Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.
Click on the deal summary to see the full details.
Credit Suisse AG, London Branch 10.2% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier/knock-in level: 2699.032; 70% of initial level due 3/20/2025
Credit Suisse AG, London Branch 0.00% due 6/13/2024
Credit Suisse AG, London Branch 17% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $120.185, 65% of initial level due 9/11/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 3/5/2025
Credit Suisse AG, London Branch 0.00% due 3/3/2026
Credit Suisse AG, London Branch 0.00% due 3/3/2026
Credit Suisse AG, London Branch 0.00% due 3/3/2026
Credit Suisse AG, London Branch 0.00% due 3/3/2026
Credit Suisse AG, London Branch 0.00% due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 2/27/2026
Credit Suisse AG, London Branch 0.00% due 2/23/2026
Credit Suisse AG, London Branch 16.3% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $60.858, 70% of initial level due 8/22/2024
Credit Suisse AG, London Branch 16.18% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in price: $59.5875; 75% of initial share price due 8/16/2024
Credit Suisse AG, London Branch 10% annualized for first year; starting Feb. 14, 2024, SOFR plus 100 bps, subject to a ceiling of 4.6% and floor of 0%; payable quarterly due 2/14/2028
Credit Suisse AG, London Branch 0.00% due 8/12/2024
Credit Suisse AG, London Branch 0.00% due 2/11/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,554.788 for Stoxx, 2,481.888 for S&P, 1,191.3204 for Russell; 60% of initial levels due 2/10/2026
Credit Suisse AG, London Branch 0.00% due 3/5/2024
Credit Suisse AG, London Branch 0.00% due 8/4/2025
Credit Suisse AG, London Branch 16.594% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $59.29, 70% of initial level due 8/5/2024
Credit Suisse AG, London Branch 13% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 8471.351 for Nasdaq, 1352.3615 for Russell, $43.484 for ETF; 70% of initial levels due 2/3/2028
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 8/5/2024
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 2849.392, 70% of initial index level due 2/2/2028
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier: $43.542, 60% of initial share price due 2/1/2028
Credit Suisse AG, London Branch 18.76% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in price: $61.1655; 55% of initial share price due 7/30/2024
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1493.8688 for Russell, 3178.088, for S&P, 9295.224 for Nasdaq, 80% of initial levels due 1/27/2025
Credit Suisse AG, London Branch 8.75%, payable quarterly if each index closes at or above 60% coupon barrier level on observation date for that quarter due 1/25/2024
Credit Suisse AG, London Branch 13.35% due 7/22/2024
Credit Suisse AG, London Branch 0.00% due 7/14/2025
Credit Suisse AG, London Branch 0.00% due 1/5/2026
Credit Suisse AG, London Branch 0.00% due 10/3/2025
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 6/30/2025
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2853.599 for S&P, 1317.1746 for Russell, 24076.507 for Dow; 70% of initial levels due 12/7/2027
Credit Suisse AG, London Branch 10.75% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2448.066 for S&P, 1131.9462 for Russell, 20753.862 for Dow; 60% of initial levels due 3/5/2024
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2770.341 for S&P, 1285.5857 for Russell, 23696.771 for Dow; 70% of initial levels due 12/6/2027
Credit Suisse AG, London Branch 0.00% due 6/4/2024
Credit Suisse AG, London Branch 17.75% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $72.954, 70% of initial share price due 5/29/2024
Credit Suisse AG, London Branch 0.00% due 5/28/2026
Credit Suisse AG, London Branch 0.00% due 11/3/2027
Credit Suisse AG, London Branch 0.00% due 11/4/2024
Credit Suisse AG, London Branch 0.00% due 11/4/2024
Credit Suisse AG, London Branch 18.222% per year, payable quarterly if Target stock closes at or above knock-in level on quarterly observation date due 5/3/2024
Credit Suisse AG, London Branch 0.00% due 10/10/2024
Credit Suisse AG, London Branch 10.15% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1196.209 for Russell, 2574.901 for S&P, 7860.811 for Nasdaq, 70% of initial levels due 4/7/2025
Credit Suisse AG, London Branch 0.00% due 10/8/2026
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 10/3/2025
Credit Suisse AG, London Branch 0.00% due 10/7/2024
Credit Suisse AG, London Branch 11.70% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 2,509.93 for S&P, 1,165.301 for Russell, 7,679.85 for Nasdaq; 70% of initial prices due 1/3/2025
Credit Suisse AG, London Branch 0.00% due 10/5/2027
Credit Suisse AG, London Branch 0.00% due 10/5/2027
Credit Suisse AG, London Branch 0.00% due 4/5/2024
Credit Suisse AG, London Branch 0.00% due 10/7/2024
Credit Suisse AG, London Branch 0.00% due 10/5/2027
Credit Suisse AG, London Branch 0.00% due 10/7/2024
Credit Suisse AG, London Branch 15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2689.215 for S&P, 1248.537 for Russell; 75% of initial levels due 4/5/2024
Credit Suisse AG, London Branch 0.00% due 10/3/2025
Credit Suisse AG, London Branch 0.00% due 10/6/2025
Credit Suisse AG, London Branch 9.75% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 17535.366 for Dow, 1004.9586 for Russell, 2184.282 for S&P; 60% of initial levels due 10/4/2027
Credit Suisse AG, London Branch 0.00% due 10/2/2025
Credit Suisse AG, London Branch 0.00% due 10/3/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if the index closes at or above its coupon barrier on related observation date; Coupon barrier level: 8045.681; 70% of initial level due 9/30/2027
Credit Suisse AG, London Branch Each month, notes pay coupon at rate of 7% per year if each stock closes above coupon barrier level on observation date for that period; otherwise, coupon will be 0.25% per year for that interest period; Coupon barrier levels: $99.127 for Meta, $70.518 for Alphabet, $82.607 for Amazon; 70% of initial levels due 9/30/2027
Credit Suisse AG, London Branch 0.00% due 4/1/2025
Credit Suisse AG, London Branch 0.00% due 10/2/2025
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 3/29/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 9.75% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 17754.246 for Dow, 1007.754 for Russell, 2215.938 for S&P; 60% of initial levels due 9/30/2027
Credit Suisse AG, London Branch 13.00% due 9/29/2025
Credit Suisse AG, London Branch 0.00% due 9/28/2027
Credit Suisse AG, London Branch 0.00% due 9/26/2024
Credit Suisse AG, London Branch 0.00% due 9/28/2027
Credit Suisse AG, London Branch 14.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 15.4% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 9/26/2024
Credit Suisse AG, London Branch 7.75% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 23,672.328 for Dow, 2,954.584 for S&P; 80% of initial levels due 9/28/2027
Credit Suisse AG, London Branch 9.25% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 3,139.2455 for S&P, 1,427.6515 for Russell; 85% of initial levels due 9/28/2027
Credit Suisse AG, London Branch 9% per year, payable monthly unless any index closes below knock-in level on observation date for that month due 3/28/2024
Credit Suisse AG, London Branch 30% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $41.70 for AMD, $85.692 for Meta, $173.154 for Tesla; 60% of initial levels due 9/27/2024
Credit Suisse AG, London Branch 0.00% due 9/23/2027
Credit Suisse AG, London Branch 13.25% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in level: $115.11, 75% of initial price due 10/23/2023
Credit Suisse AG, London Branch 12.1% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,451.463 for Nasdaq, 2,785.909 for S&P, 70% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid contingent coupons will be also be paid; Coupon barrier/knock-in level: $72.97, 50% of initial price due 9/22/2027
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid contingent coupons will be also be paid; Coupon barrier/knock-in level: $28.35, 60% of initial price due 9/23/2027
Credit Suisse AG, London Branch 15.4% annual rate, paid quarterly, if each underlying index closes at or above its 75% coupon barrier on the related quarterly observation date due 9/25/2024
Credit Suisse AG, London Branch 0.00% due 9/24/2025
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $78.7848 for Apple, $184.9719 for Deere; 51% of initial prices due 9/26/2025
Credit Suisse AG, London Branch 15.4% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier: $74.58, 50% of initial share price due 9/22/2025
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,730.945 for S&P, 8,349.243 for Nasdaq, 21,673.274 for Dow; 70% of initial levels due 9/22/2025
Credit Suisse AG, London Branch 0.00% due 10/19/2023
Credit Suisse AG, London Branch 13.65% due 10/23/2023
Credit Suisse AG, London Branch 5% initially, stepping up to 5.5% on Sept. 21, 2026; payable quarterly due 9/21/2027
Credit Suisse AG, London Branch 16.35% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $15.5045, 55% of initial level due 9/19/2024
Credit Suisse AG, London Branch 9.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 7709.897 for Nasdaq, 1168.82285 for Russell, 20034.573 for Dow; 65% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 9.7% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,323.998 for S&P, 7,116.828 for Nasdaq, 18,493.452 for Dow; 60% of initial levels due 9/21/2027
Credit Suisse AG, London Branch 9.19% per year, payable monthly if the underlying index closes at or above its coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,711.331; 70% of initial level due 9/23/2024
Credit Suisse AG, London Branch 9.59% per year, payable monthly if the underlying index closes at or above its coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,711.331; 70% of initial level due 3/21/2025
Credit Suisse AG, London Branch 11.05% per year, payable monthly if each index closes at or above knock-in level on observation date for that month; previously unpaid coupons will also be paid due 9/23/2024
Credit Suisse AG, London Branch 0.00% due 9/20/2027
Credit Suisse AG, London Branch 0.00% due 9/20/2027
Credit Suisse AG, London Branch 0.00% due 2/21/2024
Credit Suisse AG, London Branch 0.00% due 2/21/2024
Credit Suisse AG, London Branch 0.00% due 9/20/2027
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2730.945 for S&P, 1277.6638 for Russell; 70% of initial levels due 9/22/2025
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; previously unpaid coupons will also be paid; Coupon barriers: 1195.0016 for Russell, 7887.36 for Nasdaq, 20237.8085 for Dow; 65% of initial levels due 9/19/2025
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 0.00% due 9/16/2024
Credit Suisse AG, London Branch 0.00% due 3/15/2024
Credit Suisse AG, London Branch 0.00% due 9/18/2025
Credit Suisse AG, London Branch 0.00% due 3/17/2025
Credit Suisse AG, London Branch 14.50% due 12/15/2023
Credit Suisse AG, London Branch 9% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barrier levels: 22,666.938 for Dow, 2,877.287 for S&P, 1,334.2602 for Russell; 70% of initial levels due 9/15/2027
Credit Suisse AG, London Branch 0.00% due 9/14/2027
Credit Suisse AG, London Branch 14.25% due 9/16/2024
Credit Suisse AG, London Branch 0.00% due 9/16/2027
Credit Suisse AG, London Branch 12% per year, payable monthly if each index closes at or above knock-in level on observation date for that month due 9/16/2024
Credit Suisse AG, London Branch 10.8% per year, payable monthly if each index closes at or above knock-in level on observation date for that month due 9/14/2027
Credit Suisse AG, London Branch 0.00% due 10/12/2023
Credit Suisse AG, London Branch 0.00% due 9/13/2027
Credit Suisse AG, London Branch 0.00% due 9/11/2026
Credit Suisse AG, London Branch 14.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,451.463 for Stoxx, 2,785.909 for S&P, 70% of initial levels due 6/12/2024
Credit Suisse AG, London Branch 0.00% due 9/14/2023
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,282.4021 for Russell, 22,106.896 for Dow, 70% of initial levels due 9/12/2024
Credit Suisse AG, London Branch 7.7% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,106.896 for Dow, 2,785.909 for S&P, 1,282.4021 for Russell, 70% of initial levels due 3/12/2024
Credit Suisse AG, London Branch 0.00% due 10/5/2023
Credit Suisse AG, London Branch 0.00% due 9/8/2027
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each ETF closes at or above coupon barrier level on every trading day during the observation period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: $206.62 for Invesco, $126.06 for iShares, $274.57 for SPDR; 70% of initial prices due 9/5/2025
Credit Suisse AG, London Branch 0.00% due 9/11/2023
Credit Suisse AG, London Branch 0.00% due 9/8/2025
Credit Suisse AG, London Branch 0.00% due 9/8/2025
Credit Suisse AG, London Branch 0.00% due 9/8/2025
Credit Suisse AG, London Branch 4.35% initially, stepping up to 4.85% on Sept. 7, 2024; payable quarterly due 9/7/2025
Credit Suisse AG, London Branch 0.00% due 10/6/2027
Credit Suisse AG, London Branch 0.00% due 3/5/2025
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 9/4/2025
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 3/5/2025
Credit Suisse AG, London Branch 0.00% due 9/6/2024
Credit Suisse AG, London Branch 0.00% due 9/8/2025
Credit Suisse AG, London Branch 10.55% due 10/6/2023
Credit Suisse AG, London Branch 0.00% due 3/5/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 14% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2966.25 for S&P, 1383.08625 for Russell; 75% of initial levels due 3/6/2024
Credit Suisse AG, London Branch 9% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2768.50 for S&P, 8590.421 for Nasdaq, 22057.301 for Dow; 70% of initial levels due 9/8/2025
Credit Suisse AG, London Branch 0.00% due 9/4/2025
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 9/4/2025
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2286.2125 for Stoxx, 2570.75 for S&P, 1198.67475 for Russell, 65% of initial levels due 8/27/2026
Credit Suisse AG, London Branch 8.85% due 9/6/2024
Credit Suisse AG, London Branch 8.5% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 2,591.004; 65% of initial level due 9/2/2025
Credit Suisse AG, London Branch 19.2% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; previously unpaid coupons will also be paid; Coupon barrier prices: $56.77 for Airbnb, $142.41 for Tesla; 50% of initial prices due 8/29/2025
Credit Suisse AG, London Branch 30% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $38.6801 for Trade Desk, $4.6604 for Southwestern; 61% of initial prices due 2/28/2023
Credit Suisse AG, London Branch 12.3% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $87.5435; 55% of initial share price due 9/3/2024
Credit Suisse AG, London Branch 12.2% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $86.9055; 55% of initial share price due 11/30/2023
Credit Suisse AG, London Branch 30% annual rate, payable monthly due 2/28/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 8/29/2025
Credit Suisse AG, London Branch 0.00% due 8/29/2025
Credit Suisse AG, London Branch 0.00% due 8/29/2025
Credit Suisse AG, London Branch 0.00% due 8/30/2024
Credit Suisse AG, London Branch 0.00% due 8/30/2024
Credit Suisse AG, London Branch 18.4% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier level: $13.08; 50% of initial price due 8/31/2026
Credit Suisse AG, London Branch 0.00% due 8/29/2025
Credit Suisse AG, London Branch 12.20% due 8/30/2024
Credit Suisse AG, London Branch 0.00% due 8/31/2026
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 2/28/2025
Credit Suisse AG, London Branch 0.00% due 8/29/2024
Credit Suisse AG, London Branch 0.00% due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 8/29/2024
Credit Suisse AG, London Branch 9% annualized for each day that index closes at or above barrier level; payable monthly due 8/31/2027
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 16.05% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $98.172 for Apple, $78.45 for Amazon, $97.068 for Meta; 60% of initial levels due 8/29/2025
Credit Suisse AG, London Branch 12.2% per year, payable quarterly due 8/30/2024
Credit Suisse AG, London Branch 28.2% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $11.973; 65% of initial share price due 8/29/2025
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3,043.245 for S&P, 1,424.8725 for Russell, 75% of initial levels due 2/29/2024
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1424.8725 for Russell, 3043.245 for S&P, 75% of initial levels due 2/29/2024
Credit Suisse AG, London Branch 7.5% annual rate, paid monthly if both indexes close above coupon barrier levels on related observation date; Coupon barrier levels: 3246.128 for S&P, 1519.864 for Russell; 80% of initial levels due 8/31/2027
Credit Suisse AG, London Branch 7.5% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barrier levels: 3246.128 for S&P, 1519.864 for Russell; 80% of initial levels due 8/31/2027
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1139.898 for Russell, 2434.596 for S&P, 7563.102 for Nasdaq, 60% of initial levels due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 8/31/2027
Credit Suisse AG, London Branch 0.00% due 8/29/2025
Credit Suisse AG, London Branch 0.00% due 8/31/2027
Credit Suisse AG, London Branch 0.00% due 8/31/2027
Credit Suisse AG, London Branch 0.00% due 8/27/2027
Credit Suisse AG, London Branch 12.00% due 8/29/2024
Credit Suisse AG, London Branch 9% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 3,519.6545 for S&P, 1,644.9931 for Russell; 85% of initial levels due 8/30/2027
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 2,683.6745; 65% of initial level due 8/26/2025
Credit Suisse AG, London Branch 9.8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,096.5475 for S&P, 9,661.3425 for Nasdaq; 75% of initial levels due 9/26/2023
Credit Suisse AG, London Branch 9.62% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 3302.984 for S&P, 10305.432 for Nasdaq, 26327.672 for Dow; 80% of initial levels due 8/26/2025
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,343.4001 for Russell, 2,890.111 for S&P, 9,017.253 for Nasdaq; 70% of initial levels due 5/28/2024
Credit Suisse AG, London Branch 10.2% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,343.4001 for Russell, 2,890.111 for S&P, 9,017.253 for Nasdaq; 70% of initial levels due 5/28/2024
Credit Suisse AG, London Branch 7.8% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2482.794 for S&P, 1149.4458 for Russell, 19838.166 for Dow; 60% of initial levels due 8/25/2026
Credit Suisse AG, London Branch 0.00% due 8/24/2027
Credit Suisse AG, London Branch 13.55% due 7/19/2023
Credit Suisse AG, London Branch 0.00% due 8/24/2027
Credit Suisse AG, London Branch 0.00% due 8/24/2027
Credit Suisse AG, London Branch 0.00% due 8/24/2027
Credit Suisse AG, London Branch 0.00% due 8/24/2027
Credit Suisse AG, London Branch 0.00% due 8/23/2027
Credit Suisse AG, London Branch 0.00% due 4/5/2024
Credit Suisse AG, London Branch 8.7% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $87.275 for Apple, $87.67 for Target; 50% of initial prices due 8/20/2025
Credit Suisse AG, London Branch 0.00% due 11/21/2023
Credit Suisse AG, London Branch 0.00% due 11/21/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2025
Credit Suisse AG, London Branch 0.00% due 8/20/2026
Credit Suisse AG, London Branch 0.00% due 8/20/2025
Credit Suisse AG, London Branch 0.00% due 8/20/2026
Credit Suisse AG, London Branch 0.00% due 8/19/2027
Credit Suisse AG, London Branch 0.00% due 8/20/2025
Credit Suisse AG, London Branch 0.00% due 8/20/2026
Credit Suisse AG, London Branch 0.00% due 8/18/2027
Credit Suisse AG, London Branch 0.00% due 8/15/2025
Credit Suisse AG, London Branch 0.00% due 8/15/2025
Credit Suisse AG, London Branch 0.00% due 8/15/2025
Credit Suisse AG, London Branch 11.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 9496.109 for Nasdaq, 1411.6312 for Russell, 23632.735 for Dow; 70% of initial levels due 5/17/2024
Credit Suisse AG, London Branch 15.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $32.158 for Wells Fargo, $38.066 for Citi; 70% of initial levels due 8/15/2024
Credit Suisse AG, London Branch 0.00% due 2/18/2025
Credit Suisse AG, London Branch 0.00% due 8/17/2027
Credit Suisse AG, London Branch 0.00% due 2/15/2024
Credit Suisse AG, London Branch 12.4% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $228.151 for QQQ, $24.22 for Financial; 70% of initial levels due 8/17/2026
Credit Suisse AG, London Branch 0.13% due 8/17/2027
Credit Suisse AG, London Branch 0.00% due 8/14/2024
Credit Suisse AG, London Branch 0.00% due 8/13/2025
Credit Suisse AG, London Branch 0.00% due 8/13/2025
Credit Suisse AG, London Branch 0.00% due 8/10/2027
Credit Suisse AG, London Branch 6.7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,072.595 for S&P, 960.912 for Russell; 50% of initial levels due 8/12/2024
Credit Suisse AG, London Branch 0.00% due 8/8/2024
Credit Suisse AG, London Branch SOFR, subject to a ceiling of 4% and floor of 3.45%; payable quarterly due 11/8/2023
Credit Suisse AG, London Branch 0 due 2/6/2025
Credit Suisse AG, London Branch 0.00% due 2/7/2024
Credit Suisse AG, London Branch 0.00% due 6/6/2024
Credit Suisse AG, London Branch 0.00% due 8/5/2027
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 8/7/2024
Credit Suisse AG, London Branch 0.00% due 2/3/2025
Credit Suisse AG, London Branch 0.00% due 8/1/2025
Credit Suisse AG, London Branch 0.00% due 8/5/2024
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 8/1/2024
Credit Suisse AG, London Branch 0.00% due 8/1/2024
Credit Suisse AG, London Branch If Alphabet stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 10.3% per year due 8/1/2024
Credit Suisse AG, London Branch 12.8% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $25.417; 70% of initial share price due 8/1/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13.8% per year unless either index closes below knock-in level on observation date for that quarter due 2/5/2024
Credit Suisse AG, London Branch 9.6% per year, payable monthly if the underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 2,891.203; 70% of initial level due 8/5/2024
Credit Suisse AG, London Branch 0.00% due 8/1/2025
Credit Suisse AG, London Branch 0.00% due 8/3/2027
Credit Suisse AG, London Branch 0.00% due 8/1/2025
Credit Suisse AG, London Branch 0.00% due 8/1/2025
Credit Suisse AG, London Branch 0.00% due 8/1/2025
Credit Suisse AG, London Branch 0.00% due 8/3/2026
Credit Suisse AG, London Branch 0.00% due 8/3/2026
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each fund closes at or above downside threshold price on determination date for that quarter due 7/29/2025
Credit Suisse AG, London Branch 0.00% due 2/4/2026
Credit Suisse AG, London Branch 4.3% initially, stepping up to 4.5% on Jan. 29, 2024 and to 5.15% on July 29, 2024; payable quarterly due 1/29/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 13% per year unless any index closes below knock-in level on observation date for that month due 5/1/2024
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2816.527 for S&P, 1293.8373 for Russell, 8821.029 for Nasdaq; 70% of initial levels due 7/29/2027
Credit Suisse AG, London Branch 5.9% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 24148.1925 for Dow, 3,011.832 for S&P; 75% of initial levels due 7/29/2027
Credit Suisse AG, London Branch 11% per year, payable monthly unless any index closes below coupon barrier level on observation date for that month; Coupon barriers: 1,109.0034 for Russell 2000, 7,560.882 for Nasdaq-100 and 46.902 for Euro Stoxx Banks; 60% of initial levels due 7/29/2025
Credit Suisse AG, London Branch 8% per year, payable monthly unless any index closes below coupon barrier level on observation date for that month; Coupon barriers: 2,414.166 for S&P 500, 1,109.0034 for Russell 2000 and 7,560.882 for Nasdaq-100; 60% of initial levels due 7/29/2025
Credit Suisse AG, London Branch 4.1% initially, stepping up to 4.5% on July 29, 2023; payable quarterly due 1/29/2024
Credit Suisse AG, London Branch 0.00% due 7/30/2027
Credit Suisse AG, London Branch 0.00% due 1/30/2025
Credit Suisse AG, London Branch 0.00% due 7/29/2027
Credit Suisse AG, London Branch 0.00% due 7/30/2025
Credit Suisse AG, London Branch 0.00% due 7/29/2024
Credit Suisse AG, London Branch 0.00% due 7/30/2026
Credit Suisse AG, London Branch 0.00% due 7/30/2026
Credit Suisse AG, London Branch 0.00% due 1/30/2024
Credit Suisse AG, London Branch 0.00% due 7/30/2024
Credit Suisse AG, London Branch 0.00% due 7/30/2024
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2975.13 S&P, 1363.32975 for Russell; 75% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 6% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 23992.53 for Dow, 2975.13 for S&P; 75% of initial levels due 7/28/2027
Credit Suisse AG, London Branch 9.35% annualized, payable monthly if each asset closes at or above its coupon barrier on related observation date; Coupon barriers: 2975.13 for S&P 500 and $46.68 for fund; 75% of initial levels due 7/28/2027
Credit Suisse AG, London Branch 0.00% due 7/28/2027
Credit Suisse AG, London Branch 0.00% due 7/30/2025
Credit Suisse AG, London Branch 0.00% due 9/12/2023
Credit Suisse AG, London Branch 0.00% due 7/28/2025
Credit Suisse AG, London Branch 0.00% due 7/28/2026
Credit Suisse AG, London Branch 0.00% due 7/28/2026
Credit Suisse AG, London Branch 0.00% due 7/28/2026
Credit Suisse AG, London Branch 0.00% due 7/29/2026
Credit Suisse AG, London Branch 6.20% due 7/28/2025
Credit Suisse AG, London Branch 0.00% due 8/8/2023
Credit Suisse AG, London Branch 0.00% due 7/28/2026
Credit Suisse AG, London Branch 0.00% due 1/8/2024
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,375.94 for S&P, 19,124.904 for Dow; 60% of initial levels due 7/25/2024
Credit Suisse AG, London Branch 7.75% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2969.925 for S&P, 1370.961 for Russell, 23906.13 for Dow; 75% of initial levels due 7/26/2027
Credit Suisse AG, London Branch 0.00% due 7/12/2024
Credit Suisse AG, London Branch 11% annualized, payable semiannually if each index closes at or above its coupon barrier on related semiannual observation date; Coupon barriers: 3149.352 for S&P, 1439.4592 for Russell; 80% of initial levels due 7/22/2025
Credit Suisse AG, London Branch SOFR, subject to a floor of 3.08%; payable quarterly due 7/22/2023
Credit Suisse AG, London Branch 0.00% due 7/21/2027
Credit Suisse AG, London Branch 13.05% due 1/22/2025
Credit Suisse AG, London Branch 7.45% due 7/21/2025
Credit Suisse AG, London Branch 11.3% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,704.212 for S&P, 8,388.534 for Nasdaq; 70% of initial levels due 7/21/2025
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,043.0502 for Russell, 2,298.51 for S&P, 18,643.566 for Dow; 60% of initial levels due 7/21/2026
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 11/20/2024
Credit Suisse AG, London Branch 0.00% due 7/17/2024
Credit Suisse AG, London Branch 0.00% due 10/19/2023
Credit Suisse AG, London Branch 0.00% due 7/18/2025
Credit Suisse AG, London Branch 0.00% due 7/18/2024
Credit Suisse AG, London Branch 0.00% due 7/18/2024
Credit Suisse AG, London Branch 0.00% due 7/18/2024
Credit Suisse AG, London Branch 16% per year, payable monthly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $22.055, 50% of initial share price due 7/20/2027
Credit Suisse AG, London Branch 12% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,661.246 for S&P, 8,209.971 for Nasdaq, 21,505.953 for Dow; 70% of initial levels due 7/21/2025
Credit Suisse AG, London Branch 0.00% due 7/20/2027
Credit Suisse AG, London Branch 12.95% due 7/19/2023
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year unless any index closes below coupon barrier level on observation date for that month; Coupon barriers: 2,653.266 for S&P 500, 1,195.2535 for Russell 2000 and 8,237.88 for Nasdaq-100; 70% of initial levels due 7/21/2025
Credit Suisse AG, London Branch 4.25% initially, stepping up to 4.75% on Jan. 15, 2024 and to 5.5% on Jan. 15, 2025; payable quarterly due 7/15/2025
Credit Suisse AG, London Branch 10.3%, payable semiannually if index closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 3,041.424; 80% of initial level due 7/20/2026
Credit Suisse AG, London Branch 4% initially, stepping up to 4.1% on July 15, 2023 and to 4.2% on Oct. 15, 2023; payable semiannually due 1/16/2024
Credit Suisse AG, London Branch 0.00% due 9/12/2024
Credit Suisse AG, London Branch 0.00% due 7/14/2025
Credit Suisse AG, London Branch 0.00% due 7/14/2025
Credit Suisse AG, London Branch 0.00% due 7/14/2025
Credit Suisse AG, London Branch 0.00% due 7/14/2025
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if the underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 2,698.101; 70% of initial level due 7/14/2027
Credit Suisse AG, London Branch 12.5% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 9,094.2675; 75% of initial level due 7/13/2026
Credit Suisse AG, London Branch 6% annual rate, payable monthly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 2,729.566; 70% of initial level due 8/14/2023
Credit Suisse AG, London Branch 12.25% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,729.566 for S&P, 1,238.5555 for Russell, 21,936.705 for Dow; 70% of initial levels due 7/15/2024
Credit Suisse AG, London Branch 0.00% due 7/10/2024
Credit Suisse AG, London Branch 0.00% due 10/12/2023
Credit Suisse AG, London Branch 0.00% due 7/12/2027
Credit Suisse AG, London Branch 0.00% due 7/9/2027
Credit Suisse AG, London Branch 12.7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,209.2829 for Russell, 2,691.556 for S&P, 8,296.813 for Nasdaq; 70% of initial levels due 7/11/2025
Credit Suisse AG, London Branch 0.00% due 7/12/2024
Credit Suisse AG, London Branch 0.00% due 7/10/2029
Credit Suisse AG, London Branch 0.00% due 7/10/2025
Credit Suisse AG, London Branch 12.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,649.766 for S&P, 8,052.604 for Nasdaq, 21,542.801 for Dow; 70% of initial levels due 7/8/2025
Credit Suisse AG, London Branch 0.00% due 7/5/2024
Credit Suisse AG, London Branch 0.00% due 7/1/2027
Credit Suisse AG, London Branch 0.00% due 12/6/2027
Credit Suisse AG, London Branch 0.00% due 6/7/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 6/3/2025
Credit Suisse AG, London Branch 0.00% due 1/3/2025
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 7/8/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 1/4/2024
Credit Suisse AG, London Branch 0.00% due 1/6/2025
Credit Suisse AG, London Branch 0.00% due 7/6/2026
Credit Suisse AG, London Branch 0.00% due 1/6/2025
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 1/4/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 13.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,839.035 for S&P, 1,280.9925 for Russell; 75% of initial levels due 1/8/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 7/6/2026
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 10/4/2023
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 7/6/2028
Credit Suisse AG, London Branch 7.70% due 7/8/2024
Credit Suisse AG, London Branch 0.00% due 7/1/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 13.70% due 6/30/2023
Credit Suisse AG, London Branch 4.5% initially, stepping up to 5% on Dec. 30, 2023 and to 6.7% on June 30, 2025; payable quarterly due 12/30/2025
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,057.24 for S&P, 9,310.216 for Nasdaq; 80% of initial levels due 10/2/2023
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2675.085 S&P, 1217.1887 for Russell; 70% of initial levels due 7/1/2025
Credit Suisse AG, London Branch 0.00% due 7/1/2027
Credit Suisse AG, London Branch 0.00% due 1/2/2025
Credit Suisse AG, London Branch 0.00% due 7/2/2024
Credit Suisse AG, London Branch 0.00% due 7/2/2025
Credit Suisse AG, London Branch 0.00% due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 7/1/2025
Credit Suisse AG, London Branch 0.00% due 7/2/2026
Credit Suisse AG, London Branch 0.00% due 7/2/2026
Credit Suisse AG, London Branch 0.00% due 1/2/2024
Credit Suisse AG, London Branch 0.00% due 7/2/2024
Credit Suisse AG, London Branch 0.00% due 7/2/2024
Credit Suisse AG, London Branch 0.00% due 6/30/2025
Credit Suisse AG, London Branch 11.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2925.0825 S&P, 1328.8065 for Russell; 75% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,730.077 for S&P, 1,240.2194 for Russell, 8,405.768 for Nasdaq; 70% of initial levels due 6/30/2027
Credit Suisse AG, London Branch 30% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $458.3865; 65% of initial share price due 6/30/2025
Credit Suisse AG, London Branch 11.25% annualized, payable semiannually if each index closes at or above its coupon barrier on related semiannual observation date; Coupon barriers: 3,120.088 for S&P, 1,417.3936 for Russell; 80% of initial levels due 6/30/2025
Credit Suisse AG, London Branch 0.00% due 7/1/2027
Credit Suisse AG, London Branch 0.00% due 8/1/2023
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/27/2025
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 9.4% annual rate, payable quarterly if the index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 2,738.22; 70% of initial level due 6/27/2024
Credit Suisse AG, London Branch 7.27% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2347.044 for S&P, 1059.4428 for Russell, 18900.408 for Dow; 60% of initial levels due 6/29/2026
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2347.044 for S&P, 7263.51 for Nasdaq, 18900.408 for Dow; 60% of initial levels due 6/30/2025
Credit Suisse AG, London Branch 0.00% due 6/29/2027
Credit Suisse AG, London Branch 0.00% due 6/28/2027
Credit Suisse AG, London Branch 12.8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,657.011 for S&P, 1,198.1711 for Russell, 8,188.376 for Nasdaq; 70% of initial levels due 6/29/2026
Credit Suisse AG, London Branch 0.00% due 12/8/2023
Credit Suisse AG, London Branch 9.60% due 1/2/2024
Credit Suisse AG, London Branch 13.25% due 6/27/2024
Credit Suisse AG, London Branch 6.4% annualized, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barriers: 3195.9065 for S&P, 1436.73545 for Russell; 85% of initial levels due 6/27/2025
Credit Suisse AG, London Branch SOFR, subject to a ceiling of 3.75% and floor of 3.2%; payable quarterly due 7/24/2023
Credit Suisse AG, London Branch SOFR, subject to a ceiling of 4.6% and floor of 3.7%; payable quarterly due 12/24/2023
Credit Suisse AG, London Branch 0.00% due 7/7/2023
Credit Suisse AG, London Branch 0.00% due 7/7/2023
Credit Suisse AG, London Branch 9.9% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,635.353 for S&P, 8,082.732 for Nasdaq, 21,371.175 for Dow; 70% of initial levels due 6/24/2027
Credit Suisse AG, London Branch 6% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 24,424.2 for Dow, 3,011.832 for S&P; 80% of initial levels due 6/24/2027
Credit Suisse AG, London Branch 0.00% due 7/25/2023
Credit Suisse AG, London Branch 0.00% due 7/24/2024
Credit Suisse AG, London Branch 0.00% due 6/23/2028
Credit Suisse AG, London Branch 0.00% due 6/23/2023
Credit Suisse AG, London Branch 0.00% due 6/24/2024
Credit Suisse AG, London Branch 11% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: $1,285.72 for Alphabet, $148.59 for Microsoft; 60% of initial prices due 6/23/2025
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,572.39 for S&P, 7,886.19 for Nasdaq, 2,406.92 for Stoxx; 70% of initial prices due 6/23/2025
Credit Suisse AG, London Branch 0.00% due 6/23/2026
Credit Suisse AG, London Branch 0.00% due 6/23/2026
Credit Suisse AG, London Branch 11.50% due 9/25/2023
Credit Suisse AG, London Branch 0.00% due 12/20/2024
Credit Suisse AG, London Branch 0.00% due 6/21/2024
Credit Suisse AG, London Branch 9.6% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,249.2705; 75% of initial level due 6/23/2026
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2388.646 for S&P, 7322.8935 for Nasdaq, 2234.999 for Stoxx; 65% of initial levels due 6/21/2024
Credit Suisse AG, London Branch 9.8% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2756.13 for S&P, 1249.2705 for Russell; 75% of initial levels due 6/23/2025
Credit Suisse AG, London Branch 8.1% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2756.13 for S&P, 1249.2705 for Russell; 75% of initial levels due 6/23/2025
Credit Suisse AG, London Branch 19.05% per year, payable quarterly if each underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barrier: $95.912 for Health Care, $219.752 for QQQ; 80% of initial levels due 6/23/2023
Credit Suisse AG, London Branch 10.1%, payable quarterly if each index closes at or above coupon barrier level on quarterly observation date; Coupon barrier levels: 8627.79 for Nasdaq, 2,839.035 for S&P and 23,081.5725 for Dow; 75% of initial levels due 7/7/2025
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2200.062 for S&P, 6676.542 for Nasdaq; 60% of initial levels due 6/24/2024
Credit Suisse AG, London Branch 9.5%, payable semiannually if each index closes at or above its knock-in level on semiannual observation date due 6/23/2027
Credit Suisse AG, London Branch 0.00% due 6/20/2024
Credit Suisse AG, London Branch 0.00% due 6/20/2024
Credit Suisse AG, London Branch 0.00% due 12/20/2023
Credit Suisse AG, London Branch 11% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,750.08 for S&P, 1,237.377 for Russell; 75% of initial levels due 6/20/2025
Credit Suisse AG, London Branch 0.00% due 6/18/2027
Credit Suisse AG, London Branch 0.00% due 6/21/2028
Credit Suisse AG, London Branch 0.00% due 6/20/2025
Credit Suisse AG, London Branch 0.00% due 7/5/2024
Credit Suisse AG, London Branch 0.00% due 6/12/2024
Credit Suisse AG, London Branch 0.00% due 6/18/2027
Credit Suisse AG, London Branch 0.00% due 6/18/2027
Credit Suisse AG, London Branch 0.00% due 6/18/2032
Credit Suisse AG, London Branch 0.00% due 6/18/2027
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 0.00% due 7/6/2028
Credit Suisse AG, London Branch 0.00% due 6/20/2024
Credit Suisse AG, London Branch 12.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,624.741 for S&P, 7,901.824 for Nasdaq; 70% of initial levels due 6/17/2027
Credit Suisse AG, London Branch 11.85% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,801.61 for S&P, 1,280.87175 for Russell, 22,773.6225 for Dow; 75% of initial levels due 9/18/2023
Credit Suisse AG, London Branch 7.1% annualized, or 3.55% for the term, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 25,114.232 for Dow, 3,120.688 for S&P, 9,466.256 for Nasdaq; 80% of initial levels due 12/19/2022
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1260.1988 for Russell, 2730.602 for S&P; 70% of initial levels due 6/17/2025
Credit Suisse AG, London Branch 0.00% due 6/18/2025
Credit Suisse AG, London Branch 0.00% due 3/8/2024
Credit Suisse AG, London Branch 0.00% due 6/16/2027
Credit Suisse AG, London Branch 4.75% initially, stepping up to 5% on June 15, 2027 and to 7.5% on June 15, 2031; payable quarterly due 6/15/2032
Credit Suisse AG, London Branch 0.00% due 6/17/2024
Credit Suisse AG, London Branch 6.95% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 1,114.48675 for Russell, 2,437.2595 for S&P, 65% of initial level due 7/17/2023
Credit Suisse AG, London Branch 0.00% due 6/16/2023
Credit Suisse AG, London Branch 0.00% due 6/13/2024
Credit Suisse AG, London Branch 7.30% due 6/16/2025
Credit Suisse AG, London Branch 0.00% due 6/13/2025
Credit Suisse AG, London Branch 7.3% per year, payable monthly if each index closes at or above its coupon barrier level on monthly observation date; Coupon barriers: 24,683.175 for Dow, 3,086.8275 for S&P; 75% of initial levels due 6/17/2024
Credit Suisse AG, London Branch 0.00% due 6/22/2023
Credit Suisse AG, London Branch 0.00% due 6/22/2023
Credit Suisse AG, London Branch 0.00% due 7/12/2023
Credit Suisse AG, London Branch 0.00% due 6/13/2024
Credit Suisse AG, London Branch 0.00% due 6/28/2023
Credit Suisse AG, London Branch 0.00% due 6/17/2024
Credit Suisse AG, London Branch 0.00% due 6/13/2024
Credit Suisse AG, London Branch 0.00% due 6/13/2024
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 3,013.37 for S&P, 1,388.142 for Russell; 75% of initial levels due 6/12/2025
Credit Suisse AG, London Branch 0.00% due 9/14/2023
Credit Suisse AG, London Branch 16.6% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $21.60, 50% of initial share price due 6/14/2027
Credit Suisse AG, London Branch 0.00% due 6/13/2024
Credit Suisse AG, London Branch SOFR, subject to a floor of 3.5%; payable quarterly due 12/13/2023
Credit Suisse AG, London Branch 0.00% due 6/11/2032
Credit Suisse AG, London Branch 4% initially, stepping up to 4.25% on June 10, 2024 and to 5% on June 10, 2025; payable quarterly due 12/10/2025
Credit Suisse AG, London Branch 11.01% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in price: $239.10; 65% of initial share price due 6/23/2023
Credit Suisse AG, London Branch 0.00% due 12/12/2023
Credit Suisse AG, London Branch 0.00% due 9/13/2023
Credit Suisse AG, London Branch 0.00% due 6/12/2025
Credit Suisse AG, London Branch 0.00% due 9/12/2023
Credit Suisse AG, London Branch 0.00% due 7/12/2023
Credit Suisse AG, London Branch 0.00% due 6/23/2023
Credit Suisse AG, London Branch 0.00% due 6/10/2027
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,472.858 for S&P, 1,133.931 for Russell, 7,559.778 for Nasdaq; 60% of initial levels due 6/10/2024
Credit Suisse AG, London Branch 8.05% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,875.98 for S&P, 1,318.137 for Russell; 70% of initial levels due 6/6/2025
Credit Suisse AG, London Branch 15.20% due 6/8/2023
Credit Suisse AG, London Branch 0.00% due 6/6/2025
Credit Suisse AG, London Branch 0.00% due 6/22/2023
Credit Suisse AG, London Branch 14.2% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier: $252.70, 70% of initial share price due 6/22/2023
Credit Suisse AG, London Branch 0.00% due 6/22/2023
Credit Suisse AG, London Branch 0.00% due 6/10/2024
Credit Suisse AG, London Branch 0.00% due 1/11/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.9% per year unless any index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 3,075.9225 for S&P 500, 1,391.118 for Russell 2000 and 9,411.27 for Nasdaq-100, or 75% of initial levels due 6/6/2024
Credit Suisse AG, London Branch 0.00% due 3/6/2023
Credit Suisse AG, London Branch 0.00% due 12/4/2024
Credit Suisse AG, London Branch 0.00% due 12/4/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2025
Credit Suisse AG, London Branch 0.00% due 6/5/2028
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 6/3/2027
Credit Suisse AG, London Branch 0.00% due 12/4/2024
Credit Suisse AG, London Branch 0.00% due 12/5/2024
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 12.42% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $1,820.192; 80% of initial share price due 12/6/2023
Credit Suisse AG, London Branch 17.5% per year, payable monthly if each stock closes at or above knock-in level on observation date for that month due 6/3/2025
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13.5% per year unless either index closes below knock-in level on observation date for that quarter due 12/4/2023
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,892.505 for S&P, 1,304.8301 for Russell; 70% of initial levels due 6/3/2027
Credit Suisse AG, London Branch 0.00% due 6/4/2025
Credit Suisse AG, London Branch 0.00% due 6/3/2026
Credit Suisse AG, London Branch 0.00% due 6/4/2025
Credit Suisse AG, London Branch SOFR, subject to a floor of 3%; payable quarterly due 6/3/2025
Credit Suisse AG, London Branch 0.00% due 7/26/2024
Credit Suisse AG, London Branch 0.00% due 7/26/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2025
Credit Suisse AG, London Branch 0.00% due 6/3/2027
Credit Suisse AG, London Branch 0.00% due 6/5/2028
Credit Suisse AG, London Branch 0.00% due 6/5/2028
