Credit Suisse plans accelerated return notes tied to WisdomTree Japan

By Marisa Wong

Madison, Wis., Aug. 6 - Credit Suisse AG plans to price 0% accelerated return notes linked to the WisdomTree Japan Hedged Equity fund, according to a 424B2 filing with the Securities and Exchange Commission.

The notes are expected to have a maturity of about 18 months.

The payout at maturity will be par plus at least 150% of any fund gain, subject to a maximum return of at least 30%. The exact participation rate and cap will be set at pricing.

Investors will receive par if the shares fall by up to 10% and will be fully exposed to any losses if the shares finish below the 90% knock-in level. The exact knock-in level will be set at pricing.

The notes (Cusip: 22547Q7D2) are expected to price in August.

Barclays is the placement agent.

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