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Published on 8/31/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $190,000 of 18-month Bares linked to Russell 2000

By Marisa Wong

Madison, Wis., Aug. 31 - Credit Suisse AG, Nassau Branch priced $190,000 of 0% Buffered Accelerated Return Equity Securities due Feb. 28, 2014 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the initial level, the payout at maturity will be par plus a fixed payment of 15%.

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

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:$190,000
Maturity:Feb. 28, 2014
Coupon:0%
Price:Par
Payout at maturity:If final level is greater than or equal to initial level, par plus 15%; par if index falls by up to 10%; 1% loss for every 1% drop beyond 10%
Initial level:814.28
Pricing date:Aug. 28
Settlement date:Aug. 31
Agent:Credit Suisse Securities (USA) LLC
Fees:1.75%
Cusip:22546TXC0

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