New Issue: Credit Suisse sells $231,000 of 95% protected Bares on Russell 2000

By Susanna Moon

Chicago, Feb. 2 - Credit Suisse AG, Nassau Branch priced $231,000 of 0% Buffered Accelerated Return Equity Securities due Aug. 3, 2012 based on the performance of the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to an underlying cap of 18%.

Investors will receive par if the index falls by up to 25% and will be exposed to losses beyond 25% with a minimum payout of $950 per $1,000 principal amount.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying index:	Russell 2000
Amount:	$231,000
Maturity:	Aug. 3, 2012
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 200% of index gain, capped at 18%; share in losses beyond 25%, with floor of 95% of par
Initial level:	781.25
Pricing date:	Jan. 31
Settlement date:	Feb. 3
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22546EP57

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