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Filed pursuant to Rule 433 Registration Statement No. 333-180300-03 December 2, 2014 |
Credit Suisse Structured
Product Offering List
Please find the summary of the indicative terms for our December 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 December 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
| 3 Year SPX RTY Contingent Coupon Callable Yield Notes | |||||||||
| For each contingent coupon period, unless the securities are redeemed earlier on any applicable semi-annual Contingent Coupon Payment Date, the investor is entitled to receive a contingent coupon expected to be between [6.75%-7.25%]* 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. A Coupon Barrier Event occurs if on the applicable Observation Date, the closing level of any Underlying is less than its Coupon Barrier Level, which for each Underlying will be approximately 70%* of its Initial Level. 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* | Contingent Coupon Schedule | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QYA8 | Lowest Performing of: S&P 500® Index and Russell 2000® Index | Approximately 70% of Initial Level; European Knock-In | Semi-annual contingent coupon periods | 98.15% | Download | Download | 12/19/14 | 12/29/14 | 12/29/17 |
| 3 Year RTY SX5E Contingent Coupon Callable Yield Notes | |||||||||
| For each contingent coupon period, unless the securities are redeemed earlier on any applicable semi-annual Contingent Coupon Payment Date, the investor is entitled to receive a contingent coupon expected to be between [7.75%-8.25%]* 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. A Coupon Barrier Event occurs if on the applicable Observation Date, the closing level of any Underlying is less than its Coupon Barrier Level, which for each Underlying will be approximately 70%* of its Initial Level. 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* | Contingent Coupon Schedule | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QY91 | Lowest Performing of: Russell 2000® Index and EURO STOXX 50® Index | Approximately 70% of Initial Level; European Knock-In | Semi-annual contingent coupon periods | 98.15% | Download | Download | 12/19/14 | 12/29/14 | 12/29/17 |
| 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 | Underlying(s) | Knock-In Level* | Fixed Payment Percentage* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QYC4 | The S&P 500® Index | Approximately 70% of Initial Level; European Knock-In |
[43-48]% | 96.75% | Download | Download | 12/19/14 | 12/29/14 | 12/29/20 |
| 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 [127.50%-132.50%]*. 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 | Underlying(s) | Knock-In Level* | Upside Participation Rate* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QYD2 | Dow Jones Industrial AverageSM | Approximately 70% of Initial Level; European Knock-In |
[127.50-132.50]% | 96.75% | Download | Download | 12/19/14 | 12/29/14 | 12/29/20 |
| 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* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QX84 | Lowest Performing of: S&P 500® Index and Russell 2000® Index | Approximately 70% of Initial Level; European Knock-In |
[135-140]% | 96.00% | Download | Download | 12/23/14 | 12/29/14 | 12/28/18 |
| 4 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 [110%-115%]*. 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* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QX92 | Lowest Performing of: S&P 500® Index and Russell 2000® Index | Approximately 70% of Initial Level; European Knock-In |
[110-115]% | 96.00% | Download | Download | 12/23/14 | 12/29/14 | 12/28/18 |
| 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%-21%]*. If the Final Level is less than the Initial Level by more than the Buffer Amount of 20%*, the Redemption Amount at maturtiy 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, the 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 | Underlying(s) | Buffer Amount* | Fixed Payment Percentage* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QYE0 | The S&P 500® Index | 20% | [17-21]% | 97.75% | Download | Download | 12/29/14 | 12/31/14 | 6/29/18 |
Advisory
| 2 Year SPX RTY Callable Cert Plus Securities | |||||||||
| Subject to Early Redemption, if the Final Level of the Lowest Performing Underlying is 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 150%*. The Issuer may redeem the securities upon notice on or before the Early Redemption Notice Date (which will be approximately one year from date of issuance) at the principal amount multiplied by the sum of one plus the Call Return. 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 at maturity will equal the principal amount of the securities held. | |||||||||
| CUSIP | Underlyings(s) | Knock-In Level* | Call Return* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QXE1 | Lowest Performing of: S&P 500® Index and Russell 2000® Index |
Approximately 70% of Initial Level; European Knock-In |
[10-12]% | 99.75% | Download | Download | 12/30/14 | 1/5/15 | 1/5/17 |
| 3 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 [140%-145%]*. 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* | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
| 22547QXA9 | Lowest Performing of: S&P 500® Index and Russell 2000® Index | Approximately 70% of Initial Level; European Knock-In |
[140-145]% | 99.50% | Download | Download | 12/30/14 | 1/5/15 | 1/4/18 |
| 4 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 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 multiplied by the sum of one plus the absolute value of the performance of the Lowest Performing Underlying. | |||||||||
| CUSIP | Underlying(s) | Knock-In Level* | Upside Participation Rate | Minimum Proceeds to Issuer | Preliminary Pricing Supplement | Factsheet | Trade Date | Settlement Date | Maturity Date |
22547QXB7 |
Lowest Performing of: S&P 500® Index and Russell 2000®Index |
Approximately 60% of Initial Level; European Knock-In |
[102.50-107.50]% |
99.50% |
Download |
Download |
12/30/14 |
1/5/15 |
1/4/19 |
| Contact Info | |||
| Toll Free Group Number: Group Email Address: |
1-877-927-7335 list.isg-nyc@credit-suisse.com |
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| Credit Suisse Contact Information | |||
| Elaine Sam elaine.sam@credit-suisse.com 212 325 5072 |
James Bass james.bass@credit-suisse.com 212 538 4488 |
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| Steve Papadam mailto:steve.papadam@credit-suisse.com 212 325 1418 |
Dolapo Lawal dolapo.lawal@credit-suisse.com 212 538 6357 |
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| William Rothermel william.rothermel@credit-suisse.com 212 538 0273 |
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* 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.
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