FWP 1 e61724fwp.htm STRUCTURED PRODUCT OFFERING LIST

 
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
 
  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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