Filed pursuant to Rule 433 Registration Statement No. 333-180300-03 December 3, 2014 |
Credit
Suisse Autocallable Yield Offering List
Please find the summary of the indicative terms for our December Autocallable Yield offerings below.
All terms, including but not limited to coupon rate, participation rate, knock-in level, buffer amount, coupon barrier level,
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 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
1 Year NBR Autocallable Reverse Convertible Securities | |||||||||
Subject to Automatic Redemption, the investor is entitled to receive a coupon expected to be [10.50-12.50]%* per annum paid monthly. If a Knock-In Event occurs and the Final Share Price is greater than or equal to the Initial Share Price, the Redemption Amount at maturity will be the principal amount of securities held. If a Knock-In Event occurs and the Final Share Price is less than the Initial Share Price, the Redemption Amount will be the Physical Delivery Amount. 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* | Trigger Observation Dates |
Sales Concession |
Preliminary Pricing |
Trade Date |
Settlement Date |
Maturity Date |
22547QYF7 | Nabors Industries Ltd. |
Approximately 60% of Initial level, American Knock-In |
[10.50- 12.50]% per annum paid monthly |
At 6 months and quarterly thereafter |
1.50% | Download | 12/9/14 | 12/12/14 | 12/14/15 |
1 Year GDX Autocallable Yield Notes | |||||||||
Subject to Automatic Redemption, the investor is entitled to receive a coupon expected to be 11%* per annum paid monthly. If a Knock-In Event occurs and if the Final Level is greater than or equal to the Initial Level, the Redemption Amount at maturity will be the principal amount of securities held. If a Knock In-Event occurs and if the Final Level is less than the Initial Level, 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 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* | Trigger Observation Dates |
Sales Concession |
Preliminary Pricing Supplement |
Trade Date |
Settlement Date |
Maturity Date |
22547QYH3 | Market Vectors Gold Miners ETF |
Approximately 70% of Initial Level; American Knock-In |
11% per annum paid monthly |
Quarterly | 1.50% | Download | 12/15/14 | 12/18/14 | 12/18/15 |
1 Year THC Autocallable Reverse Convertible Securities | |||||||||
Subject to Automatic Redemption, the investor is entitled to receive a coupon expected to be [9.00-11.00]%* per annum paid monthly. If a Knock-In Event occurs and the Final Share Price is greater than or equal to the Initial Share Price, the Redemption Amount at maturity will be the principal amount of securities held. If a Knock-In Event occurs and the Final Share Price is less than the Initial Share Price, the Redemption Amount will be the Physical Delivery Amount. 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* | Trigger Observation Dates |
Sales Concession |
Preliminary Pricing Supplement |
Trade Date |
Settlement Date |
Maturity Date |
22547QYV2 | Tenet Healthcare Corporation |
Approximately 65% of Initial Level; American Knock-In |
[9.00- 11.00]% per annum paid monthly |
At 6 months and quarterly thereafter |
1.50% | Download | 12/23/14 | 12/29/14 | 12/29/15 |
1 Year ALXN Autocallable Reverse Convertible Securities | |||||||||
Subject to Automatic Redemption, the investor is entitled to receive a coupon expected to be [8.00-10.00]%* per annum paid monthly. If a Knock-In Event occurs and the Final Share Price is greater than or equal to the Initial Share Price, the Redemption Amount at maturity will be the principal amount of securities held. If a Knock-In Event occurs and the Final Share Price is less than the Initial Share Price, the Redemption Amount will be the Physical Delivery Amount. 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* | Trigger Observation Dates |
Sales Concession |
Preliminary Pricing Supplement |
Trade Date |
Settlement Date |
Maturity Date |
22547QYU4 | Alexion Pharmaceuticals, Inc. |
Approximately 70% of Initial Level; American Knock-In |
[8.00- 10.00]% per annum paid monthly |
At 6 months and quarterly thereafter |
1.50% | Download | 12/23/14 | 12/29/14 | 12/29/15 |
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 |
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* 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. |