New Issue: Credit Suisse prices $5.79 million leveraged buffered notes linked to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Sept. 17 - Credit Suisse AG, London Branch priced $5.79 million of 0% leveraged buffered index-linked notes due July 16, 2015 tied to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index return is positive, the payout at maturity will be par plus 1.5 times the index return, subject to a maximum payment of $1,276 per $1,000 principal amount of notes.

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

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Leveraged buffered notes
Underlying index:	Euro Stoxx 50
Amount:	$5,789,000
Maturity:	July 16, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any index gain, capped at 27.6%; par if index falls by up to 10%; 1.1111% loss for every 1% index decline beyond 10% buffer
Initial level:	2,867.11
Buffer level:	90% of initial level
Pricing date:	Sept. 13
Settlement date:	Sept. 20
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.8%
Cusip:	22547QB39

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