0000950103-16-016252.txt : 20160913 0000950103-16-016252.hdr.sgml : 20160913 20160913102119 ACCESSION NUMBER: 0000950103-16-016252 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20160913 DATE AS OF CHANGE: 20160913 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: 161882157 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 dp68650_fwp-str23.htm FORM FWP

Filed Pursuant to Rule 433

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

Strategic Accelerated Redemption Securities®

  Strategic Accelerated Redemption Securities® Linked to a Basket of Equity Indices
Issuer Credit Suisse AG (“Credit Suisse”)
Principal Amount $10.00 per unit
Term Approximately one year and one week, if not called on the first or second Observation Dates
Market Measure An equally weighted basket comprised of the Russell 2000® Index (Bloomberg symbol: “RTY”) and the MSCI Emerging Markets Index (Bloomberg symbol: “MXEF”).
Automatic Call Automatic call if the Observation Level on any of the Observation Dates is equal to or greater than the Starting Value
Observation Level The value of the Market Measure on any Observation Date
Observation Dates Approximately six, nine and twelve months after the pricing date
Call Amounts

In the event of an automatic call, the amount payable per unit will be:

·   [$10.40 to $10.60] if called on the first Observation Date

·   [$10.60 to $10.90] if called on the second Observation Date

·   [$10.80 to $11.20] if called on the final Observation Date

The actual Call Amounts will be determined on the pricing date.

Payout Profile at Maturity If not called, 1-to-1 downside exposure to decreases in the Market Measure beyond a 5% decline, with up to 95% of your principal at risk
Threshold Value 95% of the Starting Value
Interest Payments None
Preliminary Offering Documents

http://www.sec.gov/Archives/edgar/data/1053092/000095010316016249/dp68637_424b2-str23.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:

·If the notes are not called, 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.
·Changes in the level of one Basket Component may be offset by changes in the level of the other Basket Component.
·Your investment return is limited to the return represented by the applicable Call Premium and may be less than a comparable investment directly in the stocks included in the Basket Components.
·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 securities represented by the Basket Components, and you will not be entitled to receive securities or dividends or other distributions by the issuers of those securities.
·Your return on the notes and the value of the notes may be affected by exchange rate movements and factors affecting the international securities markets.
·An investment in the notes will involve risks that are associated with investments that are linked to the equity securities of issuers from emerging markets.
·The notes are subject to risks associated with small-size capitalization companies.

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 September 12, 2016, Product Supplement EQUITY INDICES STR-1 dated July 30, 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.