Credit Suisse to price three-year Bares linked to iShares MSCI EAFE

By Angela McDaniels

Tacoma, Wash., March 1 - Credit Suisse AG, Nassau Branch plans to price 0% Buffered Accelerated Return Equity Securities due March 28, 2016 linked to the iShares MSCI EAFE index fund, according to a 424B2 filing with the Securities and Exchange Commission.

If the exchange-traded fund's final share price is greater than the initial share price, the payout at maturity will be par plus the product of the fund return and the upside participation rate, subject to a maximum return. Investors will receive par if the ETF declines by 15% or less and will lose 1% for every 1% that it declines beyond 15%.

The upside participation rate is expected to be 200%, and the maximum return is expected to be 20% to 24%. Both will be set at pricing.

Credit Suisse Securities (USA) LLC is the agent.

The notes are expected to price March 25 and settle March 28.

The Cusip number is 22546T2V2.

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