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Published on 3/19/2014 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $5.08 million leveraged buffered notes linked to MSCI EAFE index

By Toni Weeks

San Luis Obispo, Calif., March 19 - Credit Suisse AG, London Branch priced $5.08 million of 0% leveraged buffered notes due March 17, 2016 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 150% of any index gain, up to a maximum settlement amount of $1,181.50 per $1,000 principal amount.

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

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, London Branch
Issue:Leveraged buffered index-linked notes
Underlying index:MSCI EAFE
Amount:$5.08 million
Maturity:March 17, 2016
Coupon:0%
Price:Par
Payout at maturity:If index return is positive, par plus 150% of the index return, subject to maximum payment of $1,181.50 per $1,000 of notes; par if index falls by 10% or less; 1.1111% loss for every 1% decline beyond 10% buffer
Initial index level:1,867.14
Pricing date:March 14
Settlement date:March 21
Agent:Credit Suisse Securities (USA) LLC
Fees:2%
Cusip:22547QJW7

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