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,910.77 for S&P, 1,321.527 for Russell, 2,666.2 for Stoxx; 70% of initial prices due 8/30/2024
Credit Suisse AG, London Branch 0.00% due 6/2/2025
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on quarterly observation date, notes pay contingent coupon at rate of 11.51% per year for that quarter and all prior unpaid contingent coupons, if any; Coupon barrier level: $36.50, or 80% of initial share price due 6/14/2023
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on quarterly observation date, notes pay contingent coupon at rate of 14.25% per year for that quarter and all prior unpaid contingent coupons, if any; Coupon barrier level: $33.75, or 70% of initial share price due 6/14/2023
Credit Suisse AG, London Branch 0.00% due 6/14/2023
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 8.8% per year, payable monthly if the underlying index closes at or above its coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,910.768; 70% of initial level due 12/2/2024
Credit Suisse AG, London Branch 0.00% due 6/14/2023
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 8/29/2024
Credit Suisse AG, London Branch 0.00% due 6/2/2025
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/1/2027
Credit Suisse AG, London Branch 0.00% due 5/28/2027
Credit Suisse AG, London Branch 0.00% due 6/1/2027
Credit Suisse AG, London Branch 30.00% due 11/30/2022
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,286.7666 for Russell, 8,593.753 for Nasdaq; 70% of initial levels due 6/1/2026
Credit Suisse AG, London Branch 10.7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,840.488 for S&P, 1,286.7666 for Russell, 8,593.753 for Nasdaq; 70% of initial levels due 6/1/2026
Credit Suisse AG, London Branch 10.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,840.488 for S&P, 1,286.7666 for Russell, 8,593.753 for Nasdaq; 70% of initial levels due 6/2/2025
Credit Suisse AG, London Branch 10.35% annualized, payable monthly if each asset closes at or above its coupon barrier on related observation date; Coupon barriers: 3449.164 for S&P 500 and $53.8135 for fund; 85% of initial levels due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 7.85% annualized for each day that index closes at or above 85% barrier level; payable monthly due 5/28/2027
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,984.0475 for S&P, 1,349.373 for Russell; 75% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 15.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,785.111 for S&P, 1,259.4148 for Russell, 8,360.751 for Nasdaq; 70% of initial levels due 5/31/2024
Credit Suisse AG, London Branch 7.3% per year, payable semiannually if the underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 1,989.365; 50% of initial level due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 5/28/2027
Credit Suisse AG, London Branch 0.00% due 8/29/2023
Credit Suisse AG, London Branch 0.00% due 8/15/2023
Credit Suisse AG, London Branch 9.65% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2759.036 for S&P, 1235.3782 for Russell; 70% of initial levels due 5/27/2025
Credit Suisse AG, London Branch 11.8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,759.036 for S&P, 1,235.3782 for Russell, 8,238.888 for Nasdaq; 70% of initial levels due 5/27/2025
Credit Suisse AG, London Branch 15.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $9.273; 55% of initial share price due 5/30/2024
Credit Suisse AG, London Branch 0.00% due 3/1/2023
Credit Suisse AG, London Branch 0.00% due 6/8/2023
Credit Suisse AG, London Branch 3.25% initially, stepping up to 4.3% on May 25, 2023; payable quarterly due 5/25/2024
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2384.25 for S&P, 19128.144 for Dow; 60% of initial levels due 5/28/2024
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,582.9375 for S&P, 7,822.282 for Nasdaq, 2,410.4535 for Stoxx; 65% of initial levels due 5/29/2024
Credit Suisse AG, London Branch 0.00% due 5/28/2024
Credit Suisse AG, London Branch 0.00% due 7/17/2024
Credit Suisse AG, London Branch 0.00% due 5/26/2026
Credit Suisse AG, London Branch 0.00% due 5/26/2026
Credit Suisse AG, London Branch 0.00% due 11/25/2024
Credit Suisse AG, London Branch 0.00% due 5/23/2024
Credit Suisse AG, London Branch 0.00% due 11/25/2022
Credit Suisse AG, London Branch 11.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,730.95 for S&P, 1,241.286 for Russell, 8,284.93 for Stoxx; 75% of initial prices due 5/23/2025
Credit Suisse AG, London Branch 7.55% per year, payable semiannually if each index closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 2730.952 for S&P, 1241.2862 for Russell; 70% of initial levels due 5/27/2025
Credit Suisse AG, London Branch 9% per year, payable semiannually if each index closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 2730.952 for S&P, 1241.2862 for Russell; 70% of initial levels due 5/27/2025
Credit Suisse AG, London Branch 0.00% due 6/23/2023
Credit Suisse AG, London Branch 0.00% due 5/23/2024
Credit Suisse AG, London Branch 0.00% due 5/15/2024
Credit Suisse AG, London Branch 6.40% due 8/25/2023
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,730.55 for S&P, 1,243.356 for Russell, 8,312.94 for Nasdaq; 70% of initial prices due 5/22/2025
Credit Suisse AG, London Branch 9.16% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: 2,746.58; 70% of initial level due 6/5/2023
Credit Suisse AG, London Branch 9.9% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2730.553 for S&P, 1243.3561 for Russell; 70% of initial levels due 6/26/2023
Credit Suisse AG, London Branch 0.00% due 5/27/2025
Credit Suisse AG, London Branch 0.00% due 8/21/2024
Credit Suisse AG, London Branch 6.60% due 5/24/2024
Credit Suisse AG, London Branch 0.00% due 5/22/2024
Credit Suisse AG, London Branch 10.45% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,380.2235; 75% of initial level due 5/20/2026
Credit Suisse AG, London Branch 0.00% due 5/21/2024
Credit Suisse AG, London Branch 0.00% due 2/22/2023
Credit Suisse AG, London Branch 0.00% due 6/2/2023
Credit Suisse AG, London Branch 0.00% due 5/21/2025
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 5/19/2027
Credit Suisse AG, London Branch 0.00% due 5/31/2023
Credit Suisse AG, London Branch 0.00% due 6/1/2023
Credit Suisse AG, London Branch 0.00% due 5/3/2024
Credit Suisse AG, London Branch 9.9% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,344.4995; 75% of initial level due 5/19/2025
Credit Suisse AG, London Branch 15.4% per year, payable monthly if each index closes at or above its coupon barrier level on every trading day during the observation period; Coupon barriers: 1,434.1328 for Russell, 9,909.92 for Nasdaq; 80% of initial levels due 6/20/2023
Credit Suisse AG, London Branch 7.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,816.723 for S&P, 1,254.8662 for Russell, 22,537.662 for Dow; 75% of initial levels due 5/18/2027
Credit Suisse AG, London Branch 0.00% due 5/18/2027
Credit Suisse AG, London Branch 0.00% due 5/17/2029
Credit Suisse AG, London Branch 0.00% due 8/14/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2023
Credit Suisse AG, London Branch 0.00% due 5/15/2026
Credit Suisse AG, London Branch 0.00% due 11/16/2023
Credit Suisse AG, London Branch 0.00% due 5/18/2028
Credit Suisse AG, London Branch 0.00% due 5/18/2027
Credit Suisse AG, London Branch 15.00% due 11/17/2023
Credit Suisse AG, London Branch 0.00% due 5/17/2027
Credit Suisse AG, London Branch 16.25% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $19.495, 50% of initial share price due 5/17/2027
Credit Suisse AG, London Branch 9.41% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in level: 2,754.63; 70% of initial level due 5/30/2023
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,751.056 for S&P, 1,217.5674 for Russell, 8,361.85 for Nasdaq; 70% of initial levels due 5/18/2026
Credit Suisse AG, London Branch 10.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,751.056 for S&P, 1,217.5674 for Russell, 8,361.85 for Nasdaq; 70% of initial levels due 5/19/2025
Credit Suisse AG, London Branch 28.5% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $436.80; 60% of initial share price due 5/17/2023
Credit Suisse AG, London Branch 11.75% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,951.39 for S&P, 1,288.608 for Russell, 8,975.67 for Nasdaq; 75% of initial prices due 8/15/2024
Credit Suisse AG, London Branch 16.9% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $58.653, 70% of initial share price due 5/16/2024
Credit Suisse AG, London Branch 10.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,754.626 for S&P, 1,202.7008 for Russell, 8,377.292 for Nasdaq; 70% of initial levels due 5/16/2025
Credit Suisse AG, London Branch 7.3% annualized, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 1321.34175 for Russell, 3000.7875 for S&P, 9259.395 for Nasdaq; 75% of initial levels due 5/16/2025
Credit Suisse AG, London Branch 0.00% due 5/14/2027
Credit Suisse AG, London Branch 0.00% due 5/16/2024
Credit Suisse AG, London Branch 0.00% due 5/16/2024
Credit Suisse AG, London Branch 0.00% due 5/16/2024
Credit Suisse AG, London Branch 8.2% annualized, payable quarterly if each index closes at or above its coupon barrier on related observation date; previously unpaid coupons will also be paid; Coupon barriers: 2800.735 for S&P and 8642.102 for Nasdaq; 70% of initial levels due 5/13/2024
Credit Suisse AG, London Branch 0.00% due 5/14/2025
Credit Suisse AG, London Branch 9.3% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 8995.385 for Nasdaq, 1309.8036 for Russell, 23098.579 for Dow; 70% of initial levels due 5/12/2025
Credit Suisse AG, London Branch 16.4% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on every trading day during the observation period; Coupon barrier levels: 9,140.79 for Nasdaq, 2,993.43 for S&P; 75% of initial levels due 5/13/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,379.67375 for Russell, 3,092.505 for S&P; 75% of initial levels due 5/12/2027
Credit Suisse AG, London Branch 10% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6703.246 for Nasdaq, 969.144 for Russell, 2195.182 for S&P; 55% of initial levels due 11/13/2023
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 1/9/2025
Credit Suisse AG, London Branch 0.00% due 5/9/2025
Credit Suisse AG, London Branch 12.01% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in level: 3,317.5; 80% of initial level due 5/23/2023
Credit Suisse AG, London Branch 0.00% due 1/9/2025
Credit Suisse AG, London Branch 0.00% due 6/8/2023
Credit Suisse AG, London Branch 0.00% due 5/8/2024
Credit Suisse AG, London Branch 0.00% due 11/9/2023
Credit Suisse AG, London Branch 0.00% due 12/8/2023
Credit Suisse AG, London Branch 12.8% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,309.8036 for Russell, 8,995.385 for Nasdaq, 23,098.579 for Dow; 70% of initial levels due 2/12/2024
Credit Suisse AG, London Branch 0.00% due 6/7/2023
Credit Suisse AG, London Branch 0.00% due 5/9/2024
Credit Suisse AG, London Branch 0.00% due 5/22/2023
Credit Suisse AG, London Branch 0.00% due 5/10/2024
Credit Suisse AG, London Branch 0.00% due 5/19/2023
Credit Suisse AG, London Branch 0.00% due 5/19/2023
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barriers: $58.095 for Disney, $40.82 for Starbucks, $1,222.61 for Alphabet; 50% of initial levels due 5/9/2028
Credit Suisse AG, London Branch 0.00% due 5/8/2024
Credit Suisse AG, London Branch 0.00% due 11/2/2023
Credit Suisse AG, London Branch 22.7% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $33.08 for Alcoa, $17.58 for Antero; 50% of initial levels due 5/5/2023
Credit Suisse AG, London Branch 0.00% due 6/2/2023
Credit Suisse AG, London Branch 0.00% due 11/1/2024
Credit Suisse AG, London Branch 0.00% due 5/5/2025
Credit Suisse AG, London Branch 14.40% due 11/6/2023
Credit Suisse AG, London Branch 0.00% due 5/2/2025
Credit Suisse AG, London Branch 0.00% due 11/2/2023
Credit Suisse AG, London Branch 0.00% due 5/4/2027
Credit Suisse AG, London Branch 0.00% due 5/2/2024
Credit Suisse AG, London Branch 13.6% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $8.496, 60% of initial share price due 5/2/2024
Credit Suisse AG, London Branch 0.00% due 5/2/2025
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 4.5% annual rate, payable quarterly if index closes above threshold level on related observation date due 10/29/2024
Credit Suisse AG, London Branch 5.4% annual rate, payable quarterly if index closes above threshold level on related observation date due 10/29/2024
Credit Suisse AG, London Branch 18% annual rate, payable monthly if stock closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $95.844; 60% of initial share price due 4/29/2025
Credit Suisse AG, London Branch 13.57% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $122.73 for Apple, $1,777.8375 for Alphabet; 75% of initial levels due 5/2/2024
Credit Suisse AG, London Branch 15.85% per year, payable monthly if each underlier closes at or above its barrier level on observation date due 5/5/2025
Credit Suisse AG, London Branch 25% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier/knock-in price: $20.702; 55% of initial share price due 11/3/2023
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,001.25 for S&P, 1,342.5608 for Russell; 70% of initial levels due 5/5/2025
Credit Suisse AG, London Branch 20.9% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $569.673; 65% of initial share price due 5/5/2025
Credit Suisse AG, London Branch 0.00% due 6/2/2023
Credit Suisse AG, London Branch 8.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 2,928.77 for S&P, 9,102.35 for Nasdaq, 2,614.25 for Stoxx; 70% of initial prices due 5/2/2025
Credit Suisse AG, London Branch 0.00% due 5/3/2027
Credit Suisse AG, London Branch 14.70% due 11/2/2022
Credit Suisse AG, London Branch 7.13% due 5/2/2025
Credit Suisse AG, London Branch 18.00% due 5/1/2023
Credit Suisse AG, London Branch 0.00% due 10/27/2023
Credit Suisse AG, London Branch 0.00% due 6/30/2023
Credit Suisse AG, London Branch 10.61% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period, plus any previously unpaid contingent coupons; Coupon barrier: $21.365, 50% of initial share price due 4/29/2025
Credit Suisse AG, London Branch 22.4% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $113.7175 for Meta, $1,485.8285 for Alphabet, $29.393 for Intel, $122.551 for Netflix; 65% of initial levels due 5/2/2023
Credit Suisse AG, London Branch 0.00% due 6/1/2023
Credit Suisse AG, London Branch 0.00% due 7/26/2024
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier level: $78.745 for Chevron, $28.09 for Devon, $26.89 for Exxon Mobil, $41.13 for Shell; 50% of initial prices due 4/28/2027
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 0.00% due 10/30/2023
Credit Suisse AG, London Branch 10.59% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 25,537.095 for Dow, 3,222.09 for S&P, 10,149.915 for Nasdaq, 75% of initial levels due 4/28/2025
Credit Suisse AG, London Branch 0.00% due 8/29/2023
Credit Suisse AG, London Branch 0.00% due 4/27/2027
Credit Suisse AG, London Branch 0.00% due 4/27/2026
Credit Suisse AG, London Branch 9.00% due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 4/28/2026
Credit Suisse AG, London Branch 0.00% due 4/28/2026
Credit Suisse AG, London Branch 0.00% due 4/28/2026
Credit Suisse AG, London Branch 0.00% due 4/28/2026
Credit Suisse AG, London Branch 0.00% due 5/8/2023
Credit Suisse AG, London Branch 7.65% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 9,349.809; 70% of initial level due 4/28/2025
Credit Suisse AG, London Branch 11.1% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $41.6175; 75% of initial share price due 4/25/2024
Credit Suisse AG, London Branch 11.25% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $26.586; 70% of initial share price due 4/25/2024
Credit Suisse AG, London Branch 6.9% per year, payable semiannually if each index closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 2990.246 for S&P, 1358.4655 for Russell; 70% of initial levels due 4/28/2025
Credit Suisse AG, London Branch 8.1% per year, payable semiannually if each index closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 2990.246 for S&P, 1358.4655 for Russell; 70% of initial levels due 4/28/2025
Credit Suisse AG, London Branch 0.00% due 6/8/2028
Credit Suisse AG, London Branch 0.00% due 5/9/2023
Credit Suisse AG, London Branch 11.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 24354.932 for Dow, 9604.315 for Nasdaq, 1394.0234 for Russell; 70% of initial levels due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 11/20/2023
Credit Suisse AG, London Branch 0.00% due 12/22/2023
Credit Suisse AG, London Branch 0.00% due 5/25/2023
Credit Suisse AG, London Branch 0.00% due 11/6/2023
Credit Suisse AG, London Branch 0.00% due 4/23/2027
Credit Suisse AG, London Branch 0.00% due 4/26/2023
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,222.911 for Russell, 2,675.67 for S&P, 8,399.118 for Nasdaq, 21,096.474 for Dow; 60% of initial levels due 6/26/2023
Credit Suisse AG, London Branch 0.00% due 2/15/2024
Credit Suisse AG, London Branch 0.00% due 4/24/2025
Credit Suisse AG, London Branch 9.75% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 3,123.55 for S&P, 1,421.536 for Russell, 9,947.18 for Nasdaq; 70% of initial prices due 4/23/2024
Credit Suisse AG, London Branch 0.00% due 10/24/2023
Credit Suisse AG, London Branch 0.00% due 7/18/2023
Credit Suisse AG, London Branch 0.00% due 4/21/2027
Credit Suisse AG, London Branch 0.00% due 4/21/2025
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3293.7675 for S&P, 1492.6005 for Russell, 75% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3,074.183 for S&P, 24,088.183 for Dow, 70% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 0.00% due 4/19/2027
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if each index closes at or above coupon barrier level on every trading day during the observation period; Coupon barrier levels: 2,855.18 for S&P, 1,303.237 for Russell, 2,501.64 for Stoxx; 75% of initial prices due 4/18/2024
Credit Suisse AG, London Branch 12.35% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $27.307 for Fifth Third, $122.50 for PNC, $14.511 for Regions; 70% of initial prices due 4/20/2027
Credit Suisse AG, London Branch 0.00% due 1/24/2024
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 0.00% due 4/19/2024
Credit Suisse AG, London Branch 4.70% due 7/19/2023
Credit Suisse AG, London Branch 6.70% due 7/19/2023
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,490.20275 for Russell, 3,298.0875 for S&P, 25,665.27 for Dow; 75% of initial levels due 4/20/2026
Credit Suisse AG, London Branch 15% per year, payable monthly, if the reference rate spread is greater than or equal to the interest barrier on the relevant review date; reference rate spread is the 30-year swap rate minus the two-year swap rate; Interest barrier: Negative 0.5% due 10/18/2023
Credit Suisse AG, London Branch 0.00% due 5/17/2024
Credit Suisse AG, London Branch 8.05% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 4/16/2026
Credit Suisse AG, London Branch 5.9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3078.215 for S&P, 1390.8559 for Russell, 23954.252 for Dow; 70% of initial levels due 4/15/2027
Credit Suisse AG, London Branch 0.00% due 4/13/2026
Credit Suisse AG, London Branch 9.47% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,495.9215; 75% of initial level due 4/13/2026
Credit Suisse AG, London Branch 9.3% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 1,495.9215; 75% of initial level due 4/13/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $7.85, 50% of initial price due 4/24/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $136.98855 for Caterpillar, $50.779035 for Schwab; 63.45% of initial prices due 4/14/2025
Credit Suisse AG, London Branch 7.1% annual rate, payable monthly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 3,150.147; 70% of initial level due 10/12/2023
Credit Suisse AG, London Branch 0.00% due 1/26/2024
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 10,149.216 for Nasdaq, 3,136.805 for S&P; 70% of initial levels due 4/11/2025
Credit Suisse AG, London Branch 17% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $6.60; 50% of initial share price due 4/11/2024
Credit Suisse AG, London Branch 0.00% due 2/8/2024
Credit Suisse AG, London Branch 6.15% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,023.0215 for Russell, 2,262.56 for S&P, 7,410.32 for Nasdaq, 50% of initial levels due 6/8/2023
Credit Suisse AG, London Branch 0.00% due 4/9/2025
Credit Suisse AG, London Branch 0.00% due 4/9/2025
Credit Suisse AG, London Branch 13.05% due 4/7/2025
Credit Suisse AG, London Branch 5.55% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3182.102 for S&P, 1463.777 for Russell, 10402.847 for Nasdaq; 70% of initial levels due 4/7/2025
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 0.00% due 4/6/2023
Credit Suisse AG, London Branch 0.00% due 4/5/2024
Credit Suisse AG, London Branch 0.00% due 4/7/2025
Credit Suisse AG, London Branch 0.00% due 4/5/2027
Credit Suisse AG, London Branch 0.00% due 4/5/2027
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 8.25%, payable semiannually if index closes above 80% coupon barrier on observation date due 4/6/2026
Credit Suisse AG, London Branch 12.6% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $29.175; 75% of initial share price due 10/4/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 11,870.792 for Nasdaq, 27,742.68 for Dow; 80% of initial levels due 10/5/2023
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 1,552.59375; 75% of initial level due 4/6/2026
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 24274.845 for Dow, 1449.0875 for Russell, 3171.287 for S&P; 70% of initial levels due 10/5/2023
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,552.59375 for Russell, 3,397.8075 for S&P, 11,128.8675 for Nasdaq, 75% of initial levels due 4/7/2025
Credit Suisse AG, London Branch 0.00% due 4/5/2027
Credit Suisse AG, London Branch 9.00% due 7/5/2022
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 4/7/2026
Credit Suisse AG, London Branch 0.00% due 4/5/2028
Credit Suisse AG, London Branch 5.5% per year, payable monthly if index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 2761.47, 60% of initial index level due 1/4/2024
Credit Suisse AG, London Branch 0.00% due 10/4/2027
Credit Suisse AG, London Branch 20.00% due 3/31/2023
Credit Suisse AG, London Branch 20.5% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; previously unpaid coupons will also be paid; Coupon barrier prices: $144.9565 for CrowdStrike, $24.6025 for Halliburton; 65% of initial prices due 4/1/2024
Credit Suisse AG, London Branch 9.77% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $9.198; 60% of initial share price due 3/31/2025
Credit Suisse AG, London Branch 10.55% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $37.477 for Lincoln, $39.3305 for MetLife; 55% of initial levels due 3/31/2027
Credit Suisse AG, London Branch 6.25% per year, payable monthly if the underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 2725.84; 60% of initial level due 7/3/2023
Credit Suisse AG, London Branch 12% per year, payable monthly, if the reference rate spread is greater than or equal to the interest barrier on the relevant review date; reference rate spread is the 30-year swap rate minus the two-year swap rate; Interest barrier: –0.53% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 5/1/2024
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 0.00% due 4/2/2025
Credit Suisse AG, London Branch 0.00% due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 4/1/2027
Credit Suisse AG, London Branch 0.00% due 4/2/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3202.864 for S&P, 1454.642 for Russell, 10491.18 for Nasdaq; 70% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 3/31/2027
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 13.00% due 4/28/2023
Credit Suisse AG, London Branch 11.75% due 3/31/2025
Credit Suisse AG, London Branch 18.65% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $2306.829 for Amazon, $388.997 for Costco, $153.027 for Target, $100.415 for Walmart, 70% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 10.66% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $269.5125 for QQQ, $29.64 for Financial; 75% of initial levels due 9/28/2023
Credit Suisse AG, London Branch 9.7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3180.142 for S&P, 10328.017 for Nasdaq, 24402.868 for Dow; 70% of initial levels due 3/29/2024
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3407.295 for S&P, 1558.48725 for Russell, 26145.93 for Dow; 75% of initial levels due 3/30/2027
Credit Suisse AG, London Branch 15% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $8.505 for American, $41.925 for Phillips, $40.135 for Wynn; 50% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barriers: $51.1875 for Energy, $90.09 for Oil & Gas; 65% of initial prices due 6/30/2023
Credit Suisse AG, London Branch 0.00% due 3/30/2026
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2026
Credit Suisse AG, London Branch 0.00% due 3/27/2024
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $120.45644 for Apple, $96.16032 for Disney; 69.2% of initial prices due 3/29/2023
Credit Suisse AG, London Branch 8.2% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,164.112 for S&P, 1,452.8101 for Russell; 70% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 11/22/2023
Credit Suisse AG, London Branch 0.00% due 4/10/2023
Credit Suisse AG, London Branch 0.00% due 3/27/2025
Credit Suisse AG, London Branch 0.00% due 3/28/2025
Credit Suisse AG, London Branch 20.00% due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 3/27/2025
Credit Suisse AG, London Branch 8.65% annualized, payable monthly if each underlier closes at or above its coupon barrier on related monthly observation date; Coupon barriers: $55.824 for ETF, 3,564.992 for S&P; 80% of initial levels due 3/29/2027
Credit Suisse AG, London Branch 8.00% due 6/28/2023
Credit Suisse AG, London Branch 32.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $71.239 for Conoco, $34.902 for Freeport, $73.206 for Lyondell, $41.748 for Occidental; 70% of initial levels due 9/25/2024
Credit Suisse AG, London Branch 0.00% due 8/4/2023
Credit Suisse AG, London Branch 9%, payable monthly due 6/27/2022
Credit Suisse AG, London Branch 0.00% due 4/21/2023
Credit Suisse AG, London Branch 0.00% due 4/5/2023
Credit Suisse AG, London Branch 0.00% due 5/17/2023
Credit Suisse AG, London Branch 0.00% due 3/23/2027
Credit Suisse AG, London Branch 0.00% due 3/23/2028
Credit Suisse AG, London Branch 0.00% due 9/23/2027
Credit Suisse AG, London Branch 0.00% due 9/23/2026
Credit Suisse AG, London Branch 9.00% due 3/25/2024
Credit Suisse AG, London Branch 0.00% due 3/23/2026
Credit Suisse AG, London Branch 0.00% due 3/23/2026
Credit Suisse AG, London Branch 0.00% due 3/24/2025
Credit Suisse AG, London Branch 0.00% due 3/24/2025
Credit Suisse AG, London Branch 14.5% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period, plus any previously unpaid contingent coupons; Coupon barrier: $11.802, 70% of initial share price due 9/25/2023
Credit Suisse AG, London Branch 13% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,668.9144; 80% of initial level due 3/23/2026
Credit Suisse AG, London Branch 11.7% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 1,564.60725; 75% of initial level due 3/23/2026
Credit Suisse AG, London Branch 15.9% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period, plus any previously unpaid contingent coupons; Coupon barrier/knock-in price: $452.695, 50% of initial share price due 3/24/2025
Credit Suisse AG, London Branch 14.4% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $452.695; 50% of initial share price due 3/24/2025
Credit Suisse AG, London Branch 6% per year, payable semiannually if each asset closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 3124.184 for S&P, 1460.3001 for Russell; 70% of initial levels due 3/24/2025
Credit Suisse AG, London Branch 7.25% per year, payable semiannually if each asset closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 3124.184 for S&P, 1460.3001 for Russell; 70% of initial levels due 3/24/2025
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,460.3001 for Russell, 24,328.451 for Dow, 10,094.056 for Nasdaq, 70% of initial levels due 3/24/2025
Credit Suisse AG, London Branch 10.8% per year, payable semiannually if each underlier closes at or above its 70% coupon barrier level on observation date due 3/24/2025
Credit Suisse AG, London Branch 12.5% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 3/24/2025
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 24328.451 for Dow, 10094.056 or Nasdaq, 1460.3001 for Russell; 70% of initial levels due 3/24/2025
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 10094.056 for Nasdaq, 1460.3001 for Russell, 3124.184 for S&P; 70% of initial levels due 3/23/2027
Credit Suisse AG, London Branch 0.00% due 4/21/2023
Credit Suisse AG, London Branch 0.00% due 1/12/2024
Credit Suisse AG, London Branch 0.00% due 7/21/2023
Credit Suisse AG, London Branch 0.00% due 3/25/2024
Credit Suisse AG, London Branch 6.57% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2557.47 for S&P, 20126.604 for Dow, 60% of initial levels due 3/23/2029
Credit Suisse AG, London Branch 0.00% due 4/20/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2023
Credit Suisse AG, London Branch 0.00% due 5/15/2024
Credit Suisse AG, London Branch 0.00% due 3/20/2025
Credit Suisse AG, London Branch 10.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $365.555 for BlackRock, $58.025 for Blackstone; 50% of initial levels due 3/18/2027
Credit Suisse AG, London Branch 8.65% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 20437.86 for Dow, 8374.074 for Nasdaq, 1218.432 for Russell; 60% of initial levels due 3/21/2025
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3268.395 for S&P, 1523.040 for Russell, 75% of initial levels due 9/21/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3268.395 for S&P, 1523.040 for Russell, 75% of initial levels due 9/21/2023
Credit Suisse AG, London Branch 11.17% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $19.59; 50% of initial share price due 3/21/2025
Credit Suisse AG, London Branch 19.5% annualized, payable quarterly if the ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barrier: $205.84; 80% of initial level due 3/23/2023
Credit Suisse AG, London Branch 0.00% due 4/4/2029
Credit Suisse AG, London Branch 11.85% due 3/18/2024
Credit Suisse AG, London Branch 15.00% due 3/18/2025
Credit Suisse AG, London Branch 0.00% due 6/20/2023
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 0.00% due 1/27/2023
Credit Suisse AG, London Branch 0.00% due 3/19/2024
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,378.278 for Russell, 2,983.72 for S&P, 9,420.99 for Nasdaq; 70% of initial levels due 6/21/2024
Credit Suisse AG, London Branch 0.00% due 3/19/2024
Credit Suisse AG, London Branch 17.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $87.76 for Boeing, $1,259.51 for Alphabet, $383.185 for Tesla; 50% of initial levels due 3/17/2025
Credit Suisse AG, London Branch 0.00% due 5/17/2023
Credit Suisse AG, London Branch 0.00% due 3/29/2023
Credit Suisse AG, London Branch 0.00% due 3/16/2032
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,522.586 for S&P, 1,187.8008 for Russell, 7,981.098 for Nasdaq; 60% of initial levels due 3/17/2025
Credit Suisse AG, London Branch 23% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $20.922; 60% of initial share price due 9/14/2023
Credit Suisse AG, London Branch 10.9% annualized, payable monthly if the ETF closes at or above its coupon barrier on related monthly observation date; Coupon barrier: $378.063; 90% of initial levels due 9/16/2022
Credit Suisse AG, London Branch 0.00% due 4/14/2023
Credit Suisse AG, London Branch 0.00% due 3/16/2032
Credit Suisse AG, London Branch 8.00% due 3/15/2024
Credit Suisse AG, London Branch 16.14% annual rate, payable monthly if stock closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $347.949; 70% of initial share price due 9/14/2023
Credit Suisse AG, London Branch 0.00% due 3/14/2025
Credit Suisse AG, London Branch 13.85% per year, payable monthly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: 19971.75 for Dow, $173.10 for Microsoft, $4.284 for Annaly; 60% of initial levels due 3/14/2025
Credit Suisse AG, London Branch 6.9% per year, payable monthly if index closes at or above coupon barrier level on observation date for that month; Coupon barrier: 2994.516, 70% of initial index level due 6/14/2023
Credit Suisse AG, London Branch 0.00% due 3/24/2023
Credit Suisse AG, London Branch 0.00% due 3/24/2023
Credit Suisse AG, London Branch 11.5% annual rate, payable quarterly if each ETF closes at or above coupon barrier on quarterly observation date; Coupon barrier levels: $291.38 for S&P ETF, $136.35 for Russell ETF, $47.19 for EAFE ETF; 70% of initial levels due 3/11/2027
Credit Suisse AG, London Branch 17.35% due 3/13/2023
Credit Suisse AG, London Branch 20.1% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier: $38.22; 70% of initial share price due 9/11/2023
Credit Suisse AG, London Branch 0.00% due 4/13/2023
Credit Suisse AG, London Branch 0.00% due 3/11/2027
Credit Suisse AG, London Branch 0.00% due 6/12/2023
Credit Suisse AG, London Branch If fund closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 12.7% per year for that month and all prior unpaid contingent coupons, if any due 3/9/2023
Credit Suisse AG, London Branch 9.3% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $251.7606; 78% of initial share price due 4/10/2023
Credit Suisse AG, London Branch 0.00% due 3/9/2026
Credit Suisse AG, London Branch 0.00% due 3/9/2027
Credit Suisse AG, London Branch 0.00% due 3/9/2027
Credit Suisse AG, London Branch 13.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: 3,246.65 for S&P, 1,500.675 for Russell, 2,667.01 for Stoxx; 75% of initial prices due 3/7/2024
Credit Suisse AG, London Branch 8.20% due 4/10/2023
Credit Suisse AG, London Branch 9.55% due 4/10/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $159.246 for HCA, $299.19 for UnitedHealth; 60% of initial levels due 3/8/2027
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 9,686.481 for Nasdaq, 1,400.63 for Russell, 2,489.207 for Stoxx; 70% of initial levels due 3/9/2027
Credit Suisse AG, London Branch 9.35% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,500.675; 75% of initial level due 3/9/2026
Credit Suisse AG, London Branch 0.00% due 8/8/2023
Credit Suisse AG, London Branch 0.00% due 3/20/2023
Credit Suisse AG, London Branch 0.00% due 3/20/2023
Credit Suisse AG, London Branch 0.00% due 3/8/2024
Credit Suisse AG, London Branch 6.45% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,104.895 for Russell, 2,365.72 for S&P; 55% of initial levels due 12/7/2022
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 0.00% due 3/6/2024
Credit Suisse AG, London Branch 0.00% due 5/8/2024
Credit Suisse AG, London Branch 8.45% due 6/7/2023
Credit Suisse AG, London Branch 11.35% due 4/4/2023
Credit Suisse AG, London Branch 10.85% due 4/4/2023
Credit Suisse AG, London Branch 0.00% due 5/17/2024
Credit Suisse AG, London Branch 0.00% due 9/3/2024
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 0.00% due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 3/2/2028
Credit Suisse AG, London Branch 0.00% due 3/5/2025
Credit Suisse AG, London Branch 0.00% due 3/3/2027
Credit Suisse AG, London Branch 0.00% due 9/3/2024
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 13.16% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $2160.912 for Alphabet, $239.032 for Microsoft; 80% of initial prices due 3/5/2025
Credit Suisse AG, London Branch 10.7% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $127.1424; 77% of initial share price due 4/3/2023
Credit Suisse AG, London Branch 13.8% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $259.3275 for QQQ, $74.3475 for Industrial, $132.1425 for Consumer; 75% of initial levels due 3/3/2026
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: $51.996 for Regional Banking, 9966.467 for Nasdaq; 70% of initial levels due 12/3/2024
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3280.455 for S&P, 1536.06675 for Russell, 75% of initial levels due 9/5/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2027
Credit Suisse AG, London Branch 0.00% due 3/3/2027
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2028
Credit Suisse AG, London Branch 0.00% due 3/4/2027
Credit Suisse AG, London Branch 0.00% due 2/28/2025
Credit Suisse AG, London Branch 19% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $14.135; 50% of initial share price due 2/28/2025
Credit Suisse AG, London Branch 8.9% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 7,804.038 for Nasdaq, 2,411.5575 for S&P, 1,122.51095 for Russell, 55% of initial levels due 3/4/2024
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 30.00% due 8/29/2022
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $152.11 for Visa, $104.58 for Disney; 70% of initial prices due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 2/26/2027
Credit Suisse AG, London Branch 0.00% due 8/28/2024
Credit Suisse AG, London Branch 0.00% due 2/26/2027
Credit Suisse AG, London Branch 0.00% due 2/28/2025
Credit Suisse AG, London Branch 0.00% due 2/28/2024
Credit Suisse AG, London Branch 9.47% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier levels: 1,458.069; 75% of initial level due 2/27/2026
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its 75% coupon barrier level on observation date due 8/28/2023
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 23517.627 for Dow, 3013.332 for S&P; 70% of initial levels due 2/25/2025
Credit Suisse AG, London Branch 8.85% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,957.85 for S&P, 9,456.601 for Nasdaq, 23,192.232 for Dow; 70% of initial levels due 2/28/2025
Credit Suisse AG, London Branch 0.00% due 8/25/2023
Credit Suisse AG, London Branch 9.00% due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 2/25/2027
Credit Suisse AG, London Branch 6.60% due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 2/25/2028
Credit Suisse AG, London Branch 0.00% due 2/25/2026
Credit Suisse AG, London Branch 0.00% due 2/26/2024
Credit Suisse AG, London Branch 0.00% due 2/16/2024
Credit Suisse AG, London Branch 0.00% due 3/8/2023
Credit Suisse AG, London Branch 9.00% due 10/24/2022
Credit Suisse AG, London Branch 14% payable monthly if the ETF closes at or above its knock-in level on a monthly observation date due 3/27/2023
Credit Suisse AG, London Branch 17.15% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $12.972; 60% of initial share price due 2/25/2025
Credit Suisse AG, London Branch 9.4% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in level: $53.7888; 78% of initial level due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 2/26/2024
Credit Suisse AG, London Branch 0.00% due 8/7/2023
Credit Suisse AG, London Branch 0.00% due 2/26/2025
Credit Suisse AG, London Branch 0.00% due 2/21/2024
Credit Suisse AG, London Branch 0.00% due 8/21/2023
Credit Suisse AG, London Branch 0.00% due 2/26/2024
Credit Suisse AG, London Branch 0.00% due 8/4/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2026
Credit Suisse AG, London Branch 0.00% due 8/23/2027
Credit Suisse AG, London Branch 0.00% due 2/23/2027
Credit Suisse AG, London Branch 8.00% due 2/26/2024
Credit Suisse AG, London Branch 0.00% due 8/22/2024
Credit Suisse AG, London Branch 0.00% due 2/23/2024
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 11% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month, in which case any previously unpaid contingent coupons will also be paid; Coupon barrier level: $96.27, 60% of initial price due 2/24/2025
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,261.65 for S&P, 1,507.0 for Russell, 3,055.71 for Stoxx; 75% of initial levels due 2/24/2023
Credit Suisse AG, London Branch 6% per year, payable semiannually if each asset closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 1406.5331 for Russell, 3044.209 for S&P; 70% of initial levels due 2/24/2025
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if each asset closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 1406.5331 for Russell, 3044.209 for S&P; 70% of initial levels due 2/24/2025
Credit Suisse AG, London Branch 0.00% due 2/24/2028
Credit Suisse AG, London Branch 0.00% due 3/23/2023
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 0.00% due 3/8/2023
Credit Suisse AG, London Branch 0.00% due 8/22/2023
Credit Suisse AG, London Branch 0.00% due 2/26/2024
Credit Suisse AG, London Branch 7% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $2,319.7875; 75% of initial share price due 5/23/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly plus any previously unpaid coupons if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $38.941, 70% of initial price due 2/24/2025
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 24,018.421 for Dow, 1,419.664 for Russell, 3,066.182 for S&P; 70% of initial levels due 2/23/2037
Credit Suisse AG, London Branch 0.00% due 5/22/2024
Credit Suisse AG, London Branch 0.00% due 3/7/2023
Credit Suisse AG, London Branch 7.55% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $131.138; 76% of initial share price due 5/22/2023
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $28.825 for eBay, $55.27 for PayPal; 50% of initial levels due 2/18/2027
Credit Suisse AG, London Branch 0.00% due 6/20/2023
Credit Suisse AG, London Branch 13.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,453.5234 for Russell, 3,129.749 for S&P, 10,234.574 for Nasdaq; 70% of initial levels due 2/20/2024
Credit Suisse AG, London Branch 0.00% due 2/17/2027
Credit Suisse AG, London Branch 14% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $11.1744; 64% of initial share price due 3/17/2023
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3,301.2525 for S&P and 1,515.59025 for Russell; 75% of initial levels due 8/17/2023
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,301.2525 for S&P, 1,515.59025 for Russell; 75% of initial levels due 8/17/2023
Credit Suisse AG, London Branch 0.00% due 6/14/2023
Credit Suisse AG, London Branch 0.00% due 2/16/2024
Credit Suisse AG, London Branch 12.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $43.449 For Gilead, $72.093 for Medtronic; 70% of initial levels due 2/17/2026
Credit Suisse AG, London Branch 9.15% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1,624.1168: 80% of initial level due 2/17/2026
Credit Suisse AG, London Branch 0.00% due 3/1/2023
Credit Suisse AG, London Branch 0.00% due 2/16/2024
Credit Suisse AG, London Branch 0.00% due 2/15/2024
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier level: 3378.06 for S&P, 1538.3715 for Russell, 75% of initial levels due 8/15/2023
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barriers: $117.9075 for S&P ETF, $30.78 for Financial, $57.255 for Consumer; 75% of initial prices due 2/15/2024
Credit Suisse AG, London Branch 0.00% due 4/16/2024
Credit Suisse AG, London Branch 0.00% due 9/13/2023
Credit Suisse AG, London Branch 0.00% due 3/10/2023
Credit Suisse AG, London Branch 0.00% due 2/12/2024
Credit Suisse AG, London Branch 0.00% due 2/9/2027
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 27,720.8946 for Dow, 3,555.4187 for S&P, 1,581.86361 for Russell; 79% of initial levels due 2/11/2025
Credit Suisse AG, London Branch 0.00% due 12/21/2023
Credit Suisse AG, London Branch 9.00% due 5/2/2022
Credit Suisse AG, London Branch 0.00% due 2/8/2024
Credit Suisse AG, London Branch 0.00% due 2/8/2024
Credit Suisse AG, London Branch 0.00% due 5/5/2023
Credit Suisse AG, London Branch 0.00% due 2/15/2023
Credit Suisse AG, London Branch 10.65% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier levels: 1,725.0886; 85% of initial level due 2/9/2026
