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Published on 11/5/2012 in the Prospect News Structured Products Daily.

Credit Suisse plans to price 0% Bares linked to Russell 2000 index

By Susanna Moon

Chicago, Nov. 5 - Credit Suisse AG, Nassau Branch plans to price 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2015 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes above its initial level, the payout at maturity will be par plus the fixed payment percentage of 22% to 24%.

Investors will receive par for losses of up to 20% and will be exposed to any losses beyond 20%.

Credit Suisse Securities (USA) LLC is the underwriter.

The notes will price on Nov. 28 and settle on Nov. 30.

The Cusip number is 22546TJ44.


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