New Issue: Credit Suisse prices $3.65 million review notes linked to Euro Stoxx 50

By Angela McDaniels

Tacoma, Wash., March 1 - Credit Suisse AG, Nassau Branch priced $3.65 million of 0% review notes due March 1, 2013 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will be called automatically at par plus a call premium of 13% per year if the index closes at or above the initial index level on March 5, 2012, Aug. 29, 2012 or Feb. 26, 2013.

The payout at maturity will be par unless the final index level has declined from the initial level by more than 10%, in which case investors will lose 1.1111% for every 1% decline beyond 10%.

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

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Review notes
Underlying index:	Euro Stoxx 50
Amount:	$3.65 million
Maturity:	March 1, 2013
Coupon:	0%
Price:	Par
Payout at maturity:	Par if final index level is at least 90% of initial level; otherwise, 1.1111% loss for every 1% that index declines beyond 10%
Call:	Automatically at par plus call premium of 13% per year if index closes at or above initial index level on March 5, 2012, Aug. 29, 2012 or Feb. 26, 2013
Initial index level:	2,985.02
Pricing date:	Feb. 25
Settlement date:	March 2
Agents:	J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:	1.5%
Cusip:	22546EZ72

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