<SEC-DOCUMENT>0000891092-15-003499.txt : 20150427
<SEC-HEADER>0000891092-15-003499.hdr.sgml : 20150427
<ACCEPTANCE-DATETIME>20150424211518
ACCESSION NUMBER: 0000891092-15-003499
CONFORMED SUBMISSION TYPE: FWP
PUBLIC DOCUMENT COUNT: 4
FILED AS OF DATE: 20150427
DATE AS OF CHANGE: 20150424
SUBJECT COMPANY:
COMPANY DATA:
COMPANY CONFORMED NAME: CREDIT SUISSE AG
CENTRAL INDEX KEY: 0001053092
STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
IRS NUMBER: 000000000
STATE OF INCORPORATION: V8
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: FWP
SEC ACT: 1934 Act
SEC FILE NUMBER: 333-180300-03
FILM NUMBER: 15793303
BUSINESS ADDRESS:
STREET 1: PARADEPLATZ 8
CITY: ZURICH
STATE: V8
ZIP: 8001
BUSINESS PHONE: 01141 44 333 1111
MAIL ADDRESS:
STREET 1: P.O. BOX 1
CITY: ZURICH
STATE: V8
ZIP: 8070
FORMER COMPANY:
FORMER CONFORMED NAME: CREDIT SUISSE / /FI
DATE OF NAME CHANGE: 20050607
FORMER COMPANY:
FORMER CONFORMED NAME: CREDIT SUISSE FIRST BOSTON / /FI
DATE OF NAME CHANGE: 19980115
FILED BY:
COMPANY DATA:
COMPANY CONFORMED NAME: CREDIT SUISSE AG
CENTRAL INDEX KEY: 0001053092
STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
IRS NUMBER: 000000000
STATE OF INCORPORATION: V8
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: FWP
BUSINESS ADDRESS:
STREET 1: PARADEPLATZ 8
CITY: ZURICH
STATE: V8
ZIP: 8001
BUSINESS PHONE: 01141 44 333 1111
MAIL ADDRESS:
STREET 1: P.O. BOX 1
CITY: ZURICH
STATE: V8
ZIP: 8070
FORMER COMPANY:
FORMER CONFORMED NAME: CREDIT SUISSE / /FI
DATE OF NAME CHANGE: 20050607
FORMER COMPANY:
FORMER CONFORMED NAME: CREDIT SUISSE FIRST BOSTON / /FI
DATE OF NAME CHANGE: 19980115
</SEC-HEADER>
<DOCUMENT>
<TYPE>FWP
<SEQUENCE>1
<FILENAME>e63864fwp.htm
<DESCRIPTION>FACT SHEET
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<TITLE>a63864.htm - Generated by SEC Publisher for SEC Filing</TITLE>
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April 24, 2015</P>
<br style="clear:both"><br style="clear:both"><br style="clear:both"><br style="clear:both">
<P style="text-align: left;"><FONT STYLE="font-size: 25pt; color: #00004e"><B>Credit Suisse Equal Weight MLP Index ETN</B></FONT></P>
<P style="text-align: left;">
The Credit Suisse Equal Weight MLP Index Exchange Traded Notes (the “ETNs”) are senior, unsecured debt securities issued by Credit Suisse AG (“Credit Suisse”), acting through its Nassau Branch, that are linked to the return of the
Cushing<SUP>® </SUP>30 MLP Index (the “Index”). The ETNs are designed to provide investors with exposure to the Cushing<SUP>® </SUP>30 MLP Index and may pay a variable quarterly coupon linked to the cash distributions paid on the
constituent MLPs in the Index, as reduced by the investor fee. The ETNs are listed on NYSE Arca under the ticker symbol “MLPN.”<SUP>1 </SUP>The ETNs should be purchased only by knowledgeable investors who understand the potential consequences
of investing in the ETNs.</P>
<div style="width: 40%; float: left"><FONT STYLE="font-size: 10pt"><TABLE BORDER="0" CELLSPACING="0" STYLE="width: 100%"> <TR></FONT><TD STYLE="width: 32%"></TD>
<TD STYLE="width: 15%"></TD>
<TD STYLE="width: 22%"></TD>
<TD STYLE="width: 29%"></TD></TR>
<TR valign="bottom">
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt; color: #00004e"><B>ETN
Details</B></FONT><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt"> </FONT></TD>
</TR>
<TR valign="bottom">
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">ETN ticker </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">MLPN </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">Indicative
value ticker </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">MLPN.IV </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=3 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">Bloomberg Index
ticker </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">MLPX
Index </FONT></TD>
</TR>
</TABLE>
<TABLE BORDER="0" CELLSPACING="0" STYLE="width: 100%">
<TR valign="bottom">
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">CUSIP/ISIN </FONT></TD>
<TD NOWRAP STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">22542D852
/ US22542D8520 </FONT></TD>
</TR>
</TABLE>
