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Published on 1/31/2014 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $2.65 million leveraged notes linked to MSCI EAFE

By Susanna Moon

Chicago, Jan. 31 - Credit Suisse AG, London Branch priced $2.65 million of 0% leveraged notes due July 31, 2015 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 triple any index gain, up to a maximum settlement amount of $1,222 per $1,000 principal amount.

Investors will be exposed to any losses.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Leveraged notes
Underlying index:MSCI EAFE
Amount:$2,645,000
Maturity:July 31, 2015
Coupon:0%
Price:Par
Payout at maturity:Par plus 300% of any index gain, capped at 22.2%; exposure to any losses
Initial level:1,860.91
Pricing date:Jan. 28
Settlement date:Feb. 4
Agent:Credit Suisse Securities (USA) LLC
Fees:1.67%
Cusip:22547QGB6

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