FWP 1 e61695fwp.htm STRUCTURED PRODUCT OFFERING LIST

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

 

Credit Suisse Structured Product Offering List

 

Please find the summary of the indicative terms for our December advisory 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 concessions 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 December 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.

 

 

 

2 Year SPX RTY Callable Cert Plus Securities
Subject to Early Redemption, if the Final Level of the Lowest Performing Underlying is 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 150%*. The Issuer may redeem the securities upon notice on or before the Early Redemption Notice Date (approximately one year from date of issuance) at principal amount × (1 + the Call Return). Subject to Early Redemption, if a Knock-In Event occurs, the Redemption Amount at maturity will equal the principal amount of the securities held multiplied by the sum of one plus the performance of the Lowest Performing Underlying; if a Knock-In Event does not occur, the Redemption Amount at maturity will equal the principal amount of the securities held.
CUSIP Underlying(s) Knock-In Level* Call Return Sales Concession Preliminary Pricing Supplement Fact Sheet Trade Date Settlement Date Maturity Date
 22547QXE1  

Lowest Performing of:

S&P 500®

Index and Russell 2000® Index

Approximately 70% of Initial Level; European Knock-In [10-12]% 0.00% 12/30/14 1/5/15 1/5/17

 

 

3 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 [140%-145%]*. 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
22547QXA9

Lowest Performing of:

S&P 500®

Index and Russell 2000® Index

Approximately

70% of Initial Level; European Knock-In

[140-145]% 0.00% 12/30/14 1/5/15 1/4/18

 

 
 

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

 

 

 

4 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 [102.5%-107.5%]*. 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 multiplied by the sum of one plus the absolute value of the performance 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
22547QXB7

Lowest Performing of:

S&P 500®

Index and Russell 2000® Index

Approximately

60% of Initial Level; European Knock-In

[102.5%-107.5%] 0.00% 12/30/14 1/5/15 1/4/19

 

 

 

* The actual coupon rate, participation rate, knock-in level, buffer amount, coupon barrier level, automatic redemption premium, call return 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.