New Issue: Credit Suisse prices $16.42 million leveraged buffered notes linked to Euro Stoxx

By Susanna Moon

Chicago, Oct. 4 - Credit Suisse AG, London Branch priced $16.42 million of 0% leveraged buffered index-linked notes due Oct. 6, 2015 tied to the Euro Stoxx 50 index, converted into dollars, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.1 times any index gain, up to a maximum return of $1,352 for each $1,000 principal amount.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered index-linked notes
Underlying index:	Euro Stoxx 50 index, converted into dollars
Amount:	$16,419,000
Maturity:	Oct. 6, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 110% of any index gain, capped at 35.2%; par if index falls by up to 10%; 1% loss per 1% drop beyond 10%
Initial level:	2,933.02
Initial spot rate:	1.35255
Pricing date:	Oct. 1
Settlement date:	Oct. 8
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	2%
Cusip:	22547QBB1

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