Credit Suisse AG, London Branch 0.00% due 2/7/2024
Credit Suisse AG, London Branch 0.00% due 6/16/2023
Credit Suisse AG, London Branch 20.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $139.272 for salesforce, $274.278 for Netflix, $170.256 for Snowflake; 60% of initial levels due 2/4/2027
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $56.964 for Biotech ETF, $40.962 for Energy fund; 60% of initial levels due 2/4/2027
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2025
Credit Suisse AG, London Branch 0.00% due 2/7/2028
Credit Suisse AG, London Branch 0.00% due 2/7/2028
Credit Suisse AG, London Branch 0.00% due 8/9/2027
Credit Suisse AG, London Branch 0.00% due 2/7/2028
Credit Suisse AG, London Branch 0.00% due 2/5/2025
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 8.5% annual rate, payable quarterly plus any previously unpaid contingent coupons if each ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $56.564 for Regional, $30.8574 for Financial, 79% of initial levels due 8/7/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $52.096 for Citigroup, $118.88 for JPMorgan; 80% of initial levels due 2/5/2025
Credit Suisse AG, London Branch 9.65% per year, payable quarterly if each index closes at or above knock-in level on observation date for that period due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 2/2/2024
Credit Suisse AG, London Branch 0.00% due 2/10/2023
Credit Suisse AG, London Branch 0.00% due 2/15/2023
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 2/5/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 2/2/2027
Credit Suisse AG, London Branch 16.6% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid contingent coupons will be also be paid; Coupon barrier/knock-in level: $150.50, 85% of initial price due 2/15/2023
Credit Suisse AG, London Branch 7.5% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 10,118.227; 70% of initial level due 2/3/2025
Credit Suisse AG, London Branch 7.45% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,102.295 for S&P, 1,377.9556 for Russell; 70% of initial levels due 2/3/2025
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $53.148 for Biotech ETF, $39.378 for Energy fund; 60% of initial levels due 1/29/2027
Credit Suisse AG, London Branch 7.55% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,880.7025 for S&P, 22,571.5555 for Dow, 9,395.4965 for Nasdaq; 65% of initial levels due 2/3/2025
Credit Suisse AG, London Branch 11.2% per year, payable quarterly if each fund closes at or above its coupon barrier on related observation date; Coupon barriers: $20.78 for gold, $26.22 for junior gold, $301.87 for S&P; 70% of initial levels due 2/3/2027
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 9.00% due 5/2/2022
Credit Suisse AG, London Branch 0.00% due 2/2/2024
Credit Suisse AG, London Branch 0.00% due 1/29/2027
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 11.3% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $140.4416; 64% of initial share price due 5/1/2023
Credit Suisse AG, London Branch 19% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier level: $31.38, 55% of initial level due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 1/30/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 1/29/2026
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,262.4475 for S&P, 1,482.348 for Russell; 75% of initial levels due 7/31/2023
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $330.07; 72% of initial share price due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 1/26/2024
Credit Suisse AG, London Branch 17.00% due 1/30/2023
Credit Suisse AG, London Branch 9.18% due 4/28/2023
Credit Suisse AG, London Branch 6.00% due 1/30/2023
Credit Suisse AG, London Branch 21.6% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $18.816 for Discovery, $22.785 for Viacom; 70% of initial prices due 1/31/2025
Credit Suisse AG, London Branch 15.2% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $57.65, 50% of initial level due 1/28/2025
Credit Suisse AG, London Branch 6.45% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier/knock-in level: 2866.58; 65% of initial level due 2/9/2023
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in level: 3,307.60; 75% of initial level due 2/9/2023
Credit Suisse AG, London Branch 7.00% due 1/29/2024
Credit Suisse AG, London Branch 6.8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,087.091 for S&P, 1,423.4577 for Russell, 10,156.706 for Nasdaq; 70% of initial levels due 7/27/2023
Credit Suisse AG, London Branch 11% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $21.4869, 67% of initial level due 2/27/2023
Credit Suisse AG, London Branch 9.00% due 4/27/2022
Credit Suisse AG, London Branch 0.00% due 7/24/2026
Credit Suisse AG, London Branch 0.00% due 7/26/2027
Credit Suisse AG, London Branch 0.00% due 1/26/2027
Credit Suisse AG, London Branch 0.00% due 1/26/2028
Credit Suisse AG, London Branch 0.00% due 1/26/2027
Credit Suisse AG, London Branch 0.00% due 1/27/2025
Credit Suisse AG, London Branch 13.25% due 1/26/2023
Credit Suisse AG, London Branch 0.00% due 2/24/2023
Credit Suisse AG, London Branch 5.35% per year, payable semiannually if each asset closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/27/2025
Credit Suisse AG, London Branch 6.65% per year, payable semiannually if each asset closes at or above its coupon barrier level on semiannual observation date; Coupon barriers: 3,078.558 for S&P, 1,391.543 for Russell; 70% of initial levels due 1/27/2025
Credit Suisse AG, London Branch 8.4% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1391.5426 for Russell, 3078.558 for S&P; 70% of initial levels due 1/27/2025
Credit Suisse AG, London Branch 6.8% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,391.5426 for Russell, 3,078.558 for S&P; 70% of initial levels due 1/27/2025
Credit Suisse AG, London Branch 8.7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 11,550.72 for Nasdaq, 3,518.352 for S&P, 1,590.3344 for Russell, 80% of initial levels due 1/26/2027
Credit Suisse AG, London Branch 0.00% due 1/24/2025
Credit Suisse AG, London Branch 6.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3399.57 for S&P, 26271.4875 for Dow; 75% of initial levels due 1/27/2025
Credit Suisse AG, London Branch 31% per year, payable monthly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $2.652; 60% of initial level due 1/25/2023
Credit Suisse AG, London Branch 19.35% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $80.7482, 60% of initial level due 1/24/2023
Credit Suisse AG, London Branch 0.00% due 12/20/2023
Credit Suisse AG, London Branch 0.00% due 9/11/2024
Credit Suisse AG, London Branch 0.00% due 1/21/2025
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 7/20/2023
Credit Suisse AG, London Branch 0.00% due 7/20/2023
Credit Suisse AG, London Branch 0.00% due 1/20/2032
Credit Suisse AG, London Branch 8.00% due 1/22/2024
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 10.17% due 1/21/2025
Credit Suisse AG, London Branch 0.00% due 8/5/2024
Credit Suisse AG, London Branch 0.00% due 1/20/2027
Credit Suisse AG, London Branch 7% annual rate, payable quarterly if each index closes at or above coupon barrier level on every day that period; Coupon barrier levels: 2,797.71 for S&P, 1,297.474 for Russell, 9,366.95 for Nasdaq; 60% of initial prices due 1/19/2024
Credit Suisse AG, London Branch 7.71% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $86.856 for Allstate, $137.382 for Chubb; 70% of initial levels due 1/21/2025
Credit Suisse AG, London Branch 15.55% per year, payable quarterly if each stock closes at or above its knock-in level on observation date due 1/17/2025
Credit Suisse AG, London Branch 16.95% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $20.267; 65% of initial share price due 1/19/2024
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each underlier closes at or above its knock-in level on observation date due 1/18/2024
Credit Suisse AG, London Branch 16.7% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $7.872; 60% of initial share price due 1/21/2025
Credit Suisse AG, London Branch 10.38% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $118.635; 55% of initial share price due 1/21/2025
Credit Suisse AG, London Branch 19% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $138.738 for salesforce, $91.164 for Disney, $47.43 for Roblox; 60% of initial levels due 1/21/2025
Credit Suisse AG, London Branch 12.78% per year, payable quarterly if each stock closes at or above its knock-in level on observation date due 1/17/2025
Credit Suisse AG, London Branch 0.00% due 6/14/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2028
Credit Suisse AG, London Branch 0.00% due 1/16/2025
Credit Suisse AG, London Branch 0.00% due 4/16/2024
Credit Suisse AG, London Branch 0.00% due 1/16/2025
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,308.445 for S&P, 1,523.2399 for Russell, 11,133.57 for Nasdaq; 70% of initial levels due 7/18/2023
Credit Suisse AG, London Branch 7.9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,308.445 for S&P, 1,523.2399 for Russell, 11,133.57 for Nasdaq; 70% of initial levels due 1/18/2023
Credit Suisse AG, London Branch 5.45% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1414.43705 for Russell, 3072.1275 for S&P, 23588.708 for Dow; 65% of initial levels due 1/20/2026
Credit Suisse AG, London Branch 8% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,632.04275 for Russell, 3,544.7625 for S&P, 27,217.74 for Dow, 75% of initial levels due 1/21/2025
Credit Suisse AG, London Branch 5.1% per year, paid quarterly, if the ETF closes at or above its coupon barrier on any related observation date; Coupon barrier level: $141.45; 65% of initial level due 1/15/2025
Credit Suisse AG, London Branch 7.75% per year, paid quarterly, if the ETF closes at or above its coupon barrier on any related observation date; Coupon barrier level: $174.09; 80% of initial level due 1/17/2024
Credit Suisse AG, London Branch 6.2501% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,295.58 for Russell, 2,790.42 for S&P; 60% of initial levels due 12/14/2022
Credit Suisse AG, London Branch 9.8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,535.8021 for Russell, 3,299.149 for S&P, 11,090.884 for Nasdaq, 70% of initial levels due 1/14/2025
Credit Suisse AG, London Branch 24% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $110.523 for Disney, $20.076 for Discovery, $24.472 for ViacomCBS; 70% of initial prices due 1/16/2024
Credit Suisse AG, London Branch 0.00% due 1/18/2023
Credit Suisse AG, London Branch 0.00% due 10/11/2023
Credit Suisse AG, London Branch 0.00% due 11/17/2023
Credit Suisse AG, London Branch 8.4% per year, payable quarterly plus any previously unpaid contingent coupons if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $30.876 for Carlyle, $238.158 for Goldman, $34.53 for Brookfield; 60% of initial prices due 1/13/2025
Credit Suisse AG, London Branch 10.4% per year, payable quarterly plus any previously unpaid contingent coupons if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $41.142 for Toll, $25.128 for KB, $31.968 for M.C.D.; 60% of initial prices due 1/13/2025
Credit Suisse AG, London Branch 0.00% due 1/24/2023
Credit Suisse AG, London Branch 0.00% due 1/25/2023
Credit Suisse AG, London Branch 9.00% due 4/12/2022
Credit Suisse AG, London Branch 8.1% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,522.0375 for S&P, 1,654.779 for Russell, 27,177.3525 for Dow; 75% of initial levels due 1/13/2025
Credit Suisse AG, London Branch 15.18% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $11.735; 50% of initial level due 1/11/2024
Credit Suisse AG, London Branch 0.00% due 4/19/2023
Credit Suisse AG, London Branch 0.00% due 1/6/2026
Credit Suisse AG, London Branch 0.00% due 2/7/2023
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $120.17 for Boeing, $150.07 for Constellation; 60% of initial prices due 4/6/2023
Credit Suisse AG, London Branch 10.92% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $2,027.928 for Alphabet, $421.708 for Netflix; 70% of initial levels due 1/6/2025
Credit Suisse AG, London Branch 10.18% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $133.1775 for Apple, $2,500.755 for Amazon; 75% of initial levels due 1/6/2025
Credit Suisse AG, London Branch 0.00% due 2/2/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 0.00% due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 1/6/2025
Credit Suisse AG, London Branch 13.1% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $116.597 for Apple, $1,904.5585 for Alphabet, $396.851 for Netflix; 65% of initial levels due 1/3/2025
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $116.597 for Apple, $1,904.5585 for Alphabet, $396.851 for Netflix; 65% of initial levels due 1/3/2025
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $37.0825 for Dell, $10.4455 for Hewlett; 65% of initial levels due 12/31/2024
Credit Suisse AG, London Branch 13.2% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $9.942 for Marathon, $36.69 for Exxon; 60% of initial levels due 12/31/2024
Credit Suisse AG, London Branch 4.60% due 3/31/2023
Credit Suisse AG, London Branch 6.20% due 3/31/2023
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $40.922 for Bank of New York, $65.59 for State Street; 70% of initial levels due 12/31/2024
Credit Suisse AG, London Branch 11.3% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $12.48; 60% of initial share price due 1/3/2024
Credit Suisse AG, London Branch 0.00% due 1/13/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2025
Credit Suisse AG, London Branch 0.00% due 1/11/2023
Credit Suisse AG, London Branch 0.00% due 6/30/2023
Credit Suisse AG, London Branch 14.7% per year, payable quarterly plus any previously unpaid coupons if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $44.39, 80% of initial price due 1/11/2023
Credit Suisse AG, London Branch 22% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in price: $68.86; 65% of initial share price due 1/11/2023
Credit Suisse AG, London Branch 10.26% per year, payable quarterly if each asset closes at or above its knock-in level on observation date due 12/27/2024
Credit Suisse AG, London Branch 21.25% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $14.1115, 65% of initial share price due 12/30/2024
Credit Suisse AG, London Branch 17.3% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $153.61, 80% of initial share price due 1/11/2023
Credit Suisse AG, London Branch 30% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $9.054 for SoFi, $50.064 for YETI Microsoft; 60% of initial levels due 12/30/2024
Credit Suisse AG, London Branch 11% per year, payable quarterly if each underlier closes at or above its coupon barrier level on observation date; Coupon barrier levels: $34.104 for EM ETF, $32.41 for Stoxx ETF, 25,165.392 for Dow; 70% of initial levels due 12/29/2026
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $39.63, 50% of initial share price due 12/28/2026
Credit Suisse AG, London Branch 20.5% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $640.20; 60% of initial share price due 12/29/2023
Credit Suisse AG, London Branch 12.4% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $254.298; 60% of initial level due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 1/11/2023
Credit Suisse AG, London Branch 0.00% due 12/28/2023
Credit Suisse AG, London Branch 0.00% due 6/25/2027
Credit Suisse AG, London Branch 0.00% due 6/25/2026
Credit Suisse AG, London Branch 0.00% due 6/27/2024
Credit Suisse AG, London Branch 25.92% due 12/27/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2025
Credit Suisse AG, London Branch 0.00% due 12/29/2025
Credit Suisse AG, London Branch 0.00% due 12/27/2024
Credit Suisse AG, London Branch 0.00% due 12/28/2023
Credit Suisse AG, London Branch 15.6% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $116.395 for Advance, $52.79 for D.R. Horton, $52.845 for Diamondback; 50% of initial levels due 12/27/2024
Credit Suisse AG, London Branch 14.4% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $116.395 for Advance, $52.79 for Horton, $52.845 for Diamondback; 50% of initial levels due 12/27/2024
Credit Suisse AG, London Branch 5.8% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 11,326.098, 70% of initial level due 12/30/2024
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1666.42725 for Russell, 3522.42 for S&P; 70% of initial levels due 6/27/2023
Credit Suisse AG, London Branch 7.8% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,555.3321 for Russell, 3,287.592 for S&P; 70% of initial levels due 12/30/2024
Credit Suisse AG, London Branch 6.5% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1555.3321 for Russell, 3287.592 for S&P; 70% of initial levels due 12/30/2024
Credit Suisse AG, London Branch 0.00% due 11/22/2023
Credit Suisse AG, London Branch 9.00% due 3/28/2022
Credit Suisse AG, London Branch 0.00% due 12/24/2026
Credit Suisse AG, London Branch 0.00% due 6/26/2024
Credit Suisse AG, London Branch 5.50% due 12/26/2023
Credit Suisse AG, London Branch 0.00% due 12/24/2024
Credit Suisse AG, London Branch 0.00% due 12/26/2025
Credit Suisse AG, London Branch 0.00% due 12/27/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly plus any previously unpaid coupons if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $36.40, 70% of initial price due 12/27/2023
Credit Suisse AG, London Branch 28.2% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $158.9, 70% of initial level due 6/26/2023
Credit Suisse AG, London Branch 18.5% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $9.805 for Ford, $27.395 for GM, $469.265 for Ford; 50% of initial levels due 12/27/2024
Credit Suisse AG, London Branch 10.9% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $9.3366, 63% of initial share price due 1/27/2023
Credit Suisse AG, London Branch 6.9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1652.21025 for Russell, 3486.9225 for S&P, 75% of initial levels due 6/26/2023
Credit Suisse AG, London Branch 17% per year, payable monthly if the underlying ETF closes at or above its coupon barrier level on related observation date; Coupon barrier level: $34.734, 70% of initial level due 12/27/2023
Credit Suisse AG, London Branch 0.00% due 12/8/2023
Credit Suisse AG, London Branch 0.00% due 12/26/2023
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 9.00% due 12/26/2023
Credit Suisse AG, London Branch 11.95% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barriers: $49.218 for Micron, $290.238 for UnitedHealth, $121.458 for UPS; 60% of initial levels due 12/23/2024
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; previously unpaid coupons will also be paid; Coupon barriers: $49.218 for Micron, $290.238 for UnitedHealth, $121.458 for UPS; 60% of initial levels due 12/23/2024
Credit Suisse AG, London Branch 0.00% due 12/20/2024
Credit Suisse AG, London Branch 14.00% due 12/22/2023
Credit Suisse AG, London Branch 0.00% due 12/20/2024
Credit Suisse AG, London Branch 16.45% per year, payable quarterly if the stock closes at or above its knock-in price on the related observation date due 6/23/2023
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if the stock closes at or above its knock-in price on the related observation date due 12/20/2024
Credit Suisse AG, London Branch 14.3% per year, payable quarterly plus any previously unpaid coupons if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $41.60, 80% of initial price due 1/5/2023
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $27.276 for Citizens, $49.77 for Schwab; 60% of initial levels due 12/21/2026
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $36.15 for MetLife, $63.228 for Prudential; 60% of initial levels due 12/21/2026
Credit Suisse AG, London Branch 21% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $559.542, 60% of initial price due 12/22/2023
Credit Suisse AG, London Branch 22.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $559.542 for Tesla, $94.746 for Airbnb; 80% of initial levels due 12/23/2024
Credit Suisse AG, London Branch 13.9% per year, payable quarterly if each underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barrier: $80.927 for Biotech, $65.527 for Oil & Gas; 70% of initial levels due 12/22/2023
Credit Suisse AG, London Branch 12% per year, payable each quarter if each stock closes at or above coupon barrier on each day of that period; Coupon barriers: $26.15 for British American, $33.78 for Altria, $65.42 for Philip Morris; 70% of initial levels due 12/20/2024
Credit Suisse AG, London Branch 0.00% due 8/16/2023
Credit Suisse AG, London Branch 0.00% due 1/5/2023
Credit Suisse AG, London Branch 0.00% due 1/5/2023
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 12/22/2025
Credit Suisse AG, London Branch 0.00% due 12/19/2025
Credit Suisse AG, London Branch 8.45% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $81.8545 for IBM, $211.185 for Microsoft; 65% of initial levels due 12/23/2024
Credit Suisse AG, London Branch 9.00% due 3/28/2022
Credit Suisse AG, London Branch 0.00% due 12/18/2026
Credit Suisse AG, London Branch 0.00% due 12/20/2027
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 4.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3296.895 for S&P, 1536.6463 for Russell, 25149.201 for Dow; 70% of initial levels due 12/21/2026
Credit Suisse AG, London Branch 0.00% due 4/5/2023
Credit Suisse AG, London Branch 0.00% due 12/18/2026
Credit Suisse AG, London Branch 0.00% due 12/18/2026
Credit Suisse AG, London Branch 0.00% due 12/18/2026
Credit Suisse AG, London Branch 5.1% per year, payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $138.456, 60% of initial level due 12/17/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $126.5328 for Apple, $2,441.772 for Amazon; 72% of initial prices due 12/16/2022
Credit Suisse AG, London Branch 16.25% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $12.078; 60% of initial share price due 12/18/2023
Credit Suisse AG, London Branch 30% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier price: $28.938; 70% of initial share price due 6/16/2023
Credit Suisse AG, London Branch 0.00% due 11/8/2023
Credit Suisse AG, London Branch 5.45% due 12/16/2022
Credit Suisse AG, London Branch 0.00% due 12/13/2024
Credit Suisse AG, London Branch 8.50% due 12/15/2023
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon threshold level on the related determination date; Coupon threshold levels:
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon threshold level on the related determination date; Coupon threshold levels: 2,729.45 for Stoxx, 1,437.674 for Russell, 3,062.81 for S&P; 65% of initial levels due 12/14/2023
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $33.816 for BMS, $42.15 for Gilead, $31.668 for Pfizer; 60% of initial levels due 12/16/2024
Credit Suisse AG, London Branch 8.5% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 1658.8545; 75% of initial level due 12/15/2025
Credit Suisse AG, London Branch 6.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,658.8545 for Russell, 3,534.015 for S&P; 75% of initial levels due 6/15/2023
Credit Suisse AG, London Branch 19% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $199.7325 for salesforce, $45.585 for GM, $38.55 for Pfizer, $102.8625 for Walmart; 75% of initial levels due 9/15/2023
Credit Suisse AG, London Branch 14.3% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $2,410.968 for Amazon, $41.475 for Cisco, $166.726 for Target, $98.721 for Walmart; 70% of initial levels due 12/15/2023
Credit Suisse AG, London Branch 15.5% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier level: $2,410.968 for Amazon, $41.475 for Cisco, $166.726 for Target, $98.721 for Walmart; 70% of initial prices due 12/15/2023
Credit Suisse AG, London Branch 25.1% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $13.496 for Carnival, $29.379 for Southwest, $61.306 for Wynn; 70% of initial prices due 12/16/2024
Credit Suisse AG, London Branch 0.00% due 12/13/2024
Credit Suisse AG, London Branch 0.00% due 12/29/2022
Credit Suisse AG, London Branch 0.00% due 10/13/2023
Credit Suisse AG, London Branch 7.25% per year, paid quarterly, if each ETF closes at or above its coupon barrier on any related observation date; Coupon barrier levels: $49.36 for Banking ETF, $329.52 for ETF Trust; 70% of initial levels due 12/15/2026
Credit Suisse AG, London Branch 9.35% per year, paid quarterly, if each ETF closes at or above its coupon barrier on any related observation date; Coupon barrier levels: $49.36 for Banking ETF, $329.52 for ETF Trust; 70% of initial levels due 12/15/2026
Credit Suisse AG, London Branch 0.00% due 12/14/2026
Credit Suisse AG, London Branch 12.05% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $139.648 for Apple, $2,786.736 for Amazon; 80% of initial prices due 12/14/2023
Credit Suisse AG, London Branch 0.00% due 12/13/2027
Credit Suisse AG, London Branch 0.00% due 12/12/2023
Credit Suisse AG, London Branch 0.00% due 12/12/2024
Credit Suisse AG, London Branch 8.20% due 6/13/2023
Credit Suisse AG, London Branch 11.3% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $13.0746; 66% of initial share price due 1/13/2023
Credit Suisse AG, London Branch 14.3% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $39.40; 80% of initial share price due 12/13/2022
Credit Suisse AG, London Branch 22.2% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $19.138; 70% of initial share price due 6/13/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,525.91 for S&P, 1,703.78 for Russell, 3,174.82 for Stoxx; 75% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3290.847 for S&P, 1590.1942 for Russell, 11476.038 for Nasdaq; 70% of initial levels due 12/13/2023
Credit Suisse AG, London Branch 0.00% due 12/12/2023
Credit Suisse AG, London Branch 0.00% due 3/15/2023
Credit Suisse AG, London Branch 7% per year, paid quarterly, if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 2,963.16 for Stoxx, 1,590.194 for Russell; 70% of initial levels due 12/13/2024
Credit Suisse AG, London Branch 20.10% due 12/9/2022
Credit Suisse AG, London Branch 0.00% due 12/10/2026
Credit Suisse AG, London Branch 28.25% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier: $25.49; 60% of initial share price due 12/22/2022
Credit Suisse AG, London Branch 27.6% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier level: $13.638, 60% of initial level due 12/10/2024
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each underlier closes at or above its knock-in level on observation date due 12/10/2026
Credit Suisse AG, London Branch 0.00% due 5/17/2023
Credit Suisse AG, London Branch 0.00% due 12/9/2024
Credit Suisse AG, London Branch 0.00% due 6/9/2023
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $150.71 for L3Harris, $58.632 for Raytheon; 70% of initial prices due 12/11/2023
Credit Suisse AG, London Branch 16% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $49.287; 70% of initial price due 12/9/2022
Credit Suisse AG, London Branch 12% per year, payable monthly if each stock closes at or above coupon barrier level on observation date; Coupon barriers: $97.104 for Apple, $2,033.874 for Amazon, $149.214 for Lowe’s, $396.882 for Lam, $117.792 for Visa; 60% of initial levels due 12/9/2024
Credit Suisse AG, London Branch 11% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $81.054, 60% of initial share price due 12/9/2026
Credit Suisse AG, London Branch 19.00% due 12/7/2022
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 15.25% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $34.7325, 75% of initial level due 12/8/2022
Credit Suisse AG, London Branch 28.4% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $154.026 for Enphase, $682.194 for Tesla; 60% of initial prices due 12/2/2022
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $1,988.021 for Alphabet, $226.107 for Microsoft; 70% of initial levels due 12/8/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $80.92 for Apple, $79.145 for JPMorgan, $153.465 for Nvidia; 50% of initial levels due 12/8/2026
Credit Suisse AG, London Branch 21.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier/knock-in price: $26.99, 75% of initial share price due 12/8/2023
Credit Suisse AG, London Branch 16% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier/knock-in price: $108.91, 70% of initial share price due 12/21/2022
Credit Suisse AG, London Branch 17.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; previously unpaid coupons will also be paid; Coupon barrier/knock-in price: $79.87, 80% of initial share price due 12/21/2022
Credit Suisse AG, London Branch 5.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,511.517 for Russell, 3,176.901 for S&P, 24,206.056 for Dow, 70% of initial levels due 12/8/2026
Credit Suisse AG, London Branch 0.00% due 12/8/2022
Credit Suisse AG, London Branch 0.00% due 6/8/2027
Credit Suisse AG, London Branch 0.00% due 12/21/2022
Credit Suisse AG, London Branch 0.00% due 12/21/2022
Credit Suisse AG, London Branch 0.00% due 9/11/2023
Credit Suisse AG, London Branch 9.00% due 3/8/2022
Credit Suisse AG, London Branch 0.00% due 1/5/2023
Credit Suisse AG, London Branch 30% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $14.52, 60% of initial share price due 12/9/2024
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3203.97 for S&P, 1544.4331 for Russell, 24247.853 for Dow; 70% of initial levels due 12/9/2024
Credit Suisse AG, London Branch 6.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,203.97 for S&P, 1,544.4331 for Russell, 24,247.853 for Dow; 70% of initial levels due 12/9/2024
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 3203.97 for S&P, 1544.4331 for Russell, $34.734 for ETF; 70% of initial levels due 12/9/2024
Credit Suisse AG, London Branch 9% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 3,661.68 for S&P, 1,765.066 for Russell; 80% of initial levels due 12/7/2026
Credit Suisse AG, London Branch 0.00% due 12/19/2022
Credit Suisse AG, London Branch 0.00% due 12/19/2022
Credit Suisse AG, London Branch 0.00% due 3/9/2023
Credit Suisse AG, London Branch 13.65% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $115.339 for Apple, $2,410.604 for Amazon, $432.439 for Netflix; 70% of initial levels due 12/6/2022
Credit Suisse AG, London Branch 9.15% per year, payable monthly if each underlier closes at or above its knock-in level on observation date due 12/6/2024
Credit Suisse AG, London Branch 10.29% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier/knock-in level: 12,908.74; 80% of initial level due 12/16/2022
Credit Suisse AG, London Branch 9.24% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 1,503.194 for Russell, 2,925.41 for Stoxx; 70% of initial levels due 12/5/2024
Credit Suisse AG, London Branch 7.02% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 1,503.194 for Russell, 2,925.41 for Stoxx; 70% of initial levels due 12/5/2024
Credit Suisse AG, London Branch 0.00% due 6/4/2024
Credit Suisse AG, London Branch 22.75% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier level: $63.34; 50% of initial price due 12/5/2024
Credit Suisse AG, London Branch 0.00% due 12/3/2024
Credit Suisse AG, London Branch 0.00% due 12/3/2026
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 7.65% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $468.587, 73% of initial level due 11/28/2022
Credit Suisse AG, London Branch 13.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $68.39 for Horton, $44.429 for Toll; 70% of initial levels due 12/3/2024
Credit Suisse AG, London Branch 10.9% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $25.34 for Delta, $34.44 for Intel, $76.167 for T-Mobile; 70% of initial levels due 12/3/2024
Credit Suisse AG, London Branch 18.3% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $196.056 for Nvidia, $55.296 for YETI; 60% of initial levels due 3/3/2023
Credit Suisse AG, London Branch 14.04% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $245.07; 75% of initial share price due 12/5/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,649.181 for Russell, 3,425.25 for S&P; 75% of initial levels due 6/5/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1539.2356 for Russell, 3196.9 for S&P, 70% of initial level due 3/3/2023
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if each fund closes above coupon barrier on observation date; Coupon barriers: $52.3575 for Energy, $126.54 for Technology; 75% of initial levels due 12/5/2024
Credit Suisse AG, London Branch 10.28% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $31.353; 70% of initial share price due 12/5/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier prices: $114.5716 for Apple, $115.27945 for JPMorgan; 71.5% of initial prices due 6/2/2023
Credit Suisse AG, London Branch 8.5% payable quarterly plus any previously unpaid contingent coupons if funds close at or above coupon barrier on observation date; Coupon barriers: $16.928 for Silver, $25.704 for Gold; 80% of initial share prices due 12/6/2022
Credit Suisse AG, London Branch 12.34% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $82.95 for IBM, $35.00 for Intel, $36.162 for Verizon; 70% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 7.8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3,258.689 for S&P, 1,569.3832 for Russell, 24,595.158 for Dow, 70% of initial levels due 12/2/2026
Credit Suisse AG, London Branch 0.00% due 12/4/2023
Credit Suisse AG, London Branch 0.00% due 12/2/2027
Credit Suisse AG, London Branch 5.85% due 6/1/2023
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $69.496 for Duke, $60.263 for NextEra, $85.176 for Sempra; 70% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 30% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $32.487; 70% of initial share price due 6/1/2023
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $426.30; 70% of initial level due 11/30/2023
Credit Suisse AG, London Branch 10.45%, payable quarterly if each index closes at or above its knock-in level on quarterly observation date due 12/1/2023
Credit Suisse AG, London Branch 0.00% due 12/14/2022
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 5/30/2024
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/30/2026
Credit Suisse AG, London Branch 0.00% due 11/28/2025
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/29/2023
Credit Suisse AG, London Branch 0.00% due 1/31/2023
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 22.5% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $68.52 for Diamondback, $31.914 for Penn; 60% of initial prices due 11/30/2022
Credit Suisse AG, London Branch 24.5% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $164.034 for Moderna, $31.914 for Penn; 60% of initial prices due 11/30/2022
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $140.022 for Advance, $60.654 for Horton; 60% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 10% per year, payable monthly if each underlier closes at or above its knock-in level on observation date due 11/30/2026
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,748.595 for Russell, 3,526.095 for S&P; 75% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 10.47% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $19.14; 55% of initial share price due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/29/2023
Credit Suisse AG, London Branch 0.00% due 11/29/2023
Credit Suisse AG, London Branch 0.00% due 1/27/2023
Credit Suisse AG, London Branch 0.00% due 1/27/2023
Credit Suisse AG, London Branch 0.00% due 11/24/2023
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 13.30% due 11/29/2023
Credit Suisse AG, London Branch 20.00% due 11/28/2022
Credit Suisse AG, London Branch 0.00% due 5/26/2023
Credit Suisse AG, London Branch 0.00% due 11/24/2023
Credit Suisse AG, London Branch 0.00% due 11/24/2023
Credit Suisse AG, London Branch 8.2% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $72.606 for Best Buy, $147.858 for FedEx, $135.18 for Tractor; 60% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 11.16% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $43.0125 for Energy, $126.7575 for Technology; 75% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; previously unpaid coupons will also be paid; Coupon barriers: $56.37 for Live Nation, $171.785 for Snowflake, $51.37 for Trade Desk; 50% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $129.1125, 75% of initial price due 5/30/2023
Credit Suisse AG, London Branch 12.50% due 12/9/2022
Credit Suisse AG, London Branch 9.00% due 11/27/2023
Credit Suisse AG, London Branch 0.00% due 12/15/2022
Credit Suisse AG, London Branch 13.5% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; previously unpaid coupons will also be paid; Coupon barrier: $16.542, 60% of initial level due 11/29/2024
Credit Suisse AG, London Branch 11.65% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $64.8895, 65% of initial level due 11/28/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlier closes at or above knock-in level on observation date due 11/26/2025
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in prices: $12.288; 60% of initial prices due 11/28/2023
Credit Suisse AG, London Branch 0.00% due 8/4/2023
Credit Suisse AG, London Branch 4.60% due 5/24/2023
Credit Suisse AG, London Branch 4.55% due 2/23/2023
Credit Suisse AG, London Branch 5.20% due 11/27/2023
Credit Suisse AG, London Branch 4.25% due 11/23/2022
Credit Suisse AG, London Branch 0.00% due 11/24/2024
Credit Suisse AG, London Branch 0.00% due 11/24/2025
Credit Suisse AG, London Branch 0.00% due 11/24/2025
Credit Suisse AG, London Branch 0.00% due 11/27/2026
Credit Suisse AG, London Branch 0.00% due 11/24/2025
Credit Suisse AG, London Branch 11.7% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $26.0304; 68% of initial price due 12/27/2022
Credit Suisse AG, London Branch 19.1% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $2,573.599 for Amazon, $46.438 for Citi, $59.976 for EOG; 70% of initial levels due 11/24/2023
Credit Suisse AG, London Branch 13.94% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $23.5275; 75% of initial share price due 11/22/2024
Credit Suisse AG, London Branch 17.3% annual rate, payable quarterly plus any unpaid contingent coupons if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $29.25, 75% of initial share price due 11/24/2023
Credit Suisse AG, London Branch 29% per year, payable monthly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $13.573 for Ford, $43.26 for General Motors,
Credit Suisse AG, London Branch 24% per year, payable monthly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $117.05 for Roku, $8.625 for Virgin Galactic, $125.65 for Zoom; 50% of initial prices due 11/24/2023
Credit Suisse AG, London Branch 6% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,640.2127 for Russell, 3,288.572 for S&P; 70% of initial levels due 11/25/2024
Credit Suisse AG, London Branch 7.6% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,640.2127 for Russell, 3,288.572 for S&P; 70% of initial levels due 11/25/2024
Credit Suisse AG, London Branch 0.00% due 11/24/2023
Credit Suisse AG, London Branch 4.15% due 11/23/2022
Credit Suisse AG, London Branch 0.00% due 11/21/2025
Credit Suisse AG, London Branch 0.00% due 11/21/2024
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $304.3875 for Home Depot, $189.0375 for Target, $107.37 for Walmart; 75% of initial prices due 11/28/2022
Credit Suisse AG, London Branch 0.00% due 11/27/2023
Credit Suisse AG, London Branch 0.00% due 11/22/2027
Credit Suisse AG, London Branch 0.00% due 11/20/2026
Credit Suisse AG, London Branch 0.00% due 11/20/2026
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,516.5 for S&P, 1,782.756 for Russell, 3,300.61 for Stoxx; 75% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,663.9056 for Russell, 3,282.069 for S&P, 11,415.649 for Nasdaq, 70% of initial levels due 11/23/2026
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 11/17/2023
Credit Suisse AG, London Branch 11.90% due 11/21/2022
Credit Suisse AG, London Branch 8.00% due 11/20/2023
Credit Suisse AG, London Branch 9.2% per year, payable quarter plus any previously unpaid coupons if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $216.69 for Deere, $28.962 for Terex, $69.012 for Oshkosh 60% of initial prices due 11/22/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.47% per year unless any index closes below barrier level on observation date for that quarter due 11/20/2023
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $33.6225 for Fifth Third, $18.1875 for KeyCorp, $13.279 for Regions, $154.1475 for PNC; 75% of initial prices due 11/19/2026
Credit Suisse AG, London Branch 0.00% due 12/21/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $11.916 for Ford, $37.782 for GM, $608.034 for Tesla; 60% of initial prices due 5/17/2024
Credit Suisse AG, London Branch 10.29% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $31.77; 50% of initial share price due 11/18/2024
Credit Suisse AG, London Branch 0.00% due 11/19/2026
Credit Suisse AG, London Branch 0.00% due 11/17/2023
Credit Suisse AG, London Branch 0.00% due 8/30/2023
Credit Suisse AG, London Branch 0.00% due 11/15/2023
Credit Suisse AG, London Branch 0.00% due 11/18/2026
Credit Suisse AG, London Branch 9.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier levels: $32.88 for Ally, $44.95 for Citi, $32.62 for Synchrony; 65% of initial prices due 11/15/2024
Credit Suisse AG, London Branch 12.45% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier level: $516.71; 50% of initial prices due 11/17/2022
Credit Suisse AG, London Branch 0.00% due 11/15/2024
Credit Suisse AG, London Branch 0.00% due 11/16/2023
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 6.85% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,278.0 for S&P, 1,688.243 for Russell, 11,339.92 for Nasdaq; 70% of initial prices due 11/15/2024
Credit Suisse AG, London Branch 10.25% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $119.992 for Apple, $2,820.12 for Amazon; 80% of initial prices due 11/17/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $66.162 for NetEase, $100.356 for Baidu; 60% of initial prices due 11/18/2024
Credit Suisse AG, London Branch 12.9% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $119.7225 for Netflix, $511.9575 for Disney; 75% of initial share prices due 11/15/2024
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1688.2432 for Russell, 3277.995 for S&P, 70% of initial levels due 5/17/2023
Credit Suisse AG, London Branch 8.45% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier: 2050.0096; 85% of initial level due 11/17/2025
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $88.578 for Biotech, $52.213 for Banking; 70% of initial levels due 11/17/2023
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $5.9345; 65% of initial level due 11/16/2023
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 12/30/2022
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 10.1% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier level: $193.23; 65% of initial price due 11/14/2024
Credit Suisse AG, London Branch 9.00% due 11/18/2024
Credit Suisse AG, London Branch 10.85% due 11/16/2022
Credit Suisse AG, London Branch 6.80% due 11/16/2023
Credit Suisse AG, London Branch 0.00% due 11/15/2023
Credit Suisse AG, London Branch 6.7% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $55.8576, 81% of initial level due 12/16/2022
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $303.306 for Costco, $884.40 for Shopify, $152.43 for Target, $89.064 for Walmart; 60% of initial levels due 11/18/2024
Credit Suisse AG, London Branch 26.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $363.468 for Lam, $33.606 for UiPath, $12.252 for SoFi; 60% of initial levels due 11/18/2024
Credit Suisse AG, London Branch 7.55% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,672.7074 for Russell, 3,252.697 for S&P, 25,255.958 for Dow; 70% of initial levels due 11/16/2026
Credit Suisse AG, London Branch 0.00% due 6/14/2023
Credit Suisse AG, London Branch 8.00% due 11/15/2023
