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Published on 9/10/2012 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $1.65 million Bares linked to S&P 500

By Angela McDaniels

Tacoma, Wash., Sept. 10 - Credit Suisse AG, Nassau Branch priced $1.65 million of 0% Buffered Accelerated Return Equity Securities due March 11, 2014 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 200% of the index return, subject to a maximum return of 17.5%. Investors will receive par if the index falls by up to 10% and will lose 1% for every 1% that it declines beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Buffered Accelerated Return Equity Securities
Underlying index:S&P 500
Amount:$1,648,000
Maturity:March 11, 2014
Coupon:0%
Price:Par
Payout at maturity:If final index level is greater than or equal to initial level, par plus 200% of index return, subject to maximum return of 17.5%; par if index falls by up to 10%; 1% loss for every 1% that index declines beyond 10%
Initial index level:1,432.12
Pricing date:Sept. 6
Settlement date:Sept. 11
Agent:Credit Suisse Securities (USA) LLC
Fees:0.5%
Cusip:22546TZD6

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