tokyo Stock Price index

By Marisa Wong

Madison, Wis., March 19 - Credit Suisse AG, Nassau Branch plans to price 0% notes due April 9, 2014 linked to the Tokyo Stock Price 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.

The payout at maturity will be par plus the index return, subject to an adjustment factor of 99.5%. Investors will lose principal if the index does not finish at least 0.5025% above its initial level.

The notes are expected to price March 22 and settle March 27.

The Cusip number is 22546T4E8.

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