Credit Suisse AG, London Branch 0.00% due 11/14/2024
Credit Suisse AG, London Branch 10.71% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $120.648 for Apple, $2,382.696 for Alphabet; 80% of initial levels due 11/15/2024
Credit Suisse AG, London Branch 0.00% due 1/25/2023
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 0.00% due 2/14/2023
Credit Suisse AG, London Branch 8.75% due 11/13/2023
Credit Suisse AG, London Branch 20.34% due 11/10/2022
Credit Suisse AG, London Branch 6% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1709.9194 for Russell, 3291.19 for S&P; 70% of initial levels due 11/12/2024
Credit Suisse AG, London Branch 0.00% due 1/10/2024
Credit Suisse AG, London Branch 6.2% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 11,761.94 for Nasdaq, 3,133.82 for Stoxx; 72% of initial levels due 11/14/2024
Credit Suisse AG, London Branch 8.00% due 11/10/2023
Credit Suisse AG, London Branch 9.00% due 12/12/2022
Credit Suisse AG, London Branch 0.00% due 11/8/2024
Credit Suisse AG, London Branch 0.00% due 11/10/2025
Credit Suisse AG, London Branch 11.06% due 11/10/2023
Credit Suisse AG, London Branch 0.00% due 4/10/2023
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $16.504 for American, $120.768 for Apple, $80.816 for Duke, $227.216 for Moderna; 80% of initial prices due 11/8/2024
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 12,269.535; 75% of initial level due 11/10/2025
Credit Suisse AG, London Branch 38% per year, payable monthly if each stock closes at or above its knock-in level on related observation date due 11/12/2024
Credit Suisse AG, London Branch 0.00% due 11/8/2023
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each underlier closes at or above its coupon barrier level on observation date; Coupon barrier levels: $93.48 for ETF, 3,495.4275 for S&P, 12,108.375 for Nasdaq, 1,803.213 for Russell; 75% of initial levels due 11/12/2024
Credit Suisse AG, London Branch 0.00% due 12/8/2022
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 0.00% due 7/12/2023
Credit Suisse AG, London Branch 9.00% due 2/8/2022
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barriers: 1457.284 for Russell, 3025.93 for S&P, 65% of initial level due 6/5/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1539.2356 for Russell, 3196.9 for S&P, 70% of initial level due 3/3/2023
Credit Suisse AG, London Branch 21% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $21.078 for Lucid, $44.034 for Chewy, $149.406 for Square, $17.742 for PetMed; 60% of initial levels due 11/7/2024
Credit Suisse AG, London Branch 0.00% due 11/9/2022
Credit Suisse AG, London Branch 20% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $99.8032 for Apple, $809.7553 for Tesla, $65.0905 for Zillow; 67% of initial prices due 11/5/2024
Credit Suisse AG, London Branch 7.1% per year, payable monthly if each underlier closes at or above its coupon barrier level on observation date; Coupon barrier levels: $93.84 for ETF, 3,460.2525 for S&P, 11,928.96 for Nasdaq, 1,768.59075 for Russell; 75% of initial levels due 11/5/2024
Credit Suisse AG, London Branch 0.00% due 11/6/2026
Credit Suisse AG, London Branch 0.00% due 5/2/2024
Credit Suisse AG, London Branch 11.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier levels: $84.99 for Discover, $113.27 for Capital One, $34.84 for Synchrony; 75% of initial prices due 11/1/2024
Credit Suisse AG, London Branch 0.00% due 11/4/2024
Credit Suisse AG, London Branch 0.00% due 11/1/2024
Credit Suisse AG, London Branch 0.00% due 11/2/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $119.84 for Apple, $2,697.944 for Amazon; 80% of initial levels due 11/1/2024
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $104.86 for Apple, $2,360.701 for Amazon, $87.57 for IBM; 70% of initial levels due 11/4/2024
Credit Suisse AG, London Branch 11.7% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $164.871 for FedEx, $93.128 for Qualcomm; 70% of initial levels due 11/4/2024
Credit Suisse AG, London Branch 21.085% annual rate, payable monthly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $22.194; 60% of initial level due 11/5/2024
Credit Suisse AG, London Branch 24.75% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $226.499 for Meta, $213.43 for Roku, $779.80 for Tesla; 70% of initial levels due 11/4/2024
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3223.766 for S&P, 1608.0337 for Russell; 70% of initial levels due 5/2/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1722.89325 for Russell, 3454.035 for S&P, 75% of initial level due 5/3/2023
Credit Suisse AG, London Branch 12.2% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $11.076; 65% of initial price due 11/2/2023
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $21.231; 70% of initial level due 11/2/2023
Credit Suisse AG, London Branch 11.4% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $260.93; 70% of initial level due 11/2/2023
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $64.974; 70% of initial level due 11/2/2023
Credit Suisse AG, London Branch 12.55% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $27.0205; 65% of initial price due 11/2/2023
Credit Suisse AG, London Branch 6.1% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1608.0337 for Russell, 3223.766 for S&P; 70% of initial levels due 11/5/2024
Credit Suisse AG, London Branch 7.4% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1608.0337 for Russell, 3223.766 for S&P; 70% of initial levels due 11/5/2024
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $32.515; 70% of initial price due 11/2/2023
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $58.146; 55% of initial level due 11/2/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2025
Credit Suisse AG, London Branch 0.00% due 11/2/2026
Credit Suisse AG, London Branch 0.00% due 11/16/2022
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 5.25% payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $1,333.2225, 75% of initial level due 8/2/2022
Credit Suisse AG, London Branch 8.5% payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $108.7125, 75% of initial level due 8/2/2022
Credit Suisse AG, London Branch 5.2% payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $27.36, 75% of initial level due 8/2/2022
Credit Suisse AG, London Branch 10.5% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $28.0529; 67% of initial price due 12/2/2022
Credit Suisse AG, London Branch 13.4% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $190.152 for Facebook, $32.634 for Snap; 60% of initial levels due 10/29/2024
Credit Suisse AG, London Branch 15.65% due 10/31/2022
Credit Suisse AG, London Branch 0.00% due 11/1/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $218.554 for Facebook, $2,374.743 for Amazon, $104.195 for Apple, $464.044 for Netflix; 70% of initial levels due 4/5/2023
Credit Suisse AG, London Branch 13.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $104.195 for Apple, $218.554 for Facebook, $464.044 for Netflix; 70% of initial levels due 11/1/2024
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $33.288; 60% of initial price due 10/29/2024
Credit Suisse AG, London Branch 6% per year, payable semiannually if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1576.7437 for Russell, 3186.176 for S&P; 70% of initial levels due 10/29/2024
Credit Suisse AG, London Branch 0.00% due 10/31/2025
Credit Suisse AG, London Branch 12.50% due 11/1/2023
Credit Suisse AG, London Branch 0.00% due 5/1/2024
Credit Suisse AG, London Branch 20.40% due 10/28/2022
Credit Suisse AG, London Branch 0.00% due 10/29/2024
Credit Suisse AG, London Branch 0.00% due 10/30/2025
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 13% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices:$111.99 for Apple, $2,532.0525 for Apple, $400.4025 for Broadcom; 75% of initial prices due 10/30/2023
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each underlier closes at or above its knock-in level on observation date due 10/31/2024
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3431.0925 for S&P, 1722.05625 for Russell; 75% of initial levels due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 10/30/2026
Credit Suisse AG, London Branch 0.00% due 10/30/2026
Credit Suisse AG, London Branch 0.00% due 10/29/2026
Credit Suisse AG, London Branch 7.00% due 10/30/2023
Credit Suisse AG, London Branch 0.00% due 10/29/2026
Credit Suisse AG, London Branch 0.00% due 10/30/2025
Credit Suisse AG, London Branch 0.00% due 10/27/2023
Credit Suisse AG, London Branch 11.75% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $171.816, 60% of initial level due 10/26/2023
Credit Suisse AG, London Branch 7.4% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 10/28/2024
Credit Suisse AG, London Branch 0.00% due 5/25/2023
Credit Suisse AG, London Branch 6.76% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1607.3295 for Russell, 3184.846 for S&P, 10842.713 for Nasdaq, 70% of initial levels due 10/26/2026
Credit Suisse AG, London Branch 0.00% due 10/24/2024
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $111.57 for Apple, $2,583.1125 for Amazon; 75% of initial prices due 10/26/2023
Credit Suisse AG, London Branch 10.57% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $111.945 for Apple, $217.5675 for salesforce; 75% of initial levels due 10/24/2024
Credit Suisse AG, London Branch 8.352% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 3,402.14 for S&P, 1,717.324 for Russell, 3,129.13 for Stoxx; 75% of initial levels due 11/7/2022
Credit Suisse AG, London Branch 0.00% due 10/22/2027
Credit Suisse AG, London Branch 7% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $130.188 for Boeing, $29.862 for SW; 60% of initial levels due 10/21/2024
Credit Suisse AG, London Branch 15.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $66.426 for Caesars, $24.06 for Vegas Sands, $28.77 for MGM; 60% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $170.985 for FedEx, $169.4475 for Union Pacific, $145.0425 for UPS; 70% of initial levels due 10/21/2024
Credit Suisse AG, London Branch 0.00% due 10/20/2026
Credit Suisse AG, London Branch 0.00% due 10/22/2027
Credit Suisse AG, London Branch 0.00% due 5/7/2024
Credit Suisse AG, London Branch 0.00% due 5/3/2024
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $73.866; 65% of initial price due 10/19/2023
Credit Suisse AG, London Branch 12.2% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $27.244; 70% of initial price due 10/19/2023
Credit Suisse AG, London Branch 0.00% due 10/20/2026
Credit Suisse AG, London Branch 0.00% due 10/20/2027
Credit Suisse AG, London Branch 8.00% due 10/19/2023
Credit Suisse AG, London Branch 0.00% due 10/26/2022
Credit Suisse AG, London Branch 0.00% due 10/18/2024
Credit Suisse AG, London Branch 7.00% due 10/28/2022
Credit Suisse AG, London Branch 14.3% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $13.554 for Lucid, $27.846 for Uber; 60% of initial levels due 10/18/2024
Credit Suisse AG, London Branch 14.1% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $192.90, 60% of initial price due 10/18/2024
Credit Suisse AG, London Branch 6.65% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 10,342.22 for Nasdaq, 1,569.378 for Russell; 70% of initial levels due 10/18/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,569.378 for Russell, 3,054.66 for S&P, 10,342.22 for Nasdaq; 70% of initial levels due 10/18/2024
Credit Suisse AG, London Branch 5.00% due 1/19/2023
Credit Suisse AG, London Branch 7.00% due 1/19/2023
Credit Suisse AG, London Branch 0.00% due 10/17/2024
Credit Suisse AG, London Branch 14.65% per year, payable quarterly if each stock closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $24.318 for British, $33.005 for Altria, $66.906 for Philip Morris, $34.454 for Universal; 70% of initial prices due 10/15/2026
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,787.4168 for Russell, 3,480.52, for S&P, 11,729.688 for Nasdaq, 80% of initial levels due 4/15/2022
Credit Suisse AG, London Branch 0.00% due 10/26/2022
Credit Suisse AG, London Branch 0.00% due 10/15/2026
Credit Suisse AG, London Branch 0.00% due 10/11/2024
Credit Suisse AG, London Branch 11.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier levels: $50.27 for Schwab, $32.47 for Synchrony; 65% of initial prices due 10/11/2024
Credit Suisse AG, London Branch 0.00% due 10/14/2026
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 10/26/2022
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barrier levels: $27.314 for Financial, $106.372 for Technology, $73.759 for Oil; 70% of initial levels due 10/14/2027
Credit Suisse AG, London Branch 10% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $997.3854; 66% of initial share price due 1/17/2023
Credit Suisse AG, London Branch 7.85% annual rate, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3073.938 for S&P, 1563.1623 for Russell; 70% of initial levels due 10/15/2024
Credit Suisse AG, London Branch 0.00% due 10/15/2029
Credit Suisse AG, London Branch 9.75% due 10/14/2022
Credit Suisse AG, London Branch 0.00% due 10/12/2027
Credit Suisse AG, London Branch 0.00% due 10/9/2026
Credit Suisse AG, London Branch 12.15% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $199.266; 60% of initial price due 10/12/2023
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $118.062 for JPM, $38.094 for BNY, $156.996 for Visa; 70% of initial prices due 10/13/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlier closes at or above its knock-in level on the observation date for that quarter due 10/15/2024
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,054.485 for S&P, 1,550.4706 for Russell, 2,808.855 for Stoxx; 70% of initial levels due 10/12/2022
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $28.613 for Southwest, $35.3925 for Delta; 65% of initial levels due 10/15/2024
Credit Suisse AG, London Branch 9.15 % per year, payable monthly if each index closes at or above its coupon barrier level on monthly observation date; Coupon barrier levels: 3210.12 for Stoxx, 1771.9664 for Russell; 80% of initial levels due 10/10/2024
Credit Suisse AG, London Branch 0.00% due 10/9/2025
Credit Suisse AG, London Branch 3.672% due 9/3/2025
Credit Suisse AG, London Branch 0.00% due 10/20/2022
Credit Suisse AG, London Branch 13.00% due 10/11/2022
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $125.5345 for Caterpillar, $147.888 for Cummins, $219.986 for Deere; 65% of initial levels due 10/7/2024
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $10.045; 70% of initial price due 10/10/2023
Credit Suisse AG, London Branch 0.00% due 10/6/2026
Credit Suisse AG, London Branch 14.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $9.256; 65% of initial share price due 7/11/2022
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 10/7/2024
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 0.00% due 4/3/2024
Credit Suisse AG, London Branch 0.00% due 10/4/2023
Credit Suisse AG, London Branch 12.3% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $10.62; 75% of initial price due 10/5/2023
Credit Suisse AG, London Branch 15.75% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $19.227; 65% of initial price due 7/6/2022
Credit Suisse AG, London Branch 8.6% annual rate, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 3230.655 for S&P, 1653.279 for Russell; 75% of initial levels due 4/5/2023
Credit Suisse AG, London Branch 12.74% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $126.8775 for Disney, $457.755 for Netflix; 75% of initial levels due 10/3/2024
Credit Suisse AG, London Branch 13.65% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $114.583 for JPMorgan, $72.121 for GE; $229.782 for Home Depot; 70% of initial prices due 10/7/2024
Credit Suisse AG, London Branch 0.00% due 4/5/2023
Credit Suisse AG, London Branch 9.00% due 1/4/2022
Credit Suisse AG, London Branch 9.00% due 1/4/2022
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2025
Credit Suisse AG, London Branch 0.00% due 12/13/2022
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 10,327.023 for Nasdaq, 1,557.7156 for Russell, 3,051.622 for S&P; 70% of initial levels due 4/4/2023
Credit Suisse AG, London Branch 8.45% annual rate, payable quarterly if index closes at or above coupon barrier on observation day for that period; Coupon barrier/knock-in level: 1,780.2464; 80% of initial level due 10/6/2025
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,051.622 for S&P, 1,557.7156 for Russell, 10,327.023 for Nasdaq; 70% of initial levels due 10/5/2026
Credit Suisse AG, London Branch 9.6% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; coupon payment events will include any previously unpaid coupons; Coupon barriers: $38.0985 for Trade Desk, $318.3235 for Adobe, $133.485 for Square; 55% of initial levels due 4/5/2023
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $50.071 for Citi, $57.764 for Comerica, $11.62 for First Horizon; 70% of initial prices due 10/5/2026
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; previously unpaid contingent coupons will be paid whenever a contingent coupon is paid; Coupon barrier prices: $42.112 for Coca-Cola, $195.016 for McDonald’s, $43.328 for Verizon; 80% of initial prices due 10/1/2025
Credit Suisse AG, London Branch 6.6% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,335.1848 for Russell, 2,615.676 for S&P, 8,851.734 for Nasdaq, 60% of initial levels due 10/4/2024
Credit Suisse AG, London Branch 5.15% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,335.1848 for Russell, 2,615.676 for S&P, 8,851.734 for Nasdaq, 60% of initial levels due 10/4/2024
Credit Suisse AG, London Branch 0.00% due 10/3/2025
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 0.00% due 10/1/2026
Credit Suisse AG, London Branch 0.00% due 10/1/2026
Credit Suisse AG, London Branch 19.00% due 3/30/2022
Credit Suisse AG, London Branch 0.00% due 10/1/2024
Credit Suisse AG, London Branch 0.00% due 11/30/2022
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $276.471; 65% of initial share price due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2031
Credit Suisse AG, London Branch 0.00% due 9/30/2026
Credit Suisse AG, London Branch 0.00% due 4/1/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 10/2/2024
Credit Suisse AG, London Branch 0.00% due 10/2/2023
Credit Suisse AG, London Branch 0.00% due 10/1/2026
Credit Suisse AG, London Branch 0.00% due 10/2/2023
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $38.864 for Cisco, $37.80 for Intel; 70% of initial levels due 9/30/2024
Credit Suisse AG, London Branch 6.5% annual rate, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 3332.3325 for S&P, 1710.75225 for Russell; 75% of initial levels due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 9/30/2026
Credit Suisse AG, London Branch 0.00% due 9/30/2026
Credit Suisse AG, London Branch 0.00% due 9/29/2026
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if each stock closes at or above coupon barrier level on every trading day for the observation date for that period; Coupon barrier levels: $123.00 for AmEx, $194.68 for PayPal; 70% of initial prices due 9/27/2024
Credit Suisse AG, London Branch 0.00% due 9/27/2024
Credit Suisse AG, London Branch 9.2% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $53.889, 69% of initial level due 10/31/2022
Credit Suisse AG, London Branch 12.65% per year, payable quarterly plus any previously unpaid coupons if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $124.63, 75% of initial price due 10/13/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date for that period; Coupon barriers: $19.773 for CSX, $159.2955 for Norfolk, $132.47 for UP; 65% of initial levels due 9/30/2024
Credit Suisse AG, London Branch 13.85% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $64.2999; 67% of initial share price due 10/31/2022
Credit Suisse AG, London Branch 0.00% due 11/25/2022
Credit Suisse AG, London Branch 0.00% due 11/25/2022
Credit Suisse AG, London Branch 0.00% due 1/26/2023
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 8.5% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $43.3808, 76% of initial level due 12/28/2022
Credit Suisse AG, London Branch 11.25% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $66.2563; 67% of initial price due 10/28/2022
Credit Suisse AG, London Branch 9%, payable monthly due 12/28/2021
Credit Suisse AG, London Branch 9%, payable monthly due 12/27/2021
Credit Suisse AG, London Branch 0.00% due 9/25/2026
Credit Suisse AG, London Branch 7.37% due 12/28/2022
Credit Suisse AG, London Branch 5.20% due 12/28/2022
Credit Suisse AG, London Branch 20.65% due 9/23/2022
Credit Suisse AG, London Branch 20.5% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $20.53, 60% of initial price due 10/7/2022
Credit Suisse AG, London Branch 13.36% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $191.40 for Roku, $67.332 for Starbucks, $48.024 for Diamondback; 60% of initial levels due 9/24/2024
Credit Suisse AG, London Branch 13.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $24.913 for Las Vegas, $93.079 for IBM, $303.828 for Moderna, 70% of initial levels due 9/24/2024
Credit Suisse AG, London Branch 9.6% per year, payable monthly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $70.284; 60% of initial level due 9/25/2023
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 24209.416 for Dow, 3103.093 for S&P; 70% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 0.00% due 9/22/2026
Credit Suisse AG, London Branch 15% annual rate, payable quarterly if each stock closes at or above coupon barrier level on every trading day for the observation date for that period; Coupon barrier levels: $59.67 for Activision Blizzard, $100.41 for EA, $113.75 for Take-Two; 75% of initial prices due 9/20/2024
Credit Suisse AG, London Branch 0.00% due 3/21/2024
Credit Suisse AG, London Branch 0.00% due 9/21/2023
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $119.6775; 75% of initial price due 9/22/2022
Credit Suisse AG, London Branch 11.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $116.848 for Apple, $2,252.80 for Alphabet; 80% of initial levels due 9/20/2024
Credit Suisse AG, London Branch 12% per year, payable quarterly plus any previously unpaid coupons if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $119.68, 75% of initial price due 10/5/2022
Credit Suisse AG, London Branch 13.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $35.538 for Conoco, $16.398 for Occidental, $33.492 for Exxon; 60% of initial levels due 9/22/2023
Credit Suisse AG, London Branch 14.15% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $7.80; 65% of initial share price due 9/20/2024
Credit Suisse AG, London Branch 5.6% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3103.093 for S&P, 1565.8097 for Russell; 70% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 7% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3,103.093 for S&P, 1,565.8097 for Russell; 70% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 8.15% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 9/23/2024
Credit Suisse AG, London Branch 6.75% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 9/23/2024
Credit Suisse AG, London Branch 0.00% due 9/22/2026
Credit Suisse AG, London Branch 0.00% due 9/22/2027
Credit Suisse AG, London Branch 0.00% due 10/5/2022
Credit Suisse AG, London Branch 0.00% due 9/19/2031
Credit Suisse AG, London Branch 0.00% due 9/22/2026
Credit Suisse AG, London Branch 8.00% due 9/21/2023
Credit Suisse AG, London Branch 21.38% due 9/20/2022
Credit Suisse AG, London Branch 28% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $48.852 for Roblox, $6.564 for Skillz, or 60% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 0.00% due 10/20/2022
Credit Suisse AG, London Branch 0.00% due 10/20/2022
Credit Suisse AG, London Branch 9%, payable monthly due 12/21/2021
Credit Suisse AG, London Branch 0.00% due 9/18/2026
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date, in which case all prior unpaid contingent coupons will be paid; Coupon barriers: $75.22 for Intellia, $35.14 for Laredo, $116.15 for Novavax; 50% of initial levels due 9/20/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2688.42 for S&P, 1,340.6688 for Russell, $19.356 for ETF; 60% of initial levels due 9/21/2026
Credit Suisse AG, London Branch 0.00% due 1/4/2023
Credit Suisse AG, London Branch 0.00% due 9/18/2026
Credit Suisse AG, London Branch 8.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3128.111 for S&P, 24408.741 for Dow; 70% of initial levels due 9/17/2024
Credit Suisse AG, London Branch 0.00% due 9/7/2023
Credit Suisse AG, London Branch 0.00% due 9/13/2024
Credit Suisse AG, London Branch 9% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $104.279 for Apple, $2,428.405 for Amazon, $419.104 for Netflix, $265.083 for Facebook; 70% of initial prices due 1/27/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above its coupon barrier level on corresponding observation date; Coupon barriers: $80.335 for Intellia, $53.565 for ACM, $34.215 for Fate; 50% of initial levels due 9/16/2024
Credit Suisse AG, London Branch 0.00% due 9/28/2022
Credit Suisse AG, London Branch 11.5% annual rate, payable quarterly if each ETF closes at or above coupon barrier level on the corresponding observation date; Coupon barrier levels: $31.51 for KraneShares, $134.29 for iShares, $269.39 for SPDR; 60% of initial prices due 3/14/2024
Credit Suisse AG, London Branch 9.8% annualized, payable quarterly if stock closes at or above 70% coupon barrier on review date for that quarter due 9/13/2023
Credit Suisse AG, London Branch 5.1% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 24521.749 for S&P, 3159.849 for Dow; 70% of initial levels due 9/13/2024
Credit Suisse AG, London Branch 17.00% due 9/8/2022
Credit Suisse AG, London Branch 8.75% annual rate, payable quarterly if each ETF closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $38.90 for Energy, $30.46 for Financial, $83.67 for Industrial; 80% of initial prices due 9/6/2024
Credit Suisse AG, London Branch 9.18% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,604.4336 for Russell, 3,174.801 for S&P, 10,957.002 for Nasdaq, 70% of initial levels due 9/1/2022
Credit Suisse AG, London Branch 6.85% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,604.4336 for Russell, 3,174.801 for S&P, 10,957.002 for Nasdaq, 70% of initial levels due 9/1/2022
Credit Suisse AG, London Branch 16.85% per year, payable quarterly plus any previously unpaid contingent coupons if each stock closes at or above its coupon barrier level on observation date for that period; Coupon barriers: $1,739.025 for Amazon, $13.32 for Palantir, $13.315 for Vroom; 50% of initial levels due 9/9/2024
Credit Suisse AG, London Branch 6.65% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3174.801 for S&P, 1604.4336 for Russell, 10957.002 for Nasdaq; 70% of initial levels due 3/9/2023
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,392.01 for S&P, 1,705.3305 for Russell, 3,147.3075 for Stoxx; 75% of initial levels due 9/6/2023
Credit Suisse AG, London Branch 0.00% due 3/5/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 3.56% due 9/3/2025
Credit Suisse AG, London Branch 0.00% due 9/3/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 12/22/2022
Credit Suisse AG, London Branch 0.00% due 9/6/2023
Credit Suisse AG, London Branch 7.9% per year, payable monthly if each index closes at or above its coupon threshold level on the related determination date; Coupon threshold levels: 11,686.88 for Nasdaq, 1,705.331 for Russell, 3,392.01 for S&P; 75% of initial levels due 9/6/2023
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier level on a quarterly observation date, notes pay contingent coupon at rate of 10.6% per year for that quarter; Coupon barrier levels: $121.464 for Apple, $2,315.16 for Alphabet, 80% of initial share price due 9/3/2024
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on every day that period; Coupon barrier levels: 3,392.01 for S&P, 1,755.3305 for Russell; 75% of initial levels due 3/3/2023
Credit Suisse AG, London Branch 12.65% per year, payable quarterly if the underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barrier price: $33.1565, 65% of initial price due 9/6/2024
Credit Suisse AG, London Branch 10.75% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $113.603; 70% of initial share price due 9/3/2024
Credit Suisse AG, London Branch 17.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $21.4825 for Conagra, $23.647 for Kraft Heinz, $52.1625 for Sysco; 65% of initial levels due 8/30/2024
Credit Suisse AG, London Branch 15.75% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier level: $236.26; 70% of initial price due 8/30/2024
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier levels: $97.59 for IBM, $209.80 for Microsoft; 70% of initial prices due 8/30/2024
Credit Suisse AG, London Branch 18% annual rate, payable quarterly if the stock closes at or above coupon barrier level on the corresponding observation date; Coupon barrier level: $498.34; 70% of initial prices due 8/30/2024
Credit Suisse AG, London Branch 24.00% due 2/28/2022
Credit Suisse AG, London Branch 18.55% due 8/31/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; coupon payment events will also include any previously unpaid coupons; Coupon barrier prices: $153.0075 for Boeing, $57.7599 for CVS; 69% of initial prices due 9/3/2024
Credit Suisse AG, London Branch 17.65% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $13.045 for Ping, $180.625 for Twilio; 50% of initial levels due 8/30/2024
Credit Suisse AG, London Branch 11.3% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $72.72; 75% of initial price due 8/31/2023
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier: $6.1685; 65% of initial price due 8/31/2023
Credit Suisse AG, London Branch 9.35% annualized, payable quarterly if each stock closes at or above coupon barrier on every day that quarter; Coupon barrier levels: $51.09 for Citi, $34.87 for Wells; 70% of initial levels due 8/30/2024
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each stock closes at or above coupon barrier on observation date that quarter; Coupon barrier levels: $284.54 for Facebook, $226.41 for Microsoft; 75% of initial levels due 9/6/2024
Credit Suisse AG, London Branch 0.00% due 8/29/2031
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 9.00% due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 8/29/2024
Credit Suisse AG, London Branch 0.00% due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,660.48425 for Russell, 3,352.5 for S&P; 75% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $12.975; 50% of initial price due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 8/29/2031
Credit Suisse AG, London Branch 0.00% due 8/31/2026
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,567.4883 for Russell, 68.481 for Stoxx Banks, 10,758.244 for Nasdaq, 70% of initial levels due 8/27/2024
Credit Suisse AG, London Branch 9% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3596.952 for S&P, 1791.4152 for Russell, 12,295.136 for Nasdaq, 80% of initial levels due 8/30/2023
Credit Suisse AG, London Branch 4.70% due 11/30/2022
Credit Suisse AG, London Branch 6.55% due 11/30/2022
Credit Suisse AG, London Branch 0.00% due 8/29/2023
Credit Suisse AG, London Branch 19.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $27.33 for BigCommerce, $92.04 for DoorDash, $16.58 for Vimeo; 50% of initial levels due 8/26/2024
Credit Suisse AG, London Branch 5.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,324.977 for Russell, 2,687.718 for S&P, 9,187.692 for Nasdaq, 60% of initial levels due 8/26/2022
Credit Suisse AG, London Branch 12% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date for that period; Coupon barrier levels: $103.73 for Apple, $2,239.97 for Amazon.com, $1,924.01 for Alphabet; 70% of initial prices due 8/23/2024
Credit Suisse AG, London Branch 11.20% due 8/26/2024
Credit Suisse AG, London Branch 0.00% due 8/24/2023
Credit Suisse AG, London Branch 10.65% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $14.406, 60% of initial level due 11/25/2022
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter, plus any previously unpaid coupon due 9/7/2022
Credit Suisse AG, London Branch 8.3% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $33.194; 70% of initial share price due 8/26/2024
Credit Suisse AG, London Branch 7.35% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3,109.169 for S&P, 1,517.32 for Russell; 70% of initial levels due 8/26/2024
Credit Suisse AG, London Branch 6.75% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 8/26/2024
Credit Suisse AG, London Branch 8.2% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 8/26/2024
Credit Suisse AG, London Branch 5.85% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,517.32 for Russell, 3,109.169 for S&P; 70% of initial levels due 8/26/2024
Credit Suisse AG, London Branch 0.00% due 8/25/2026
Credit Suisse AG, London Branch 0.00% due 8/25/2027
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 3,520.22, 80% of initial level due 9/6/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if the underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in prices: $26.376; 60% of initial prices due 8/22/2024
Credit Suisse AG, London Branch 18.88% due 8/22/2022
Credit Suisse AG, London Branch 0.00% due 8/23/2023
Credit Suisse AG, London Branch 10.65% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 11,252.1225 for Nasdaq, 1,632.87975 for Russell, 3,336.06 for S&P; 75% of initial levels due 8/22/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2031
Credit Suisse AG, London Branch 0.00% due 2/10/2023
Credit Suisse AG, London Branch 8% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $105.133 for Apple, $2,269.372 for Amazon, $205.156 for Microsoft; 70% of initial levels due 8/20/2024
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each underlier closes at or above its knock-in level on observation date due 8/20/2024
Credit Suisse AG, London Branch 9.00% due 11/19/2021
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,542.3905 for Russell, 3,135.797 for S&P, 68.425 for Stoxx Banks, 70% of initial levels due 8/19/2026
Credit Suisse AG, London Branch 12% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date for that period; Coupon barrier levels: $122.60 for Alibaba, $99.09 for Baidu; 65% of initial prices due 8/16/2024
Credit Suisse AG, London Branch 12% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the relevant observation date for that period; Coupon barrier levels: $29.09 for Pfizer, $137.81 for Amgen, $205.35 for Biogen; 60% of initial prices due 8/16/2024
Credit Suisse AG, London Branch 8.80% due 8/18/2022
Credit Suisse AG, London Branch 5.65% due 8/18/2022
Credit Suisse AG, London Branch 0.00% due 8/18/2025
Credit Suisse AG, London Branch 15% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $33.636; 60% of initial price due 8/17/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $12.785095; 64.15% of initial price due 8/17/2023
Credit Suisse AG, London Branch 11.9% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $25.205 for Southwest, $194.89 for Moderna; 50% of initial levels due 8/18/2022
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $407.211; 70% of initial price due 8/17/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 8% per year, paid quarterly, if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 10,595.68 for Nasdaq, 1,556.176 for Russell; 70% of initial levels due 8/16/2024
Credit Suisse AG, London Branch 0.00% due 8/17/2026
Credit Suisse AG, London Branch 10.35% per year, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $47.4264, 56% of initial level due 9/16/2022
Credit Suisse AG, London Branch 12.03% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $23.891; 70% of initial share price due 8/15/2024
Credit Suisse AG, London Branch 12.5% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 9/13/2022
Credit Suisse AG, London Branch 12.7% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $55.8992, 56% of initial level due 11/14/2022
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $51.086 for Citi, $285.579 for Goldman, $71.428 for Morgan Stanley, $34.741 for Wells; 70% of initial levels due 8/13/2024
Credit Suisse AG, London Branch 6.35% per year, payable monthly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $275.13 for Invesco, $332.01 for SPDR; 75% of initial levels due 11/14/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date, plus any previously unpaid coupon; Coupon barrier prices: $2,224.014485 for Amazon, $36.901975 for ConocoPhillips; 66.55% of initial prices due 8/16/2024
Credit Suisse AG, London Branch 15.10% due 8/10/2022
Credit Suisse AG, London Branch 13.55% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $181.755 for Facebook, $29.39 for Pinterest, $37.99 for Snap; 50% of initial levels due 8/11/2026
Credit Suisse AG, London Branch 14.55% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $31.464 for Lyft, $26.568 for Uber; 60% of initial levels due 8/12/2024
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 11,332.02 for Nasdaq, 1,685.82075 for Russell, 3,130.905 for Stoxx; 75% of initial levels due 8/11/2022
Credit Suisse AG, London Branch 10.29% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $25.87; 61% of initial share price due 8/11/2023
Credit Suisse AG, London Branch 17.24% per year, payable monthly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $28.105 for BofA, $165.382 for McDonald’s, $55.244 for Cruises; 70% of initial prices due 8/12/2024
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier levels: 1,348.6566 for Russell, 2,661.912 for S&P, 9,065.616 for Nasdaq; 60% of initial levels due 8/11/2026
Credit Suisse AG, London Branch 7.2% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,685.82075 for Russell, 3,327.39 for S&P, 11,332.02 for Nasdaq, 75% of initial levels due 2/12/2024
Credit Suisse AG, London Branch 8.44% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 3,327.39 for S&P, 1,685.821 for Russell; 75% of initial levels due 8/9/2024
Credit Suisse AG, London Branch 6.42% per year, paid quarterly if each index closes at or above its coupon barrier on any related observation date; Coupon barrier levels: 3,327.39 for S&P, 1,685.821 for Russell; 75% of initial levels due 8/9/2024
Credit Suisse AG, London Branch 4.05% due 11/10/2022
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $47.964 for Citi, $48.104 for Comerica, $32.305 for Wells Fargo; 70% of initial prices due 8/10/2026
Credit Suisse AG, London Branch 6.56% due 11/9/2022
Credit Suisse AG, London Branch 4.59% due 11/9/2022
Credit Suisse AG, London Branch If fund closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 8.5% per year for that quarter and all prior unpaid contingent coupons, if any due 8/5/2022
Credit Suisse AG, London Branch If fund closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 6.4% per year for that month and all prior unpaid contingent coupons, if any due 8/5/2022
Credit Suisse AG, London Branch 0.00% due 2/2/2024
Credit Suisse AG, London Branch 0.00% due 8/4/2026
Credit Suisse AG, London Branch 0.00% due 8/4/2027
Credit Suisse AG, London Branch 0.00% due 8/2/2024
Credit Suisse AG, London Branch 0.00% due 1/5/2023
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 6% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,856.92 for S&P, 1,447.06 for Russell, 9,723.94 for Nasdaq; 65% of initial prices due 2/2/2024
Credit Suisse AG, London Branch 21.2% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date, plus any previously unpaid coupon; Coupon barrier prices: $15.155 for Carnival, $16.821 for Norwegian; 70% of initial prices due 8/4/2022
Credit Suisse AG, London Branch 11.09% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $116.688 for Apple, $2,155.624 for Alphabet; 80% of initial levels due 8/2/2024
Credit Suisse AG, London Branch 14.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $109.962 for Dillard’s, $35.34 for Pinterest; 60% of initial levels due 8/5/2024
Credit Suisse AG, London Branch 8.25% annual rate, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1669.6845 for Russell and 11219.925 for Nasdaq; 75% of initial levels due 2/6/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $43.512; 70% of initial price due 8/3/2023
Credit Suisse AG, London Branch 13% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $5.916; 60% of initial level due 8/3/2023
Credit Suisse AG, London Branch 6.7% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3076.682 for S&P, 1558.3722 for Russell; 70% of initial levels due 8/5/2024
Credit Suisse AG, London Branch 5.35% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3,076.682 for S&P, 1,558.3722 for Russell; 70% of initial levels due 8/5/2024
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,558.3722 for Russell, 3,076.682 for S&P, 10,471.93 for Nasdaq, 70% of initial levels due 8/4/2026
Credit Suisse AG, London Branch 6% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $34.622 for Bank, $43.799 for Regional Banking and $25.564 for Financial Select, 70% of initial prices due 8/2/2023
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in price: $164.08; 70% of initial price due 8/3/2023
Credit Suisse AG, London Branch 8.75% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $43.28, 75% of initial share price due 8/2/2024
Credit Suisse AG, London Branch 14.5% per year, payable each quarter that lesser-performing stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $33.19 for Lyft, $26.08 for Uber, 60% of initial share prices due 8/2/2024
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 8/5/2025
Credit Suisse AG, London Branch 28.00% due 2/2/2022
Credit Suisse AG, London Branch 0.00% due 8/1/2024
Credit Suisse AG, London Branch 4.75% per year, payable quarterly if each fund closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $25.767 for Financial, $107.45 for Technology; 70% of initial prices due 8/3/2022
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $53.916 for Caesars, $22.902 for MGM; 60% of initial levels due 7/30/2024
Credit Suisse AG, London Branch 20% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $232.908 for Facebook, $174.369 for Snowflake, $28.899 for Spirit; 65% of initial levels due 8/3/2027
Credit Suisse AG, London Branch 18.15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $168.0965 for Square, $1,180.569 for Chipotle, $49.8225 for Pinterest; 65% of initial levels due 8/2/2023
Credit Suisse AG, London Branch 16.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: $168.0965 for Square, $1,180.569 for Chipotle, $49.8225 for Pinterest; 65% of initial levels due 8/2/2023
Credit Suisse AG, London Branch 5.55% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,568.0203 for Russell, 3,093.405 for S&P, 10,533.852 for Nasdaq, 70% of initial levels due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 7/31/2026
Credit Suisse AG, London Branch 0.00% due 7/31/2026
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 7/30/2027
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 17.65% due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 8/1/2023
Credit Suisse AG, London Branch 0.00% due 7/31/2024
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $63.984; 60% of initial price due 7/31/2023
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $285.216 for Broadcom, $33.87 for Ciena; 60% of initial levels due 7/30/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date that period; Coupon barrier levels: 11,217.7275 for Nasdaq, 1,643.87475 for Russell; 75% of initial levels due 1/30/2023
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 11,217.7275 for Nasdaq, 1,643.87475 for Russell; 75% of initial levels due 1/30/2023
Credit Suisse AG, London Branch 13.05% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $8.323, 70% of initial share price due 7/30/2024
Credit Suisse AG, London Branch 14.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $10.35 for Rocket Cos., $151.038 for Square; 60% of initial levels due 7/30/2024
