New Issue: Credit Suisse prices $296,000 digital plus barrier notes on S&P 500

By Susanna Moon

Chicago, Nov. 1 - Credit Suisse AG, Nassau Branch priced $296,000 of 0% digital plus barrier notes due Nov. 3, 2015 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above the initial level, the payout at maturity will be par plus the greater of the index return and the 44.25% fixed payment.

Investors will receive par if the index falls by up to 30% and will be exposed to any losses beyond 30%.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Digital plus barrier notes
Underlying index:	S&P 500
Amount:	$296,000
Maturity:	Nov. 3, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If index gains or stay flat, par plus return, floor of 44.25%; par if index falls by up to 30% and exposure to losses beyond 30%
Initial level:	1,285.09
Knock-in level:	899.563, or 70% of initial level
Pricing date:	Oct. 28
Settlement date:	Nov. 3
Agent:	Credit Suisse Securities (USA) LLC
Fees:	None to 0.25%
Cusip:	22546TFJ5

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