FWP 1 e75176fwp.htm RJ BLAST e75176fwp.htm - Generated by SEC Publisher for SEC Filing

Filed Pursuant to Rule 433
Registration Statement No. 333-218604-2
August 4, 2017




Please find the summary of the indicative terms for our August 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 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 August 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.

Indications Due By 8/16/2017 4:00 PM EST

BROKERAGE OFFERINGS
INCOME/CASH FLOW ALTERNATIVES
3 Year SPDR® S&P® Oil & Gas Exploration & Production ETF and the SPDR® S&P® Biotech ETF Contingent Coupon Callable Yield
Notes
Subject to Early Redemption, if a Coupon Barrier Event does not occur on an Observation Date, contingent coupons will be paid at a rate expected to be between 8.85% and 9.85% per annum* on the immediately following Contingent Coupon Payment Date. If Coupon Barrier Event occurs, no contingent coupon will be paid on the immediately following Contingent Coupon Payment Date. 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 has not occurred, the Redemption Amount will equal the principal amount of securities held.
CUSIP Underlying(s) Knock-In
Level
Coupon
Barrier Level
Contingent
Coupon
Rate*
Sales
Conc-

ession
Prelim.
Pricing
Supp.
Fact
Sheet
Trade
Date
Settle-
ment
Date
Maturity
Date
22550BES8 SPDR® S&P® Oil &
Gas Exploration &
Production ETF
and SPDR® S&P®
Biotech ETF
Approximately
55% of Initial
Level; European
Knock-In
Approximately
55% of Initial
Level
[8.85-
9.85]%
2.00%
U2226

U2226
8/18/17 8/25/17 8/25/20
3 Year Russell 2000® Index and the Euro Stoxx 50® Index Contingent Coupon Callable Yield Notes
Subject to Early Redemption, if a Coupon Barrier Event does not occur on an Observation Date, contingent coupons will be paid at a rate expected to be between 7.00% and 8.00% per annum* on the immediately following Contingent Coupon Payment Date. If Coupon Barrier Event occurs, no contingent coupon will be paid on the immediately following Contingent Coupon Payment Date. 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 has not occurred, the Redemption Amount will equal the principal amount of securities held.
CUSIP Underlying(s) Knock-In
Level
Coupon
Barrier Level
Contingent
Coupon
Rate*
Sales
Conc-
ession
 Prelim.
Pricing
Supp.
Fact
Sheet
Trade
Date
Settle-
ment
Date
Maturity
Date
22550BEN9 Russell 2000®
Index and Euro
Stoxx 50® Index
Approximately
70% of Initial
Level; European
Knock-In
Approximately
70% of Initial
Level
[7.00-
8.00]%
2.00%
U2224

U2224
8/18/17 8/25/17 8/25/20
GROWTH ALTERNATIVES
6 Year S&P 500® Index and the Russell 2000® Index Digital Barrier Notes
If the Final Level of the Lowest Performing Underlying is greater than its Knock-In Level, investors will receive a Redemption Amount that will equal the principal amount of the securities they hold multiplied by the sum of one plus the Fixed Payment Percentage, which is expected to be between 46.00% and 49.00% (to be determined on the Trade Date). However, investors will not participate in any appreciation of the Underlyings beyond the Fixed Payment Percentage. If a Knock-In Event occurs, investors will lose 1% of their principal for each 1% decline in the level of the Lowest Performing Underlying from its Initial Level to its Final Level.
CUSIP Underlying(s) Knock-In
Level
Digital
Coupon Rate
Sales
Conc-
ession
Prelim.
Pricing
Supp.
Fact
Sheet
Trade
Date
Settle-
ment
Date
Maturity
Date
 22550BEQ2 S&P 500® Index and
Russell 2000® Index
Approximately 70%
of Initial Level;
European Knock-In
[46.00-49.00]% 3.25%
T1080

T1080
8/18/17 8/25/17 8/25/23

 