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,521.168 for S&P, 1,753.4664 for Russell, 11,965.576 for Nasdaq; 80% of initial levels due 7/30/2026
Credit Suisse AG, London Branch 7.4% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $34.482 for Energy Select, $72.093 for Industrial Select Energy Selecting and $25.552 for Financial Select, 70% of initial prices due 7/30/2024
Credit Suisse AG, London Branch 0.00% due 11/1/2022
Credit Suisse AG, London Branch 9.00% due 10/29/2021
Credit Suisse AG, London Branch 10.00% due 8/4/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $110.99755 for Apple, $264.8177 for Deere; 74.5% of initial prices due 7/29/2024
Credit Suisse AG, London Branch 6.1% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,088.253 for S&P, 1,546.7543 for Russell, 24,543.085 for Dow; 70% of initial levels due 1/30/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier price: $29.4775; 65% of initial price due 7/31/2023
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $64.0575; 65% of initial price due 7/31/2023
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $167.027; 70% of initial price due 7/31/2023
Credit Suisse AG, London Branch 9.4% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,308.84 for S&P, 1,657.237 for Russell, 3,081.83 for Stoxx; 75% of initial prices due 7/27/2023
Credit Suisse AG, London Branch 8.3% per year, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $68.2915, 73% of initial level due 8/29/2022
Credit Suisse AG, London Branch 11.15% per year, payable quarterly if the stock closes at or above its knock-in level on the observation date for that quarter due 7/28/2022
Credit Suisse AG, London Branch 17.5% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $96.564 for Apple, $2,376.816 for Amazon, $335.0165 for Netflix, $418.197 for Tesla; 65% of initial prices due 1/27/2023
Credit Suisse AG, London Branch 7.775% per year, payable monthly if each asset closes above coupon barrier on observation date; Coupon barriers: $79.5795 for ARK, $82.2315 for Biotech, $31.538 for Energy; 65% of initial levels due 7/30/2024
Credit Suisse AG, London Branch 10.35% annual rate, payable quarterly plus any previously unpaid coupons if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $128.06; 80% of initial share price due 7/28/2023
Credit Suisse AG, London Branch 5.7% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1215.30695 for Russell, 2426.4845 for S&P, 8311.4845 for Nasdaq; 55% of initial levels due 7/30/2026
Credit Suisse AG, London Branch 5.35% per year, payable biannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1325.7894 for Russell, 2647.074 for S&P, 9067.074 for Nasdaq; 60% of initial levels due 7/30/2024
Credit Suisse AG, London Branch 4.25% per year, payable biannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1325.7894 for Russell, 2647.074 for S&P, 9067.074 for Nasdaq; 60% of initial levels due 7/30/2024
Credit Suisse AG, London Branch 7.2% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 7/30/2024
Credit Suisse AG, London Branch 6% per year, payable semiannually if each underlier closes at or above its knock-in level on observation date due 7/30/2024
Credit Suisse AG, London Branch 6.2% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,546.7543 for Russell, 3,088.253 for S&P, 63.987 for Euro Stoxx Banks; 70% of initial levels due 7/27/2026
Credit Suisse AG, London Branch 11.6% per year, payable quarterly if each underlier closes at or above its knock-in level on observation date due 8/1/2023
Credit Suisse AG, London Branch 7% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,568.0203 for Russell, 3,093.405 for S&P, 10,533.852 for Nasdaq-100; 70% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 8.3% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,546.7543 for Russell, 3,088.253 for S&P, 10,578.253 for Nasdaq-100; 70% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 9% due 10/27/2021
Credit Suisse AG, London Branch 0.00% due 7/27/2023
Credit Suisse AG, London Branch 5.80% due 7/26/2023
Credit Suisse AG, London Branch 4.46% due 7/26/2023
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its coupon threshold level on the related determination date; Coupon threshold levels: 11,046.16 for Nasdaq, 1,645.724 for Russell, 3,242.3 for S&P; 75% of initial levels due 7/25/2024
Credit Suisse AG, London Branch 9.75% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $11.2255, 65% of initial share price due 7/23/2024
Credit Suisse AG, London Branch 11.4% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 60.193 for Stoxx, 1,491.476 for Russell and 10,184.363 for Nasdaq; 70% of initial levels due 7/23/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 3,193.87, 75% of initial level due 8/5/2022
Credit Suisse AG, London Branch 9%, payable monthly due 10/22/2021
Credit Suisse AG, London Branch 0.00% due 7/22/2026
Credit Suisse AG, London Branch 0.00% due 7/23/2026
Credit Suisse AG, London Branch 0.00% due 10/4/2023
Credit Suisse AG, London Branch 15.2% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $39.81; 60% of initial share price due 7/22/2024
Credit Suisse AG, London Branch 20.50% due 7/20/2022
Credit Suisse AG, London Branch 0.00% due 8/19/2022
Credit Suisse AG, London Branch 6.2% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,029.01 for S&P, 1,514.267 for Russell and 10,276.97 for Nasdaq, 70% of initial prices due 7/20/2023
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each asset closes at or above its barrier level on observation date due 7/22/2024
Credit Suisse AG, London Branch 22% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $2,144.178 for Amazon, $29.994 for Fastly and $12.822 for Palantir; 60% of initial levels due 7/21/2027
Credit Suisse AG, London Branch 5.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3029.012 for S&P, 1514.2666 for Russell and 10276.966 for Nasdaq; 70% of initial levels due 4/22/2024
Credit Suisse AG, London Branch 6.4% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 24281.495 for Dow, 1514.2666 for Russell and 10276.966 for Nasdaq; 70% of initial levels due 7/21/2026
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3029.012 for S&P, 1514.2666 for Russell and 10276.966 for Nasdaq; 70% of initial levels due 7/22/2024
Credit Suisse AG, London Branch 6.05% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,514.2666 for Russell, 3,029.012 for S&P, 10,276.966 for Nasdaq, 70% of initial levels due 7/21/2025
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $34.188; 60% of initial price due 7/20/2023
Credit Suisse AG, London Branch 13.3% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $171.86 for Moderna, $24.21 for Pfizer; 60% of initial share prices due 7/19/2024
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $27.181 for BofA, $108.822 for JPMorgan; 70% of initial levels due 7/22/2024
Credit Suisse AG, London Branch 6.43% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; coupon payments will include any previously unpaid coupons; Coupon barriers: $31.7185 for ConocoPhillips, $21.9835 for MGM Resorts, €47.9325 for Sanofi; 55% of initial levels due 7/24/2023
Credit Suisse AG, London Branch 11.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $30.624; 60% of initial share price due 7/20/2023
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 10,356.283 for Nasdaq, 1,533.2051 for Russell, 3,052.021 for S&P; 70% of initial levels due 7/20/2026
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each underlier closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: $57.552 for ETF, 11,835.752 for Nasdaq, 1,752.2344 for Russell; 80% of initial levels due 7/22/2024
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,642.71975 for Russell, 3,270.0225 for S&P, 11,096.0175 for Nasdaq; 75% of initial levels due 7/22/2024
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $63.57; 60% of initial price due 7/17/2023
Credit Suisse AG, London Branch 10.95% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier price: $136.024; 70% of initial price due 7/19/2023
Credit Suisse AG, London Branch 0.00% due 11/17/2022
Credit Suisse AG, London Branch 10% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $17.329; 62% of initial price due 7/17/2023
Credit Suisse AG, London Branch 7.05% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 10,414.523 for Nasdaq, 1,597.2775 for Russell, 3,069.241 for S&P; 70% of initial levels due 7/16/2026
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 10,412.178 for Nasdaq, 1,567.2048 for Russell, 3,058.447 for S&P; 70% of initial levels due 7/16/2026
Credit Suisse AG, London Branch 17.65% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $181.782 for PayPal, $111.432 for Enphase, $969.336 for Chipotle; 60% of initial prices due 7/15/2024
Credit Suisse AG, London Branch 9.7% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $15.34; 65% of initial price due 8/15/2022
Credit Suisse AG, London Branch 16.45% per year, payable quarterly if each stock closes at or above its coupon barrier level on the observation date for that quarter; Coupon barriers: $18.72 for Alcoa, $41.835 for Alteryx, $29.595 for C3.ai; 50% of initial levels due 7/15/2024
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date; Coupon barriers: 10,378.263 for Nasdaq, 1,596.0035 for Russell, 64.379 for Stoxx; 70% of initial levels due 7/14/2025
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on the related observation date; Coupon barrier: $157.074; 60% of initial price due 7/17/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on therelated observation date; Coupon barrier: $157.074; 60% of initial price due 7/17/2023
Credit Suisse AG, London Branch 10% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $51.34 for Citi, $32.93 for Wells; 75% of initial share prices due 7/12/2024
Credit Suisse AG, London Branch 18.40% due 7/13/2022
Credit Suisse AG, London Branch 9.25% due 7/14/2026
Credit Suisse AG, London Branch 15% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barrier levels: $47.244 for Micron and $258.966 for Roku, 60% of initial levels due 7/14/2022
Credit Suisse AG, London Branch 10.01% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $116.088 for Apple, $196.048 for salesforce; 80% of initial levels due 7/16/2024
Credit Suisse AG, London Branch 16.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; coupon payment events will include any previously unpaid coupons; Coupon barriers: $55.6205 for Chewy, $1,631.7405 for Alphabet, $27.8005 for Viacom; 65% of initial levels due 7/14/2023
Credit Suisse AG, London Branch 17.6% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; coupon payment events will include any previously unpaid coupons; Coupon barriers: $55.6205 for Chewy, $1,631.7405 for Alphabet, $27.8005 for Viacom; 65% of initial levels due 7/14/2023
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $48.792 for CVS, $43.38 for Valero, $26.346 for Wells; 60% of initial levels due 7/15/2024
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3277.1625 for S&P, 1710.00375 for Russell and 11119.5675 for Nasdaq; 75% of initial levels due 7/14/2022
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 27,896.128 for Dow, 11,860.872 for Nasdaq, 3,495.64 for S&P; 80% of initial levels due 1/16/2024
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $450.4305; 65% of initial price due 10/13/2022
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $25.585 for Fifth Third, $13.58 for KeyCorp, $13.279 for Regions, $11.291 for First Horizon; 70% of initial prices due 7/13/2026
Credit Suisse AG, London Branch 0.00% due 7/10/2025
Credit Suisse AG, London Branch 10% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $93.418; 65% of initial share price due 10/12/2022
Credit Suisse AG, London Branch 13% per year, payable monthly if each underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barriers: $36.869 for Fintech, $62.111 for Genomic, $86.982 for Innovation; 70% of initial prices due 7/12/2023
Credit Suisse AG, London Branch 5.80% due 7/12/2023
Credit Suisse AG, London Branch 4.53% due 7/12/2023
Credit Suisse AG, London Branch 0.00% due 1/11/2024
Credit Suisse AG, London Branch 12.65% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $70.6112; 59% of initial price due 8/9/2022
Credit Suisse AG, London Branch 30.00% due 1/7/2022
Credit Suisse AG, London Branch 0.00% due 7/8/2025
Credit Suisse AG, London Branch 9% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 1,729.3215, 75% of initial level due 7/8/2025
Credit Suisse AG, London Branch 9% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $48.9975, 75% of initial share price due 7/8/2025
Credit Suisse AG, London Branch 5.15% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,498.7453 for Russell, 22,611.1275 for Dow, 2,829.021 for S&P; 65% of initial share prices due 7/8/2025
Credit Suisse AG, London Branch 4.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 3,023.958 for S&P, 1,630.5513 for Russell, 10,192.035 for Nasdaq; 70% of initial levels due 7/7/2026
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,281.14745 for Russell, 2,375.967 for S&P, 8,008.0275 for Nasdaq; 55% of initial levels due 7/7/2026
Credit Suisse AG, London Branch 4.05% due 1/7/2022
Credit Suisse AG, London Branch 0.00% due 1/4/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2026
Credit Suisse AG, London Branch 0.00% due 7/3/2025
Credit Suisse AG, London Branch 11.2% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier levels: $50.97 for Schwab, $33.96 for Synchrony; 70% of initial prices due 7/5/2024
Credit Suisse AG, London Branch 12.1% annual rate, payable quarterly if each stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier levels: $140.99 for Moderna, $23.50 for Pfizer; 60% of initial prices due 7/5/2024
Credit Suisse AG, London Branch 0.00% due 7/6/2023
Credit Suisse AG, London Branch 9.35% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $23.7504; 64% of initial price due 8/8/2022
Credit Suisse AG, London Branch 13.875% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $90.966; 60% of initial price due 7/6/2023
Credit Suisse AG, London Branch 0.00% due 10/5/2022
Credit Suisse AG, London Branch 0.00% due 10/5/2022
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/5/2023
Credit Suisse AG, London Branch 19.80% due 6/30/2022
Credit Suisse AG, London Branch 7.75% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $50.057 for Citi, $258.097 for Goldman Sachs, $61.39 for Morgan Stanley, $32.053 for Wells Fargo; 70% of initial prices due 6/30/2026
Credit Suisse AG, London Branch 15% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $213.384 for Facebook, $39.732 for Snap, $40.974 for Twitter; 60% of initial prices due 12/29/2023
Credit Suisse AG, London Branch 11.25% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $74.508; 60% of initial price due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 6/29/2028
Credit Suisse AG, London Branch 0.00% due 6/30/2026
Credit Suisse AG, London Branch 0.00% due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 8/31/2022
Credit Suisse AG, London Branch 14% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; coupon payment events will include any previously unpaid coupons; Coupon barriers: $151.944 for CrowdStrike, $147.678 for Okta, $131.304 for Zscaler; 60% of initial levels due 6/28/2024
Credit Suisse AG, London Branch 11% annual rate, payable semiannually if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $77.094; 60% of initial level due 6/30/2023
Credit Suisse AG, London Branch 23.1% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $20.55; 60% of initial share price due 6/30/2023
Credit Suisse AG, London Branch 5.9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 10,758.885 for Nasdaq, 3,210.525 for S&P 500, 2,044.86 for S&P MidCap; 75% of initial levels due 6/28/2024
Credit Suisse AG, London Branch 11.4405% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $369.5285; 55% of initial share price due 12/30/2022
Credit Suisse AG, London Branch 15% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $258.86665; 69.5% of initial share price due 6/28/2023
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,634.0772 for Russell, 24,103.688 for Dow, 10,041.626 for Nasdaq, 70% of initial levels due 12/30/2024
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2026
Credit Suisse AG, London Branch 0.00% due 7/3/2028
Credit Suisse AG, London Branch 0.00% due 6/29/2026
Credit Suisse AG, London Branch 9.9% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $23.3448; 71% of initial price due 7/28/2022
Credit Suisse AG, London Branch 4.45% due 6/28/2023
Credit Suisse AG, London Branch 5.88% due 6/28/2023
Credit Suisse AG, London Branch 0.00% due 6/27/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on the corresponding observation date; Coupon barriers: $44.824 for Citi, $24.6675 for Fifth Third, $28.301 for Wells Fargo; 65% of initial levels due 6/25/2024
Credit Suisse AG, London Branch 10.31% per year, payable quarterly if each asset closes at or above its knock-in level on observation date for that quarter due 6/27/2024
Credit Suisse AG, London Branch 8.2% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,607.1636 for Russell, 2,972.508 for S&P, 9,989.294 for Nasdaq; 70% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,607.1636 for Russell, 2,972.508 for S&P, 9,989.294 for Nasdaq; 70% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 0.00% due 12/22/2022
Credit Suisse AG, London Branch 0.00% due 12/21/2023
Credit Suisse AG, London Branch 22.655% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $233.064 for Biogen, $48.684 for Roblox, $224.544 for Zoom; 60% of initial levels due 6/24/2024
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $148.89 for Dollar General, $100.674 for Fidelity National, $69.132 for WESCO; 70% of initial levels due 6/23/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $148.89 for Dollar General, $100.674 for Fidelity National, $69.132 for WESCO; 70% of initial levels due 6/23/2023
Credit Suisse AG, London Branch 5.75% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barriers: 1,566.4215 for Russell, $37.961 for ETF; 70% of initial levels due 6/24/2024
Credit Suisse AG, London Branch 7% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barriers: 1,566.4215 for Russell, $37.961 for ETF; 70% of initial levels due 6/24/2024
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 3,124.8375 for S&P, 1,678.30875 for Russell, 10,537.185 for Nasdaq; 75% of initial levels due 6/23/2023
Credit Suisse AG, London Branch 0.00% due 7/1/2022
Credit Suisse AG, London Branch 0.00% due 7/7/2022
Credit Suisse AG, London Branch 4.05% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 9,914.667 for Nasdaq, 1,601.222 for Russell, 2,955.302 for S&P; 70% of initial levels due 6/22/2026
Credit Suisse AG, London Branch 9.05% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,715.595 for Russell, 3,166.395 for S&P, 10,622.8575 for Nasdaq, 75% of initial levels due 6/24/2024
Credit Suisse AG, London Branch 14.35% per year, payable quarterly if each underlying ETF closes at or above its coupon barrier price on related observation date; Coupon barrier: $24.451 for Gold, $65.114 for Oil & Gas; 70% of initial prices due 6/24/2024
Credit Suisse AG, London Branch 0.00% due 7/5/2022
Credit Suisse AG, London Branch 21.25% due 6/21/2022
Credit Suisse AG, London Branch 0.00% due 6/18/2027
Credit Suisse AG, London Branch 0.00% due 7/6/2022
Credit Suisse AG, London Branch 17.85% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $91.068 for Airbnb, $27.318 for Delta, $24.342 for Tripadvisor; 60% of initial levels due 6/18/2024
Credit Suisse AG, London Branch 12.15% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $75.89 for Airbnb, $22.765 for Delta, $20.285 for Tripadvisor; 50% of initial levels due 6/18/2024
Credit Suisse AG, London Branch 10.45% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $71.298 for CarMax, $32.574 for Vegas Sands, $132.666 for Whirlpool; 60% of initial levels due 6/18/2024
Credit Suisse AG, London Branch 0.00% due 6/15/2023
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if the underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in prices: $44.826; 60% of initial prices due 6/19/2023
Credit Suisse AG, London Branch 8.00% due 6/16/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on related observation date; Coupon barrier/knock-in levels: $45.28 for General Motors, $249.472 for FedEx; 80% of initial levels due 5/27/2022
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2973.208 for S&P, 1635.0656 for Russell, 9798.81 for Nasdaq; 70% of initial levels due 6/16/2026
Credit Suisse AG, London Branch 0.00% due 1/4/2023
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 4.4% annual rate, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: 1,502.416, 65% of initial price due 6/14/2024
Credit Suisse AG, London Branch 0.00% due 6/15/2023
Credit Suisse AG, London Branch 8.45% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $69.3605 for Apple, $18.0125 for B&G Foods and $48.807 for McCormick; 55% of initial levels due 6/15/2026
Credit Suisse AG, London Branch 19.00% due 6/13/2022
Credit Suisse AG, London Branch 24.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $86.91 for Airbnb, $26.046 for Coursera, $148.206 for Snowflake; 60% of initial levels due 6/14/2028
Credit Suisse AG, London Branch 20.3% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $86.91 for Airbnb, $69.642 for Splunk, $148.206 for Snowflake; 60% of initial levels due 6/14/2028
Credit Suisse AG, London Branch 4.18% due 9/14/2022
Credit Suisse AG, London Branch 6.19% due 9/14/2022
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $68.81, 70% of initial share price due 6/11/2024
Credit Suisse AG, London Branch 0.00% due 2/9/2023
Credit Suisse AG, London Branch 17.25% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $195.909 for Carvana, $44.359 for GM; 70% of initial prices due 6/9/2022
Credit Suisse AG, London Branch 6% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,600.4884 for Russell, 2,960.923 for S&P, 24,329.473 for Dow, 70% of initial levels due 6/9/2026
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $1,940.394 for Amazon, $25.548 for ViacomCBS; 60% of initial prices due 6/10/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $87.542 for Apple, $2,263.793 for Amazon, $1,694.896 for Alphabet; 70% of initial levels due 6/7/2024
Credit Suisse AG, London Branch 4.10% due 9/8/2022
Credit Suisse AG, London Branch 6.10% due 9/8/2022
Credit Suisse AG, London Branch 0.00% due 12/1/2023
Credit Suisse AG, London Branch 0.00% due 6/2/2026
Credit Suisse AG, London Branch 0.00% due 6/2/2026
Credit Suisse AG, London Branch 0.00% due 6/3/2027
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 10.12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $39.675 for Cisco, $42.84 for Intel; 75% of initial levels due 5/31/2024
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $179.685 for Facebook, $68.1858 for Hilton, $182.8926 for Twilio; 54% of initial levels due 12/7/2022
Credit Suisse AG, London Branch 18.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date, in which case any previously unpaid coupons will also be paid; Coupon barriers: $16.968 for American, $454.846 for Nvidia, $127.904 for Qorvo and $32.704 for Wells, 70% of initial prices due 12/4/2023
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,940.616 for S&P, 9,560.495 for Nasdaq; 70% of initial levels due 12/2/2022
Credit Suisse AG, London Branch 0.00% due 9/6/2022
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 20.35% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $44.082 for Arrowhead Pharmaceuticals, $177.096 for MongoDB, $155.43 for SolarEdge; 60% of initial prices due 5/31/2022
Credit Suisse AG, London Branch 14% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $24.792 for Freeport-McMoRan, $43.914 for Newmont, $12.42 for Vale; 60% of initial levels due 5/28/2024
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $52.14 for SPDR S&P Regional Banking, $95.22 for SPDR S&P Biotech; 75% of initial levels due 5/31/2024
Credit Suisse AG, London Branch 15.35%, payable quarterly if each stock closes at or above knock-in level on observation date for that quarter due 6/1/2022
Credit Suisse AG, London Branch 15.95%, payable quarterly if each stock closes at or above knock-in level on observation date for that quarter due 6/1/2022
Credit Suisse AG, London Branch 0.00% due 5/29/2026
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $6.734 for Barclays, $50.7195 for Citigroup, $27.7095 for Bank of America; 65% of initial prices due 5/28/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date, plus any previously unpaid coupon; Coupon barrier prices: $25.122 for Fifth Third, $27.744 for Wells Fargo, $96.444 for Capital One; 60% of initial prices due 5/28/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date, plus any previously unpaid coupon; Coupon barrier prices: $181.2384 for Microsoft, $51.5736 for Charles Schwab; 72% of initial prices due 5/28/2024
Credit Suisse AG, London Branch 23.15% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $80.394 for Airbnb, $1,955.43 for Amazon.com and $22.248 for Coursera; 60% of initial levels due 5/30/2028
Credit Suisse AG, London Branch 7.85% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,559.1366 for Russell, 24,075.786 for Dow, 9,549.225 for Nasdaq, 70% of initial levels due 5/27/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $87.801 for Apple, $221.361 for Facebook, $1,605.891 for Alphabet, $171.619 for Microsoft; 70% of initial levels
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $100.344 for Apple, $196.136 for Microsoft; 80% of initial levels due 5/24/2024
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $39.12 for Energy, $102.1425 for Tech; 75% of initial levels due 5/24/2024
Credit Suisse AG, London Branch 12.3% per year, payable quarterly if each fund closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $29.4675 for VanEck Vectors Gold Miners and $19.1475 for iShares Silver, 75% of initial prices due 5/27/2025
Credit Suisse AG, London Branch 0.00% due 11/27/2023
Credit Suisse AG, London Branch 0.00% due 11/27/2023
Credit Suisse AG, London Branch 22.5% annual rate, payable quarterly if each stock closes at or above coupon barrier level on every trading day during that quarter; Coupon barrier levels: $1,006.34 for Chipotle, $48.89 for Yum, $62.46 for Shake; 75% of initial prices due 5/23/2024
Credit Suisse AG, London Branch 12.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on every trading day during that quarter; Coupon barrier levels: $1,006.34 for Chipotle, $89.96 for YUM, $51.50 for Restaurant; 75% of initial prices due 5/23/2024
Credit Suisse AG, London Branch 0.00% due 5/25/2027
Credit Suisse AG, London Branch 0.00% due 6/23/2022
Credit Suisse AG, London Branch 15% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $105.714; 70% of initial level due 5/24/2024
Credit Suisse AG, London Branch 6.3% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,880.976 for S&P, 1,535.5494 for Russell; 70% of initial levels due 11/25/2022
Credit Suisse AG, London Branch 6.96% due 8/24/2022
Credit Suisse AG, London Branch 4.71% due 8/24/2022
Credit Suisse AG, London Branch 8% per year, payable each quarter if each index closes at or above coupon barrier on determination date for that period; Coupon barrier levels: 3,095.87 for S&P, 9,913.26 for Nasdaq, 1,658.158 for Russell; 75% of initial levels due 5/23/2023
Credit Suisse AG, London Branch 11.25% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $31.74; 50% of initial level due 5/21/2024
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $29.512 for BofA, $53.634 for Citi, $255.192 for Goldman, $60.879 for Morgan Stanley; 70% of initial levels due 11/21/2023
Credit Suisse AG, London Branch 19.55% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: $67.571 for Magna, $28.112 for Oracle, $28.112 for Viacom, $37.422 for Energy; 70% of initial levels due 11/21/2023
Credit Suisse AG, London Branch 14% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $87.395 for Apple, $2,262.596 for Amazon, $1,612.401 for Alphabet, $170.156 for Microsoft; 70% of initial levels due 5/21/2024
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $84.72, 60% of initial level due 5/20/2024
Credit Suisse AG, London Branch 12.45% per year, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $67.992, 60% of initial level due 5/20/2024
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if each stock closes at or above its knock-in level on observation date due 5/20/2024
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 15.6% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $17.68; 65% of initial price due 5/19/2022
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $65.25 for Taiwan, $76.266 for Qualcomm, $107.394 for TI; 60% of initial prices due 5/21/2024
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; previously unpaid coupons will also be paid; Coupon barrier prices: $97.644 for Take-Two, $56.052 for Activision Blizzard, $83.478 for EA; 60% of initial prices due 5/20/2024
Credit Suisse AG, London Branch 8.283% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $45.936 for Citi, $52.41 for Morgan Stanley, $28.176 for Wells Fargo; 60% of initial levels due 5/20/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 68.222 for Stoxx Banks, 9,375.184 for Nasdaq; 70% of initial levels due 5/19/2028
Credit Suisse AG, London Branch 0.00% due 6/3/2027
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on the observation date; Coupon barriers: $29.288 for Bank of America, $52.703 for Citigroup, $32.48 for Wells Fargo; 70% of initial levels due 5/20/2024
Credit Suisse AG, London Branch 20.12% per year, payable quarterly if each stock closes at or above its coupon barrier level on the observation date; Coupon barriers: $15.864 for Norwegian, $15.072 for Carnival, $12.726 for American Airlines Group, $7.782 for General Electric; 60% of initial levels due 5/20/2024
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $25.818 for Delta, $11.04 for JetBlue, $34.926 for Southwest; 60% of initial levels due 5/14/2024
Credit Suisse AG, London Branch 15% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier levels: $42.413 for Exxon Mobil, $18.179 for BP, $27.468 for Shell; 70% of initial prices due 5/17/2024
Credit Suisse AG, London Branch 0.00% due 6/2/2022
Credit Suisse AG, London Branch 7.11% due 8/17/2022
Credit Suisse AG, London Branch 5.20% due 8/17/2022
Credit Suisse AG, London Branch 0.00% due 5/16/2028
Credit Suisse AG, London Branch 0.00% due 5/16/2029
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 5/16/2024
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $52.409 for Citi, $59.444 for Morgan Stanley, $32.004 for Wells Fargo; 70% of initial levels due 5/14/2024
Credit Suisse AG, London Branch 8.40% due 11/14/2022
Credit Suisse AG, London Branch 9.45% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3141.3225 for S&P, 1659.522 for Russell, 26057.115 for Dow; 75% of initial levels due 5/13/2022
Credit Suisse AG, London Branch 9.45% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3141.3225 for S&P, 1659.522 for Russell, 26057.115 for Dow; 75% of initial levels due 5/13/2022
Credit Suisse AG, London Branch 0.00% due 11/10/2022
Credit Suisse AG, London Branch 18.95% per year, payable monthly if each fund closes at or above its coupon barrier on the related observation date; Coupon barriers: $34.587 for Fintech, $56.609 for Genomic, $76.804 for Innovation; 70% of initial levels due 5/12/2023
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $24.323 for Gold Miners, $16.5555 for Silver Trust; 65% of initial levels due 5/13/2024
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each stock closes at or above its knock-in level on observation date for that quarter due 5/10/2024
Credit Suisse AG, London Branch 8.25% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon threshold level: $42.74, 80% of initial share price due 5/11/2023
Credit Suisse AG, London Branch 16.5% annual rate, payable quarterly if stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier level: $206.67, 70% of initial level due 5/10/2024
Credit Suisse AG, London Branch If stock closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 14.75% per year for that month and all prior unpaid contingent coupons, if any due 5/11/2022
Credit Suisse AG, London Branch If ETF closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 14.7996% per year for that month and all prior unpaid contingent coupons, if any due 5/11/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; previously unpaid coupons will also be paid; Coupon barrier prices: $40.146 for Alaska, $11.592 for JetBlue; 60% of initial prices due 5/13/2024
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $49.686 for Schwab, $60.347 for State St., $94.472 for Raymond James; 70% of initial prices due 5/13/2024
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $69.468 for AbbVie, $16.818 for Bausch, $39.30 for Hologic; 60% of initial levels due 5/13/2024
Credit Suisse AG, London Branch 25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $159.53 for Alibaba, $50.631 for Citigroup, $15.148 for Palantir; 70% of initial levels due 5/11/2023
Credit Suisse AG, London Branch 18% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $42.574 for Southwest, $18.102 for Occidental, $32.018 for Wells Fargo; 70% of initial levels due 5/11/2023
Credit Suisse AG, London Branch 25.2% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $80.752 for Taiwan, $9.401 for ContextLogic, $98.504 for Walmart; 70% of initial levels due 5/11/2023
Credit Suisse AG, London Branch 12.5% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in level: $60.69; 70% of initial share price due 5/11/2022
Credit Suisse AG, London Branch 23.5% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $82.278 for Abbott, $33.901 for Camping World, $257.684 for Northrop Grumman; 70% of initial prices due 11/10/2022
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $8.127; 70% of initial price due 5/10/2022
Credit Suisse AG, London Branch 0.00% due 11/2/2023
Credit Suisse AG, London Branch 0.00% due 5/5/2026
Credit Suisse AG, London Branch 0.00% due 5/5/2026
Credit Suisse AG, London Branch 31.85% due 11/4/2021
Credit Suisse AG, London Branch 0.00% due 5/3/2024
Credit Suisse AG, London Branch 0.00% due 5/4/2023
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 10.25% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $98.595 for Amazon, $2,600.565 for Apple; 75% of initial levels due 5/3/2024
Credit Suisse AG, London Branch 9.41% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $46.024; 80% of initial share price due 5/3/2024
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 5/2/2024
Credit Suisse AG, London Branch 0.00% due 6/15/2022
Credit Suisse AG, London Branch 23% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date for period; Coupon barriers: $12.294 for APA, $16.68 for Carnival, $18.138 for Norwegian; 60% of initial levels due 4/30/2024
Credit Suisse AG, London Branch 12% per year, paid quarterly unless any stock closes below coupon barrier level on observation date for that quarter; Coupon barriers: $27.864 for Delta, $12.012 for JetBlue, $37.062 for Southwest and $41.955 for United, or 60% of initial share price due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 11/1/2023
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $41.132; 70% of initial share price due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $104.55 for Airbnb, $89.016 for Marriott, $30.594 for Tripadvisor; 60% of initial prices due 10/31/2022
Credit Suisse AG, London Branch 17.6% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date, including any unpaid coupons; Coupon barriers: $13.224 for American, $104.928 for Airbnb, $18.132 for Norwegian, $29.25 for Tripadvisor; 60% of initial levels due 4/29/2025
Credit Suisse AG, London Branch 13% per year, payable quarterly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier level: $45.5925; 75% of initial price due 4/28/2022
Credit Suisse AG, London Branch 14.4% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $48.354; 60% of initial share price due 4/29/2024
Credit Suisse AG, London Branch 11.25% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $34.31; 50% of initial share price due 4/29/2024
Credit Suisse AG, London Branch 18% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $33.58; 50% of initial share price due 4/29/2024
Credit Suisse AG, London Branch 11.25% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier level: $92.358 for Apple, $259.882 for Costco, $140.63 for 3M, $40.096 for Verizon; 70% of initial prices due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 5/12/2022
Credit Suisse AG, London Branch 16.40% due 4/25/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $94.388 for Apple, $2,360.407 for Amazon, $1,602.832 for Alphabet, $388.108 for Netflix; 70% of initial levels due 4/27/2026
Credit Suisse AG, London Branch 10.85% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $42.36; 75% of initial share price due 4/24/2024
Credit Suisse AG, London Branch 0.00% due 7/22/2022
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $88.634; 70% of initial price due 4/22/2024
Credit Suisse AG, London Branch 9.62% per year, payable quarterly if each asset closes at or above its knock-in level on observation date due 4/22/2024
Credit Suisse AG, London Branch 20.25%, payable quarterly if each stock closes at or above knock-in level on observation date for that quarter due 4/20/2022
Credit Suisse AG, London Branch 0.00% due 4/20/2026
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $35.088 for GM, $112.476 for Disney; 60% of initial prices due 4/18/2024
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $28.902 for Delta, $151.458 for Boeing, $37.818 for Southwest; 60% of initial levels due 10/19/2023
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2899.113 for S&P, 1560.2461 for Russell, 9790.543 for Nasdaq; 70% of initial levels due 4/18/2023
Credit Suisse AG, London Branch 15.00% due 4/19/2022
Credit Suisse AG, London Branch 0.00% due 11/30/2022
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1570.4318 for Russell, 2890.16 for S&P, 23660.42 for Dow; 70% of initial levels due 4/12/2024
Credit Suisse AG, London Branch 0.00% due 4/14/2026
Credit Suisse AG, London Branch 11.2% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $83.346 for Applied, $71.16 for Peloton, $21.96 for Pfizer, $151.416 for Boeing; 60% of initial levels due 4/12/2024
Credit Suisse AG, London Branch 20.95% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $20.30 for Carnival, $21.917 for Norwegian, $63.728 for Royal Caribbean; 70% of initial levels due 4/15/2024
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $7.506 for Ford, $36.054 for GM; 60% of initial levels due 4/15/2024
Credit Suisse AG, London Branch 14.5% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier level: $402.582, 60% of initial price due 7/12/2022
Credit Suisse AG, London Branch 0.00% due 4/9/2026
Credit Suisse AG, London Branch 0.00% due 4/8/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date, plus any previously unpaid coupons; Coupon barrier prices: $25.37 for BofA, $215.70 for Goldman, $51.38 for Morgan Stanley; 65% of initial prices due 4/18/2022
Credit Suisse AG, London Branch 16.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $44.58 for CVS, $13.182 for Twilio; 60% of initial levels due 4/7/2025
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 3014.9025 for S&P, 1690.42725 for Russell, 24864.9075 for Dow, 75% of initial levels due 1/8/2024
Credit Suisse AG, London Branch 0.00% due 4/3/2026
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 10/4/2023
Credit Suisse AG, London Branch 0.00% due 4/4/2024
Credit Suisse AG, London Branch 0.00% due 10/5/2022
Credit Suisse AG, London Branch 0.00% due 7/6/2022
Credit Suisse AG, London Branch 13.1% per year, payable quarterly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier level: $109.86, 60% of initial level due 4/8/2024
Credit Suisse AG, London Branch 15.6% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; $165.578 for PayPal, $200.144 for FedEx and $141.225 for Dollar General; 70% of initial prices due 4/5/2023
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $91.6125; 75% of initial share price due 4/4/2024
Credit Suisse AG, London Branch 14% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $33.796 for Delta, $178.304 for Boeing; 70% of initial levels due 4/5/2024
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3,718.312 for S&P, 1,776.4152 for Russell and 10,473.152 for Nasdaq; 80% of initial levels due 4/5/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,665.38925 for Russell and 9,818.58 for Nasdaq; 75% of initial levels due 10/5/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on the observation date for that quarter; Coupon barrier levels: 1,554.3633 for Russell and 2,781.023 for S&P; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 12.15% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $251.865; 75% of initial level due 4/5/2023
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 1,554.3633 for Russell, 2,4781.023 for S&P, 9,164.008 for Nasdaq, 70% of initial levels due 1/6/2023
Credit Suisse AG, London Branch 0.00% due 4/5/2023
Credit Suisse AG, London Branch 0.00% due 10/6/2023
Credit Suisse AG, London Branch 17% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $13.446 for Energy, $50.583 for Solar, or 60% of initial levels due 10/3/2022
Credit Suisse AG, London Branch 7% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,381.155684 for Russell, 2,489.92795 for S&P, 8,111.91737 for Nasdaq, 62.9% of initial levels due 1/5/2023
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 20.37% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 8.5% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $126.4256, 68% of initial level due 6/30/2022
Credit Suisse AG, London Branch 16% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $40.344 for Energy, $27.496 for Financial, or 80% of initial levels due 3/29/2024
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,666.1115 for Russell and 9,734.34 for Nasdaq; 75% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 15.85% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $146.922 for Boeing, $77.184 for Applied Materials, $144.618 for PayPal, $304.83 for Netflix; 60% of initial levels due 3/29/2024
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,555.0374 for Russell and 2,782.178 for S&P; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,555.0374 for Russell, 2,782.178 for S&P, 9,085.384 for Nasdaq, 70% of initial levels due 3/29/2024
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,555.0374 for Russell, 2,782.178 for S&P, 9,085.384 for Nasdaq, 70% of initial levels due 3/29/2024
Credit Suisse AG, London Branch 13% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $24.12, 50% of initial share price due 4/1/2024
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 5/31/2023
Credit Suisse AG, London Branch 0.00% due 3/28/2024
Credit Suisse AG, London Branch 22% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $16.544 for Carnival, $16.6656 for Norwegian; 64% of initial levels due 3/30/2022
Credit Suisse AG, London Branch 17.1% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on related observation date; Coupon barrier levels: $228.55 for Twilio, $163.989 for PayPal; 70% of initial levels due 3/29/2022
Credit Suisse AG, London Branch 22.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $12.665 for Carnival, $13.30 for Norwegian; 50% of initial levels due 3/29/2023
Credit Suisse AG, London Branch 4.74% due 7/29/2022
Credit Suisse AG, London Branch 6.81% due 7/29/2022
Credit Suisse AG, London Branch 19% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $122.52 for Amgen, $93.57 for Airbnb, $47.62 for Lennar; 50% of initial levels due 3/29/2023
