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Filed pursuant to Rule 433 |
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Registration Statement No. 333-180300-03 |
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February 6, 2014 |
February 2014 |
Brokerage |
Credit Suisse Structured Product Offering List
Please find the indicative terms for our February brokerage offerings
below. All terms, including but not limited to coupon rate, participation rate, knock-in level, buffer amount, automatic redemption
premium and fixed payment percentage, as applicable, are subject to change and will be determined on the Trade Date.* Additionally,
dates listed below are expected dates, which are subject to change due to market conditions. For any particular offering of the
securities discussed herein, the proceeds to the issuer may differ than the proceeds to the issuer disclosed below. Capitalized
terms used herein shall have the meaning given to them in the applicable offering documents. Any payment on the securities is
subject to Credit Suisse’s ability to pay its obligations as they become due. For more information, please see the applicable
offering document at the links provided below.
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
Yield Alternatives
6 Year RTY Contingent Coupon Yield Notes |
For each quarterly contingent coupon period, the investor is entitled to receive a contingent coupon expected to be between [6.50-7.00%]* per annum if a Coupon Barrier Event does not occur. If a Coupon Barrier Event does occur, no contingent coupon will be paid for the corresponding contingent coupon period. If a Knock-In Event occurs, the Redemption Amount at maturity will equal the principal amount of the securities held multiplied by the sum of one plus the performance of the Lowest Performing Underlying. If a Knock-In Event does not occur, the Redemption Amount will be the principal amount of the securities held. |
CUSIP |
Coupon*
(per annum) |
Underlying(s) |
Knock-In
Level/Coupon Barrier Level* |
Contingent Coupon Schedule |
Proceeds to Issuer |
Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22547QHB5 |
•[6.50%-7.00%] p.a. if no Coupon Barrier Event
occurs
•Otherwise, no contingent coupon paid for the
period. |
Russell 2000® Index |
Approximately
70% of Initial Level; European Knock-In |
Quarterly contingent coupon periods |
97.00% |
![](image_001.jpg) |
![](image_001.jpg) |
2/21/14 |
2/28/14 |
2/28/20 |
18 Month RTY FXI High/Low Coupon Callable Yield Notes |
Unless
the securities are redeemed earlier, the investor is entitled to receive a coupon expected to be between [9.00% -11.00%]*
per annum if a Knock-In Event does not occur. If a Knock-In Event occurs during any Observation Period, the coupon for the
corresponding coupon period and each subsequent coupon period is expected to be 1.00%* per annum. Subject to Early Redemption,
if a Knock-In Event occurs, the Redemption Amount at maturity will equal the principal amount of the securities held multiplied
by the sum of one plus the performance of the Lowest Performing Underlying. If a Knock-In Event does not occur, the Redemption
Amount will be the principal amount of the securities held. |
CUSIP |
Coupon*
(per annum) |
Underlying(s) |
Knock-In
Level* |
Coupon Schedule |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22547QGZ3 |
•[9.00%-11.00%]* p.a. if no Knock-In Event
•Otherwise, 1.00% p.a. for remainder of term |
Lowest Performing of:
Russell 2000® Index and the
iShares® China Large-Cap ETF |
Approximately
70%of Initial Level; American Knock-In |
Quarterly coupon periods |
97.50% |
![](image_001.jpg) |
![](image_001.jpg) |
2/25/14 |
2/28/14 |
8/28/15 |
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
Equity-Linked Alternatives
3 Year SPX RTY U.S. Equity-Linked Autocallable Step-Up Note |
If a Trigger Event occurs on any Review Date, the securities will be automatically redeemed and you will be entitled to a cash payment equal to the principal amount of the securities held plus the Automatic Redemption Premium applicable to that Review Date. If a Trigger Event has not occurred and the Final Level of the Lowest Performing Underlying is less than its Initial Level, and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the performance of the Lowest Performing Underlying. If a Trigger Event has not occurred and the Final Level of the Lowest Performing Underlying is less than its Initial Level, and a Knock-In Event has not occurred, the Redemption Amount will be the principal amount of the securities held. |
CUSIP |
Automatic Redemption Premium* |
Underlying(s) |
Knock-In
Level* |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QHA7 |
If a Trigger Event occurs:
•On the first Review Date, then the principal amount of the securities
held plus [8.25%-8.75%].