     
     

FEED BASED OFFERINGS
INCOME/CASH FLOW ALTERNATIVES
3 Year SPDR® S&P® Oil & Gas Exploration & Production ETF and the SPDR® S&P® Biotech ETF Contingent Coupon Callable Yield
Notes
Subject to Early Redemption, if a Coupon Barrier Event does not occur on an Observation Date, contingent coupons will be paid at a rate expected to be between 10.70% and 11.70% per annum* on the immediately following Contingent Coupon Payment Date. If Coupon Barrier Event occurs, no contingent coupon will be paid on the immediately following Contingent Coupon Payment Date. 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 has not occurred, the Redemption Amount will equal the principal amount of securities held.
CUSIP Underlying(s) Knock-In
Level
Coupon
Barrier Level
Contingent
Coupon
Rate*
Sales
Conc-

ession
Prelim.
Pricing
Supp.
Fact
Sheet
Trade
Date
Settle-
ment
Date
Maturity
Date
22550BET6 SPDR® S&P® Oil &
Gas Exploration &
Production ETF
and SPDR® S&P®
Biotech ETF
Approximately
55% of Initial
Level; European
Knock-In
Approximately
55% of Initial
Level
[10.70-
11.70]%
0.00%
U2227

U2227
8/18/17 8/25/17 8/25/20
3 Year Russell 2000® Index and the Euro Stoxx 50® Index Contingent Coupon Callable Yield Notes
Subject to Early Redemption, if a Coupon Barrier Event does not occur on an Observation Date, contingent coupons will be paid at a rate expected to be between 8.50% and 9.50% per annum* on the immediately following Contingent Coupon Payment Date. If Coupon Barrier Event occurs, no contingent coupon will be paid on the immediately following Contingent Coupon Payment Date. 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 has not occurred, the Redemption Amount will equal the principal amount of securities held.
CUSIP Underlying(s) Knock-In
Level
Coupon
Barrier Level
Contingent
Coupon
Rate*
Sales
Conc-
ession
Prelim.
Pricing
Supp.
Fact
Sheet
Trade
Date
Settle-
ment
Date
Maturity
Date
22550BEP4 Russell 2000® Index
and Euro Stoxx 50®
Index
Approximately
70% of Initial
Level; European
Knock-In
Approximately
70% of Initial
Level
[8.50-
9.50]%
0.00%
U2225

U2225
8/18/17 8/25/17 8/25/20
GROWTH ALTERNATIVES
6 Year S&P 500® Index and the Russell 2000® Index Digital Barrier Notes
If the Final Level of the Lowest Performing Underlying is greater than its Knock-In Level, investors will receive a Redemption Amount that will equal the principal amount of the securities they hold multiplied by the sum of one plus the Fixed Payment Percentage, which is expected to be between 51.20% and 54.20% (to be determined on the Trade Date). However, investors will not participate in any appreciation of the Underlyings beyond the Fixed Payment Percentage. If a Knock-In Event occurs, investors will lose 1% of their principal for each 1% decline in the level of the Lowest Performing Underlying from its Initial Level to its Final Level.
CUSIP Underlying(s) Knock-In
Level
Digital
Coupon Rate
Sales
Conc-
ession
Prelim.
Pricing
Supp.
Fact
Sheet
Trade
Date
Settle-
ment
Date
Maturity
Date
 22550BER0 S&P 500® Index and
Russell 2000® Index
Approximately 70%
of Initial Level;
European Knock-In
 [51.20-54.20]% 0.00%
T1081

T1081
 8/18/17  8/25/17 8/25/23

 

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

*All terms, including but not limited to the contingent coupon rate, upside participation rate, knock-in level, coupon barrier 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 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 August offerings is a general description of the terms of such offering. Please see the applicable offering document at the links provided below. See “Selected Risk Considerations” in the applicable offering documents.

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 discussed herein, the terms described in the applicable Preliminary Pricing Supplement will control. 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.