Credit Suisse AG, London Branch 17% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $122.52 for Amgen, $93.57 for Airbnb, $47.62 for Lennar; 50% of initial levels due 3/29/2023
Credit Suisse AG, London Branch 22.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $150.312 for Boeing, $36.576 for Southwest, $15.726 for Norwegian; 60% of initial levels due 3/29/2024
Credit Suisse AG, London Branch 14% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $50.814, 60% of initial level due 9/26/2022
Credit Suisse AG, London Branch 6.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,737.364 for S&P, 1,529.9809 for Russell and 9,112.453 for Nasdaq; 70% of initial levels due 9/26/2022
Credit Suisse AG, London Branch 18.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $124.89 for Visa, $146.262 for PayPal Holdings, $133.92 for Square; 60% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 10.75% annualized, payable quarterly if stock closes at or above coupon barrier on review date for that period; Coupon barrier level: $188.238, 60% of initial level due 6/27/2022
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each underlying fund closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: $274.813 for S&P, $223.055 for Invesco, or 70% of initial levels due 6/27/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $45.7145; 65% of initial level due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 3/24/2026
Credit Suisse AG, London Branch 0.00% due 3/24/2025
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its knock-in price on the related observation date due 3/25/2024
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $71.994 for Apple, $1,844.976 for Amazon.com, $153.492 for Boeing, $7.932 for General Electric; 60% of initial levels due 3/24/2027
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date; Coupon barriers: $54.294 for Electronic Arts, $77.046 for Activision Blizzard, $101.844 for Take-Two; 60% of initial levels due 3/25/2024
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,739.17 for S&P, 1,601.2185 for Russell and 9,006.893 for Nasdaq; 70% of initial levels due 3/25/2024
Credit Suisse AG, London Branch 6.05% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,739.17 for S&P, 1,601.2185 for Russell and 9,006.893 for Nasdaq; 70% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 13.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $225.288 for Ulta Beauty, $131.285 for Target, 70% of initial levels due 3/25/2024
Credit Suisse AG, London Branch 10.15% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $94.2955 for Biotech, $84.24 for Technology, 65% of initial levels due 3/25/2024
Credit Suisse AG, London Branch 9% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $94.2955 for Biotech, $84.24 for Technology, 65% of initial levels due 3/25/2024
Credit Suisse AG, London Branch 0.00% due 9/22/2022
Credit Suisse AG, London Branch 0.00% due 9/22/2022
Credit Suisse AG, London Branch 8.7% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barrier levels: 22,839.58 for Dow, 1,601.282 for Russell; 70% of initial levels due 3/22/2024
Credit Suisse AG, London Branch 9% due 3/23/2023
Credit Suisse AG, London Branch 20.05% per year, payable monthly if each stock closes at or above coupon barrier level on observation date for that month; Coupon barriers: $44.22 for Valero, $68.658 for Applied Materials, $53.892 for Micron Technology, $56.784 for Lennar; 60% of initial levels due 2/26/2024
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $74.856 for Apple, $1,881.438 for Amazon, $22.77 for BofA and $168.018 for Home Depot; 60% of initial levels due 3/22/2027
Credit Suisse AG, London Branch 12% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier/knock-in price: $999.453; 65% of initial share price due 4/22/2022
Credit Suisse AG, London Branch 12% annualized, payable monthly if stock closes at or above 60% coupon barrier on review date for that month due 9/22/2022
Credit Suisse AG, London Branch 5.9% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1401.8352 for Russell, 2384.472 for S&P, 7921.428 for Nasdaq, 60% of initial levels due 3/22/2023
Credit Suisse AG, London Branch 0.00% due 3/21/2024
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $2,164.302 for Amazon, $87.899 for Apple, 70% of initial levels due 3/21/2024
Credit Suisse AG, London Branch 0.00% due 7/22/2022
Credit Suisse AG, London Branch 0.00% due 7/19/2023
Credit Suisse AG, London Branch 0.00% due 3/28/2022
Credit Suisse AG, London Branch 14.50% due 3/20/2023
Credit Suisse AG, London Branch 8.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,760.34 for S&P, 1,646.952 for Russell and 9,056.10 for Nasdaq, 70% of initial prices due 3/16/2023
Credit Suisse AG, London Branch 20.00% due 3/16/2022
Credit Suisse AG, London Branch 31% annual rate, payable monthly due 9/17/2021
Credit Suisse AG, London Branch 0.00% due 3/16/2023
Credit Suisse AG, London Branch 0.00% due 3/16/2023
Credit Suisse AG, London Branch 15% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $8.77, 50% of initial level due 4/18/2022
Credit Suisse AG, London Branch 12.9% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $41.3482, 58% of initial level due 4/18/2022
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on quarterly observation date, notes pay contingent coupon at rate of 10.75% per year for that quarter; Coupon barrier level: $47.175, 75% of initial share price due 3/15/2024
Credit Suisse AG, London Branch 20% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $95.76 for Johnson & Johnson, $82.194 for Moderna and $20.964 for Pfizer, 60% of initial prices due 9/18/2023
Credit Suisse AG, London Branch 9.75% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $362.614; 70% of initial share price due 3/15/2024
Credit Suisse AG, London Branch 11% per year, payable quarterly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $37.499; 70% of initial level due 3/16/2023
Credit Suisse AG, London Branch 11% per year, payable each quarter that ETF closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: $39.5915, 65% of initial value due 3/16/2023
Credit Suisse AG, London Branch 10.05% per year, payable monthly if each underlying index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 1764.59175 for Russell, 2957.505 for S&P, 9702.9675 for Nasdaq, 75% of initial levels due 12/19/2022
Credit Suisse AG, London Branch 12% annual rate, payable monthly if stock closes at or above coupon barrier level on the observation date for that period; Coupon barrier level: $43.49, 60% of initial level due 9/16/2021
Credit Suisse AG, London Branch 11.55% per year, payable each quarter if each stock closes at or above its downside threshold level on the related determination date due 3/15/2024
Credit Suisse AG, London Branch 0.00% due 4/3/2024
Credit Suisse AG, London Branch 0.00% due 3/17/2026
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 12% per year for that quarter and all prior unpaid contingent coupons, if any due 3/30/2022
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $32.9065 for ConocoPhillips and $116.3635 for McDonald's; 55% of initial levels due 3/14/2024
Credit Suisse AG, London Branch 15% annual rate, payable monthly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $70.59; 60% of initial level due 9/16/2022
Credit Suisse AG, London Branch 10.85% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date after six months; Coupon barrier levels: 9137.03 for Nasdaq, 2757.538 for S&P, 1636.9794 for Russell; 70% of initial levels due 3/18/2024
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $38.0055; 65% of initial level due 3/16/2023
Credit Suisse AG, London Branch 0.00% due 4/22/2022
Credit Suisse AG, London Branch 5.50% due 9/15/2022
Credit Suisse AG, London Branch 9.00% due 3/15/2023
Credit Suisse AG, London Branch 0.00% due 3/14/2024
Credit Suisse AG, London Branch 4.00% due 3/15/2023
Credit Suisse AG, London Branch 0.00% due 3/15/2023
Credit Suisse AG, London Branch 13.5%, payable monthly if the ETF closes at or above its knock-in level on a monthly observation date due 3/15/2023
Credit Suisse AG, London Branch 14.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date after six months due 3/15/2023
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: $22.70 for Gold and $17.024 for Silver; 70% of initial levels due 3/15/2023
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter, plus any previously unpaid coupon due 3/30/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 3,119.048 for S&P, 1,828.5464 for Russell and 10,201.656 for Nasdaq; 80% of initial levels due 3/16/2026
Credit Suisse AG, London Branch 17.75% due 3/17/2022
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,712.808 for S&P, 1,571.5413 for Russell and 22,282.918 for Dow; 70% of initial levels due 3/12/2025
Credit Suisse AG, London Branch 5.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,347.0354 for Russell, 2,325.264 for S&P, 7,676.694 for Nasdaq; 60% of initial levels due 3/12/2026
Credit Suisse AG, London Branch 0.00% due 10/19/2022
Credit Suisse AG, London Branch 8.91% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barrier levels: 2,906.58 for S&P, 1,683.794 for Russell; 75% of initial levels due 3/14/2024
Credit Suisse AG, London Branch 7.75% annual rate, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,674.945 for S&P, 8,609.356 for Nasdaq; 70% of initial levels due 3/11/2022
Credit Suisse AG, London Branch 18.65% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,542.0895 for Russell and $77.182 for ARK; 70% of initial levels due 9/12/2022
Credit Suisse AG, London Branch 8.1% per year, payable monthly if each index closes at or above its downside threshold level on observation date due 12/12/2022
Credit Suisse AG, London Branch 14% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $49.02 for Sysco and $23.01 for US Foods, 60% of initial levels due 3/11/2024
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,101.4925 for Russell, 1,910.675 for S&P, 6,149.54 for Nasdaq; 50% of initial levels due 3/13/2023
Credit Suisse AG, London Branch 8.05% per year, payable semiannually if each underlier closes at or above its coupon barrier level on the observation date for that period; Coupon barrier levels: 2,689.358 for S&P, $37.681 for iShares EM and 1,534.5485 for Russell; 70% of initial levels due 9/12/2022
Credit Suisse AG, London Branch 0.00% due 3/10/2026
Credit Suisse AG, London Branch 0.00% due 3/10/2026
Credit Suisse AG, London Branch 12.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1534.5484 for Russell, 22047.41 for Dow, 8867.957 for Nasdaq, 70% of initial levels due 9/12/2022
Credit Suisse AG, London Branch 8.3% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,644.159 for Russell, 2,881.455 for S&P, 9,501.3825 for Nasdaq; 75% of initial levels due 3/11/2024
Credit Suisse AG, London Branch 0.00% due 9/9/2022
Credit Suisse AG, London Branch 12.55% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $17.148; 60% of initial level due 3/24/2022
Credit Suisse AG, London Branch 17.1% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $85.442 for Apple, $75.656 for Peloton and $457.24 for Tesla; 70% of initial prices due 3/11/2024
Credit Suisse AG, London Branch 10% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,637.929 for S&P, 1,502.8468 for Russell and 8,724.8 for Nasdaq; 70% of initial levels due 3/9/2022
Credit Suisse AG, London Branch 12.55% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $17.148; 60% of initial level due 6/9/2022
Credit Suisse AG, London Branch 15.25% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $372.864, 60% of initial level due 9/9/2022
Credit Suisse AG, London Branch 12.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $199.722 for UnitedHealth and $105.348 for HCA, 60% of initial levels due 3/5/2026
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each index closes at or above its knock-in level on observation date due 3/8/2023
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its knock-in level on the observation date for that quarter due 6/8/2022
Credit Suisse AG, London Branch 0.00% due 3/5/2026
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,322.17 for S&P, 1,338.905 for Russell, 18,834.91 for Dow, or 60% of initial levels due 3/7/2023
Credit Suisse AG, London Branch 10% payable monthly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $139.1025, 75% of initial level due 4/5/2022
Credit Suisse AG, London Branch 17.4%, payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 3/7/2022
Credit Suisse AG, London Branch 10.7% payable monthly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $135.814, 70% of initial level due 4/5/2022
Credit Suisse AG, London Branch 13% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier level: $88.086, 60% of initial price due 9/6/2022
Credit Suisse AG, London Branch 6.3% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,562.0563 for Russell, 2,709.203 for S&P, 21,974.064 for Dow; 70% of initial levels due 3/5/2026
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $31.9345; 65% of initial level due 3/7/2023
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,338.9054 for Russell, 2,322.174 for S&P, 7,835.97 for Nasdaq; 60% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 4/6/2022
Credit Suisse AG, London Branch 0.00% due 4/6/2022
Credit Suisse AG, London Branch 0.00% due 3/6/2023
Credit Suisse AG, London Branch 0.00% due 2/24/2023
Credit Suisse AG, London Branch 0.00% due 4/7/2022
Credit Suisse AG, London Branch 5.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2341.092 for S&P, 1365.1926 for Russell and 7969.77 for Nasdaq; 60% of initial levels due 3/4/2022
Credit Suisse AG, London Branch 8.9% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1137.6605 for Russell, 1950.91 for S&P, 6641.475 for Nasdaq; 50% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 5/11/2022
Credit Suisse AG, London Branch 0.00% due 5/10/2023
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 2,667.81 for S&P, 1,540.736 for Russell and 9,036.61 for Nasdaq, 70% of initial prices due 3/2/2023
Credit Suisse AG, London Branch 13.8% annual rate, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier: $126.52, 55% of initial price due 2/29/2024
Credit Suisse AG, London Branch 12.75% per year, payable each month that shares close at or above coupon barrier on observation day for that month; Coupon barrier: $156.9216, 66% of initial price due 6/3/2022
Credit Suisse AG, London Branch 13.5% annual rate, payable quarterly if funds close above coupon barrier on observation date; Coupon barriers: $104.552 for Technology and $72.488 for Industrial; 80% of initial share prices due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 9/6/2022
Credit Suisse AG, London Branch 8.10% due 4/4/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 9/6/2023
Credit Suisse AG, London Branch 0.00% due 6/1/2022
Credit Suisse AG, London Branch 0.00% due 5/26/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if index closes at or above coupon barrier level on related observation date; Coupon barrier level: 1,540.736, or 70% of initial level due 3/3/2022
Credit Suisse AG, London Branch 11.7% annual rate, payable quarterly if all stocks close above coupon barrier levels on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $84.882 for Apple and $132.328 for Walt Disney; 70% of initial levels due 3/6/2023
Credit Suisse AG, London Branch 9.75% annual rate, payable quarterly if stock closes at or above its coupon barrier level on observation date for quarter; Coupon barrier: $90.945, 75% of initial level due 2/29/2024
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,858.3625 for S&P, 1,650.78825 for Russell; 75% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,667.805 for S&P, 1,540.7357 for Russell; 70% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 9.5% annual rate, payable quarterly if the index closes at or above its coupon barrier level on observation date; previously unpaid coupons will also be paid; Coupon barrier: 3,063.47; 80% of initial level due 3/15/2022
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 23,199.2775 for Dow, 2,858.3625 for S&P, 1,650.78825 for Russell; 75% of initial levels due 9/5/2023
Credit Suisse AG, London Branch 8.1% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 21,652.659 for Dow, 2,667.805 for S&P, 9,036.608 for Nasdaq; 70% of initial levels due 3/4/2024
Credit Suisse AG, London Branch 5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 7,745.664 for Nasdaq, 2,286.69 for S&P, 1,320.6306 for Russell; 60% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,036.608 for Nasdaq, 2,667.805 for S&P, 1,540.7357 for Russell; 70% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 9.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,650.78825 for Russell, 2,858.3625 for S&P, 9,682.08 for Nasdaq; 75% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 7.3% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,650.78825 for Russell, 2,858.3625 for S&P, 9,682.08 for Nasdaq; 75% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 9.65% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,667.805 for S&P, 1,540.7357 for Russell; 70% of initial levels due 3/4/2024
Credit Suisse AG, London Branch 8% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,667.805 for S&P, 1,540.7357 for Russell; 70% of initial levels due 3/4/2024
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,667.805 for S&P, 1,540.7357 for Russell; 70% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 13.85% per year, payable each quarter if each stock closes at or above its coupon threshold level on the related determination date; Coupon thresholds: $78.82 for Apple, $350.25 for Netflix, 65% of initial levels due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 3/2/2023
Credit Suisse AG, London Branch 20.10% due 3/3/2023
Credit Suisse AG, London Branch 0.00% due 3/2/2026
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2680.538 for S&P, 1540.1204 for Russell and 8979.817 for Nasdaq; 70% of initial levels due 9/2/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $17.84; 50% of initial level due 3/2/2023
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $23.485 for Financial, $65.296 for Industrial, $80.318 for Health, 70% of initial levels due 3/4/2024
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1540.1204 for Russell, 2680.538 for S&P, 8979.817 for Nasdaq; 70% of initial levels due 9/2/2022
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $75.21 for Apple, $1,895.718 for Amazon, $158.586 for Facebook, $140.73 for Microsoft; 60% of initial levels due 2/26/2024
Credit Suisse AG, London Branch 19.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $35.124 for ARK Fintech, $83.424 for ARK Innovation, $59.172 for Genomic Revolution, or 60% of initial levels due 3/1/2023
Credit Suisse AG, London Branch 20%, payable quarterly if stock closes at or above its coupon barrier level on observation date for quarter; Coupon barrier: $10.16, 50% of initial level due 2/26/2024
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2716.959 for S&P, 1561.9198 for Russell and 22076.145 for Dow; 70% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barriers: 1011.9186 for MSCI EM, 2723.90265 for Stoxx, $24.7695 for gold ETF; 73.5% of initial levels due 3/1/2023
Credit Suisse AG, London Branch 0.00% due 9/26/2022
Credit Suisse AG, London Branch 0.00% due 8/28/2023
Credit Suisse AG, London Branch 7.15% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 2911.0275 for S&P, 1673.4855 for Russell, 75% of initial levels due 8/26/2022
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above coupon barrier on valuation date for that quarter; Coupon barriers: 2716.959 for S&P, 1561.9198 for Russell, 70% of initial levels due 8/26/2022
Credit Suisse AG, London Branch 10.5%, payable quarterly if stock closes above trigger price on observation day for that quarter due 5/26/2022
Credit Suisse AG, London Branch 0.00% due 8/26/2022
Credit Suisse AG, London Branch 12.3% per year, payable monthly if each stock closes at or above its knock-in price on the related observation date due 2/26/2024
Credit Suisse AG, London Branch 11.5% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $40.733 for State Street, $121.099 for Caterpillar and $48.5265 for Micron Technology; 55% of initial levels due 2/26/2024
Credit Suisse AG, London Branch 12% annual rate, payable monthly if stock closes at or above its coupon barrier level on observation date for month; Coupon barrier: $232.896, 60% of initial level due 8/26/2022
Credit Suisse AG, London Branch 10.1% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $136.94 for AmEx, $45.92 for Pulte and $565.68 for Nvidia; 60% of initial prices due 2/26/2024
Credit Suisse AG, London Branch 11.35% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $183.816 for United Rentals, $159 for PayPal and $52.938 for Micron; 60% of initial prices due 2/26/2024
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,940.685 for S&P, 6,597.355 for Nasdaq; 50% of initial levels due 8/26/2022
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1338.7884 for Russell, 2328.822 for S&P, 7916.826 for Nasdaq; 60% of initial levels due 8/26/2022
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1561.9198 for Russell, 2716.959 for S&P, 9236.297 for Nasdaq; 70% of initial levels due 11/28/2022
Credit Suisse AG, London Branch 0.00% due 2/28/2023
Credit Suisse AG, London Branch 6.25% due 8/25/2022
Credit Suisse AG, London Branch 9.4% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $96.96 for United Parcel Service, $1,908.444 for Amazon.com. $70.746 for Home Depot, $165.51 for T-Mobile US; 60% of initial levels due 2/26/2024
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its threshold level on observation date due 8/25/2022
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its threshold level on observation date due 8/25/2022
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its threshold level on observation date due 11/25/2022
Credit Suisse AG, London Branch 16.25% per year, payable quarterly if each stock closes at or above its threshold level on observation date due 2/26/2024
Credit Suisse AG, London Branch 15.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $164.157 for Microsoft, $2,226.518 for Amazon.com, $88.20 for Apple and $1,437.982 for Alphabet, 70% of initial prices due 3/1/2022
Credit Suisse AG, London Branch 12.8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 1,575.7504 for index, 22,065.183 for Dow, $45.584 for banking ETF; 70% of initial levels due 2/27/2023
Credit Suisse AG, London Branch 0.00% due 8/8/2022
Credit Suisse AG, London Branch 0.00% due 10/17/2022
Credit Suisse AG, London Branch 14% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $8.51, 50% of initial level due 3/24/2022
Credit Suisse AG, London Branch 10.26%, payable quarterly if stock closes at or above its coupon barrier level on observation date for quarter; Coupon barrier: $2,599.92, 80% of initial level due 2/23/2024
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each index closes at or above its knock-in level on observation date due 8/24/2022
Credit Suisse AG, London Branch 11% per year, payable semiannually if each fund closes at or above its knock-in price on the related observation date due 2/26/2024
Credit Suisse AG, London Branch 9.75% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $103.3955 for SPDR S&P Biotech and $88.4325 for Technology, 65% of initial prices due 2/26/2024
Credit Suisse AG, London Branch 9% per year, payable each quarter that stock closes at or above downside threshold level on observation date for that quarter due 2/24/2023
Credit Suisse AG, London Branch 0.00% due 8/24/2022
Credit Suisse AG, London Branch 0.00% due 8/24/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2028
Credit Suisse AG, London Branch 10.7% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $179.8668; 68% of initial share price due 3/23/2022
Credit Suisse AG, London Branch 20.00% due 2/22/2022
Credit Suisse AG, London Branch 0.00% due 2/23/2026
Credit Suisse AG, London Branch 6.75% due 12/27/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its threshold level on observation date for that quarter due 2/21/2025
Credit Suisse AG, London Branch 12.7% per year, payable quarterly if each stock closes at or above its knock-in price on the related observation date; previously unpaid coupons will also be paid due 2/25/2022
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,739.779 for S&P, 9,546.257 for Nasdaq, 1,552.8695 for Russell; 70% of initial levels due 2/23/2024
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each fund closes at or above its knock-in price on the related observation date due 2/24/2023
Credit Suisse AG, London Branch 0.00% due 2/20/2026
Credit Suisse AG, London Branch 0.00% due 8/19/2022
Credit Suisse AG, London Branch 13.15% due 8/19/2022
Credit Suisse AG, London Branch 0.00% due 2/19/2025
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $161.5835 for salesforce, $1,371.955 for Alphabet, $158.405 for Microsoft; 65% of initial levels due 2/20/2024
Credit Suisse AG, London Branch 13.6% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $14.2395 for DXC, $80.938 for Qualcomm and $99.418 for Texas Instruments; 55% of initial levels due 2/20/2024
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,591.0237 for Russell, 2,752.813 for S&P, 22,065.925 for Dow; 70% of initial levels due 11/21/2022
Credit Suisse AG, London Branch 7.15% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,704.66825 for Russell, 2,949.4425 for S&P, 10,330.3275 for Nasdaq; 75% of initial levels due 2/20/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $20.454 for gold and $26.364 for silver, 60% of initial levels due 2/19/2026
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: 2,951.1225 for S&P, 10,355.775 for Nasdaq, $123.24 for ETF 75% of initial levels due 8/19/2024
Credit Suisse AG, London Branch 14.2%, payable monthly if stock closes at or above its coupon barrier level on observation date for month; Coupon barrier: $489.672, 60% of initial level due 8/19/2022
Credit Suisse AG, London Branch 17.25% due 2/21/2023
Credit Suisse AG, London Branch 12.15% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $1,080.18 for Chipotle, $269.64 for Domino's and $149.99 for McDonald's, 70% of initial prices due 2/15/2024
Credit Suisse AG, London Branch 11.75% annual rate, payable monthly if stock closes above trigger price on observation day for that period due 5/16/2022
Credit Suisse AG, London Branch 7.1% annual rate, payable monthly if stock closes above trigger price on observation day for that period due 5/16/2022
Credit Suisse AG, London Branch 9.75% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $362.4335; 65% of initial share price due 5/16/2022
Credit Suisse AG, London Branch 10.4% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier: $19.48; 50% of initial share price due 5/16/2022
Credit Suisse AG, London Branch 7.7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,349.828 for S&P, 1,371.1902 for Russell and 8,240.61 for Nasdaq; 60% of initial levels due 8/16/2022
Credit Suisse AG, London Branch 5.85% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,958.19 for S&P, 6,867.175 for Nasdaq; 50% of initial levels due 8/16/2022
Credit Suisse AG, London Branch 0.00% due 2/17/2026
Credit Suisse AG, London Branch 17.75% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $192.5 for Biogen and $12.873 for Viatris; 70% of initial prices due 8/16/2023
Credit Suisse AG, London Branch 20% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier: $29.345; 50% of initial level due 8/16/2023
Credit Suisse AG, London Branch 18.5% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on related observation date; Coupon barrier: $10.47; 50% of initial level due 8/16/2023
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,736.916 for S&P, 1,597.7087 for Russell and 9,558.689 for Nasdaq; 70% of initial levels due 8/16/2022
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,736.916 for S&P, 1,597.7087 for Russell and 9,558.689 for Nasdaq; 70% of initial levels due 8/16/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,736.916 for S&P, 1,597.7087 for Russell and 9,558.689 for Nasdaq; 70% of initial levels due 2/16/2024
Credit Suisse AG, London Branch 14.1% per year, payable quarterly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $33.5325; 75% of initial level due 2/15/2023
Credit Suisse AG, London Branch 12% annual rate, payable monthly if stock closes above trigger price on observation day for that period due 3/14/2022
Credit Suisse AG, London Branch 9.60% due 3/14/2022
Credit Suisse AG, London Branch 6.2%, payable monthly due 3/21/2022
Credit Suisse AG, London Branch 7.5%, payable monthly due 3/14/2022
Credit Suisse AG, London Branch 21.5% annual rate, payable monthly if stock closes above coupon barrier on observation day for that period; Coupon barrier level: $24.405; 50% of initial share price due 2/13/2023
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,737.861 for S&P, 1,609.2986 for Russell and 9,580.956 for Nasdaq; 70% of initial levels due 8/12/2022
Credit Suisse AG, London Branch 3.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,737.861 for S&P, 1,609.2986 for Russell and 9,580.956 for Nasdaq; 70% of initial levels due 2/14/2022
Credit Suisse AG, London Branch 23% per year, payable monthly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barriers: $1,652.50 for Amazon, $279.535 for Netflix and $424.73 for Tesla, 50% of initial prices due 2/12/2024
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,737.861 for S&P, 1,609.2986 for Russell and 9,580.956 for Nasdaq; 70% of initial levels due 8/12/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barrier levels: $98.67 for Johnson & Johnson, $65.238 for AbbVie and $141.354 for Danaher, 60% of initial levels due 2/12/2024
Credit Suisse AG, London Branch 13.05% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barrier levels: $46.248 for Sysco and $21.594 for US Foods, 60% of initial levels due 2/12/2024
Credit Suisse AG, London Branch 0.00% due 2/10/2026
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,720.781 for S&P, 1,563.3289 for Russell and 9,522.772 for Nasdaq; 70% of initial levels due 2/10/2023
Credit Suisse AG, London Branch 7.4% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,915.1225 for S&P, 1,674.99525 for Russell and 10,202.97 for Nasdaq; 75% of initial levels due 2/10/2023
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $41.265 for Regional Banking, $46.032 for Consumer Staples, $116.746 for Biotech, or 70% of initial levels due 2/9/2023
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,720.781 for S&P, 1,563.3289 for Russell; 70% of initial levels due 11/10/2022
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,720.781 for S&P, 21,803.768 for Dow, 1,563.3289 for Russell; 70% of initial levels due 11/10/2022
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,7915.1225 for S&P, 10,202.97 for Nasdaq, 1,674.99525 for Russell; 75% of initial levels due 11/10/2022
Credit Suisse AG, London Branch 9.25% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,720.781 for S&P, 9,522.772 for Nasdaq, 1,563.3289 for Russell; 70% of initial levels due 2/10/2022
Credit Suisse AG, London Branch 12.25% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $32.22, 55% of initial share price due 2/8/2024
Credit Suisse AG, London Branch 9.00% due 2/9/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if the stock closes at or above its knock-in price on the related observation date due 8/9/2023
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,903.805 for S&P, 1,651.8135 for Russell and 23,291.895 for Dow; 75% of initial levels due 8/9/2022
Credit Suisse AG, London Branch 0.00% due 4/13/2022
Credit Suisse AG, London Branch 0.00% due 4/11/2022
Credit Suisse AG, London Branch 20.1%, payable quarterly if stock closes above trigger price on observation day for that quarter due 2/10/2022
Credit Suisse AG, London Branch 11.9% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $21.984 for Boston Scientific, $50.382 for Edwards Lifesciences, $236.778 for DexCom; 60% of initial levels due 2/9/2024
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $63.372 for AmerisourceBergen, $234.84 for Teleflex, $49.284 for Hologic; 60% of initial levels due 2/9/2024
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $113.763 for AmerisourceBergen, $258.70 for Roper, $130.078 for Honeywell; 65% of initial levels due 2/9/2024
Credit Suisse AG, London Branch 12.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $29.218 for Energy, $24.227 for Gold Miners, or 70% of initial levels due 5/9/2022
Credit Suisse AG, London Branch 13.25% annual rate, payable monthly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $88.302; 60% of initial level due 8/8/2022
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $36.66 for Citigroup, $36.648 for Comerica and $8.844 for First Horizon, 60% of initial prices due 2/9/2026
Credit Suisse AG, London Branch 8% per year, payable quarterly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $21.147; 70% of initial level due 2/8/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,298.102 for S&P, 8,041.422 for Nasdaq, 1,295.8218 for Russell; 60% of initial levels due 5/9/2022
Credit Suisse AG, London Branch 7.8% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,298.102 for S&P, 8,041.422 for Nasdaq, 1,295.8218 for Russell; 60% of initial levels due 11/8/2022
Credit Suisse AG, London Branch 0.00% due 3/9/2022
Credit Suisse AG, London Branch 0.00% due 3/9/2022
Credit Suisse AG, London Branch 10% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 3/7/2022
Credit Suisse AG, London Branch 13.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 5/5/2022
Credit Suisse AG, London Branch 11.6% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 3/7/2022
Credit Suisse AG, London Branch 11% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,678.417 for S&P, 9,419.284 for Nasdaq, 1,506.008 for Russell; 70% of initial levels due 8/5/2022
Credit Suisse AG, London Branch 0.00% due 11/14/2022
Credit Suisse AG, London Branch 7.10% due 2/8/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2830.395 for S&P, 1594.62225 for Russell and 22658.9325 for Dow; 75% of initial levels due 8/4/2023
Credit Suisse AG, London Branch 5% annual rate, payable quarterly if the index closes at or above its coupon barrier level on observation date; previously unpaid coupons will also be paid; Coupon barrier level: 2377.11; 64% of initial level due 11/4/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2026
Credit Suisse AG, London Branch 13.15% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $81.38 for AmEx, $72.98 for Capital One and $58.48 for Discover, 70% of initial prices due 2/1/2024
Credit Suisse AG, London Branch 6.7% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $42.99 for CVS, $46.24 for Merck and $21.54 for Pfizer, 60% of initial prices due 2/1/2024
Credit Suisse AG, London Branch 12.5% annual rate, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $15.67 for energy, $52.98 for materials and $21.71 for financial, 75% of initial prices due 2/1/2024
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $37.32 for EM, $143.89 for Russell and $259.05 for S&P, 70% of initial prices due 2/2/2023
Credit Suisse AG, London Branch 14.75%, payable monthly if stock closes above trigger price on observation day for that month due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 0.00% due 5/4/2022
Credit Suisse AG, London Branch 42% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $321.139 for Adobe, $145.488 for McDonald's and $18.403 for Rite Aid; 70% of initial levels due 2/3/2023
Credit Suisse AG, London Branch 14% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $1,923.72 for Amazon, $100.902 for Disney, $77.202 for JPM, $49.89 for Lennar; 60% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 11% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $92.372 for Apple and $38.857 for Intel, 70% of initial levels due 8/3/2023
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $151.06; 70% of initial level due 8/3/2023
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on quarterly observation date, notes pay contingent coupon at rate of 9.19% per year for that quarter; Coupon barrier level: $41.6325, 75% of initial share price due 2/1/2024
Credit Suisse AG, London Branch 15% annualized, payable monthly if stock closes at or above 60% coupon barrier on review date for that month due 8/3/2022
Credit Suisse AG, London Branch 6.1% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,599.968 for S&P, 1,451.5487 for Russell and 9,047.766 for Nasdaq; 70% of initial levels due 2/3/2023
Credit Suisse AG, London Branch 7.9% annual rate, payable quarterly if the index closes at or above its coupon barrier level on observation date; previously unpaid coupons will also be paid; Coupon barrier level: 2651.17; 70% of initial level due 2/17/2022
Credit Suisse AG, London Branch 4.25% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 1451.548 for Russell, 2599.968 for S&P, 9047.766 for Nasdaq; 70% of initial levels due 11/3/2022
Credit Suisse AG, London Branch 8.5% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,599.968 for S&P, 1,451.5487 for Russell; 70% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 7% per year, payable semiannual if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,599.968 for S&P, 1,451.5847 for Russell; 70% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 6.3% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,599.968 for S&P, 9,047.466 for Nasdaq, 1,451.5487for Russell; 70% of initial levels due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 8/10/2022
Credit Suisse AG, London Branch 0.00% due 2/2/2023
Credit Suisse AG, London Branch 0.00% due 2/2/2026
Credit Suisse AG, London Branch 0.00% due 4/15/2022
Credit Suisse AG, London Branch 0.00% due 12/21/2022
Credit Suisse AG, London Branch 8.75% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,840.535 for S&P, 22,952.52 for Dow and 1,579.95675; 75% of initial levels due 1/29/2025
Credit Suisse AG, London Branch 0.00% due 2/2/2026
Credit Suisse AG, London Branch 6.50% due 5/2/2022
Credit Suisse AG, London Branch 7.58% due 2/1/2022
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $33.726 for Charles Schwab, $169.056 for Goldman Sachs Group, $38.94 for Blackstone Group; 60% of initial levels due 2/2/2024
Credit Suisse AG, London Branch 19%, payable quarterly if stock closes above coupon barrier on observation day for that quarter, plus any previously unpaid coupon; Coupon barrier: $14.196; 60% of initial share price due 2/2/2024
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $82.344 for M&T Bank, $29.946 for Hartford Financial Services, $88.836 for PNC Financial Services Group; 60% of initial levels due 2/2/2024
Credit Suisse AG, London Branch 17.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $366.296 for Netflix, $2,262.806 for Amazon.com. $190.498 for Facebook, $1,273.258 for Alphabet; 70% of initial levels due 8/1/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $163.998 for Goldman, $76.716 for JPMorgan, $41.052 for Morgan Stanley; 60% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 5.75% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,625.539 for S&P, 1,476.0872 for Russell and 9,178.855 for Nasdaq; 70% of initial levels due 5/2/2022
Credit Suisse AG, London Branch 7.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,625.539 for S&P, 1,476.0872 for Russell and 9,178.855 for Nasdaq; 70% of initial levels due 11/1/2022
Credit Suisse AG, London Branch 7.05% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,250.462 for S&P, 1,265.2176 for Russell and 7,867.59 for Nasdaq; 60% of initial levels due 8/1/2022
Credit Suisse AG, London Branch 5.75% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,625.539 for S&P, 1,476.0872 for Russell and 9,178.855 for Nasdaq; 70% of initial levels due 5/2/2022
Credit Suisse AG, London Branch 21.5% per year, payable each month that stock closes at or above downside threshold level on observation date for that month due 2/1/2022
Credit Suisse AG, London Branch 20.65% per year, payable each month that stock closes at or above downside threshold level on observation date for that month due 2/1/2022
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 16.9% per year for that quarter and all prior unpaid contingent coupons, if any due 1/31/2022
Credit Suisse AG, London Branch If fund closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 11% per year for that month and all prior unpaid contingent coupons, if any due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 25.60% due 7/28/2021
Credit Suisse AG, London Branch 0.00% due 1/28/2025
Credit Suisse AG, London Branch 9% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $253.316 for Costco, $100.044 for Apple 70% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 18.5% per year, payable quarterly plus any previously unpaid coupons if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $85.163 for Moderna, $23.7575 for Pfizer, $70.486 for BioNTech, $34.6125 for AstraZeneca; 65% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 1/27/2026
Credit Suisse AG, London Branch 0.00% due 1/27/2026
Credit Suisse AG, London Branch 9.75% annual rate, payable quarterly if all stocks close above coupon barrier levels on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $193.02 for Anthem, $157.14 for Becton, $37.65 for Centene; 60% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 9.5% payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier: $130.7084, 63.5% of initial level due 4/27/2022
Credit Suisse AG, London Branch 12.6% annual rate, payable quarterly if all stocks close above coupon barrier levels on related observation date; previously unpaid coupons will also be paid; Coupon barrier levels: $33.048 for GM, $203.802 for Lockheed, $68.748 for Waste Management; 60% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 9.75% annual rate, payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $204.1605, 53.25% of initial level due 4/27/2022
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $69.535 for Apple, $1,646.115 for Amazon, $282.585 for Netflix, 50% of initial prices due 1/29/2024
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $83.442 for Apple, $1,975.338 for Amazon, $1,140.63 for Alphabet and $339.102 for Netflix, 60% of initial prices due 1/29/2024
Credit Suisse AG, London Branch 14.65% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $40.572 for Regional Banking ETF, $106.792 for biotech ETF, $92.981 for technology fund; 70% of initial levels due 1/26/2023
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $119.07 for Consumer and $92.981 for Technology, 70% of initial prices due 1/29/2024
Credit Suisse AG, London Branch 6.35% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $119.07 for Consumer and $92.981 for Technology, 70% of initial prices due 1/29/2024
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,689.029 for S&P, 1,518.1306 for Russell and 9,356.48 for Nasdaq; 70% of initial levels due 10/27/2022
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,689.029 for S&P, 1,518.1306 for Russell and 9,356.48 for Nasdaq; 70% of initial levels due 7/27/2022
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 10,024.80 for Nasdaq, 2,881.1025 for S&P, 1,626.5685 for Russell; 75% of initial levels due 10/27/2022
Credit Suisse AG, London Branch 9.6% per year, payable semiannually if each ETF closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $106.792 for biotech ETF and $92.981 for energy fund, or 70% of initial share prices due 1/29/2024
Credit Suisse AG, London Branch 11% per year, payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $134.8165, 65% of initial level due 4/26/2022
Credit Suisse AG, London Branch 16% payable quarterly if the stock closes at or above its coupon barrier level on a quarterly observation date; Coupon barrier: $84.3975, 75% of initial level due 1/21/2022