• On the second Review Date, then the principal amount of the securities
held plus [16.50%-17.50%].
•On the third Review Date, then the principal amount of the securities
held plus [24.75%-26.25%]. |
Lowest Performing of:
S&P 500®
Index and Russell 2000® Index |
Approximately
70% of Initial Level; European Knock-In |
97.85% |
![](image_001.jpg) |
![](image_001.jpg) |
2/21/14 |
2/28/14 |
2/28/17 |
6 Year DJ Industrial Average Absolute Return Barrier Note |
If the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level times [130%-135%]*. If the Final Level is less than the Initial Level, and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the Underlying Return. If the Final Level is less than the Initial Level, and a Knock-In Event has not occurred, the Redemption Amount will equal the principal amount multiplied by one plus the absolute value of the Underlying Return. |
CUSIP |
Return Profile
(at maturity)* |
Underlying(s) |
Knock-In
Level* |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QH58 |
• If
Final Level > Initial Level, then a positive return based on the uncapped percentage change from the Initial Level to
the Final Level multiplied by [130%-135%]*.
• If Final Level < Initial Level and no Knock-In
Event occurs, then a positive return corresponding to the absolute value of the depreciation of the Underlying.
• If Final Level < Initial Level and Knock-In
Event occurs, then a negative return corresponding to the depreciation of the Underlying. |
Dow Jones Industrial AverageSM |
Approximately
70% of Initial Level; European Knock-In |
97.00% |
![](image_002.jpg) |
![](image_002.jpg) |
2/21/14 |
2/28/14 |
3/2/20 |
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
6 Year SX5E Accelerated Barrier Notes |
If the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level times [150%-160%] *. If the Final Level is less than the Initial Level, and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the performance of the Underlying. If the Final Level is less than the Initial Level, and a Knock-In Event has not occurred, the Redemption Amount will be the principal amount of the securities held. |
CUSIP |
Return Profile
(at maturity)* |
Underlying(s) |
Knock-In
Level* |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22547QH41 |
• If
Final Level > Initial Level, then a positive return based on the uncapped percentage change from the Initial Level to
the Final Level multiplied by [150%-160%] *.
• If Final Level < Initial Level and no Knock-In
Event occurs, then the principal amount.
• If Final Level < Initial Level and a Knock-In
Event occurs, then a negative return corresponding to the depreciation of the Underlying. |
EURO STOXX 50® Index |
Approximately
50% of Initial Level;
European Knock-In |
97.00% |
![](image_001.jpg) |
![](image_001.jpg) |
2/21/14 |
2/28/14 |
3/2/20 |
2 Year SX5E EFA Callable Cert Plus Securities |
Prior
to the Maturity Date, the Issuer may redeem the securities on March 6, 2015 for an amount equal to the principal amount of
securities multiplied by the sum of 1 plus the Call Return, expected to be between [9.00%-11.00%]. Subject to Early
Redemption, if the Final Level of the Lowest Performing Underlying is equal to or greater than its Initial Level, the investor
is entitled to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level of the
Lowest Performing Underlying times 125%. If the Final Level of the Lowest Performing Underlying is less than its
Initial Level, and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied
by the sum of one plus the performance of the Lowest Performing Underlying. If the Final Level of the Lowest Performing Underlying
is less than its Initial Level and a Knock-In Event has not occurred, the Redemption Amount will be the principal amount of
the securities held. |
CUSIP |
Return Profile
(at maturity)* |
Underlying(s) |
Knock-In
Level* |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QHC3 |
• If
Final Level > Initial Level, then a positive return based on the uncapped percentage change from the Initial Level to
the Final Level multiplied by [125%]*.
• If Final Level < Initial Level and no Knock-In
Event occurs, then the principal amount.
