0000891092-16-017190.txt : 20160906 0000891092-16-017190.hdr.sgml : 20160906 20160906162626 ACCESSION NUMBER: 0000891092-16-017190 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20160906 DATE AS OF CHANGE: 20160906 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: 333-202913 FILM NUMBER: 161871122 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 FWP 1 e71047fwp.htm STRUCTURED PRODUCT OFFERING LIST

Filed pursuant to Rule 433
Registration Statement Nos. 333-202913 and 333-180300-03
September 6, 2016

Credit Suisse Structured Product Offering List

Please find the summary of the indicative terms for our September offerings below. All terms, including but not limited to contingent coupon rate, upside participation rate, knock-in level, buffer amount, 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 proceeds to issuer 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 September offerings is a general description of the terms of such offering. Please see the applicable offering document at the links provided below. Investing in the notes involves a number of risks. See “Selective Risk Considerations” herein and “Selected Risk Considerations” in the applicable offering documents.

FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION. SUBJECT TO CHANGE.

Growth Products

Product Description*	CUSIP	Trade Date	Maturity Date	Offering Closes	Proceeds to Issuer	Fact Sheet	Preliminary Pricing Supplement
1.5Y SPX Buffered Accelerated Return Equity Securities, 10% Buffer, 200% upside participation rate to a maximum return of [13-15]%	22548QG58	9/30/16	4/3/18	9/30/16, 2PM EST	99.75%	Download	Download
1.5Y RTY Buffered Accelerated Return Equity Securities, 10% Buffer, 200% upside participation rate to a maximum return of [15-17]%	22548QFU4	9/30/16	4/3/18	9/30/16, 2PM EST	99.75%	Download	Download
4Y SPX RTY Absolute Return Digital Barrier Securities, 65% European Barrier, [35-40]% fixed payment percentage	22548QFL4	9/30/16	10/5/20	9/30/16, 2PM EST	99.75%	Download	Download
4Y SPX RTY Accelerated Barrier Notes, 70% European Barrier, [170-175]% upside participation rate	22548QFY6	9/30/16	10/5/20	9/30/16, 2PM EST	99.75%	Download	Download
5Y SPX RTY Absolute Return Digital Barrier Securities, 60% European Barrier, [50-55]% fixed payment percentage	22548QFH3	9/30/16	10/5/21	9/30/16, 2PM EST	99.75%	Download	Download
5Y SPX RTY Digital Plus Barrier Notes, 50% European Barrier, the greater of [50-55]% fixed payment percentage and the underlying return of the Lowest Performing Underlying	22548QG41	9/30/16	10/5/21	9/30/16, 2PM EST	99.75%	Download	Download

Income Products

Product Description*	CUSIP	Trade Date	Maturity Date	Offering Closes	Proceeds to Issuer	Fact Sheet	Preliminary Pricing Supplement
1Y SPX RTY Contingent Coupon Autocallable Yield Notes, 70% American Barrier, [7.5-9.5]% p.a. coupon paid monthly	22548QG66	9/30/16	10/5/17	9/30/16, 2PM EST	99.75%	Download	Download
3Y SPX RTY Contingent Coupon Callable Yield Notes, 70% European Barrier, [9-11]% p.a. contingent coupon paid quarterly	22548QFJ9	9/30/16	10/7/19	9/30/16, 2PM EST	99.75%	Download	Download
3Y SPX XBI Contingent Coupon Callable Yield Notes, 60% European Barrier, [11-13]% p.a. contingent coupon paid quarterly	22548QFG5	9/30/16	10/7/19	9/30/16, 2PM EST	99.75%	Download	Download
3Y SPX RTY Digital Buffered Notes, 20% Buffer, [24.5-26.5]% fixed payment percentage	22548QFW0	9/30/16	10/3/19	9/30/16, 2PM EST	99.75%	Download	Download
4Y XLE XLF Digital Barrier Notes, 60% European Barrier, [65-70]% fixed payment percentage	22548QFF7	9/30/16	10/5/20	9/30/16, 2PM EST	99.75%	Download	Download

* The actual contingent coupon rate, upside participation rate, knock-in level, buffer amount, automatic redemption premium, maximum return or fixed payment percentage, as applicable, to be determined on the Trade Date.

