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Filed pursuant to Rule 433 |
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Registration Statement Nos. 333-202913 and 333-180300-03 |
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May 3, 2016 |
May 2016 |
Raymond James |
Credit Suisse Structured Product Offering List
Please find the summary of the indicative terms for our May offerings
below. All terms, including but not limited to coupon rate, 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 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 May 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.
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
18 Month SPX RTY Digital Barrier Notes |
If a Knock-In Event does not occur, the investor is entitled to receive a fixed payment at maturity expected to be between [9%-10%]*. 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. |
CUSIP |
Underlying(s) |
Knock-In Level |
Fixed Payment Percentage* |
Sales Concession |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22548Q5N1 |
Lowest Performing of:
S&P 500®
Index and Russell 2000® Index |
Approximately 75% of Initial Level; European Knock-In |
[9-10]% |
1.25% |
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5/20/16 |
5/27/16 |
11/28/17 |
2 Year SPX Digital Buffered Notes |
If the Final Level is equal to or greater than the Initial Level, the investor is entitled to receive a fixed payment at maturity expected to be between [13.00%-15.00%]*. If the Final Level is less than the Initial Level by more than the Buffer Amount of 10%*, the Redemption Amount at maturity will equal the principal amount of 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 90% of the principal amount of 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 securities held. |
CUSIP |
Underlying(s) |
Buffer Amount |
Fixed Payment Percentage* |
Sales Concession |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22548Q5M3 |
S&P 500®
Index |
10% |
[13.00-15.00]% |
1.50% |
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5/20/16 |
5/27/16 |
5/29/18 |
FOR BROKER-DEALER USE ONLY. NOT FOR DISTRIBUTION.
SUBJECT TO CHANGE.
3 Year SPX RTY Contingent Coupon Callable Yield Notes |
For each contingent coupon period, unless the securities are redeemed earlier on any applicable semi-annual Contingent Coupon Payment Date, the investor is entitled to receive a contingent coupon expected to be between [7%-7.5%]* per annum if a Coupon Barrier Event does not occur. If a Coupon Barrier Event does occur, no contingent coupon will be paid for the corresponding contingent coupon period. A Coupon Barrier Event occurs if on the applicable Observation Date, the closing level of any Underlying is less than its Coupon Barrier Level, which for each Underlying will be approximately 70%* of its Initial Level. 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 will be the principal amount of the securities held. |
CUSIP |
Underlying(s) |
Knock-In Level* |
Contingent Coupon Schedule |
Sales Concession |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22548Q5L5 |
Lowest Performing of:
S&P 500®
Index and Russell 2000® Index |
Approximately 70% of Initial Level; European Knock-In |
Semi-annual contingent coupon periods |
1.50% |
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5/20/16 |
5/27/16 |
5/28/19 |
4 Year SPX SX5E Autocallable Securities |
If a Trigger Event occurs on any Observation Date, the securities will be automatically redeemed and you will be entitled to a cash payment equal to the principal amount of the securities held plus the Automatic Redemption Premium applicable to that Observation Date. If a Trigger Event occurs on the first Observation Date, then the investor will be entitled to receive a cash payment equal to the principal amount of the securities held plus [11.00-12.00]%*; on the second Observation Date, then the investor will be entitled to receive a cash payment equal to the principal amount of the securities held plus [22.00-24.00]%*; on the third Observation Date, then the investor will be entitled to receive a cash payment equal to the principal amount of the securities held plus [33.00-36.00]%*; on the fourth Observation Date, then the investor will be entitled to receive a cash payment equal to the principal amount of the securities held plus [44.00-48.00]%*. If a Trigger Event has not occurred and 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 a Trigger Event has not occurred and 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 plus 10.00%. |
CUSIP |
Underlying(s) |
Knock-In Level* |
Trigger Level* |
Sales Concession |
Preliminary Pricing Supplement |
Fact Sheet |
Trade Date |
Settlement Date |
Maturity Date |
22548Q5Q4 |
Lowest Performing of:
S&P 500®
Index and EURO STOXX 50® Index |
Approximately 70% of Initial Level; European Knock-In |
100% of Initial Level |
1.75% |
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5/20/16 |
5/27/16 |
5/27/20 |
5 Year CSEARC5E CS Notes |
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 [145%-155%]*. If the Final Level is less than the Initial Level, the Redemption Amount at maturity will equal the principal amount of securities held. |
CUSIP |
Underlying(s) |
Upside
Participation Rate* |
Sales
Concession |
Preliminary
Pricing Supplement |
Fact
Sheet |
Trade
Date |
Settlement
Date |
Maturity
Date |
22548Q5R2 |
CS
Retiree Consumer Expenditure 5% Blended Index Excess Return |
[145-155]% |
2.50% |
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5/20/16 |
5/27/16 |
5/27/21 |
* The actual coupon rate, participation rate, knock-in level, coupon barrier
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. 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.