FWP 1 e60873fwp.htm STRUCTURED PRODUCT OFFERING LIST

Credit Suisse  
Filed pursuant to Rule 433
Registration Statement No. 333-180300-03 
October 6, 2014
    

 

Credit Suisse Structured Product Offering List

Please find the summary of the indicative terms for our October brokerage and advisory 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. The sales concessions listed may only represent a portion of the total underwriting discounts and fees for an offering. 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. Each of these summaries of the indicative terms for our October offerings is a general description of the terms of such offering. Please see the applicable offering document at the links provided below. 

 

FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION. SUBJECT TO CHANGE.

Brokerage

6 Year SPX Digital-Plus Barrier Notes
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 [43%-48%]* and the percentage change from the Initial Level to the Final Level.  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 Underlyings(s) Knock-In Level* Fixed Payment Percentage* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QU46 S&P 500® Index Approximately 70% of Initial Level, European Knock-In [43-48]% 1.40% Download 10/24/14 10/31/14 11/2/20

 

 

6 Year Dow Jones Industrial  AverageSM Absolute Return Barrier Securities
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 an Upside Participation Rate expected to be between [125%-130%]*. 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 equal the principal amount of securities held multiplied by the sum of one plus the absolute value of the performance of the Underlying.
CUSIP Underlyings(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QU38 Dow Jones Industrial AverageSM Approximately
70% of Initial Level; European Knock-In		 [125-130]% 1.40% Download 10/24/14 10/31/14 11/2/20

 

 
 

 

3 Year SX5E EFA Absolute Return Barrier Securities
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 an Upside Participation Rate expected to be between [115%-120%]*. 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 Underlying Return 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 equal the principal amount of the securities held multiplied by the sum of one plus the absolute value of the Underlying Return of the Lowest Performing Underlying.
CUSIP Underlyings(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QTU0

Lowest Performing of:

EURO STOXX 50® Index and iShares® MSCI EAFE® ETF

 Approximately

75% of Initial Level; European Knock-In

 [115-120]% 2.80% Download 10/28/14 10/31/14 11/2/17

 

 

4 Year SX5E 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 payment at maturity based on the percentage change from the Initial Level to the Final Level times an Upside Participation Rate expected to be between [125% - 130%]*. If the Final Level is less than the Initial Level by more than the Buffer Amount, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus (i) the performance of the Underlying and (ii) the Buffer Amount. Therefore, the investor can lose up to 85% of the principal amount of the 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 the securities held. 
CUSIP Underlyings(s) Buffer Amount Upside Participation Rate* Sales Concession

Preliminary

Pricing Supplement

 Trade Date Settlement Date Maturity Date
22547QTV8 EURO STOXX 50® Index 15% [125-130]% 1.90% Download 10/28/14 10/31/14 10/30/18

 

  

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 an Upside Participation Rate expected to be between [135%-140%]*. 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 equal the principal amount of the securities held.
CUSIP Underlyings(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QTW6 Lowest Performing of: S&P 500® Index and Russell 2000® Index Approximately
70% of Initial Level; European Knock-In		 [135-140]% 2.40% Download 10/28/14 10/31/14 10/30/18

 

 

5 Year SPX RTY Absolute Return Barrier Securities
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 an Upside Participation Rate expected to be between [102.50%-107.50%]*. 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 Underlying Return 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 equal the principal amount of the securities held multiplied by the sum of one plus the absolute value of the Underlying Return of the Lowest Performing Underlying.
CUSIP Underlyings(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QTR7 Lowest Performing of: S&P 500® Index and Russell 2000® Index Approximately
60% of Initial Level; European Knock-In		 [102.50-107.50]% 2.00% Download 10/28/14 10/31/14 10/31/19

 

 
 

 

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 [21%-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 Underlyings(s) Buffer Amount* Fixed Payment Percentage* Sales Concession

Preliminary

Pricing Supplement

 Trade Date Settlement Date Maturity Date
22547QTL0 Russell 2000 Index®  20% [21-25]% 1.40% Download 10/29/14 10/31/14 4/30/18

 

Advisory

 

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 an Upside Participation Rate expected to be between [160%-165%]*. 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 equal the principal amount of the securities held.
CUSIP Underlyings(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QU53 Lowest Performing of:
S&P 500® Index and Russell 2000® Index		 Approximately
70% of Initial Level; European Knock-In		 [160-165]% 0.00% Download 10/31/14 11/5/14 11/5/18

 

 

4 Year SX5E EFA 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 an Upside Participation Rate expected to be between [150%-160%]*. 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 equal the principal amount of the securities held.
CUSIP Underlyings(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QU20 Lowest Performing of:
iShares® MSCI EAFE® ETF and EURO STOXX 50® Index		 Approximately
50% of Initial Level; European Knock-In		 [150-160]% 0.00% Download 10/31/14 11/5/14 11/5/18

 

 

 
 

 

 

  Contact Info    
http:||www.credit-suisse.com|newsletter|img|pic_white_spacer.jpg Toll Free Group Number:
Group Email Address:		 1-877-927-7335
list.isg-nyc@credit-suisse.com		  
  Credit Suisse Contact Information
  Elaine Sam
elaine.sam@credit-suisse.com
212 325 5072		 James Bass
james.bass@credit-suisse.com
212 538 4488		  
  Steve Papadam
steve.papadam@credit-suisse.com
212 325 1418		 Dolapo Lawal
dolapo.lawal@credit-suisse.com
212 538 6357		  
  William Rothermel
william.rothermel@credit-suisse.com
212 538 0273		    
       

 

 

 

 

 

  * The actual coupon rate, participation rate, knock-in level, buffer amount, coupon barrier level, 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.

If you no longer wish to receive emails on Structured Notes, click here. This email is intended only for the person to whom it has been originally provided and under no circumstance may a copy be emailed, shown, copied, transmitted, reproduced or otherwise given to or used by, in whole or in part, any person other than the authorized recipient.

Copyright © 1997 - 2014 CREDIT SUISSE GROUP AG and/or its affiliates. All rights reserved. Terms of Use, Internet Security, Privacy Policy and Global Patriot Act Certificate.