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Published on 11/2/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $759,000 Bares linked to iShares MSCI EAFE

By Toni Weeks

San Diego, Nov. 2 - Credit Suisse AG, Nassau Branch priced $759,000 of 0% Buffered Accelerated Return Equity Securities due May 5, 2014 tied to the iShares MSCI EAFE index fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the fund return is zero or positive, the payout at maturity will be par plus 15%. Investors will receive par if the shares fall by up to 10% and lose 1% for every 1% decline in the index beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Buffered Accelerated Return Equity Securities
Underlying fund:iShares MSCI EAFE index fund
Amount:$759,000
Maturity:May 5, 2014
Coupon:0%
Price:Par
Payout at maturity:If return is zero or positive, par plus 15%; par if shares fall by up to 10%; 1% loss for every 1% decline beyond 10%
Initial price:$53.57
Pricing date:Oct. 31
Settlement date:Nov. 5
Underwriters:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22546TB91

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