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Published on 8/9/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $2.38 million Accelerated Return Notes on WisdomTree Japan fund

By Susanna Moon

Chicago, Aug. 9 - Credit Suisse AG, London Branch priced $2.38 million of 0% Accelerated Return Notes due Feb. 12, 2015 linked to the WisdomTree Japan Hedged Equity fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 150% of any fund gain, up to an underlying cap of 30%.

Investors will receive par if the shares fall by up to 10% and will be fully exposed to any losses if the fund finishes below the 90% knock-in level.

Barclays is the placement agent.

Issuer:Credit Suisse AG, London Branch
Issue:Accelerated Return Notes
Underlying fund:WisdomTree Japan Hedged Equity fund
Amount:$2,375,000
Maturity:Feb. 12, 2015
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any fund gain, with underlying cap of 30%; par if shares fall by 10%; full exposure to losses if fund falls below knock-in level
Initial level:$45.62
Knock-in level:$41.058, 90% of initial level
Pricing date:Aug. 7
Settlement date:Aug. 12
Underwriter:Barclays
Fees:1.5%
Cusip:22547Q7D2

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