FWP 1 e59519fwp.htm STRUCTURED PRODUCT OFFERING LIST

  Filed pursuant to Rule 433
  Registration Statement No. 333-180300-03
  July 1, 2014
July 2014 Brokerage

 

Credit Suisse Structured Product Offering List

 

Please find the summary of the indicative terms for our July brokerage offerings below. All terms, including but not limited to coupon rate, 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 sales commissions 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 July offerings is a general description of the terms of such offering, please see the applicable offering document at the links provided below.

 

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

 

 

4 Year SX5E Buffered Accelerated Return Equity Securities
If the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level times an Upside Participation Rate expected to be between [120% - 125%]*. If the Final Level is less than the Initial Level by more than the Buffer Amount, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus (i) the performance of the Underlying and (ii) the Buffer Amount. Therefore, the investor can lose up to 85% of the principal amount of the securities held. If the Final Level is less than the Initial Level by not more than the Buffer Amount, the Redemption Amount at maturity will equal the principal amount of the securities held.  
CUSIP Underlying(s) Buffer Amount Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Fact Sheet

Trade

Date

Settlement Date Maturity Date
22547QPY6 EURO STOXX 50® Index 15% [120-125]% 2.50% 7/28/14 7/31/14 7/31/18

 

4 Year SPX RTY Accelerated Barrier Notes
If the Final Level of the Lowest Performing Underlying is equal to or greater than its Initial Level, the investor is entitled to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level of the Lowest Performing Underlying times an Upside Participation Rate expected to be between [135%-140%]*. If the Final Level of the Lowest Performing Underlying is less than its Initial Level and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the performance of the Lowest Performing Underlying. If the Final Level of the Lowest Performing Underlying is less than its Initial Level and a Knock-In Event has not occurred, the Redemption Amount will equal the principal amount of the securities held.
CUSIP  Underlying(s)

Knock-In

Level*

Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Fact Sheet

Trade

Date

Settlement Date Maturity Date
22547QPT7

Lowest Performing of:

S&P 500®

Index and Russell 2000® Index

Approximately

70% of Initial Level; European Knock-In

[135-140]% 3.00% 7/28/14 7/31/14 7/31/18

 

 
 

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

 

4 Year SPX RTY Digital-Plus Barrier Notes
If the Final Level of the Lowest Performing Underlying is equal to or greater than the Initial Level, the investor is entitled to receive a payment at maturity based on the greater of a Fixed Payment Percentage that is expected to be between [22.50% - 27.50%]* and the percentage change from the Initial Level to the Final Level of the Lowest Performing Underlying. If the Final Level of the Lowest Performing Underlying is less than its Initial Level, and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the performance of the Lowest Performing Underlying. If the Final Level of the Lowest Performing Underlying is less than its Initial Level, and a Knock-In Event has not occurred, the Redemption Amount will equal the principal amount of the securities held.
CUSIP Underlying(s) Knock-In Level* Fixed Payment Percentage* Sales Concession Preliminary Pricing Supplement Fact Sheet Trade Date Settlement Date Maturity Date
22547QPV2

Lowest Performing of:

S&P 500®

Index and the Russell 2000® Index

Approximately 65% of Initial Level, European Knock-In [22.50-27.50]% 3.00% 7/28/14 7/31/14 7/31/18

 

 

5 Year SPX RTY Absolute Return Barrier Securities
If the Final Level of the Lowest Performing Underlying is equal to or greater than its Initial Level, the investor is entitled to receive a payment at maturity based on the percentage change from the Initial Level to the Final Level of the Lowest Performing Underlying times an Upside Participation Rate expected to be between [102.50%-107.50%]*. If the Final Level of the Lowest Performing Underlying is less than its Initial Level and a Knock-In Event occurs, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the Underlying Return of the Lowest Performing Underlying. If the Final Level of the Lowest Performing Underlying is less than its Initial Level and a Knock-In Event has not occurred, the Redemption Amount will equal the principal amount of the securities held multiplied by the sum of one plus the absolute value of the Underlying Return of the Lowest Performing Underlying.
CUSIP Underlying(s) Knock-In Level* Upside Participation Rate* Sales Concession Preliminary Pricing Supplement Fact Sheet

Trade

Date

Settlement Date Maturity Date
22547QPW0

Lowest Performing of:

S&P 500®

Index and Russell 2000® Index

Approximately

60% of Initial Level; European Knock-In

[102.50-107.50]% 3.00% 7/28/14 7/31/14 7/31/19

 

 

 

 

 

 

 

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

 

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. 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-(800)-221-1035.

 

 

2