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Published on 6/10/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $3.23 million leveraged buffered notes on MSCI EAFE

By Susanna Moon

Chicago, June 10 - Credit Suisse AG, Nassau Branch priced $3.23 million of 0% leveraged buffered notes due July 11, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.3 times any index gain, up to a maximum settlement amount of $1,119.60 per $1,000 principal amount.

Investors will receive par if the index falls by up to 10% and will lose 1.11111% for every 1% decline beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Leveraged buffered notes
Underlying index:MSCI EAFE
Amount:$3,227,000
Maturity:July 11, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 130% of any index gain, capped at 11.96%; par if index falls by up to 10%; 1.11111% loss per 1% drop beyond 10%
Initial level:1,669.61
Buffer level:% of initial level
Pricing date:June 6
Settlement date:June 13
Underwriter:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22547Q2S4

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