Credit Suisse plans buffered enhanced participation notes on MSCI EAFE

By Toni Weeks

San Luis Obispo, Calif., Feb. 4 - Credit Suisse AG, Nassau Branch plans to price 0% buffered enhanced participation equity securities linked to the MSCI EAFE index, according to a 424B2 filing with the Securities and Exchange Commission.

The notes will mature in 18 to 21 months after pricing.

The payout at maturity will be par plus 200% of any index gain, up to an underlying return cap of 17% to 23%.

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

The notes (Cusip: 22546TX63) will price and settle in February.

Credit Suisse Securities (USA) LLC is the agent.

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