New Issue: Credit Suisse prices $8.14 million review notes linked to S&P 500

By Marisa Wong

Madison, Wis., Feb. 14 - Credit Suisse AG, Nassau Branch priced $8.14 million of 0% review notes due Feb. 27, 2013 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be automatically called at par plus an annualized 10.2% premium if the index closes at or above the initial level on any of the quarterly review dates.

If the notes are not called, investors will receive par if the index return is at least 90% of the initial level and will lose 1.1111% for every 1% decline beyond the 10% buffer.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the placement agents.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Review notes
Underlying index:	S&P 500
Amount:	$8,138,000
Maturity:	Feb. 27, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	Par if index return is at least 90% of initial level; 1.1111% loss per 1% drop beyond 10% buffer
Call:	At par plus annualized call premium of 10.2% if index closes at or above initial level on May 22, Aug. 22, 2012, Nov. 21, 2012 and Feb. 22, 2013
Initial level:	1,342.64
Pricing date:	Feb. 10
Settlement date:	Feb. 15
Agents:	J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents
Fees:	1%
Cusip:	22546TMM0

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