New Issue: Credit Suisse sells $33.49 million accelerated return notes on S&P 500

New York, Feb. 14 - Credit Suisse AG, Nassau Branch priced $33.49 million of 0% Accelerated Return Securities due Feb. 13, 2015 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 130% of any basket gain. Investors will receive par if the index declines by up to 40% and will be fully exposed to losses if the S&P 500 loses more than 40%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Accelerated Return Securities
Underlying index:	S&P 500 index
Amount:	$33,485,000
Maturity:	Feb. 13, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 130% of any gain; par for losses up to 40%; full exposure to losses if index falls below trigger level of 60% of initial value
Initial level:	1342.64
Trigger level:	805.584, 60% of initial level
Pricing date:	Feb. 10
Settlement date:	Feb. 15
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	2.5%
Cusip:	22546TMJ7

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