New Issue: Credit Suisse prices $2.84 million leveraged buffered notes on MSCI EAFE

By Jennifer Chiou

New York, May 13 - Credit Suisse AG, Nassau Branch priced $2,841,000 of 0% leveraged buffered notes due March 25, 2015 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 130% of any index gain, up to a maximum payment of $1,201.50 per $1,000 principal amount.

Investors will receive par if the index falls by up to 12.5%. If the return is below negative 12.5%, the payout will be par times (a) the quotient of the initial level divided by 87.5% times (b) the sum of the return plus 12.5%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Leveraged buffered notes
Underlying index:	MSCI EAFE
Amount:	$2,841,000
Maturity:	March 25, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 130% of any index gain, capped at 20.15%; par if index falls by up to 12.5%; if return is below negative 12.5%, par times (a) the quotient of the initial level divided by 87.5% times (b) the sum of the return plus 12.5%
Initial level:	1,767.32
Pricing date:	May 9
Settlement date:	May 16
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	None
Cusip:	22547Q2M7

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