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Published on 11/28/2012 in the Prospect News Structured Products Daily.

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

By Marisa Wong

Madison, Wis., Nov. 28 - Credit Suisse AG, Nassau Branch plans to price 0% Buffered Accelerated Return Equity Securities due Dec. 31, 2014 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 15% to 18% that will be set at pricing.

Investors will receive par for losses of up to 10% and will be exposed to any losses beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

The notes will price on Dec. 26 and settle on Dec. 31.

The Cusip number is 22546TL82.


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