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Published on 11/19/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $84,000 leveraged buffered notes on iShares MSCI EM fund

By Jennifer Chiou

New York, Nov. 19 - Credit Suisse AG, London Branch priced $84,000 of 0% leveraged buffered notes due May 20, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times the index return, up to a maximum payment of $1,184.50 per $1,000 principal amount of notes.

Investors will receive par if the index falls by up to 12.5% and will lose 1.142857% for every 1% index decline beyond 12.5%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:Credit Suisse AG, London Branch
Issue:Leveraged buffered notes
Underlying fund:iShares MSCI Emerging Markets ETF
Amount:$84,000
Maturity:May 20, 2015
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any gain, capped at 18.45%; par if fund falls by up to 12.5%; 1.142857% for every 1% index decline beyond 12.5%
Initial level:$42.28
Pricing date:Nov. 15
Settlement date:Nov. 22
Underwriter:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22547QDD5

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