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Published on 10/4/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $9.05 million return enhanced notes linked to iShares MSCI EM

By Angela McDaniels

Tacoma, Wash., Oct. 4 - Credit Suisse AG, London Branch priced $9.05 million of 0% return enhanced notes due Oct. 22, 2014 linked to the iShares MSCI Emerging Markets index fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the final share price is greater than the initial share price, the payout at maturity will be par plus 200% of the ETF return, up to a maximum return of 20.4%. Investors will be fully exposed to any decline in the share price.

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

Issuer:Credit Suisse AG, London Branch
Issue:Return enhanced notes
Underlying ETF:iShares MSCI Emerging Markets index
Amount:$9.05 million
Maturity:Oct. 22, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 2 times any fund gain, capped at 20.5%; full exposure to any fund decline
Initial share price:$41.73
Final share price: Average of closing share prices on Oct. 13, 2014, Oct. 14, 2014, Oct. 15, 2014, Oct. 16, 2014 and Oct. 17, 2014
Pricing date:Oct. 2
Settlement date:Oct. 7
Agent:J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:1%
Cusip:22547QC53

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