<TABLE border=0 style="width:100%" cellspacing=0>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">Primary Exchange </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">NYSE
Arca </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=3 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">ETN annual
investor fee </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">0.85%* </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">12-month yield </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">4.59%** </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">12-month total
return </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">-0.47%*** </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">12-month price
return </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">-4.84% </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="border-bottom:1px solid #000000;"><FONT STYLE="font-size: 10pt">ETN inception
date </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">April
13, 2010 </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="TEXT-INDENT:0.360001pt"><FONT STYLE="font-size: 10pt">Underlying index </FONT></TD>
<TD bgcolor="#f8f6f6" align=right colspan=2><FONT STYLE="font-size: 10pt">Cushing<SUP>® </SUP>30 MLP Index </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=4 style="TEXT-INDENT:0.120010pt"><FONT STYLE="font-size: 9pt">*Because of daily compounding,
the actual investor fee realized may exceed 0.85% per annum. </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=4 style="TEXT-INDENT:0.120010pt"><FONT STYLE="font-size: 9pt">**Actual coupons over
previous 12 months ended 3/31/15 divided by indicative value of MLPN on 3/31/15. </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=4 style="TEXT-INDENT:0.120010pt"><FONT STYLE="font-size: 9pt">***Return based on the
change in the indicative value of the ETN from 3/31/14 to 3/31/15 plus any coupon payments paid to holders of the ETN during
that period. </FONT></TD>
</TR>
<TR valign="bottom">
<TD COLSPAN="3" STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt; color: #00004e"><B>Index
Returns (as of 3/31/2015)</B></FONT><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt"> </FONT></TD>
</TR>
<TR valign="bottom">
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid; width: 32%"><FONT STYLE="font-size: 10pt">1
month </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid; width: 15%"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid; width: 22%"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid; width: 29%"><FONT STYLE="font-size: 10pt">-4.51% </FONT></TD>
</TR>
<TR valign="bottom">
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">3 month </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">-5.13% </FONT></TD>
</TR>
<TR valign="bottom">
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">1 year </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">-4.88% </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=3 style="TEXT-INDENT:0.360001pt"><FONT STYLE="font-size: 10pt">Since inception annualized* </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right"><FONT STYLE="font-size: 10pt">12.92% </FONT></TD>
</TR>
<TR valign="bottom">
<TD BGCOLOR="#f8f6f6" ALIGN="LEFT" COLSPAN="4"><FONT STYLE="font-size: 9pt">*Index inception date was November 1, 2009. </FONT></TD>
</TR>
<TR valign="bottom">
<TD COLSPAN="4" STYLE="background-color: #f8f6f6; text-align: left; border-bottom: Black 1.5pt solid; padding-top: 6pt"><FONT STYLE="font-size: 10pt; color: #00004e"><B>Index
Statistics (3/31/2014 to 3/31/2015)</B></FONT><FONT STYLE="font-size: 10pt"> </FONT></TD>
</TR>
<TR valign="bottom">
<TD COLSPAN="3" NOWRAP STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">Correlation
to S&P 500 TR Index </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">0.49 </FONT></TD>
</TR>
<TR valign="bottom">
<TD COLSPAN="3" NOWRAP STYLE="background-color: #f8f6f6; text-align: left; text-indent: 0.36pt"><FONT STYLE="font-size: 10pt">Correlation
to Barclays US </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left"><FONT STYLE="font-size: 10pt"> </FONT></TD>
</TR>
<TR valign="bottom">
<TD COLSPAN="2" NOWRAP STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">Aggregate
