FWP 1 e61420fwp.htm STRUCTURED PRODUCT OFFERING LIST

 
Filed pursuant to Rule 433
Registration Statement No. 333-180300-03 
November 12, 2014
    

 

Credit Suisse Structured Product Offering List

Please find the summary of the indicative terms for our November offerings below. All terms, including but not limited to coupon rate, participation rate, knock-in level, coupon barrier level, buffer amount, call return, 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 from 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. Each of these summaries of the indicative terms for our November 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 SX5E 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 [60%-65%]* 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 Underlying(s) Knock-In Level* Fixed Payment Percentage* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QWA0 The EURO STOXX 50® Index Approximately
60% of Initial Level; European Knock-In
[60-65]% 2.20% Download 11/21/14 11/28/14 11/30/20

 

6 Year SX5E Accelerated 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 the percentage change from the Initial Level to the Final Level times an Upside Participation Rate expected to be between [180-185]%*.  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 multipled 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 Underlying(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QWD4 The EURO STOXX 50® Index Approximately
60% of Initial Level; European Knock-In
[180-185]% 2.20% Download 11/21/14 11/28/14 11/30/20

 

 
 

 

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 Underlying(s) Knock-In Level* Upside Participation Rate* Sales Concession  Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QVQ6 Lowest Performing of: S&P 500® Index and Russell 2000® Index Approximately
70% of Initial Level; European Knock-In
[135-140]% 2.45% Download 11/24/14 11/28/14 11/29/18

 

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 Underlying(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QW77 Lowest Performing of: S&P 500® Index and Russell 2000® Index Approximately
60% of Initial Level; European Knock-In
[102.50-107.50]% 2.45% Download 11/24/14 11/28/14 11/29/19

 

Advisory 

 

18 Month SPX RTY High/Low Coupon Callable Yield Notes
For each coupon period, unless the securities are redeemed earlier on any applicable quarterly coupon payment date, the investor is entitled to receive a coupon expected to be 9.50%* 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 Underlying(s) Knock-In Level* Coupon Schedule Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QW44 Lowest Performing of: S&P 500® Index and Russell 2000® Index Between 67.5%-
72.5% of Initial Level; American Knock-In
Quarterly coupon periods 0.00% Download 11/26/14 12/2/14 6/2/16

 

 
 

 

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 Underlying(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Trade Date Settlement Date Maturity Date
22547QW51 Lowest Performing of: S&P 500® Index and Russell 2000® Index Approximately
70% of Initial Level; European Knock-In
[160-165]% 0.00% Download 11/26/14 12/2/14 11/29/18

 

  Contact Info    
  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
mailto: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, coupon barrier level, buffer amount, call return, 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.

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