Credit Suisse plans buffered enhanced participation notes on indexes

By Susanna Moon

Chicago, Dec. 14 - Credit Suisse AG, Nassau Branch plans to price 0% buffered enhanced participation equity securities due May 29, 2015 linked to a basket containing two indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the MSCI EAFE index with an 80% weight and the Euro Stoxx 50 index converted into the dollar with a 20% weight.

The payout at maturity will be par plus 110% of any basket gain.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

Credit Suisse Securities (USA) LLC is the agent.

The notes will price and settle in December.

The Cusip number is 22546TP39.

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