TR Index </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">-0.15 </FONT></TD>
</TR>
<TR valign="bottom">
<TD COLSPAN="2" NOWRAP STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">Annualized
Volatility </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right; border-bottom: #000000 1px solid"><FONT STYLE="font-size: 10pt">21.85% </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=2 style="TEXT-INDENT:0.360001pt"><FONT STYLE="font-size: 10pt">1-Year Sharpe ratio* </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: left"><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD STYLE="background-color: #f8f6f6; text-align: right"><FONT STYLE="font-size: 10pt">-0.22 </FONT></TD>
</TR>
<TR valign="bottom">
<TD bgcolor="#f8f6f6" align=left colspan=4 style="TEXT-INDENT:0.120010pt"><FONT STYLE="font-size: 9pt">*Sharpe ratio calculated
using the Federal Funds Effective Rate as of March 31, 2015. </FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; margin-top: 0"><FONT STYLE="font-size: 9pt"><SUP>1</SUP>Credit Suisse has no obligation to maintain
any listing on NYSE Arca or any other exchange and we may delist the ETNs at any time.</FONT></P>
</div>
<div style="width: 55%; float: right">
<P style="text-align: left;"><B><FONT color="#00004e">Strategy Focus</FONT></B></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="color: rgb(120,152,179)">■</FONT></TD><TD>MLPs are publicly traded limited or general partnership
interests. MLPs included in the Index hold mid-stream energy infrastructure assets in North America.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="color: rgb(120,152,179)">■</FONT></TD><TD>Characteristics of MLPs as an asset class:</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>Income: Although the ETN holders have no interest
or rights in the underlying MLPs, they may receive cash distributions as reduced by the investor fee.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>Essential Infrastructure: The mid-stream energy sector
involves the gathering, processing, transporting, and storage of crude oil and natural gas.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>Growing asset class: Cash flows generated are generally
thought to be predictable with growth potential.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>Inflation Protection: If distributions on the MLPs
grow, they may provide an effective inflation hedge.</TD>
</TR></TABLE>
<P style="text-align: left;">
<B><FONT color="#00004e">Index Performance </FONT></B>(November 1, 2009 to March 31, 2015)</P>
<IMG src="a63864x1x2.jpg" border=0>
</div>
<br style="clear:both"><br style="clear:both">
<TABLE BORDER="0" CELLSPACING="0" STYLE="width: 100%; margin-top: 12pt">
<TR>
<TD STYLE="width: 26%"></TD>
<TD STYLE="width: 39%"></TD>
<TD STYLE="width: 33%"></TD></TR>
<TR valign="bottom">
<TD ALIGN="LEFT" COLSPAN="2" STYLE="text-indent: 0.09pt"><FONT STYLE="font-size: 10pt; color: #00004e"><B>For More Information</B></FONT><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD align=left><FONT STYLE="font-size: 10pt"> </FONT></TD>
</TR>
<TR valign="bottom">
<TD align=left><FONT STYLE="font-size: 10pt"><B>ETN Desk: </B>212 538 7333 </FONT></TD>
<TD align=left><FONT STYLE="font-size: 10pt"><B>Email: </B>ETN.Desk@credit-suisse.com </FONT></TD>
<TD align=left><FONT STYLE="font-size: 10pt"><B>Website: </B>www.credit-suisse.com/etn </FONT></TD>
</TR>
</TABLE>
<P style="MARGIN:0px"> </P>
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<P style="text-align: left;">
<B><FONT color="#00004e">Index Overview</FONT></B></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="color: rgb(120,152,179)">■</FONT></TD><TD>The Index is an equally-weighted index that uses a formulaic,
proprietary valuation methodology (SValuES<SUP>©</SUP>) to rank the MLPs for inclusion in the index.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="color: rgb(120,152,179)">■</FONT></TD><TD>The Index only tracks midstream MLPs, and does not hold
any upstream or downstream MLPs, which may be more sensitive to movements in commodity prices.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="color: rgb(120,152,179)">■</FONT></TD><TD>The SValuES<SUP>© </SUP>formulaic ranking system emphasizes
