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Published on 2/7/2013 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse prices $1.25 million buffered enhanced notes on MSCI EAFE

By Marisa Wong

Madison, Wis., Feb. 7 - Credit Suisse AG, Nassau Branch priced $1.25 million of 0% buffered enhanced participation equity securities due Aug. 8, 2014 linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to a maximum return of 20%.

Investors will receive par if the index falls by up to 10% and will lose 1.1111% for every 1% decline beyond the 10% buffer.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse AG, Nassau Branch
Issue:Buffered enhanced participation equity securities
Underlying index:MSCI EAFE
Amount:$1,245,000
Maturity:Aug. 8, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of any index gain, capped at 20%; par if index falls by 10% or less; 1.1111% loss for every 1% decline beyond 10%
Initial index level:1,667.390
Pricing dates:Feb. 5
Settlement date:Feb. 12
Underwriter:Credit Suisse Securities (USA) LLC
Fees:None
Cusip:22546TX63

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