Credit Suisse plans notes on MSCI All Country (AC) Asia Ex-Japan

By Toni Weeks

San Luis Obispo, Calif., May 14 - Credit Suisse AG, Nassau Branch plans to price 0% return enhanced notes due June 4, 2014 linked to the MSCI All Country (AC) Asia Ex-Japan index, according to a 424B2 filing with the Securities and Exchange Commission.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the agents.

The payout at maturity will be par plus two times any index gain, subject to a maximum return that is expected to be 16.8% and will be set at pricing. Investors will be fully exposed to any index decline.

The final index level will be the average of the closing index levels on the five trading days ending May 30, 2014.

The notes (Cusip: 22547Q2F2) are expected to price May 16 and settle May 22.

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