the importance of balance sheet, cash flow, and cash distribution metrics rather than market capitalization.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="color: rgb(120,152,179)">■</FONT></TD><TD>The MLPs underlying the Index are reset to equal weighting
on a quarterly basis.</TD>
</TR></TABLE>
</div>
<div style="width: 48%; float: right">
<P style="text-align: left;">
<B><FONT color="#00004e">MLPN Coupon Amounts</FONT></B></P>
<IMG src="a63864x2x1.jpg" border=0>
</div>
<br style="clear:both">
<P style="text-align: left;">
<B><FONT color="#00004e">Selected Investment Considerations</FONT></B></P>
<div style="width: 48%; float: left">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>The ETNs do not have a minimum payment at maturity or daily
repurchase value and are fully exposed to any decline in the Index. Furthermore, the return at maturity or upon repurchase will
be reduced by the fees and charges associated with the ETNs. Therefore, the level of the Index must increase by an amount sufficient
to offset the applicable fees.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>You will not receive any periodic interest payments on
the ETNs and your coupon payment may vary and may be zero.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>We have listed the ETNs on NYSE Arca under the symbol “MLPN”.
We expect that investors will purchase and sell the ETNs primarily in the secondary market. We have no obligation to maintain
this listing on NYSE Arca or any listing on any other exchange, and may delist the ETNs at any time.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>The indicative value of the ETNs is not the same as the
closing price or any other trading price of the ETNs in the secondary market. The trading price of the ETNs at any time is the
price at which you may be able to sell your ETNs in the secondary market at such time, if one exists. The trading price of the
ETNs at any time may vary significantly from the indicative value of such ETNs at such time. Before trading in the secondary market,
you should compare the indicative value with the then-prevailing trading price of the ETNs.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>Although the return on the ETNs will be based on the performance
of the Index, the payment of any amount due on the ETNs, including any payment upon repurchase or at maturity, and coupon payments,
if any, is subject to the credit risk of Credit Suisse. Investors are dependent on Credit Suisse’s ability to pay all amounts
due on the ETNs, and therefore investors are subject to our credit risk. In addition, any decline in our credit ratings, any adverse
changes in the market’s view of our creditworthiness or any increase in our credit spreads is likely to adversely affect
the market value of the ETNs prior to maturity.</TD>
</TR></TABLE>
</div>
<div style="width: 48%; float: right">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>You will not have any partnership interests or other rights
in the MLPs underlying the Index.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>MLPs are concentrated in the energy industry. Some of the
MLPs underlying the Index may be smaller, non-diversified businesses that are exposed to the risks associated with such businesses.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>The Index may not be representative of the entire mid-stream
energy infrastructure industry.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>Tax consequences of the ETNs are uncertain and potential
investors should consult their tax advisors regarding the U.S. federal income tax consequences of an investment in the ETNs.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>We have the right to repurchase your ETNs in whole but
not in part if the principal amount of the ETNs outstanding is $10,000,000 or less. In addition, we have the right to repurchase
your ETNs in whole and not in part upon the occurrence of certain events as described in the applicable pricing supplement. The
amount you may receive upon a repurchase by Credit Suisse may be less than the amount you would receive on your investment at
