New Issue: Credit Suisse prices $3.6 million autocallables linked to Euro Stoxx, Hang Seng

By Angela McDaniels

Tacoma, Wash., Jan. 31 - Credit Suisse AG, Nassau Branch priced $3.6 million of 0% autocallable securities due Feb. 1, 2016 linked to the Euro Stoxx 50 index and the Hang Seng China Enterprises index via Barclays, according to a 424B2 filing with the Securities and Exchange Commission.

If both indexes close at or above their initial levels on any of three annual review dates, the notes will be called at par plus a premium of 16.5% per year.

If the notes are not called and either index finishes below its knock-in level, investors will be fully exposed to the decline of the least-performing index. Otherwise, the payout at maturity will be par. The knock-in level of each index is 70% of its initial level.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Autocallable securities
Underlying indexes:	Euro Stoxx 50 and Hang Seng China Enterprises
Amount:	$3.6 million
Maturity:	Feb. 1, 2016
Coupon:	0%
Price:	Par
Payout at maturity:	If either index finishes below knock-in level, par plus return of least-performing index; otherwise, par
Call:	Automatically at par plus 16.5% per year if both indexes close at or above their initial levels on Jan. 28, 2014, Jan. 28, 2015 or Jan. 27, 2016
Initial index levels:	2,749.27 for Euro Stoxx 50 and 12,077.87 for Hang Seng China Enterprises
Knock-in levels:	1,924.489 for Euro Stoxx 50 and 8,454.509 for Hang Seng China Enterprises; 70% of initial levels
Pricing date:	Jan. 29
Settlement date:	Feb. 1
Agent:	Barclays
Fees:	2.5%
Cusip:	22546TV65

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