Credit Suisse plans leveraged notes linked to MSCI EAFE index

By Jennifer Chiou

New York, June 3 - Credit Suisse AG, Nassau Branch plans to price 0% leveraged notes linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will mature between 24 and 27 months after pricing. The exact deal terms will be set at pricing.

The payout at maturity will be par plus 150% times any index gain, up to a maximum settlement amount of $1,405 to $1,435 per $1,000 principal amount.

Investors will share in any losses.

The notes (Cusip: 22547Q2X3) will price and settle in June.

Credit Suisse Securities (USA) LLC is the underwriter.

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