New Issue: Credit Suisse prices $22.22 million capped leveraged notes on Russell

By Jennifer Chiou

New York, Sept. 5 - Credit Suisse AG, Nassau Branch priced $22,216,360 of 0% capped leveraged index return notes due Aug. 29, 2014 linked to 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 a cap of 29.7%.

Investors will receive par if the index falls by up to 10% and will share in any decline beyond 10%.

Bank of America Merrill Lynch is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Capped leveraged index return notes
Underlying index:	Russell 2000
Amount:	$22,216,360
Maturity:	Aug. 29, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any index gain, capped at 29.7%; par if index falls by 10% or less; exposure to losses beyond 10%
Initial index level:	808.64
Pricing date:	Aug. 30
Settlement date:	Sept. 7
Agent:	Bank of America Merrill Lynch
Fees:	2%
Cusip:	22542D498

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