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Published on 9/21/2010 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $2.98 million 0% Bares linked to Russell 2000

By Jennifer Chiou

New York, Sept. 21 - Credit Suisse AG, Nassau Branch priced a $2.98 million issue of 0% Buffered Accelerated Return Equity Securities due Sept. 24, 2012 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than the initial index level, the payout at maturity will be par plus a fixed payment of 24%.

If the index declines by 10% or less, the payout will be par. Investors will be exposed to any index decline beyond 10%.

Credit Suisse Securities (USA) LLC will be the underwriter.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Buffered Accelerated Return Equity Securities
Underlying index:Russell 2000
Amount:$2,982,000
Maturity:Sept. 24, 2012
Coupon:0%
Price:Par
Payout at maturity:If index performance is positive, par plus 24%, capped at 14.5%; investors share in losses beyond 10%
Initial index level:651.44
Pricing date:Sept. 17
Settlement date:Sept. 24
Agent:Credit Suisse Securities (USA) LLC
Fees:1.85%
Cusip:22546EXG4

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