• If Final Level < Initial Level and Knock-In
Event occurs, then a negative return corresponding to the depreciation of the Underlying. |
Lowest Performing of: EURO STOXX 50® Index and
iShares® MSCI EAFE® ETF |
Approximately
70% of Initial Level; European Knock-In |
97.50% |
![](image_001.jpg) |
![](image_001.jpg) |
2/25/14 |
2/28/14 |
2/29/16 |
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
4 Year INDU Accelerated Barrier Notes |
If
the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a payment at maturity based
on the percentage change from the Initial Level to the Final Level times [110.0%-115.0%]*. If the Final Level is less than
the Initial Level, and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held
multiplied by the sum of one plus the performance of the Underlying. If the Final Level is less than the Initial Level, and
a Knock-In Event has not occurred, the Redemption Amount will be the principal amount of the securities held. |
CUSIP |
Return Profile
(at maturity)* |
Underlying(s) |
Knock-In
Level* |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QGY6 |
• If
Final Level > Initial Level, then a positive return based on the uncapped percentage change from the Initial Level to
the Final Level multiplied by [110%-115%]*.
• If Final Level < Initial Level and no Knock-In
Event occurs, then the principal amount.
• If Final Level < Initial Level and Knock-In
Event occurs, then a negative return corresponding to the depreciation of the Underlying. |
Dow Jones Industrial AverageSM |
Approximately
70% of Initial Level; European Knock-In |
96.50% |
![](image_001.jpg) |
![](image_001.jpg) |
2/25/14 |
2/28/14 |
3/1/18 |
4 Year SPX RTY Accelerated Barrier Notes |
If
the Final Level of the Lowest Performing Underlying is equal to or greater than its Initial Level, the investor is entitled
to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level of the Lowest Performing
Underlying times [125%-130%]*. If the Final Level of the Lowest Performing Underlying is less than its Initial Level and a
Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum
of one plus the performance of the Lowest Performing Underlying. If the Final Level of the Lowest Performing Underlying is
less than its Initial Level and a Knock-In Event has not occurred, the Redemption Amount will be the principal amount of the
securities held. |
CUSIP |
Return Profile
(at maturity)* |
Underlying(s) |
Knock-In
Level* |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QGX8 |
• If
Final Level > Initial Level of Lowest Performing Underlying, then a positive return, uncapped, based on the percentage
change from the Initial Level to the Final Level of the Lowest Performing Underlying multiplied by [125%-130%]*.
• If Final Level < Initial Level of Lowest
Performing Underlying and no Knock-In Event occurs, then the principal amount.
• If Final Level < Initial Level of Lowest
Performing Underlying and Knock-In Event occurs, then a negative return corresponding to the depreciation of the Lowest Performing
Underlying. |
Lowest Performing of:
S&P 500®
Index and Russell 2000® Index |
Approximately
60% of Initial Level; European Knock-In |
96.00% |
![](image_001.jpg) |
![](image_001.jpg) |
2/25/14 |
2/28/14 |
3/1/18 |
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
3.5 Year SPX Buffered Accelerated Return Equity Securities |
If
the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a fixed payment at maturity
expected to be between [17%-20%]. If the Final Level is less than the Initial Level by more than the Buffer Amount of 20%,
the Redemption Amount at maturity will equal the principal amount of securities held multiplied by the sum of one plus (i)
the performance of the Underlying and (ii) the Buffer Amount. Therefore, investor can lose up to 80% of the principal amount
of securities held. If the Final Level is less than the Initial Level by not more than the Buffer Amount, the Redemption Amount
at maturity will equal the principal amount of securities held. |
CUSIP |
Return Profile
(at maturity) |
Underlying(s) |
Buffer Amount |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QHH2 |
•
If Final Level > Initial Level, then [17%-20%].
• If Final Level < Initial Level by not more than the
Buffer Amount, then the principal amount.
