New Issue: Credit Suisse prices $3 million knock-out notes tied to Euro Stoxx 50

By Jennifer Chiou

New York, Sept. 11 - Credit Suisse AG, Nassau Branch priced $3 million of 0% knock-out notes due March 12, 2014 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

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

A knock-out event occurs if the index's closing level is less than the initial level by more than 20% on any day during the life of the notes.

If a knock-out event has not occurred, the payout at maturity will be par plus the greater of the index return and 7.35%. If a knock-out event has occurred, the payout will be par plus the index return, which could be positive or negative.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Knock-out notes
Underlying index:	Euro Stoxx 50
Amount:	$3 million
Maturity:	March 12, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If index declines by more than 20% during life of notes, par plus final index return; otherwise, par plus greater of final index return and 7.35%
Initial index level:	2,538.60
Pricing date:	Sept. 7
Settlement date:	Sept. 12
Agents:	J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:	1.25%
Cusip:	22546TZE4

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