FWP 1 e2507fwp.htm STRUCTURED PRODUCT OFFERING LIST

 

Filed pursuant to Rule 433

Registration Statement No. 333-218604-2

10/10/2018

 

Amendment No. 1 to

Credit Suisse Structured Product Offering List dated October 3, 2018

 

This Amendment No. 1 to Credit Suisse Structured Product Offering List dated October 3, 2018 includes addenda to certain Pricing Supplements and Fact Sheets as indicated in the tables below. Such Pricing Supplements and Fact Sheets have been amended, restated and superseded with respect to the Settlement Date of the relevant Products. The expected Settlement Date for such Products is October 30, 2018. No other terms of such Products are affected by the amendments thereto.    

 

 

Credit Suisse Structured Product Offering List

 

Please find the summary of the indicative terms for our October 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 October 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 Price Fact Sheet Fact Sheet Addendum Preliminary Pricing Supplement Preliminary Pricing Supplement Addendum
13M SPX RTY Buffered Accelerated Return Equity Securities, 10% buffer, 150% upside participation rate to a maximum return of [9.00-11.00]% 22551LCG3 10/26/2018 12/2/2019 10/26/18, 2PM EST 98.125% Download Download Download Download
2.5Y SPX CS Notes, Absolute Return is paid, but if SPX breaches the Downside or Upside Barrier of +/- [20-22]% monitored daily, then 3% rebate paid at maturity 22551LDT4 10/26/2018 4/29/2021 10/26/18, 2PM EST 98.50% Download Download Download Download
3Y SPX Absolute Return Barrier Securities, 80% European barrier, 125% upside participation rate to a maximum return of [28-33]% 22551LE22 10/19/2018 10/26/2021 10/19/18, 2PM EST 97.10% Download n/a Download n/a
1.5Y SX5E EEM Digital Barrier Notes, 75% European barrier, [11.50-12.50]% fixed payment percentage 22551LDZ0 10/19/2018 4/27/2020 10/19/18, 10:30AM EST 98.25% Download n/a Download n/a
5Y SPX RTY Digital Plus Barrier Notes, 70% European barrier, the greater of [41-46]% fixed payment percentage and the underlying return of the lowest performing underlying if the final level of the lowest performinf underlying is equal to or greater than its initial level 22551LDB3 10/26/2018 10/31/2023 10/26/18, 2PM EST 96.375% Download Download Download Download
5Y RTY DJI Accelerated Barrier Notes, 70% European barrier, [147-152]% upside participation rate 22551LCY4 10/26/2018 10/31/2023 10/26/18, 2PM EST 96.375% Download Download Download Download
5Y RTY DJI Absolute Return Accelerated Barrier Securities, 65% European barrier, [118-123]% upside participation rate 22551LDP2 10/26/2018 10/31/2023 10/26/18, 2PM EST 96.375% Download Download Download Download
5Y CS Notes AIS Balanced 5% ER Index (CSRPAISB) Market Linked Note, uncapped upside participation of [230-240]% 22551LDS6 10/26/2018 10/31/2023 10/31/18, 2PM EST 96.00% Download Download Download Download
5Y EFA EEM (equally weighted basket) Buffered Return Equity Securities, 30% buffer, 100% uncapped upside participation 22551LEB2 10/26/2018 10/31/2023 10/26/18, 2PM EST 96.50% n/a n/a Download Download

 

 

Income Products

 

Product Description* CUSIP Trade Date Maturity Date Offering Closes Price Fact Sheet Fact Sheet Addendum Preliminary Pricing Supplement Preliminary Pricing Supplement Addendum
1.25Y SPX RTY Contingent Coupon Autocallable Yield Notes, 75% American barrier, [5.75-7.75]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LCM0 10/15/2018 1/21/2020 10/15/18, 2PM EST 97.75% Download n/a Download n/a
1.5Y SPX RTY Contingent Coupon Autocallable Yield Notes, 70% American barrier, [6.00-8.00]%p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LCE8 10/15/2018 4/20/2020 10/15/18, 2PM EST 98.125% Download n/a Download n/a
1.25Y SPX NDX Contingent Coupon Autocallable Yield Notes, 70% American barrier, [5.75 - 7.75]% contingent p.a. coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LCN8 10/26/2018 1/31/2020 10/26/18, 2PM EST 98.125% Download Download Download Download
1.25Y SPX RTY Contingent Coupon Autocallable Yield Notes, 75% American barrier, [5.75-7.75]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LCQ1 10/26/2018 1/31/2020 10/26/18, 2PM EST 97.75% Download Download Download Download
1.5Y SPX RTY Contingent Coupon Autocallable Yield Notes, 70% American barrier, [6.00-8.00]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LCD0 10/26/2018 4/30/2020 10/26/18, 2PM EST 98.125% Download Download Download Download
1.5Y SPX RTY SX5E Contingent Coupon Autocallable Yield Notes 70% American barrier, [7.25-9.25]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 3M. quarterly thereafter) 22551LCX6 10/26/2018 4/30/2020 10/26/18, 10:30AM EST 98.125% Download Download Download Download
1.25Y SPX NDX Fixed Coupon Autocallable Yield Notes, 75% American barrier. [6.00-8.00%] p.a. fixed coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LDL1 10/26/2018 1/31/2020 10/26/18, 2PM EST 97.75% Download Download Download Download
2Y XOP XBI Contingent Coupon Autocallable Yield Notes, 60% American barrier, [9.00-11.00]% p.a. contingent coupon paid quarterly (subject to automatic redemption at 6M, quarterly thereafter) 22551LDH0 10/26/2018 10/30/2020 10/26/18, 2PM EST 97.75% Download Download Download Download
3Y XOP XBI Contingent Coupon Callable Yield Notes, 60% European barrier, [8.25-9.25]% p.a. contingent coupon paid semi-annually (subject to issuer's early redemption semi-annually) 22551LE63 10/19/2018 10/26/2021 10/19/18, 2PM EST 97.60% Download n/a Download n/a
3Y XLK XBI 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 semi-annually) 22551LE97 10/19/2018 10/26/2021 10/19/18, 2PM EST 97.60% Download n/a Download n/a
3Y SX5E RTY Contingent Coupon Callable Yield Notes, 70% European barrier, [6.75-7.75]% p.a. contingent coupon paid semi-annually (subject to issuer's early redemption semi-annually) 22551LDV9 10/19/2018 10/26/2021 10/19/18, 2PM EST 97.60% Download n/a Download n/a
5Y SPX RTY Contingent Coupon Callable Yield Notes, 70% European barrier, [5.75-7.75]% p.a. contingent coupon paid quarterly (subject to issuer's early redemption at 1Y, quarterly thereafter) 22551LCL2 10/26/2018 10/31/2023 10/26/18, 2PM EST 96.375% Download Download Download Download
5Y GDX XOP Contingent Coupon Callable Yield Notes, 60% European barrier, [9.25-11.25]% p.a. contingent coupon paid quarterly, contingent upon a 70% Coupon barrier (subject to issuer's early redemption at 1Y, quarterly thereafter) 22551LDQ0 10/26/2018 10/31/2023 10/26/18, 2PM EST 96.375% Download Download 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.

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.

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Contact Info
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Credit Suisse Contact Information:    
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