New Issue: Credit Suisse prices $710,000 digital-plus barrier notes linked to S&P 500

By Angela McDaniels

Tacoma, Wash., Dec. 20 - Credit Suisse AG, Nassau Branch priced $710,000 of 0% digital-plus barrier notes due Dec. 21, 2015 linked to the S&P 500 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 the greater of the index return and 50%.

If the final index level is more than 70% of the initial index level but is less than the initial level, the payout will be par. Investors will be fully exposed to the index decline from the initial level if the final index level is 70% or less of the initial level.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Digital-plus barrier notes
Underlying index:	S&P 500
Amount:	$710,000
Maturity:	Dec. 21, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	If final level is greater than or equal to initial level, par plus greater of index return and 50%; if index falls by up to 30%, par; if index falls by 30% or more, full exposure to decline
Initial level:	1,219.66
Pricing date:	Dec. 16
Settlement date:	Dec. 21
Agent:	Credit Suisse Securities (USA) LLC
Fees:	0.25%
Cusip:	22546THS3

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