Credit Suisse plans accelerated return securities on two iShares funds

By Toni Weeks

San Diego, April 30 - Credit Suisse AG, Nassau Branch plans to price 0% accelerated return securities due May 29, 2015 linked to a basket consisting of the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund, equally weighted, according to a 424B2 filing with the Securities and Exchange Commission.

If the basket gains, the payout at maturity will be par plus 125% to 130% of the gain. The exact participation rate will be set at pricing.

Investors will receive par if the basket falls by up to the buffer amount, which is expected to be 30% and will be set at pricing, and will be fully exposed to losses from the initial level if the basket falls by more than the buffer amount.

The securities (Cusip: 22546TRS2) are expected to price May 25 and settle May 31.

Credit Suisse Securities (USA) LLC will act as agent.

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