• If Final Level < Initial Level by more than
the Buffer Amount, then a negative return corresponding to the depreciation of the Underlying + the Buffer Amount |
S&P 500®
Index |
20.0% |
97.75% |
![](image_001.jpg) |
![](image_001.jpg) |
2/26/14 |
2/28/14 |
8/30/17 |
3.5 Year RTY Buffered Accelerated Return Equity Securities |
If
the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a fixed payment at maturity
expected to be between [22%-25%]*. If the Final Level is less than the Initial Level by more than the Buffer Amount of 20%,
the Redemption Amount at maturity will equal the principal amount of securities held multiplied by the sum of one plus (i)
the performance of the Underlying and (ii) the Buffer Amount. Therefore, investor can lose up to 80% of the principal amount
of securities held. If the Final Level is less than the Initial Level by not more than the Buffer Amount, the Redemption Amount
at maturity will equal the principal amount of securities held. |
CUSIP |
Return Profile
(at maturity) |
Underlying(s) |
Buffer Amount |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade
Date |
Settlement Date |
Maturity Date |
22547QHG4 |
•
If Final Level > Initial Level, then [22%-25%].
• If Final Level < Initial Level by not more than the
Buffer Amount, then the principal amount.
• If Final Level < Initial Level by more than
the Buffer Amount, then a negative return corresponding to the depreciation of the Underlying + the Buffer Amount |
Russell 2000® Index |
20%
|
97.75% |
![](image_001.jpg) |
![](image_001.jpg) |
2/26/14 |
2/28/14 |
8/30/17 |
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
5 Year INDU Buffered Accelerated Return Equity Securities |
If
the Final Level of the Underlying is equal to or greater than its Initial Level, the investor is entitled to receive a payment
at maturity based on the greater of the Fixed Payment Percentage that is expected to be between [15%-20%] and the percentage
change from the Initial Level to the Final Level. If the Final Level is less than the Initial Level by more than the Buffer
Amount of 20%, the Redemption Amount at maturity will equal the principal amount of securities held multiplied by the sum
of one plus (i) the performance of the Underlying and (ii) the Buffer Amount. Therefore, investor can lose up to 80% of the
principal amount of securities held. If the Final Level is less than the Initial Level by not more than the Buffer Amount,
the redemption amount at maturity will equal the principal amount of securities held. |
CUSIP |
Return Profile
(at maturity) |
Underlying(s) |
Buffer Amount |
Proceeds to Issuer |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22547QHJ8 |
•
If Final Level > Initial Level, then a positive return based on the greater of [15%-20%] and the uncapped percentage
change from the Initial Level to the Final Level.
• If Final Level < Initial Level by not more than the
Buffer Amount, then the principal amount.
• If Final Level < Initial Level by more than
the Buffer Amount, then a negative return corresponding to the depreciation of the Underlying + the Buffer Amount |
Dow Jones Industrial AverageSM |
20% |
96.50% |
![](image_002.jpg) |
![](image_002.jpg) |
2/26/14 |
2/28/14 |
2/28/19 |
Contact Info. |
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Toll Free Group Number: |
1-877-927-7335 |
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Group Email Address: |
list.isg-nyc@credit-suisse.com |
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Credit Suisse Contact Information |
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Elaine Sam |
James Bass |
Javier Garcia |
Andy Martin |
elaine.sam@credit-suisse.com |
james.bass@credit-suisse.com |
Javier.garciagarduno@credit-suisse.com |
andrew.martin@credit-suisse.com |
212 325 5072 |
212 538 4488 |
212 325 0433 |
212 538 2645 |
* The actual coupon rate, participation rate, knock-in level, buffer amount,
automatic redemption premium or fixed payment percentage, as applicable, to be determined on the Trade Date.
Credit Suisse AG (“Credit Suisse”) has filed a registration
statement (including a prospectus supplement and prospectus) with the Securities and Exchange Commission, or SEC, with respect
to the offerings to which this Structured Product Offering List relates. Before you invest, you should read the applicable Preliminary
Pricing Supplement, the applicable Underlying Supplement, the applicable Product Supplement, the Prospectus Supplement and the
Prospectus, to understand fully the terms of each offering of securities and other considerations that are important in making
a decision about investing in any of the securities. You may get these documents without cost by visiting EDGAR on the SEC Web
site at www.sec.gov. Alternatively, Credit Suisse or any agent or any dealer participating in the applicable offering will arrange
to send you the applicable Preliminary Pricing Supplement, Underlying Supplement, Product Supplement, Prospectus Supplement and
Prospectus if you request by calling toll-free 1-(800)-221-1035.