New Issue: Credit Suisse sells $741,000 digital barrier notes tied to S&P, Russell

By Susanna Moon

Chicago, Dec. 27 - Credit Suisse AG, Nassau Branch priced $741,000 of 0% digital barrier notes due Dec. 31, 2014 linked to the S&P 500 index and the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the lowest performing index finishes above the 70% knock-in level, the payout at maturity will be par plus 12.4%.

Otherwise, the payout will be par plus the return of the lowest performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Digital barrier notes
Underlying indexes:	S&P 500 and Russell 2000
Amount:	$741,000
Maturity:	Dec. 31, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 12.4% if lowest performing index finishes above knock-in level; otherwise, par plus the return of the lowest performing index
Initial levels:	1,430.15 for S&P, 847.92 for Russell
Knock-in levels:	1,001.105 for S&P, 593.544 for Russell; 70% of initial levels
Pricing date:	Dec. 21
Settlement date:	Dec. 31
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.85%
Cusip:	22546TM99

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