New Issue: Credit Suisse prices $5.15 million Accelerated Return Notes linked to Russell 2000

By Angela McDaniels

Tacoma, Wash., Jan. 14 - Credit Suisse AG, Nassau Branch priced $5.15 million of 0% Accelerated Return Notes due Jan. 15, 2015 linked to the Russell 2000 index via Barclays, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the initial index level, the payout at maturity will be par plus 200% of the index return, subject to a maximum return of 27.5%.

If the final index level is less than the initial level but greater than or equal to the knock-in level, the payout will be par. The knock-in level is 80% of the initial index level.

If the final index level is less than the knock-in level, investors will be fully exposed to the index's decline from its initial level.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Accelerated Return Notes
Underlying index:	Russell 2000
Amount:	$5.15 million
Maturity:	Jan. 15, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If final index level is greater than or equal to initial index level, par plus 200% of index return, subject to maximum return of 27.5%; if final index level is less than initial level but greater than or equal to knock-in level, par; if final index level is less than knock-in level, full exposure to index's decline from initial level
Initial index level:	881.24
Knock-in level:	704.992, 80% of initial index level
Pricing date:	Jan. 10
Settlement date:	Jan. 15
Agent:	Barclays
Fees:	2%
Cusip:	22546TT84

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