New Issue: Credit Suisse prices $3.7 million review notes linked to S&P 500

By Angela McDaniels

Tacoma, Wash., Nov. 16 - Credit Suisse AG, Nassau Branch priced $3.7 million of 0% review notes due April 15, 2011 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index closes at or above 1,079.289 on April 12, 2011, the notes will be automatically called at par plus 2.5%. The call level is 90% of the initial level.

If the notes are not called, investors will lose 1.1111% for every 1% that the index declines below the call level.

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

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Review notes
Underlying index:	S&P 500
Amount:	$3.7 million
Maturity:	April 15, 2011
Coupon:	0%
Price:	Par
Payout at maturity:	1.1111% loss for every 1% that index falls below call level
Call:	Automatically at par plus 2.5% if index closes at or above call level on April 12, 2011
Initial index level:	1,199.21
Call level:	1,079.289, 90% of initial level
Pricing date:	Nov. 12
Settlement date:	Nov. 17
Agents:	J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:	0.4%
Cusip:	22546EZX5

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