Credit Suisse AG, London Branch 15% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 2/28/2022
Credit Suisse AG, London Branch 12% annual rate, payable monthly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $211.82; 50% of initial level due 7/26/2022
Credit Suisse AG, London Branch 5.65% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,926.535 for S&P, 1,070.7105 for Russell and 6,702.495 for Nasdaq; 50% of initial levels due 1/26/2022
Credit Suisse AG, London Branch 0.00% due 8/10/2022
Credit Suisse AG, London Branch 0.00% due 12/14/2022
Credit Suisse AG, London Branch 6.15% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $62.50 for SAP, $124.64 for DocuSign, $51.57 for Applied Materials; 50% of initial levels due 7/25/2022
Credit Suisse AG, London Branch 8.25% per year, payable monthly if the stock closes at or above its knock-in price on the related observation date due 1/22/2024
Credit Suisse AG, London Branch 20% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $136.9615 for Snowflake, $169.715 for Facebook, $186.0365 for Boeing; 65% of initial levels due 1/22/2027
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 7,797.924 for Nasdaq, 2,279.346 for S&P, 1,290.6822 for Russell; 60% of initial levels due 7/22/2022
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if each underlying closes at or above coupon trigger level on observation date for that period; Coupon trigger levels: $27.79 for Energy Select Sector, $20.11 for Financial Select Sector, $57.74 for Industrial Select Sector, 65% of initial price due 1/20/2023
Credit Suisse AG, London Branch 5.85% per year, payable quarterly if index closes at or above coupon barrier level on related observation date; Coupon barrier level: 2,826.19, or 75% of initial level due 1/21/2022
Credit Suisse AG, London Branch 11.6% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $76.284 for Apple, $1,862.55 for Amazon, $1,041.714 for Alphabet, $298.788 for Netflix; 60% of initial levels due 1/22/2024
Credit Suisse AG, London Branch 18% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $76.284 for Apple, $1,862.55 for Amazon, $122.652 for Etsy, $298.788 for Netflix; 60% of initial levels due 1/21/2026
Credit Suisse AG, London Branch 7.5% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,637.775 for S&P, 21,569.982 for Dow and 1,486.2407 for Russell; 70% of initial levels due 7/21/2022
Credit Suisse AG, London Branch 5% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,449.3625 for S&P, 1,380.08065 for Russell; 70% of initial levels due 4/21/2022
Credit Suisse AG, London Branch 8.60% due 1/23/2023
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 17.5% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $58.60 for Dell, $103.128 for Apple, 80% of initial levels due 1/20/2022
Credit Suisse AG, London Branch 12.45% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $41.406 for Citigroup, $96.90 for PNC and $9.282 for First Horizon, 60% of initial prices due 1/20/2026
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 9029.083 for Nasdaq, 2656.878 for S&P, 1508.7443 for Russell; 70% of initial levels due 1/20/2022
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 9029.083 for Nasdaq, 2656.878 for S&P, 1508.7443 for Russell; 70% of initial levels due 1/22/2024
Credit Suisse AG, London Branch 10.16% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $53.55 for Activision Blizzard, $128.946 for American Tower, $77.28 for Apple; 60% of initial levels due 1/22/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $120.324 for Global Payments, $80.178 for Fidelity National, $66.72 for Fiserv; 60% of initial levels due 1/22/2024
Credit Suisse AG, London Branch 10.16% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $282.99 for Adobe, $1,872.498 for Amazon, $59.472 for Hasbro; 60% of initial levels due 1/22/2024
Credit Suisse AG, London Branch 11.4% per year, payable quarterly plus any previously unpaid coupons if each stock closes above coupon barrier on observation date; Coupon barriers: $72.696 for Ross, $176.532 for Ulta, $41.04 for TJX; 60% of initial levels due 1/22/2024
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $78.534 for Apple, $1,899.534 for Amazon, $1,052.64 for Alphabet and $304.674 for Netflix, 60% of initial prices due 1/19/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $83.72 for Apple, $2,028.5395 for Amazon and $139.7045 for Microsoft, 60% of initial prices due 1/20/2022
Credit Suisse AG, London Branch 6.3% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 9081.541 for Nasdaq, 2666.888 for S&P, 1478.3762 for Russell; 70% of initial levels due 7/19/2022
Credit Suisse AG, London Branch 6.65% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 7784.178 for Nasdaq, 2285.904 for S&P, 1267.1796 for Russell; 60% of initial levels due 7/19/2022
Credit Suisse AG, London Branch 10% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,081.541 for Nasdaq, 21,742.329 for Dow, 1,478.3762 for Russell; 70% of initial levels due 7/19/2022
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,730.2225 for Nasdaq, 2,857.38 for S&P, 1,583.9745 for Russell; 75% of initial levels due 1/19/2023
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,081.541 for Nasdaq, 2,666.888 for S&P, 1,478.3762 for Russell; 70% of initial levels due 10/19/2022
Credit Suisse AG, London Branch 7.15% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,730.2225 for Nasdaq, 2,857.38 for S&P, 1,583.9745 for Russell; 75% of initial levels due 1/19/2024
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 7784.178 for Nasdaq, 2285.904 for S&P, 1267.1796 for Russell; 60% of initial levels due 7/19/2022
Credit Suisse AG, London Branch 0.00% due 3/15/2023
Credit Suisse AG, London Branch 7.00% due 4/19/2022
Credit Suisse AG, London Branch 5.00% due 4/19/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $64.40 for Apple and $178.405 for Zoom; 50% of initial prices due 7/17/2023
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 2,660.833 for S&P, 1,489.5713 for Russell and 9,024.463 for Nasdaq; 70% of initial levels due 7/15/2022
Credit Suisse AG, London Branch 10.25% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 2,660.883 for S&P, 1,489.5713 for Russell and 9,024.463 for Nasdaq; 70% of initial levels due 7/15/2022
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 23,301.5175 for Dow, 2,850.8295 for S&P, 1,595.96925 for Russell; 75% of initial levels due 1/17/2023
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 9,024.463 for Nasdaq, 2,660.833 for S&P, 1,489.5713 for Russell; 70% of initial levels due 10/17/2022
Credit Suisse AG, London Branch 0.00% due 8/26/2022
Credit Suisse AG, London Branch 5%, payable quarterly if fund closes at or above coupon barrier on quarterly observation date; Coupon barrier: $134.90; 65% of initial level due 1/18/2024
Credit Suisse AG, London Branch 11.35% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $90.29 for Apple, $2,179.95 for Amazon and $152.24 for Microsoft, 70% of initial prices due 1/17/2024
Credit Suisse AG, London Branch 11.07% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $66.336 for Capital One Financial, $18.708 for Fifth Third and $3.642 for Itau Unibanco; 60% of initial prices due 1/16/2024
Credit Suisse AG, London Branch 10.37% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $132.48 for Cigna, $262.062 for Humana and $103.368 for HCA; 60% of initial prices due 1/16/2024
Credit Suisse AG, London Branch 6.4% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 2,849.7075 for S&P, 1,568.256 for Russell and 9,676.8675 for Nasdaq; 75% of initial levels due 1/17/2023
Credit Suisse AG, London Branch 10.75% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $152.24 for Microsoft, $90.29 for Apple, $1,229.40 for Alphabet; 70% of initial share prices due 1/17/2024
Credit Suisse AG, London Branch 0.00% due 1/13/2025
Credit Suisse AG, London Branch 0.00% due 1/13/2025
Credit Suisse AG, London Branch 11% annualized rate, payable quarterly if stock closes at or above coupon barrier price on valuation date for that quarter; Coupon barrier price: $85.62, 75% of initial level due 1/13/2022
Credit Suisse AG, London Branch 0.00% due 2/11/2022
Credit Suisse AG, London Branch 19.2% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $79.23 for Apple, $70.86 Beyond Meat, $145.476 for PayPal and $99.24 for Splunk; 60% of initial prices due 1/13/2026
Credit Suisse AG, London Branch 6.3% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 1,464.1613 for Russell, 9,173.640 for Nasdaq, 2,677.276 for S&P, 70% of initial levels due 7/13/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier price: $13.32, 60% of initial price due 1/16/2024
Credit Suisse AG, London Branch 0.00% due 2/8/2023
Credit Suisse AG, London Branch 0.00% due 4/19/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $78.552 for Apple, $1,897.296 for Amazon, $81.522 for JPMorgan Chase and $130.974 for Microsoft; 60% of initial prices due 1/12/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly plus any previously unpaid coupons if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $29.03, 70% of initial share price due 1/11/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its knock-in level on observation date due 4/12/2022
Credit Suisse AG, London Branch 6.2% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 3,043.032 for S&P, 1,677.508 for Russell and 10,351.656 for Nasdaq; 80% of initial levels due 7/12/2022
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 2,662.653 for S&P, 1,467.8195 for Russell and 9,057.699 for Nasdaq; 70% of initial levels due 7/12/2022
Credit Suisse AG, London Branch 0.00% due 11/16/2022
Credit Suisse AG, London Branch 0.00% due 2/9/2022
Credit Suisse AG, London Branch 6.75% due 7/12/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $37.763565 for bank ETF, $95.80942 for biotech ETF, $84.571935 for technology fund; 66.85% of initial levels due 1/11/2023
Credit Suisse AG, London Branch 0.00% due 1/7/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly if the stock closes at or above its knock-in level on a related observation date due 1/10/2023
Credit Suisse AG, London Branch 10.5% annual rate, payable monthly if the fund closes at or above its coupon barrier level on any observation date; Coupon barrier level: $26.957, 70% of initial share price due 10/7/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $155.67 for Goldman Sachs, $210.468 for lululemon and $89.97 for Qualcomm; 60% of initial levels due 1/5/2023
Credit Suisse AG, London Branch 0.00% due 2/2/2022
Credit Suisse AG, London Branch 0.00% due 1/4/2024
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $87.6655 for Apple, $2,159.30 for Amazon, $179.907 for Facebook and $345.0655 for Netflix; 65% of initial prices due 12/31/2025
Credit Suisse AG, London Branch 22% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $80.922 for Apple, $129.75 for Boeing and $182.43 for Snowflake; 60% of initial prices due 12/31/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $18.006 for Bank of America, $208.41 for UnitedHealth and $223.632 for Costco; 60% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 15.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $151.375 for Boeing and $28.021 for Delta; 70% of initial levels due 7/5/2023
Credit Suisse AG, London Branch 21% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $129.75 for Boeing, $1,055.232 for Alphabet and $182.43 for Snowflake; 60% of initial prices due 12/31/2026
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $36.546 for Citigroup, $154.806 for Goldman and $40.626 for Morgan Stanley; 60% of initial levels due 12/31/2025
Credit Suisse AG, London Branch 7.5% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,608.928 for S&P, 21,324.969 for Dow and 8,990.443 for Nasdaq; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $156.936 for FedEx and $101.418 for United Parcel; 60% of initial levels due 12/31/2025
Credit Suisse AG, London Branch 15% per year, payable monthly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $157.764 for FedEx, $127.578 for Visa and $23.796 for Walgreens; 60% of initial prices due 12/30/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $22.23 for Pfizer, $99.948 for Eli Lilly and $62.82 for AbbVie; 60% of initial levels due 12/31/2025
Credit Suisse AG, London Branch 10% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,608.928 for S&P, 1,371.5541 for Russell and 8,990.443 for Nasdaq; 70% of initial levels due 12/31/2021
Credit Suisse AG, London Branch 10% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 2,608.928 for S&P, 1,371.5541 for Russell and 8,990.443 for Nasdaq; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $105.024 for Target, $1,993.20 for Amazon and $223.632 for Costco; 60% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,608.928 for S&P, 1,371.5541 for Russell; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 0.00% due 7/3/2023
Credit Suisse AG, London Branch 0.00% due 7/3/2023
Credit Suisse AG, London Branch 0.00% due 1/2/2026
Credit Suisse AG, London Branch 0.00% due 1/2/2026
Credit Suisse AG, London Branch 22.15% per year, payable monthly due 12/30/2021
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 12.5% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $82.014 for Apple, $1,970.376 for Amazon, $1,065.654 for Alphabet and $311.472 for Netflix, 60% of initial prices due 12/29/2023
Credit Suisse AG, London Branch 16.4% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $31.444 for Cisco, $32.949 for Intel and $157.248 for salesforce.com; 70% of initial prices due 12/29/2023
Credit Suisse AG, London Branch 17% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $160.44 for DocuSign and $122.885 for Splunk; 70% of initial levels due 6/30/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each asset closes at or above coupon barrier level on observation date; Coupon barrier levels: 21,282.779 for Dow and $24.983 for Gold; 70% of initial levels due 6/30/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each asset closes at or above coupon barrier level on observation date; Coupon barrier levels: 21,282.779 for Dow and $24.983 for Gold; 70% of initial levels due 6/30/2023
Credit Suisse AG, London Branch 11.75% per year, payable monthly if the stock closes at or above its coupon barrier price on the related observation date; Coupon barrier price: $28.9055; 65% of initial price due 12/29/2023
Credit Suisse AG, London Branch 6.5% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,614.752 for S&P, 1,397.375 for Russell and 8,987.202 for Nasdaq; 70% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 2,241.216 for S&P and 7,703.316 for Nasdaq; 60% of initial levels due 6/30/2022
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 1,867.68 for S&P, 998.125 for Russell and 6,419.43 for Nasdaq; 50% of initial levels due 6/30/2022
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,614.752 for S&P, 1,397.375 for Russell, and 8,987.202 for Nasdaq; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,614.752 for S&P, 1,397.375 for Russell, and 8,987.202 for Nasdaq; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,777.3 for S&P, 1,502.963 for Russell, or 75% of initial levels due 12/30/2022
Credit Suisse AG, London Branch 20.00% due 12/28/2021
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 10.54% due 12/29/2023
Credit Suisse AG, London Branch 12.00% due 12/29/2023
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $52.91 for AEP, $58.1945 for Duke Energy and $39.858 for Edison; 65% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 10% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier levels: $78.576 for Apple, $1,911.162 for Amazon, $1,039.428 for Alphabet and $308.688 for Netflix; 60% of initial prices due 12/29/2023
Credit Suisse AG, London Branch 11.35% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $127.0115 for United Rentals, $17.2645 for Kroger and $131.692 for PayPal; 55% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,597.3725 for Dow, 2,767.5075 for S&P, 1,505.328 for Russell; 75% of initial levels due 9/29/2022
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2398.5065 for index, $27.105 for biotech ETF, $33.6115 for banking ETF; 65% of initial levels due 12/29/2022
Credit Suisse AG, London Branch 0.00% due 1/12/2023
Credit Suisse AG, London Branch 0.00% due 12/26/2025
Credit Suisse AG, London Branch 9% due 12/28/2022
Credit Suisse AG, London Branch 0.00% due 12/28/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $183.828 for Anthem, $22.428 for Pfizer and $41.226 for CVS Health; 60% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 16.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/28/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $61.764 for Starbucks, $52.29 for Papa John’s and $36.936 for Restaurant Brands; 60% of initial prices due 12/29/2023
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each stock closes at or above its coupon barrier price on the related observation date; Coupon barrier prices: $316.398 for Netflix, $1,923.912 for Amazon, $73.002 for JPMorgan and $131.268 for Boeing; 60% of initial prices due 12/28/2026
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on the related observation date; Coupon barrier levels: 1,392.916 for Russell, 21,010.857 for Dow and 8,902.292 for Nasdaq; 70% of initial levels due 9/28/2022
Credit Suisse AG, London Branch 8.85% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,212.356 for S&P, 1,193.928 for Russell, and 7,630.536 for Nasdaq; 60% of initial levels due 6/28/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2022
Credit Suisse AG, London Branch 7.50% due 12/28/2021
Credit Suisse AG, London Branch 15.5% payable quarterly if the stock closes at or above its knock-in level on a related observation date due 12/24/2021
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $148.80 for DocuSign, $22.428 for Pfizer and $108.096 for Caterpillar; 60% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 6.85% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $11.16 for Schlumberger, $20.35 for Walgreens and $137.79 for FedEx; 50% of initial levels due 12/28/2022
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier price on related observation date; Coupon barrier: $79.128 for Apple, $131.268 for Boeing, $1,923.912 for Amazon and $73.002 for JPMorgan, 60% of initial prices due 12/29/2025
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 8,883.182 for Nasdaq, $25.445 for Gold Miners, or 70% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 18.15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $136.524 for United Rentals, $77.292 for Marriott, $149.772 for Biogen and $84.138 for Moderna; 60% of initial levels due 12/29/2021
Credit Suisse AG, London Branch 9% per year, payable monthly if each stock closes at or above its coupon barrier level on the observation date for that month; Coupon barriers: $53.23 for BioNTech, $34.04 for JFrog; 50% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 0.00% due 12/23/2025
Credit Suisse AG, London Branch 0.00% due 12/23/2025
Credit Suisse AG, London Branch 0.00% due 12/23/2025
Credit Suisse AG, London Branch 11.15% annual rate, payable quarterly if each stock closes at or above coupon trigger level on observation date for that period; Coupon trigger levels: $112.38 for Disney, $347.39 for Netflix, 65% of initial prices due 12/21/2023
Credit Suisse AG, London Branch 0.00% due 12/26/2023
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 9,553.64 for Nasdaq, 2,782.06 for S&P, 1,477.49 for Russell, or 75% of initial levels due 12/21/2023
Credit Suisse AG, London Branch 6.2% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,596.59 for S&P, 1,378.99 for Russell, or 70% of initial levels due 12/22/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $1,920.99 for Amazon, $165.84 for Facebook, $1,038.606 for Alphabet and $320.67 for Netflix; 60% of initial levels due 12/23/2025
Credit Suisse AG, London Branch 16.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $5.448 for Ford, $25.218 for General Motors and $30.378 for Uber; 60% of initial levels due 12/23/2022
Credit Suisse AG, London Branch 4.3% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,854.705 for S&P and 6,339.09 for Nasdaq; 50% of initial levels due 6/23/2022
Credit Suisse AG, London Branch 4.4% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,782.0575 for S&P, 1,384.6315 for Russell and 9,553.635 for Nasdaq; 75% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if each underlying fund closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $34.69788 for S&P Regional, $101.2193 for S&P Biotech and $87.9795 for Technology Select; 68.6% of initial levels due 12/22/2022
Credit Suisse AG, London Branch 15.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $136.524 for United Rentals, $165.342 for FedEx and $48.504 for Lennar; 60% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 6% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $111.993 for Consumer and $89.775 for Technology, 70% of initial prices due 12/26/2023
Credit Suisse AG, London Branch 7.15% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $111.993 for Consumer and $89.775 for Technology, 70% of initial prices due 12/26/2023
Credit Suisse AG, London Branch 5.6% per year, payable semiannually if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,596.587 for S&P, 1,378.9902 for Russell; 70% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 7.25% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 2,596.587 for S&P and 1,378.9902 for Russell; 70% of initial levels due 12/26/2023
Credit Suisse AG, London Branch 8.25% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $96.10 for NIKE, $102.17 for Walmart; 70% of initial share prices due 12/21/2023
Credit Suisse AG, London Branch 11.25% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $26.38 for Pfizer, $35.15 for AstraZeneca; 70% of initial share prices due 12/21/2023
Credit Suisse AG, London Branch 0.00% due 12/21/2023
Credit Suisse AG, London Branch 7.56%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barrier levels: $136.74 for Russell, $89.78 for Technology, 70% of initial levels due 12/21/2023
Credit Suisse AG, London Branch 0.00% due 12/22/2022
Credit Suisse AG, London Branch 0.00% due 6/22/2022
Credit Suisse AG, London Branch 17.25%, payable monthly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $37.18, 66% of initial price due 6/22/2022
Credit Suisse AG, London Branch 30.00% due 6/22/2021
Credit Suisse AG, London Branch 0.00% due 1/12/2022
Credit Suisse AG, London Branch 9% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier/knock-in prices: $41.754 for CVS, $128.55 for McDonald's, $92.172 for Johnson & Johnson and $104.13 for Disney, 60% of initial prices due 12/22/2023
Credit Suisse AG, London Branch 10.15% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,605.736 for S&P, 1,384.6315 for Russell and 8,296.442 for Nasdaq; 70% of initial levels due 6/22/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,605.736 for S&P, 1,384.6315 for Russell, and 8,926.442 for Nasdaq; 70% of initial levels due 9/22/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2022
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $50.31, 69% of initial price due 12/21/2023
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $41.17, 64.15% of initial price due 12/21/2023
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above coupon barrier on related quarterly observation date; Coupon barrier: $95.41, 69.5% of initial price due 12/21/2023
Credit Suisse AG, London Branch 10.00% due 12/21/2022
Credit Suisse AG, London Branch 0.00% due 12/21/2023
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,590.82 for S&P, 1,366.905 for Russell, 8,867.71 for Nasdaq, or 70% of initial levels due 12/21/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier price: $51.75 50% of initial price due 12/21/2023
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier price: $62.10, 60% of initial price due 12/21/2023
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $221.664 for Costco, $82.362 for Proctor & Gamble, $61.962 for Starbucks and $173.286 for FedEx, 60% of initial prices due 12/21/2023
Credit Suisse AG, London Branch 7.2% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier price: $50.43, 65% of initial price due 12/31/2021
Credit Suisse AG, London Branch 8% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,590.819 for S&P, 1,366.9054 for Russell and 8,867.712 for Nasdaq; 70% of initial levels due 12/21/2022
Credit Suisse AG, London Branch 8% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,590.819 for S&P, 1,366.9054 for Russell and 8,867.712 for Nasdaq; 70% of initial levels due 12/22/2025
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each underlying stock closes at or above its coupon barrier price on related observation date; Coupon barrier prices: $35.85 for Citigroup, $31.806 for Comerica and $7.764 for First Horizon, 60% of initial prices due 12/22/2025
Credit Suisse AG, London Branch 7.05% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,615.905 for Dow, 1,464.5415 for Russell, and 9,501.12 for Nasdaq; 75% of initial levels due 9/21/2022
Credit Suisse AG, London Branch 0.00% due 5/18/2022
Credit Suisse AG, London Branch 4.50% due 3/21/2022
Credit Suisse AG, London Branch 6.50% due 3/21/2022
Credit Suisse AG, London Branch 0.00% due 1/25/2022
Credit Suisse AG, London Branch 0.00% due 1/25/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,401.5 for S&P, 1,273.846 for Russell, 8,187.35 for Nasdaq, or 65% of initial levels due 12/20/2023
Credit Suisse AG, London Branch 12.8% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $33.918 for Las Vegas and $159.474 for Ulta; 60% of initial levels due 12/21/2023
Credit Suisse AG, London Branch 5.85% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,586.234 for S&P, 1,371.8341 for Russell, and 8,817.144 for Nasdaq; 70% of initial levels due 6/20/2022
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $17.184 for Bank of America, $16.254 for Fifth Third, $9.414 for KeyCorp and $9.228 for Regions, 60% of initial prices due 12/18/2025
Credit Suisse AG, London Branch 0.00% due 12/18/2025
Credit Suisse AG, London Branch 9.30% due 12/21/2022
Credit Suisse AG, London Branch 8.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 3/17/2022
Credit Suisse AG, London Branch 6.3% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,917.992 for S&P, 1,531.0848 for Russell, and 9,969,768 for Nasdaq; 80% of initial levels due 12/19/2022
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 2,553.243 for S&P, 20,903.085 for Dow and 1,339.6992 for Russell; 70% of initial levels due 9/19/2022
Credit Suisse AG, London Branch 0.00% due 1/19/2022
Credit Suisse AG, London Branch 8.00% due 12/16/2022
Credit Suisse AG, London Branch 20.58% due 12/16/2021
Credit Suisse AG, London Branch 7.8% per year, payable quarterly if each index closes at or above coupon barrier level on related observation date; Coupon barrier levels: 2,747.6 for S&P, 1,433.773 for Russell, 9,281.56 for Nasdaq, or 75% of initial levels due 12/14/2023
Credit Suisse AG, London Branch 7.9% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 3/16/2022
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $73.446 for Apple, $1,069.062 for Alphabet and $127.956 for Microsoft, 60% of initial prices due 12/18/2023
Credit Suisse AG, London Branch 10.18% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier price: $205.1625, 75% of initial price due 12/14/2023
Credit Suisse AG, London Branch 8.9% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,564.422 for S&P, 1,338.1879 for Russell, and 8,662.787 for Nasdaq; 70% of initial levels due 6/16/2022
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,564.422 for S&P, 1,338.1879 for Russell, and 8,662.787 for Nasdaq; 70% of initial levels due 9/16/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $24.556; 70% of initial level due 12/15/2022
Credit Suisse AG, London Branch 9.2% per year, payable each quarter that stock closes at or above downside threshold level on observation date for that quarter due 12/16/2021
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if each underlying stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $2,171.043 for Amazon and $63.266 for Floor & Decor, 70% of initial levels due 6/15/2023
Credit Suisse AG, London Branch 14% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $61.205 for Apple and $198.505 for Zoom, 50% of initial levels due 6/16/2023
Credit Suisse AG, London Branch 12.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $128.436 for PayPal and $67.362 for Darden, 60% of initial levels due 12/18/2023
Credit Suisse AG, London Branch 15.5% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $145.188 for United Rentals, $174.54 for FedEx and $43.374 for Lennar; 60% of initial levels due 12/15/2023
Credit Suisse AG, London Branch 0.00% due 11/16/2022
Credit Suisse AG, London Branch 0.00% due 6/14/2022
Credit Suisse AG, London Branch 0.00% due 12/21/2022
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, 14% per year for that quarter and all prior unpaid contingent coupons due 12/14/2022
Credit Suisse AG, London Branch 18.5% per year, payable monthly if each stock closes at or above its coupon barrier level on relevant observation date; Coupon barriers: $137.67 for Microsoft, $241.319 for Snowflake, $101.1335 for Splunk, 60% of initial levels due 12/14/2026
Credit Suisse AG, London Branch 7.5% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,754.615 for S&P, 1,426.61025 for Russell and 9,273.48 for Nasdaq; 75% of initial levels due 9/14/2022
Credit Suisse AG, London Branch 5.4% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,570.974 for S&P, 1,331.5029 for Russell, and 8,655.248 for Nasdaq; 70% of initial levels due 6/14/2022
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,570.974 for S&P, 1,331.5029 for Russell and 8,655.248 for Nasdaq; 70% of initial levels due 9/14/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $58.541 for Activision, $92.505 for Electronic and $128.52 for Take-Two; 70% of initial levels due 6/12/2023
Credit Suisse AG, London Branch 18.15% per year, payable monthly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $85.575 for Apple, $158.102 for salesforce and $187.075 for Alibaba; 70% of initial levels due 12/12/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $81.7115 for IBM and $32.9485 for Intel; 65% of initial levels due 12/11/2023
Credit Suisse AG, London Branch 5%, payable quarterly if the stock closes at or above its coupon barrier level on the related observation date; Coupon barrier level: $30.24, 65% of initial share price due 12/27/2021
Credit Suisse AG, London Branch 6.6% annual rate, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,845.004 for Nasdaq, 1,342.4474 for Russell; 70% of initial levels due 6/13/2022
Credit Suisse AG, London Branch 4.75% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,845.004 for Nasdaq, 21,121.716 for Dow, 1,342.4474 for Russell; 70% of initial levels due 6/12/2023
Credit Suisse AG, London Branch 7.95% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 9,476.79 for Nasdaq, 22,630.41 for Dow and 1,438.3365 for Russell; 75% of initial levels due 6/12/2023
Credit Suisse AG, London Branch 10.5% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $222.888, 60% of initial share price due 12/11/2023
Credit Suisse AG, London Branch 21% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a quarterly observation date; previously unpaid coupons will also be paid; Coupon barrier level: $29.97, 65% of initial share price due 12/22/2021
Credit Suisse AG, London Branch 5% annual rate, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,817.529 for Nasdaq, 2,584.372 for S&P, 1,323.8764 for Russell; 70% of initial levels due 9/10/2021
Credit Suisse AG, London Branch 5.75% annual rate, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,817.529 for Nasdaq, 2,584.372 for S&P, 1,323.8764 for Russell; 70% of initial levels due 12/12/2022
Credit Suisse AG, London Branch 6% annual rate, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,817.529 for Nasdaq, 2,584.372 for S&P, 1,323.8764 for Russell; 70% of initial levels due 6/10/2022
Credit Suisse AG, London Branch 10.85% annual rate, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,817.529 for Nasdaq, 2,584.372 for S&P, 1,323.8764 for Russell; 70% of initial levels due 3/10/2022
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $135.516 for salesforce, $5.604 for Ford and $26.046 for Walgreens; 60% of initial levels due 12/12/2022
Credit Suisse AG, London Branch 7.05% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 7,557.882 for Nasdaq, 2,215.176 for S&P and 1,134.7512 for Russell; 60% of initial levels due 6/10/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 6,298.235 for Nasdaq, 1,845.98 for S&P and 945.626 for Russell; 50% of initial levels due 6/10/2022
Credit Suisse AG, London Branch 5.75% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 2,584.372 for S&P and 1,323.8764 for Russell; 70% of initial levels due 6/12/2023
Credit Suisse AG, London Branch 9.6% payable quarterly if the stock closes at or above its coupon barrier price on a quarterly observation date; Coupon barrier price: $38.126, 55% of initial share price due 12/8/2022
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $73.35 for Apple, $1,897.548 for Amazon, $167.82 for Facebook and $298.986 for Netflix, 60% of initial prices due 12/9/2025
Credit Suisse AG, London Branch 7% annual rate, payable quarterly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,589.384 for S&P, 1,324.7143 for Russell, and 21,152.782 for Dow; 70% of initial levels due 6/9/2022
Credit Suisse AG, London Branch 7.05% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,589.384 for S&P, 1,324.7143 for Russell, and 8,469.936 for Nasdaq; 70% of initial levels due 1/10/2022
Credit Suisse AG, London Branch 6.75% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,589.384 for S&P, 1,324.7143 for Russell, and 8,469.936 for Nasdaq; 70% of initial levels due 1/10/2022
Credit Suisse AG, London Branch 8% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,589.384 for S&P, 1,324.7143 for Russell, and 8,469.936 for Nasdaq; 70% of initial levels due 12/9/2022
Credit Suisse AG, London Branch 8% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,589.384 for S&P, 1,324.7143 for Russell, and 8,469.936 for Nasdaq; 70% of initial levels due 9/9/2022
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier price: $169.395, 75% of initial price due 12/7/2023
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,589.384 for S&P, 1,324.7143 for Russell, and 8,469.936 for Nasdaq; 70% of initial levels due 9/9/2022
Credit Suisse AG, London Branch 9.5% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier prices: $88.53 for SPDR S&P Biotech and $81.926 for Technology Select Sector SPDR, 65% of initial prices due 12/9/2024
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $77.07 for Disney, $249.155 for Netflix and $68.595 for NIKE, 50% of initial prices due 12/9/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if shares close at or above downside threshold level on the observation date for that quarter due 12/9/2021
Credit Suisse AG, London Branch 15% per year, payable each month that stock closes at or above downside threshold level on observation date for that month due 6/9/2021
Credit Suisse AG, London Branch 20.00% due 12/7/2021
Credit Suisse AG, London Branch 31% annual rate, payable monthly due 6/8/2021
Credit Suisse AG, London Branch 15.25% annual rate, payable if stock closes at or above buffer level on quarterly observation date, and also prior unpaid contingent coupons, if any; Coupon barrier level: $197.54, 80% of initial share price due 12/8/2021
Credit Suisse AG, London Branch 10.54% due 3/9/2022
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 14% per year for that quarter and all prior unpaid contingent coupons, if any due 12/7/2021
Credit Suisse AG, London Branch If fund closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 8% per year for that quarter and all prior unpaid contingent coupons, if any due 12/7/2021
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $1,231.602 for Booking, $71.958 for American Express and $89.664 for Walt Disney; 60% of initial levels due 12/8/2023
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $165.96 for Home Depot, $92.04 for Lowe's and $107.43 for Target; 60% of initial levels due 12/8/2023
Credit Suisse AG, London Branch 14% payable monthly if the stock closes at or above its knock-in level on a related observation date due 12/7/2022
Credit Suisse AG, London Branch 4.25% due 3/7/2022
Credit Suisse AG, London Branch 6.25% due 3/7/2022
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 14% per year for that quarter and all prior unpaid contingent coupons, if any due 12/6/2021
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barrier levels: 2,716.22 for S&P, 1,364.862 for Russell, 9,201.24 for Nasdaq, or 75% of initial levels due 12/5/2024
Credit Suisse AG, London Branch 11% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on any observation date; Coupon barrier level: $116.865, 75% of initial share price due 12/5/2022
Credit Suisse AG, London Branch 10.6% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a quarterly observation date; Coupon barrier level: $95.24, 80% of initial share price due 12/5/2023
Credit Suisse AG, London Branch 19% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $120.225 for Avalara and $107.296 for CrowdStrike, 70% of initial levels due 6/5/2023
Credit Suisse AG, London Branch 10.15% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on a quarterly observation date; Coupon barrier level: $207.7275, 75% of initial share price due 12/5/2023
Credit Suisse AG, London Branch 5.6% annual rate, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 9,201.24 for Nasdaq, 1,364.862 for Russell; 75% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 6% annual rate, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,587.824 for Nasdaq, 2,535.141 for S&P, 1,273.8712 for Russell; 70% of initial levels due 6/3/2022
Credit Suisse AG, London Branch 5% annual rate, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,354.0595 for S&P, 1,182.8804 for Russell; 65% of initial levels due 3/3/2022
Credit Suisse AG, London Branch 16% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $139.139, 70% of initial price due 6/5/2023
Credit Suisse AG, London Branch 8.1% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 8,587.824 for Nasdaq, 2,535.141 for S&P and 1,273.8712 for Russell; 70% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its knock-in level on related observation date due 9/6/2022
Credit Suisse AG, London Branch 0.00% due 1/3/2022
Credit Suisse AG, London Branch 0.00% due 5/11/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 12% per year, payable each month that stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $45.34, 80% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 8.5% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon threshold level: $39.67, 70% of initial share price due 12/2/2021
Credit Suisse AG, London Branch 6% payable quarterly if funds close above coupon barrier on observation date; Coupon barriers: $14.0595 for Silver, $110.2335 for Gold; 65% of initial share price due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 11/30/2022
Credit Suisse AG, London Branch 0.00% due 11/30/2022
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $92.172 for HCA Healthcare, $79.95 for Universal Health Services, or 60% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $15.204 for silver, $23.828 for Gold Miners, or 70% of initial levels due 12/1/2023
Credit Suisse AG, London Branch 8.6% per year, payable quarterly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,722.2375 for S&P and 1,383.768 for Russell; 75% of initial levels due 3/1/2022
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 9,144.1575 for Nasdaq, 22,404.3525 for Dow and 1,383.768 for Russell; 75% of initial levels due 9/1/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 8,506.547 for Nasdaq, 2,540.755 for S&P and 1,291,5168 for Russell; 70% of initial levels due 12/1/2023
Credit Suisse AG, London Branch 6.3% per year, payable each quarter that stock closes at or above downside threshold level on observation date for that quarter due 12/1/2021
Credit Suisse AG, London Branch 5.75% due 12/1/2021
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 11/28/2025
Credit Suisse AG, London Branch 0.00% due 11/28/2025
Credit Suisse AG, London Branch 0.00% due 1/28/2022
Credit Suisse AG, London Branch 0.00% due 11/27/2023
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 20.00% due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 23% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $22.20 for Avis, $65.748 for Darden and $57.288 for Wynn; 60% of initial levels due 12/1/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $57.585 for Apple and $213.775 for Zoom; 50% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $69.102 for Apple, $1,061.328 for Alphabet and $1,870.836 for Amazon.com; 60% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $69.102 for Apple, $1,870.836 for Amazon and $1,061.328 for Alphabet; 60% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 31.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $48.33 for BigCommerce, $14.292 for Palantir and $77.424 for Unity; 60% of initial levels due 11/28/2025
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $106.14 for Caterpillar, $90.894 for Disney, $73.992 for JPMorgan and $26.388 for PulteGroup; 60% of initial levels due 11/28/2025
Credit Suisse AG, London Branch 8% annual rate, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 21,032.368 for Dow and $23.394 for VanEck; 70% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 21,032.368 for Dow, $23.394 for Gold Miners, or 70% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 14.75% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $339.50 for Netflix, $104.363 for Disney and $2,229.549 for Amazon.com; 70% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 20% annualized, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: $150.365 for Caterpillar, $222.2835 for Deere, $18.8955 for Schlumberger, 85% of initial levels due 12/1/2021
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 8,455.867, 70% of initial level due 8/30/2022
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if the index closes at or above its coupon barrier on related observation date; Barrier level: 28,455.867; 70% of initial levels due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 0.00% due 11/28/2025
Credit Suisse AG, London Branch 0.00% due 12/29/2021
Credit Suisse AG, London Branch 8.00% due 11/28/2022
Credit Suisse AG, London Branch 14.1% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 2/28/2022
Credit Suisse AG, London Branch 5.25% annual rate, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,334.158 for Nasdaq, 2,504.313 for S&P, 1,272.8079 for Russell; 70% of initial levels due 5/27/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $122.346; 70% of initial level due 11/29/2022
Credit Suisse AG, London Branch 0.00% due 7/22/2022
Credit Suisse AG, London Branch 5.45% annual rate, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier: 2,668.16, 75% of initial level due 11/26/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $2,169.58 for Amazon, $80.199 for JPMorgan, or 70% of initial levels due 11/25/2022
Credit Suisse AG, London Branch 9% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $2,324.55; 75% of initial level due 11/24/2023
Credit Suisse AG, London Branch 10%, payable quarterly if stock closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $193.53, 75% of initial share price due 11/24/2023