maturity or if you had elected to have us repurchase your ETNs at a time of your choosing.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in; text-align: left">–</TD><TD>We and our affiliates play a variety of roles in connection
with the issuance of the ETNs, including acting as Calculation Agent and as agent of the Issuer for the offering of the ETNs,
and hedging our obligations under the ETNs. The Calculation Agent will, among other things, decide the amount of the return paid
out to you on your ETNs at maturity or upon redemption or acceleration. In performing these duties, the economic interests of
us and our affiliates are potentially adverse to your interests as an investor in the ETNs.</TD>
</TR></TABLE>
</div>
<br style="clear:both"><br style="clear:both">
<P style="text-align: left;">
An investment in the ETNs involves significant risks. The selected investment considerations herein are not intended as a complete description of all risks associated with the ETNs. For further information regarding risks, please see the section entitled
“Risk Factors” in the applicable pricing supplement.</P>
<P style="text-align: left;">
Sources: Swank Capital, LLC, Bloomberg. All data was obtained from publicly available information, internally developed data and other third party sources believed to be reliable. Credit Suisse AG has not sought to independently verify information
obtained from public and third-party sources. The Index is unmanaged and does not reflect the deduction of fees and expenses. Investors cannot invest directly in an index.</P>
<P style="text-align: left;">
Credit Suisse AG (“Credit Suisse”) has filed a registration statement (including prospectus supplement and prospectus) with the Securities and Exchange Commission, or SEC, for the offering of securities. Before you invest, you should read the
applicable pricing supplement, the Prospectus Supplement dated March 23, 2012, and Prospectus as amended by the Post-Effective Amendment to the Registration Statement filed on March 19, 2015 to understand fully the terms of the ETNs and other
considerations that are important in making a decision about investing in the ETNs. You may get these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, Credit Suisse or any agent or dealer participating in an
offering will arrange to send you the applicable pricing supplement, prospectus supplement and prospectus if you so request by calling toll-free 1 (800) 221-1037.</P>
<P style="text-align: left;">
Pricing Supplement dated August 14, 2013, including the Prospectus Supplement dated March 23, 2012, and Prospectus as amended by the Post-Effective Amendment to the Registration Statement filed on March 19, 2015:
https://notes.credit-suisse.com/csfbnoteslogin/etn/prospectus.asp?Ticker=MLPN</P>
<P style="text-align: left;">
Pricing Supplement Addendum: https://notes.credit-suisse.com/csfbnoteslogin/etn/addendum.asp?Ticker=MLPN</P>
<P style="text-align: left;">
You may access the prospectus supplement and prospectus on the SEC website at www.sec.gov or by clicking on the hyperlinks to each of the respective documents incorporated by reference in the pricing supplement.</P>
<P style="text-align: left;">
Copyright © 2015. Credit Suisse Group AG and/or its affiliates. All rights reserved.</P>
<TABLE BORDER="0" CELLSPACING="0" STYLE="width: 100%; margin-top: 12pt">
<TR>
<TD STYLE="width: 26%"></TD>
<TD STYLE="width: 39%"></TD>
<TD STYLE="width: 33%"></TD></TR>
<TR valign="bottom">
<TD ALIGN="LEFT" COLSPAN="2" STYLE="text-indent: 0.09pt"><FONT STYLE="font-size: 10pt; color: #00004e"><B>For More Information</B></FONT><FONT STYLE="font-size: 10pt"> </FONT></TD>
<TD align=left><FONT STYLE="font-size: 10pt"> </FONT></TD>
</TR>
<TR valign="bottom">
<TD align=left><FONT STYLE="font-size: 10pt"><B>ETN Desk: </B>212 538 7333 </FONT></TD>
<TD align=left><FONT STYLE="font-size: 10pt"><B>Email: </B>ETN.Desk@credit-suisse.com </FONT></TD>
<TD align=left><FONT STYLE="font-size: 10pt"><B>Website: </B>www.credit-suisse.com/etn </FONT></TD>
</TR>
</TABLE>
<P style="MARGIN:0px"> </P>
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>