Selective Risk Considerations

An investment in the securities involves significant risks. Investing in the securities is not equivalent to investing directly in the Underlyings. The risk considerations set forth below are only intended as summaries of some of the risks relating to an investment in the securities. Prior to investing in the securities, you should, in particular, review the “Selected Risk Considerations” section in the relevant Preliminary Pricing Supplement and the “Risk Factors” section in the relevant Product Supplement, if applicable, which set forth risks related to an investment in the securities.

• You may receive less than the principal amount at maturity, and depending on the terms of your investment, your investment may result in a loss of up to 100% of the principal amount.

• The value of the securities and the payment of any amount due on the securities are subject to the credit risk of Credit Suisse.

• Depending on the terms of your investment, the securities may not provide for regular fixed interest payments.

• Depending on the terms of your investment, your investment may be subject to a cap, in which case, you may not benefit from the full appreciation of the underlying(s).

• If the securities are subject to a potential early redemption, your opportunity to be paid interest, if applicable, over the full term of the securities might be limited.

• If the payment on the securities is based on the performance of the lowest performing underlying, you will not benefit from the performance of any other underlying.

• If the payment on the securities is based on the performance of the lowest performing underlying, the securities are exposed to the risk of fluctuations in the level of the underlyings to the same degree for each underlying.

• If the securities are linked to a reference share or a reference fund, anti-dilution protection is limited.

• Prior to maturity, costs such as concessions and hedging may affect the value of the securities.

• Credit Suisse currently estimates that the value of the securities on the trade date will be less than the price you pay for the securities, reflecting the deduction of underwriting discounts and commissions and other costs of creating and marketing the securities.

• The securities will not be listed on any securities exchange. Credit Suisse (or its affiliates) intends to offer to purchase the securities in the secondary market but is not required to do so. Many factors, most of which are beyond the control of the Issuer, will influence the value of the securities and the price at which the securities may be purchased or sold in the secondary market.

• We and our affiliates play a variety of roles in connection with the issuance of the securities, including acting as calculation agent and as agent of the Issuer of the securities, hedging our obligations under the securities and determining the estimated value of the securities. The agent for this offering, Credit Suisse Securities (USA) LLC (“CSSU”), is our affiliate. In accordance with FINRA Rule 5121, CSSU may not make sales in this offering to any discretionary accounts without the prior written approval of the customer.

• The securities will be affected by a number of economic, financial, political, regulatory, and judicial factors that may either offset or magnify each other.

• As a holder of the securities, you will not have voting rights or rights to receive cash dividends or other distributions with respect to the equity securities comprising the underlyings.

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. If the terms described in the applicable Preliminary Pricing Supplement are inconsistent with those described herein, the terms described in the applicable Preliminary Pricing Supplement will prevail. 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-(877)-927-7335.

If you no longer wish to receive emails on Structured Notes, click here. This email is intended only for the person to whom it has been originally provided and under no circumstance may a copy be emailed, shown, copied, transmitted, reproduced or otherwise given to or used by, in whole or in part, any person other than the authorized recipient.

	Contact Info
	Toll Free Group Number: Group Email Address:	1-877-927-7335 list.isg-nyc@credit-suisse.com
	Credit Suisse Contact Information
	James Bass james.bass@credit-suisse.com 212 538 4488	Dolapo Lawal dolapo.lawal@credit-suisse.com 212 538 6357
	Yinglu Zhang yinglu.zhang@credit-suisse.com 212 325 2180	Elaine Sam elaine.sam@credit-suisse.com
	Lauren Li lauren.li@credit-suisse.com 212 325 4325	Ana Guiu ana.guiu@credit-suisse.com 212 538 2106

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