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Published on 7/20/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $1.04 million Bares linked to iShares MSCI EAFE

By Angela McDaniels

Tacoma, Wash., July 20 - Credit Suisse AG, Nassau Branch priced $1.04 million of 0% Buffered Accelerated Return Equity Securities due July 24, 2017 linked to the iShares MSCI EAFE index fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 144% of any increase in the exchange-traded fund's share price. Investors will receive par if the share price declines by 20% or less and will lose 1% for every 1% that it declines beyond 20%.

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:$1,039,000
Maturity:July 24, 2017
Coupon:0%
Price:Par
Payout at maturity:Par plus 144% of any increase in ETF's share price; par if share price declines by 20% or less; 1% loss for every 1% that share price declines beyond 20%
Initial share price:$49.87
Pricing date:July 18
Settlement date:July 23
Underwriter:Credit Suisse Securities (USA) LLC
Fees:3.25%
Cusip:22546TWM9

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