Credit Suisse to price Bares linked to Russell 2000, two iShares ETFs

By Jennifer Chiou

New York, March 13 - Credit Suisse AG, Nassau Branch plans to price 0% buffered accelerated return equity securities due March 31, 2015 linked to the Russell 2000 index with a 50% weight, the iShares MSCI EAFE index fund with a 25% weight and the iShares MSCI Emerging Markets index fund with a 25% weight, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any basket gain, subject to a maximum return of 56.5%. The exact cap and participation rate will be set at pricing.

Investors will receive par if the fund falls by up to 10% and will be exposed to losses beyond 10%.

The notes (Cusip: 22546TPH8) are expected to price on March 26 and settle on March 29.

Credit Suisse Securities (USA) LLC will act as agent.

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