0000950103-15-004761.txt : 20150612 0000950103-15-004761.hdr.sgml : 20150612 20150611205538 ACCESSION NUMBER: 0000950103-15-004761 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 2 FILED AS OF DATE: 20150612 DATE AS OF CHANGE: 20150611 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: 15927246 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 dp57055_fwp-arn33.htm FORM FWP

Filed Pursuant to Rule 433 

Registration Statement Nos. 333-202913 and 333-180300-03

 

ACCELERATED RETURN NOTES® (ARNs®

  Accelerated Return Notes® Linked to a Basket of Three Airline Sector Stocks

 

This graph reflects the hypothetical return on the notes, based on the mid-point of the range(s) set forth in the table to the left. This graph has been prepared for purposes of illustration only.

Issuer Credit Suisse AG (“Credit Suisse”)
Principal Amount $10.00 per unit
Term Approximately 14 months
Market Measure An approximately equally weighted basket of three airline sector stocks comprised of JetBlue Airways Corporation (NASDAQ Symbol: "JBLU"), Southwest Airlines Co. (NYSE Symbol: "LUV"), and United Continental Holdings, Inc. (NYSE Symbol: "UAL") (each, a “Basket Stock”)
Payout Profile at Maturity

· 3-to-1 upside exposure to increases in the Market Measure, subject to the Capped Value

 

· 1-to-1 downside exposure to decreases in the Market Measure, with 100% of your investment at risk

 

Capped Value [$12.20 - $12.60] per unit, a [22% - 26%] return over the principal amount, to be determined on the pricing date
Interest Payments None
Preliminary Offering Documents  http://www.sec.gov/Archives/edgar/data/1053092/000095010315004755/dp57049_424b2-arn33.htm
Exchange Listing No

You should read the relevant Preliminary Offering Documents before you invest.

Click on the Preliminary Offering Documents hyperlink above or call your Financial Advisor for a hard copy.

Risk Factors

Please see the Preliminary Offering Documents for a description of certain risks related to this investment, including, but not limited to, the following:

·Depending on the performance of the Market Measure as measured shortly before the maturity date, your investment may result in a loss; there is no guaranteed return of principal.
·Payments on the notes, including repayment of principal, are subject to the credit risk of Credit Suisse. If Credit Suisse becomes insolvent or is unable to pay its obligations, you may lose your entire investment.
·Your investment return is limited to the return represented by the Capped Value and may be less than a comparable investment directly in the Basket Stocks.
·Changes in the price of one of the Basket Stocks may be offset by changes in the value of the other Basket Stocks.
·The initial estimated value of the notes on the pricing date will be less than their public offering price.
·If you attempt to sell the notes prior to maturity, their market value may be lower than both the public offering price and the initial estimated value of the notes on the pricing date.
·You will have no rights of a holder of the Basket Stocks, and you will not be entitled to receive shares of the Basket Stocks or dividends or other distributions by the issuers of the Basket Stocks.
·We do not control any company included in the Basket and are not responsible for any disclosure made by any other company. The companies included in the Basket will have no obligations relating to the notes.
·The Redemption Amount will not be adjusted for all corporate events that could affect the Basket Stocks.
·The Basket is concentrated in the airline sector; an investment in the notes involves certain risks associated with an investment in companies in the airline sector.

  

Final terms will be set on the pricing date within the given range for the specified Market-Linked Investment. Please see the Preliminary Offering Documents for complete product disclosure, including related risks and tax disclosure.

 

This document is a summary of the terms of the securities and factors that you should consider before deciding to invest in the securities. Credit Suisse has filed a registration statement (including preliminary term sheet, product supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission, or SEC, for the offering to which this offering summary relates. Before you invest, you should read this summary together with the Preliminary Pricing Supplement dated June 11, 2015, Product Supplement STOCK ARN-1 dated June 11, 2015, Prospectus Supplement dated May 4, 2015 and Prospectus dated May 4, 2015, to understand fully the terms of the securities and other considerations that are important in making a decision about investing in the securities. You may get these documents without cost by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, Credit Suisse, any agent or any dealer participating in this offering will arrange to send you the preliminary term sheet, product supplement, prospectus supplement and prospectus if you so request by calling toll-free 1-(800)-221-1037.

 

You may access the product supplement, 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 preliminary term sheet.

 

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