Filed pursuant to Rule 433 Registration Statement No. 333-218604-2 June 5, 2018 |
Credit
Suisse Structured Product Offering List
Please find the summary of the indicative terms for our June 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 June 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 |
3Y SPX Absolute Return Barrier Securities, 80% European barrier, 125% upside participation rate to a maximum return of [43-48]% | 22550WVX2 | 6/22/18 | 6/29/21 | 6/22/18, 2PM EST | 99.75% | Download | Download |
13M SPX RTY Buffered Accelerated Return Equity Securities, 10% buffer, 150% upside participation rate to a maximum return of [13-15]% | 22550WUK1 | 6/29/18 | 8/1/19 | 6/29/18, 2PM EST | 99.75% | Download | Download |
1.5Y SPX Buffered Accelerated Return Equity Securities, 10% buffer, 200% upside participation rate to a maximum return of [13-15]% | 22550WUV7 | 6/29/18 | 1/3/20 | 6/29/18, 2PM EST | 99.75% | Download | Download |
3Y SX5E Principal Protected Notes, [102.50-112.50]% upside participation rate | 22550WVQ7 | 6/29/18 | 7/2/21 | 6/29/18, 10:30AM EST | 99.75% | Download | Download |
5Y SPX RTY Absolute Return Digital Barrier Securities, 60% European barrier, [40-45]% fixed payment percentage if the final level of each underlying is equal to or greater than its initial level | 22550WWT0 | 6/29/18 | 7/5/23 | 6/29/18, 2PM EST | 99.75% | Download | Download |
5Y SX5E EEM Absolute Return Barrier Securities, 50% European barrier, [175-180]% upside participation rate | 22550WWV5 | 6/29/18 | 7/5/23 | 6/29/18, 2PM EST | 99.75% | Download | Download |
5Y SPX RTY Digital Plus Barrier Notes, 70% European barrier, the greater of [50-55]% fixed payment percentage and the underlying return of the lowest performing underlying if the final level of the lowest performing underling is equal to or greater than its initial level | 22550WWS2 | 6/29/18 | 7/5/23 | 6/29/18, 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 |
1.25Y SPX RTY Contingent Coupon Autocallable Yield Notes, 75% American barrier, [8.25-10.25]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) | 22550WV95 | 6/15/18 | 9/20/19 | 6/15/18, 2PM EST | 99.75% | Download | Download |
1.25Y SPX RTY Contingent Coupon Autocallable Yield Notes, 70% American barrier, [8.25-10.25]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 3M, quarterly thereafter) | 22550WVN4 | 6/15/18 | 9/20/19 | 6/15/18, 2PM EST | 99.75% | Download | Download |
1.5Y SX5E EEM Digital Barrier Notes, 75% European Barrier, [12.75-13.75]% fixed payment percentage | 22550WVV6 | 6/22/18 | 12/31/19 | 6/22/18, 10:30AM EST | 99.75% | Download | Download |
3Y SPX RTY Contingent Coupon Callable Yield Notes, 70% European barrier, [7.75-8.75]% p.a. contingent coupon paid semi-annually (subject to issuer's early redemption at 6M, semi-annually thereafter) | 22550WVZ7 | 6/22/18 | 6/29/21 | 6/22/18, 2PM EST | 99.75% | Download | Download |
3Y RTY SX5E Contingent Coupon Callable Yield Notes, 70% European barrier, [8.50-9.50]% p.a. contingent coupon paid semi-annually (subject to issuer's early redemption at 6M, semi-annually thereafter) | 22550WW37 | 6/22/18 | 6/29/21 | 6/22/18, 10:30AM EST | 99.75% | Download | Download |
6Y SX5E Digital Barrier Notes, 60% European Barrier, [45-50]% fixed payment percentage | 22550WW52 | 6/22/18 | 7/1/24 | 6/22/18, 10:30AM EST | 99.75% | Download | Download |
1Y SPX RTY Contingent Coupon Autocallable Yield Notes, 60% American barrier, [5.00-7.00]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) | 22550WUU9 | 6/29/18 | 7/5/19 | 6/29/18, 2PM EST | 99.75% | Download | Download |
1.25Y SPX RTY Contingent Coupon Autocallable Yield Notes, 70% American barrier, [8.25-10.25]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 3M, quarterly thereafter) | 22550WUR6 | 6/29/18 | 10/7/19 | 6/29/18, 2PM EST | 99.75% | Download | Download |
1.25Y SPX RTY Contingent Coupon Autocallable Yield Notes, 75% American barrier, [8.25-10.25]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) | 22550WUQ8 | 6/29/18 | 10/7/19 | 6/29/18, 2PM EST | 99.75% | Download | Download |
1.25Y SPX NDX Contingent Coupon Autocallable Yield Notes, 70% American barrier, [8.00-10.00]% contingent p.a. coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) | 22550WV20 | 6/29/18 | 10/7/19 | 6/29/18, 2PM EST | 99.75% | Download | Download |
1.5Y SPX RTY SX5E Contingent Coupon Autocallable Yield Notes, 70% American barrier, [10.00-12.00]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 3M, quarterly thereafter) | 22550WUZ8 | 6/29/18 | 1/6/20 | 6/29/18, 10:30AM EST | 99.75% | Download | Download |
2Y XOP XBI Contingent Coupon Autocallable Yield Notes, 55% American barrier, [11.00-13.00]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) | 22550WV38 | 6/29/18 | 7/6/20 | 6/29/18, 2PM EST | 99.75% | Download | Download |
5Y SPX RTY Contingent Coupon Callable Yield Notes, 70% European barrier, [7.75-9.75]% p.a. contingent coupon paid quarterly (subject to issuer's early redemption at 1Y, quarterly thereafter) | 22550WV53 | 6/29/18 | 7/5/23 | 6/29/18, 2PM EST | 99.75% | Download | Download |
5Y SPX RTY Contingent Coupon Callable Yield Notes, 50% European barrier, [5.50-7.50]% p.a. contingent coupon paid quarterly (subject to issuer's early redemption at 1Y, quarterly thereafter) | 22550WV61 | 6/29/18 | 7/5/23 | 6/29/18, 2PM EST | 99.75% | Download | Download |
* Securities with a buffer will be subject to a 1% loss of principal for every 1% decline in the underlying beyond the buffer. Securities with a barrier will be subject to a 1% loss of principal for every 1% decline in the lowest performing underlying beyond the initial level if a knock-in event occurs. 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 applicable Trade Date. |
Selected 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.
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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 | ||
James
Bass james.bass@credit-suisse.com 212 538 4488 |
Lee
Glicklich lee.glicklich@credit-suisse.com 212 538 2913 |
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Ana
Guiu ana.guiu@credit-suisse.com 212 538 2106 |
Elaine
Sam elaine.sam@credit-suisse.com |
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Ashley
Maclean ashley.maclean@credit-suisse.com 212 325 8752 |
Sebastien
Maio sebastien.maio@credit-suisse.com 212 325 5582 |
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