Credit Suisse AG, London Branch 16% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $140.00, 70% of initial price due 5/25/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $146.58 for Workday, $95.277 for Baidu, or 70% of initial levels due 5/25/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $188.79; 70% of initial level due 11/26/2021
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $5.681; 65% of initial level due 11/25/2022
Credit Suisse AG, London Branch 5.2% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 1,778.77 for S&P and 5,953.22 for Nasdaq; 50% of initial levels due 5/25/2022
Credit Suisse AG, London Branch 7.8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,490.278 for S&P, 1,249.7387 for Russell, 20,484.436 for Dow; 70% of initial levels due 5/25/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $27.324; 60% of initial level due 11/25/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 11/24/2025
Credit Suisse AG, London Branch 12.8% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $83.048 for Apple, $119.959 for Target; 70% of initial levels due 11/24/2021
Credit Suisse AG, London Branch 13.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $39.81 for CVS, $27.036 for Intel and $22.938 for Walgreens Boots; 60% of initial levels due 11/25/2024
Credit Suisse AG, London Branch 17% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier level: $55.662, 60% of initial price due 2/24/2022
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $29.952; 65% of initial level due 11/25/2022
Credit Suisse AG, London Branch 0.00% due 4/20/2022
Credit Suisse AG, London Branch 17.58% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $226 for FedEx and $138.192 for Caterpillar; 80% of initial levels due 11/26/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $21.492 for gold, $13.53 for silver, 60% of initial levels due 11/24/2023
Credit Suisse AG, London Branch 0.00% due 3/22/2023
Credit Suisse AG, London Branch 0.00% due 11/25/2024
Credit Suisse AG, London Branch 6.18% due 2/24/2022
Credit Suisse AG, London Branch 4.20% due 2/24/2022
Credit Suisse AG, London Branch 8.65% annual rate, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,384.243 for Nasdaq, 2,526.671 for S&P, 49.798 for Stoxx; 70% of initial levels due 11/21/2022
Credit Suisse AG, London Branch 6.6% annual rate, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,384.243 for Nasdaq, 2,526.671 for S&P, 49.798 for Stoxx; 70% of initial levels due 11/21/2022
Credit Suisse AG, London Branch 5% annual rate, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 8,384.243 for Nasdaq, 2,526.671 for S&P, 1,254.3398 for Russell; 70% of initial levels due 11/25/2022
Credit Suisse AG, London Branch 7.65% annual rate, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,165.718 for S&P, 1,075.1484 for Russell; 60% of initial levels due 2/22/2022
Credit Suisse AG, London Branch 8.55% due 11/19/2021
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $59.63 for Apple and $201.79 for Zoom; 50% of initial levels due 5/18/2023
Credit Suisse AG, London Branch 30% per year, payable monthly if each stock closes at or above its coupon barrier level on monthly observation date; Coupon barriers: $37.392 for Pinterest, $9.48 for Palantir and $39.00 for Penn; 60% of initial levels due 11/18/2025
Credit Suisse AG, London Branch 14.35% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $29.627; 65% of initial level due 11/21/2022
Credit Suisse AG, London Branch 15.95% due 11/17/2021
Credit Suisse AG, London Branch 5.45% annual rate, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier: 2,688.86, 75% of initial price due 4/4/2023
Credit Suisse AG, London Branch 0.00% due 11/16/2023
Credit Suisse AG, London Branch 10.8% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 2/18/2022
Credit Suisse AG, London Branch 7% annual rate, payable monthly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $1,240.582; 70% of initial level due 2/18/2022
Credit Suisse AG, London Branch 10.3% annual rate, payable monthly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $2,190.167; 70% of initial level due 2/18/2022
Credit Suisse AG, London Branch 7.85% per year, payable monthly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 20,635.867 for Dow, 2,509.605 for S&P, 8,356.488 for Nasdaq; 70% of initial levels due 11/18/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $190.337 for FedEx, $114.569 for UPS, or 70% of initial levels due 5/18/2023
Credit Suisse AG, London Branch 6.25% per year, payable quarterly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,509.605 for S&P and 8,356.495 for Nasdaq; 70% of initial levels due 5/18/2022
Credit Suisse AG, London Branch 19% per year, payable each quarter if each stock closes at or above coupon barrier on every day of that quarter; Coupon barriers: $1,555.14 for Amazon, $68.65 for CrowdStrike, $462.90 for Shopify; 50% of initial levels due 11/17/2022
Credit Suisse AG, London Branch 8% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $194.02 for Home Depot, $111.46 for Lowe's; 70% of initial share prices due 5/18/2023
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 11/18/2021
Credit Suisse AG, London Branch 6.00% due 11/18/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,688.8625 for S&P, 8,953.38 for Nasdaq and 1,308.0315 for Russell; 75% of initial levels due 11/18/2024
Credit Suisse AG, London Branch 14.35% due 11/17/2021
Credit Suisse AG, London Branch 20.00% due 11/16/2021
Credit Suisse AG, London Branch 19.2% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $41.932 for Fastly, $102.8445 for Teladoc and $235.752 for Zoom; 55% of initial levels due 11/16/2021
Credit Suisse AG, London Branch 12.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $71.526 for Apple, $106.032 for Boeing, $16.014 for BofA and $23.202 for Cisco; 60% of initial levels due 11/17/2025
Credit Suisse AG, London Branch 8.68% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $65.7195 for Apple, $26.9115 for Citigroup and $139.04 for Palo Alto; 55% of initial levels due 11/18/2022
Credit Suisse AG, London Branch 19.60% due 11/17/2021
Credit Suisse AG, London Branch 0.00% due 11/29/2021
Credit Suisse AG, London Branch 15.85% per year, payable each quarter if each stock closes at or above coupon barrier on every day of that quarter; Coupon barriers: $663.09 for Chipotle, $199.93 for Domino's, $35.60 for Shake Shack; 50% of initial share prices due 11/9/2023
Credit Suisse AG, London Branch 0.00% due 11/19/2021
Credit Suisse AG, London Branch 15.2% per year, payable monthly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $28.854 for gold, $16.527 for silver, 70% of initial levels due 11/13/2023
Credit Suisse AG, London Branch 13.75% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 5/11/2021
Credit Suisse AG, London Branch 0.00% due 11/8/2022
Credit Suisse AG, London Branch 0.00% due 8/26/2022
Credit Suisse AG, London Branch 8% per year, payable monthly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,358.314 for S&P, 1,130.0065 for Russell, 7,895.937 for Nasdaq; 70% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 7.00% due 5/5/2022
Credit Suisse AG, London Branch 14.1% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $19.182 for Corning, $139.362 for salesforce and $92.952 for Take-Two; 60% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $127.80 for McDonald's, $72.048 for Nike and $28.836 for Coca-Cola; 60% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $183.084 for UnitedHealth, $60.342 for Medtronic and $45.126 for Merck; 60% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 9.5% per year, payable monthly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 18,847.535 for Dow, 1,098.0144 for Russell, 7,759.332 for Nasdaq; 70% of initial levels due 11/7/2022
Credit Suisse AG, London Branch 10.25% per year, payable quarterly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 18,847.535 for Dow, 2,317.168 for S&P, 7,759.332 for Nasdaq; 70% of initial levels due 11/5/2021
Credit Suisse AG, London Branch 8.55% annual rate, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,317.168 for S&P, 1,098.0144 for Russell; 70% of initial levels due 8/5/2021
Credit Suisse AG, London Branch 10.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,317.168 for S&P, 7,759.332 for Nasdaq and 18,847.535 for Dow; 70% of initial levels due 11/7/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 5/4/2022
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 11/2/2023
Credit Suisse AG, London Branch 0.00% due 5/4/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $39.746 for Bristol-Myers and $94.35 for Walmart; 68% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 9.55% per year, payable quarterly if the stock closes above coupon barrier on observation date; Coupon barrier: $33.186; 60% of initial level due 11/6/2023
Credit Suisse AG, London Branch 18.35% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 5/4/2023
Credit Suisse AG, London Branch 12%, payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 11/2/2023
Credit Suisse AG, London Branch 19.45% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $54.43 for Apple, $131.555 for Facebook, $194.02 for Tesla and $237.87 for Netflix; 50% of initial levels due 11/4/2024
Credit Suisse AG, London Branch 14% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $86.688; 70% of initial level due 5/4/2023
Credit Suisse AG, London Branch 23.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $73.248 for NIKE, $19.56 for United and $291.744 for Netflix; 60% of initial levels due 11/4/2025
Credit Suisse AG, London Branch 9.35% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,288.972 for S&P, 7,737.065 for Nasdaq and 18,551.12 for Dow; 70% of initial levels due 11/4/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,076.9353 for Russell, 2,288.972 for S&P 500 and 18,551.12 for Dow; 70% of initial levels due 5/4/2022
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $147.084 for Workday and $130.291 for PayPal; 70% of initial levels due 5/4/2023
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,125.474 for S&P, 1,000.01135 for Russell, $26.7475 for ETF; 65% of initial levels due 11/3/2022
Credit Suisse AG, London Branch 15.5% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 5/5/2021
Credit Suisse AG, London Branch 10.25% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $63.73 for JPMorgan, $15.41 for BofA, $122.88 for Goldman; 65% of initial share prices due 11/2/2023
Credit Suisse AG, London Branch 20% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 11/2/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 5/4/2022
Credit Suisse AG, London Branch 7.5% per year, payable quarterly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,093.1039 for Russell, 2,317.077 for S&P, 18,661.377 for Dow; 70% of initial levels due 10/27/2023
Credit Suisse AG, London Branch 17% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,249.2616 for Russell and $19.032 for Financial Select; 80% of initial levels due 11/3/2021
Credit Suisse AG, London Branch 0.00% due 5/2/2023
Credit Suisse AG, London Branch 0.00% due 4/29/2022
Credit Suisse AG, London Branch 0.00% due 10/30/2025
Credit Suisse AG, London Branch 0.00% due 2/1/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2021
Credit Suisse AG, London Branch 18% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $81.62 for Apple, $198.303 for Facebook, $342.251 for Netflix, $375.109 for Nvidia; 70% of initial levels due 10/29/2021
Credit Suisse AG, London Branch 12% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $64.13 for Apple, $1,807.4815 for Amazon, $882.343 for Alphabet, $268.9115 for Netflix; 55% of initial levels due 10/30/2023
Credit Suisse AG, London Branch 14% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $69.96 for Apple, $1,971.798 for Amazon, $169.974 for Facebook and $293.358 for Netflix; 60% of initial levels due 10/30/2025
Credit Suisse AG, London Branch 13.6% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $29.316 for Citigroup, $16.695 for Bank of America, $26.887 for U.S. Bancorp; 70% of initial levels due 10/30/2023
Credit Suisse AG, London Branch 9.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $69.96 for Apple, $1,971.798 for Amazon, $962.556 for Alphabet, $293.358 for Netflix; 60% of initial levels due 10/30/2023
Credit Suisse AG, London Branch 0.00% due 11/1/2023
Credit Suisse AG, London Branch 0.00% due 2/1/2022
Credit Suisse AG, London Branch 0.00% due 4/21/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 0.00% due 3/2/2022
Credit Suisse AG, London Branch 0.00% due 3/9/2022
Credit Suisse AG, London Branch 0.00% due 4/28/2022
Credit Suisse AG, London Branch 0.00% due 10/26/2023
Credit Suisse AG, London Branch 7.00% due 10/27/2022
Credit Suisse AG, London Branch 12.6% payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 11/29/2021
Credit Suisse AG, London Branch 20% per year, payable quarterly plus any previously unpaid coupons if stock closes at or above knock-in level on observation date for that quarter due 11/10/2021
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,425.773 for S&P, 19,834.899 for Dow and 8,184.799 for Nasdaq; 70% of initial levels due 10/27/2022
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,079.234 for S&P, 984.3012 for Russell and 7,015.542 for Nasdaq; 60% of initial levels due 10/27/2022
Credit Suisse AG, London Branch 12.7%, payable quarterly if stock closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $187.89, 75% of initial share price due 10/26/2023
Credit Suisse AG, London Branch 10% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $107.093 for consumer, $82.908 for technology, 70% of initial levels due 10/30/2023
Credit Suisse AG, London Branch 8.5% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $107.093 for consumer, $82.908 for technology, 70% of initial levels due 10/30/2023
Credit Suisse AG, London Branch 10% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $1,922.64 for Amazon, $979.79 for Alphabet; 60% of initial share prices due 10/26/2023
Credit Suisse AG, London Branch 0.00% due 4/27/2022
Credit Suisse AG, London Branch 0.00% due 4/27/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $42.00 for Emerson, $103.956 for Honeywell and $102.57 for 3M; 60% of initial levels due 10/26/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $200.228 for Home Depot, $123.963 for Lowe’s, $100.73 for Walmart; 70% of initial prices due 4/24/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $11.255, 50% of initial price due 4/24/2023
Credit Suisse AG, London Branch 14.1% per year, payable monthly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $25.649 for Gold Miners, $14.963 for Silver trust; 65% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 9.6% per year, payable monthly if ETF closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $27.622, 70% of initial share price due 1/24/2022
Credit Suisse AG, London Branch 0.00% due 1/24/2022
Credit Suisse AG, London Branch 14.6% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $100.266 for Boeing, $23.58 for Cisco, $47.202 for Merck, $22.68 for Pfizer; 60% of initial levels due 10/22/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter, plus any previously unpaid coupon due 11/3/2021
Credit Suisse AG, London Branch 11.75% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $31.11 for Morgan Stanley, $131.796 for Microsoft, $67.734 for Universal Health; 60% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 0.00% due 8/31/2022
Credit Suisse AG, London Branch 10% annual rate, payable quarterly if the stock closes at or above its coupon barrier level on observation date; Coupon barrier: $149.50; 72.5% of initial levels due 10/19/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,438.667 for S&P, 1,143.6656 for Russell and 8,296.519 for Nasdaq; 70% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $71.412 for Apple, $1,963.626 for Amazon, $943.806 for Alphabet and $318.474 for Netflix; 60% of initial levels due 10/23/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if ETF closes at or above its coupon barrier on the related observation date; Coupon barrier level: $27.881; 70% of initial level due 10/20/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $31.99 for Applied Materials, $19.945 for Cisco and $118.55 for DocuSign; 50% of initial levels due 4/22/2022
Credit Suisse AG, London Branch 9.45% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $74.388 for Analog and $23.982 for Cisco; 60% of initial levels due 10/20/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each fund closes at or above its coupon barrier level on observation date; Coupon barriers: $24.18 for gold and $13.554 for silver; 60% of initial levels due 4/20/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each ETF closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $24.18 for gold and $13.554 for silver, or 60% of initial levels due 4/20/2022
Credit Suisse AG, London Branch 0.00% due 10/19/2023
Credit Suisse AG, London Branch 0.00% due 10/18/2022
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 17,108.40 for Dow, 7,191.216 for Nasdaq, 972.9906 for Russell; 60% of initial levels due 10/19/2022
Credit Suisse AG, London Branch 0.00% due 3/23/2022
Credit Suisse AG, London Branch 0.00% due 10/14/2022
Credit Suisse AG, London Branch 0.00% due 11/23/2021
Credit Suisse AG, London Branch 11.55% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $194.831 for Alibaba, $981.7925 for Alphabet; 65% of initial levels due 10/15/2021
Credit Suisse AG, London Branch 19%, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 10/17/2022
Credit Suisse AG, London Branch 11.3%, payable quarterly if stock closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $80.7093, 69% of initial share price due 1/18/2022
Credit Suisse AG, London Branch 11.15%, payable quarterly if stock closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $172.648, 80% of initial share price due 10/13/2023
Credit Suisse AG, London Branch 19.25%, payable quarterly if each stock closes at or above knock-in level on observation date for that quarter due 10/14/2022
Credit Suisse AG, London Branch 0.00% due 8/10/2022
Credit Suisse AG, London Branch 0.00% due 10/12/2022
Credit Suisse AG, London Branch 13.15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $150.576 for Palo Alto, $73.818 for Qualcomm; 60% of initial levels due 10/13/2022
Credit Suisse AG, London Branch 15%, payable quarterly if stock closes at or above coupon barrier level on quarterly observation date, plus any previously unpaid coupon; Coupon barrier level: $80.56, 70% of initial share price due 10/26/2021
Credit Suisse AG, London Branch 18.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $69.048 for Apple, $154.872 for Facebook, $320.796 for Netflix; 60% of initial levels due 10/13/2023
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,127.7287 for Russell, 19,812.422 for Dow and 8,052.233 for Nasdaq; 70% of initial levels due 10/13/2023
Credit Suisse AG, London Branch 17.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $69.048 for Apple, $154.872 for Facebook, $320.796 for Netflix; 60% of initial levels due 10/13/2023
Credit Suisse AG, London Branch 15.5% annualized, payable quarterly if each ETF closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: $30.68 for gold ETF, $51.776 for EAFE ETF; 80% of initial levels due 10/13/2023
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,077.5079 for Russell, 2,343.894 for S&P and 7,878.983 for Nasdaq; 70% of initial levels due 1/7/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,077.5079 for Russell, 2,343.894 for S&P and 7,878.983 for Nasdaq; 70% of initial levels due 10/7/2022
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 2,343.894 for S&P and 1,077.5079 for Russell; 70% of initial levels due 7/7/2022
Credit Suisse AG, London Branch 0.00% due 10/6/2022
Credit Suisse AG, London Branch 12% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,366.56 for S&P, $78.981 for ETF; 70% of initial levels due 10/6/2023
Credit Suisse AG, London Branch 10.5% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,366.56 for S&P, $78.981 for ETF; 70% of initial levels due 10/6/2023
Credit Suisse AG, London Branch 0.00% due 4/4/2023
Credit Suisse AG, London Branch 9.75% annual rate, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $2,690.4, 80% of initial price due 4/4/2023
Credit Suisse AG, London Branch 0.00% due 4/5/2022
Credit Suisse AG, London Branch 0.00% due 1/4/2022
Credit Suisse AG, London Branch 11% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $340.0204, 68% of initial share price due 11/5/2021
Credit Suisse AG, London Branch 11.4% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $340.9686, 63% of initial share price due 11/5/2021
Credit Suisse AG, London Branch 11.85% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $148.47 for salesforce.com, $41.04 for Dell, $147.894 for Palo Alto; 60% of initial levels due 10/10/2023
Credit Suisse AG, London Branch 10.3%, payable quarterly if each ETF closes at or above knock-in level on observation date for that quarter due 10/10/2023
Credit Suisse AG, London Branch 20% per year, payable quarterly if each underlying stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $83.03 for Beyond Meat and $49.62 for Peloton; 50% of initial levels due 4/5/2023
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter due 7/5/2022
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,055.3844 for Russell, 2,354.1 for S&P and 7,992.642 for Nasdaq; 70% of initial levels due 4/5/2022
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,055.3844 for Russell, 2,354.1 for S&P and 7,992.642 for Nasdaq; 70% of initial levels due 10/5/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,055.3844 for Russell, 2,354.1 for S&P, 7,992.642 for Nasdaq; 70% of initial levels due 4/5/2023
Credit Suisse AG, London Branch 12.3% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,055.3844 for Russell, 2,354.1 for S&P, 7,992.642 for Nasdaq; 70% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 8.85% per year, payable quarterly, if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,055.3844 for Russell, 2,354.1 for S&P, 7,992.642 for Nasdaq; 70% of initial levels due 4/5/2023
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 7,992.642 for Nasdaq, 2,354.1 for S&P, $78.001 for SPDR; 70% of initial levels due 10/5/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,354.1 for S&P, 1,055.3844 for Russell, 19,477.19 for Dow; 70% of initial levels due 4/5/2022
Credit Suisse AG, London Branch 18.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,473.845 for S&P, 1,106.181 for Russell, 8,363.3475 for Nasdaq; 75% of initial levels due 10/5/2022
Credit Suisse AG, London Branch 13% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,308.922 for S&P, 1,032.4356 for Russell, 7,805.791 for Nasdaq; 70% of initial levels due 4/5/2022
Credit Suisse AG, London Branch 19.5% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 10/5/2023
Credit Suisse AG, London Branch 0.00% due 1/4/2022
Credit Suisse AG, London Branch 0.00% due 2/4/2022
Credit Suisse AG, London Branch 0.00% due 4/1/2022
Credit Suisse AG, London Branch 12.8%, payable monthly if the ETF closes at or above its knock-in level on a monthly observation date due 10/3/2022
Credit Suisse AG, London Branch 20% per year, payable quarterly if each underlying stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $105.522 for Boeing, $19.74345 for Delta, or 64.5% of initial levels due 4/3/2023
Credit Suisse AG, London Branch 9.8% annual rate, payable monthly, if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1053.3089 for Russell, 2334.829 for S&P, 7926.065 for Nasdaq; 70% of initial levels due 4/4/2022
Credit Suisse AG, London Branch 6.25% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,053.3089 for Russell, 2,334.829 for S&P and 7,926.065 for Nasdaq; 70% of initial levels due 4/4/2022
Credit Suisse AG, London Branch 14.75% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $27.94 for Dow, $14.26 for BofA, $96.89 for Black & Decker; 60% of initial share prices due 10/4/2022
Credit Suisse AG, London Branch 0.00% due 4/1/2022
Credit Suisse AG, London Branch 7% annual rate, payable quarterly if the stock closes at or above its knock-in level on a related observation date due 10/5/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $45.378 for Brown-Forman, $32.628 for Anheuser-Busch and $111.27 for Constellation; 60% of initial levels due 9/29/2023
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on quarterly observation date, notes pay contingent coupon at rate of 9.3% per year for that quarter; Coupon barrier level: $34.958, 70% of initial share price due 9/30/2024
Credit Suisse AG, London Branch If stock closes at or above barrier level on monthly observation date, notes pay contingent coupon at rate of 7% per year for that month due 1/3/2022
Credit Suisse AG, London Branch 5.3% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,057.2394 for Russell, 2,346.12 for S&P; 70% of initial levels due 8/2/2021
Credit Suisse AG, London Branch 11.75% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,346.12 for S&P, 1,057.2394 for Russell; 70% of initial levels due 4/1/2022
Credit Suisse AG, London Branch 11.75% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,513.7 for S&P, 1,132.7565 for Russell, 8,523.3375 for Nasdaq; 75% of initial levels due 10/3/2022
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 8.25% due 10/4/2021
Credit Suisse AG, London Branch 31.50% due 3/30/2021
Credit Suisse AG, London Branch 0.00% due 3/30/2022
Credit Suisse AG, London Branch 9.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 13.23% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 9/28/2023
Credit Suisse AG, London Branch 11.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $61.754 for Apple, $794.728 for Alphabet, $1,702.3215 for Amazon, $265.584 for Netflix; 55% of initial levels due 9/29/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,021.772 for Dow, 2,308.922 for S&P and 7,805.791 for Nasdaq; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,021.772 for Dow, 2,308.922 for S&P and 7,805.791 for Nasdaq; 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter due 6/30/2022
Credit Suisse AG, London Branch 12.7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,106.181 for Russell, 20,380.47 for Dow and 8,363.3475 for Nasdaq; 75% of initial levels due 9/30/2021
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,032.33456 for Russell, 19,021.772 for Dow and 7,805.791 for Nasdaq; 70% of initial levels due 3/30/2023
Credit Suisse AG, London Branch 11.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,032.33456 for Russell, 19,021.772 for Dow and 7,805.791 for Nasdaq; 70% of initial levels due 3/30/2023
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,032.4356 for Russell, 2,308.922 for S&P and 7,805.791 for Nasdaq; 70% of initial levels due 3/30/2023
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,032.4356 for Russell, 2,308.922 for S&P and 7,805.791 for Nasdaq; 70% of initial levels due 3/30/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,032.33456 for Russell, 2,308.992 for S&P and 7,805.791 for Nasdaq; 70% of initial levels due 9/30/2025
Credit Suisse AG, London Branch 8.85% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,272.61, 70% of initial level due 10/15/2021
Credit Suisse AG, London Branch 9.55% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $67.368 for Apple, $82.362 for Walmart, $100.884 for United Rentals; 60% of initial levels due 9/29/2023
Credit Suisse AG, London Branch 18% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,106.181 for Russell, 2,473.845 for S&P and 8,363.3475 for Nasdaq; 75% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 5% per year, payable quarterly if index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 1,979.076, 60% of initial levels due 9/30/2025
Credit Suisse AG, London Branch 8.85% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,308.922 for S&P, 19,021.772 for Dow, 7,805.791 for Nasdaq; 70% of initial levels due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 2,308.92 for S&P 500, 1,032.436 for Russell 2000 and 741.37 for MSCI Emerging Markets; 70% of initial levels due 9/30/2027
Credit Suisse AG, London Branch 0.00% due 11/26/2021
Credit Suisse AG, London Branch 0.00% due 10/6/2021
Credit Suisse AG, London Branch 0.00% due 11/26/2021
Credit Suisse AG, London Branch 0.00% due 11/26/2021
Credit Suisse AG, London Branch 0.00% due 11/26/2021
Credit Suisse AG, London Branch 0.00% due 10/6/2021
Credit Suisse AG, London Branch 0.00% due 9/26/2025
Credit Suisse AG, London Branch 7.3% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 18,770.808 for Dow, 1,016.2733 for Russell and 7,627.529 for Nasdaq; 70% of initial levels due 9/29/2025
Credit Suisse AG, London Branch 6.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 17,430.036 for Dow, 2,110.2835 for S&P; 65% of initial levels due 6/29/2022
Credit Suisse AG, London Branch 15% annual rate, payable quarterly if each ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $17.4 for Finance, $38.63 for Homebuilders; 75% of initial share prices due 9/28/2021
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,265.844 for S&P, 1,016.0206 for Russell and 7,583.331 for Nasdaq; 70% of initial levels due 12/28/2021
Credit Suisse AG, London Branch 9.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,265.844 for S&P, 1,016.0206 for Russell and 7,583.331 for Nasdaq; 70% of initial levels due 9/29/2025
Credit Suisse AG, London Branch 12.75% annualized, payable quarterly if each stock closes at or above its coupon barrier on related observation date; Coupon barrier levels: $16.28 for Bank of America and $15.98 for Wells Fargo; 70% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 7% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,265.844 for S&P, 1,016.0206 for Russell, 7,583.331 for Nasdaq; 70% of initial levels due 6/28/2022
Credit Suisse AG, London Branch 0.00% due 9/14/2022
Credit Suisse AG, London Branch 6.50% due 12/29/2021
Credit Suisse AG, London Branch 16.20% due 9/30/2021
Credit Suisse AG, London Branch 9.5% annualized rate, payable quarterly if index close at or above downside threshold on related observation date due 10/4/2022
Credit Suisse AG, London Branch 18% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $75.246 for Disney, $1,776.282 for Amazon, $142.98 for Twilio; 60% of initial levels due 9/26/2022
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $68.936 for American Express and $131.446 for PayPal; 70% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $67.086 for Apple, $1,877.394 for Amazon, $152.85 for Facebook and $294.702 for Netflix; 60% of initial levels due 9/25/2025
Credit Suisse AG, London Branch $30.375 per $1,000 of notes, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter starting on Jan. 5, 2021, plus previously unpaid coupons; Coupon barrier: 2,624.85, 80% of initial level due 10/12/2021
Credit Suisse AG, London Branch 6.2% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,320.899 for S&P, 19,101.726 for Dow, 1,047.8727 for Russell, 70% of initial levels due 6/27/2022
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 898.1766 for Russell, 16,372.908 for Dow, 6,711.822 for Nasdaq; 60% of initial levels due 9/29/2025
Credit Suisse AG, London Branch 8.60% due 9/26/2022
Credit Suisse AG, London Branch 13.8% payable quarterly if each fund closes at or above its knock-in level on a relevant observation date due 9/24/2021
Credit Suisse AG, London Branch 7.75% annualized rate, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: 2,323.63, 70% of initial level due 10/6/2021
Credit Suisse AG, London Branch 6.25% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $189.81 for Lockheed Martin, $162.95 for Northrop, $30.01 for Raytheon; 50% of initial share prices due 9/26/2023
Credit Suisse AG, London Branch 0.00% due 9/23/2024
Credit Suisse AG, London Branch 6.50% due 3/23/2022
Credit Suisse AG, London Branch 11.65%, payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 9/27/2021
Credit Suisse AG, London Branch 8.7%, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 10/25/2021
Credit Suisse AG, London Branch 17.65% per year, payable quarterly if each fund closes at or above knock-in level on oberservation date for that quarter due 9/23/2021
Credit Suisse AG, London Branch 11.5%, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 10/25/2021
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 9.5% per year for that quarter due 9/21/2023
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $2,068.437 for Amazon and $140.273 for Microsoft; 70% of initial levels due 9/23/2022
Credit Suisse AG, London Branch 11.1% per year, payable monthly if each stock closes at or above its coupon barrier level on monthly observation date; Coupon barriers: $64.104 for Apple, $1,772.946 for Amazon and $120.234 for Microsoft; 60% of initial levels due 9/25/2023
Credit Suisse AG, London Branch 12.5% per year, payable monthly if each stock closes at or above its coupon barrier level on monthly observation date; Coupon barriers: $58.762 for Apple, $1,625.2005 for Amazon, $802.9945 for Alphabet and $258.478 for Netflix; 55% of initial levels due 9/25/2023
Credit Suisse AG, London Branch If stock closes at or above barrier level on monthly observation date, notes pay contingent coupon at rate of 11.5% per year for that month due 12/23/2021
Credit Suisse AG, London Branch 11% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,075.7453 for Russell, 19,360.194 for Dow and 7,655.886 for Nasdaq; 70% of initial levels due 3/23/2023
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 742.626 for Russell, 1,640.53 for S&P, 5,490.11 for Nasdaq; 50% of initial levels due 3/24/2022
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,075.7453 for Russell, 2,323.629 for S&P, 7,655.886 for Nasdaq; 70% of initial levels due 3/23/2022
Credit Suisse AG, London Branch 12.3% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,075.7453 for Russell, 2,323.629 for S&P, 7,655.886 for Nasdaq; 70% of initial levels due 6/23/2021
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,659.735 for S&P, 5,468.49 for Nasdaq; 50% of initial levels due 3/23/2022
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2323.629 for S&P, 1075.7453 for Russell and 2298.583 for Stoxx; 70% of initial levels due 3/23/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,323.629 for S&P, 19,360.194 for Dow and 7,655.886 for Nasdaq; 70% of initial levels due 3/23/2023
Credit Suisse AG, London Branch 11.3% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,323.629 for S&P, 19,360.194 for Dow and 7,655.886 for Nasdaq; 70% of initial levels due 3/23/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,157.6555 for S&P, 998.90635 for Russell and 7,109.037 for Nasdaq; 65% of initial levels due 6/23/2022
Credit Suisse AG, London Branch 13.8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,323.629 for S&P, 1,075.7453 for Russell and 7,655.886 for Nasdaq; 70% of initial levels due 3/23/2022
Credit Suisse AG, London Branch 7.05% annualized, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,075.7453 for Russell, 2,323.629 for S&P, 7,655.886 for Nasdaq; 70% of initial levels due 9/23/2025
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 2489.60 for S&P, 1152.584 for Russell 2462.77 for Stoxx; 75% of initial levels due 9/22/2022
Credit Suisse AG, London Branch 15% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $81.368 for biotech, $78.232 for technology, 70% of initial levels due 9/25/2023
Credit Suisse AG, London Branch 13.35% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $81.368 for biotech, $78.232 for technology, 70% of initial levels due 9/25/2023
Credit Suisse AG, London Branch 9.4% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $58.76 for Apple, $1,625.20 for Amazon, $110.21 for Microsoft; 55% of initial share prices due 9/21/2023
Credit Suisse AG, London Branch 9.2% per year, payable each quarter if each index closes at or above coupon barrier on determination date for that period; Coupon barriers: 2,489.6 for S&P, 8,202.74 for Nasdaq; 75% of initial share prices due 12/22/2022
Credit Suisse AG, London Branch 10% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/22/2021
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,349.907 for S&P and 1,079.598 for Russell; 70% of initial levels due 12/22/2021
Credit Suisse AG, London Branch 12.05% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,349.907 for S&P, 7,756.665 for Nasdaq and 1,079.8186 for Russell; 70% of initial levels due 3/22/2023
Credit Suisse AG, London Branch 0.00% due 6/22/2022
Credit Suisse AG, London Branch 0.00% due 9/24/2027
Credit Suisse AG, London Branch 0.00% due 9/24/2027
Credit Suisse AG, London Branch 11.6% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $85.8585 for Disney, $171.288 for Facebook; 65% of initial levels due 9/21/2021
Credit Suisse AG, London Branch 10.9% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,622.666 for Dow, 7,873.32 for Nasdaq, 1,086.6303 for Russell; 70% of initial levels due 9/21/2023
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,622.666 for Dow, 7,873.32 for Nasdaq, 2,369.843 for S&P; 70% of initial levels due 9/21/2023
Credit Suisse AG, London Branch 14.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $4.224 for Ford, $18.948 for GM, or 60% of initial levels due 6/21/2021
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $171.348 for Home Depot, $101.418 for Lowe's and $82.416 for Walmart; 60% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,031.294 for S&P, 6,748.56 for Nasdaq; 60% of initial levels due 9/21/2022
Credit Suisse AG, London Branch 9.65% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,369.843 for S&P, 1,086.6303 for Russell, 7,873.32 for Nasdaq; 70% of initial levels due 9/23/2024
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $103.593; 70% of initial level due 9/21/2022
Credit Suisse AG, London Branch 0.00% due 4/21/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 12/20/2021
Credit Suisse AG, London Branch 12% per year, payable monthly if stock closes at or above knock-in level on observation date for that month due 12/20/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter due 12/20/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 8,579.1525, 75% of initial level due 12/20/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter due 12/20/2021
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if index closes at or above knock-in level on observation date for that quarter due 12/20/2021
Credit Suisse AG, London Branch 8.3% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,380.84 for S&P, 1,076.7078 for Russell, 8,007.209 for Nasdaq; 70% of initial levels due 9/18/2025
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,380.84 for S&P, $17.297 for ETF, 1,076.7078 for Russell, 70% of initial levels due 12/20/2021
Credit Suisse AG, London Branch 0.00% due 9/22/2023
Credit Suisse AG, London Branch 0.00% due 9/17/2025
Credit Suisse AG, London Branch 7.9% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,595.331 for Dow, 7,894.432 for Nasdaq, 1,075.8818 for Russell; 70% of initial levels due 3/18/2024
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,368.478 for S&P, 1,075.8818 for Russell, 7,894.432 for Nasdaq; 70% of initial levels due 6/17/2021
Credit Suisse AG, London Branch 11.2% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,368.478 for S&P, 1,075.8818 for Russell, 7,894.432 for Nasdaq; 70% of initial levels due 3/17/2022
Credit Suisse AG, London Branch 10.6% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,368.478 for S&P, 19,595.331 for Dow, 7,894.432 for Nasdaq; 70% of initial levels due 9/18/2023
Credit Suisse AG, London Branch 9.15% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,368.478 for S&P, 19,595.331 for Dow, 1,075.8818 for Russell; 70% of initial levels due 9/22/2025
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each stock closes at or above knock-in level on observation date that quarter due 9/14/2023
Credit Suisse AG, London Branch 13.7% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter due 9/15/2022
Credit Suisse AG, London Branch 10% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,338.679 for S&P, 19,365.948 for Dow, 7,761.18 for Nasdaq; 70% of initial levels due 3/16/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,338.679 for S&P, 19,365.948 for Dow, 7,761.18 for Nasdaq; 70% of initial levels due 3/16/2022
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,365.948 for Dow, 7,761.18 for Nasdaq, 1,048.0897 for Russell; 70% of initial levels due 9/18/2023
Credit Suisse AG, London Branch 9.35% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,365.948 for Dow, 7,761.18 for Nasdaq, 1,048.0897 for Russell; 70% of initial levels due 9/16/2025
Credit Suisse AG, London Branch 4% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 13,832.82 for Dow, 1,670.485 for S&P, 748.6355 for Russell; 50% of initial levels due 9/16/2025
Credit Suisse AG, London Branch 13.1% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $173.2965, 65% of initial price due 9/14/2023
Credit Suisse AG, London Branch 10.4% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,505.7275 for S&P, 1,122.9532 for Russell; 75% of initial levels due 9/16/2021
Credit Suisse AG, London Branch 8.7% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,338.679 for S&P, 1,048.0897 for Russell, 7,761.18 for Nasdaq; 70% of initial levels due 12/16/2021
Credit Suisse AG, London Branch 12.1% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,338.679 for S&P, 1,048.0897 for Russell, 7,761.18 for Nasdaq; 70% of initial levels due 3/16/2023
Credit Suisse AG, London Branch 11.17% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,004.582 for S&P, 6,652.440 for Nasdaq and 898.363 for Russell; 60% of initial levels due 9/16/2022
Credit Suisse AG, London Branch 9.9% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,368.478 for S&P, 7,894.432 for Nasdaq, 1,075.8818 for Russell; 70% of initial levels due 9/16/2025
Credit Suisse AG, London Branch 5.85% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,338.679 for S&P, 19,365.948 for Dow, 1,048.089 for Russell, 70% of initial levels due 3/18/2024
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $158.015, 65% of initial price due 9/14/2023
Credit Suisse AG, London Branch 14% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $92.225 for Disney, $78.40 for Apple, or 70% of initial levels due 3/16/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 42.917 for Stoxx, 7,761.18 for Nasdaq; 70% of initial levels due 6/16/2022
Credit Suisse AG, London Branch 7.4% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,004.582 for S&P, 898.3626 for Russell, 6,652.44 for Nasdaq; 60% of initial levels due 6/16/2022
Credit Suisse AG, London Branch 9.1% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,338.679 for S&P, 1,048.0897 for Russell, 7,761.18 for Nasdaq; 70% of initial levels due 3/16/2023
Credit Suisse AG, London Branch 10% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,338.679 for S&P, 1,048.0897 for Russell, 7,761.18 for Nasdaq; 70% of initial levels due 6/16/2022
Credit Suisse AG, London Branch 8% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $70.80 for NIKE, $82.02 for Walmart; 60% of initial share prices due 9/14/2023
Credit Suisse AG, London Branch 12% per year, payable each quarter if each index closes at or above coupon barrier on determination date for that period; Coupon barriers: 2,338.68 for S&P, 1,048.09 for Russell, 7,761.18 for Nasdaq; 70% of initial share prices due 3/16/2023
Credit Suisse AG, London Branch 0.00% due 10/13/2021
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $104.41 for Russell, $76.31 for S&P, 70% of initial levels due 9/16/2022
Credit Suisse AG, London Branch 10.60% due 10/14/2021
Credit Suisse AG, London Branch 13.85% due 10/14/2021
Credit Suisse AG, London Branch 21.75% per year, payable monthly if each stock closes at or above its coupon barrier level on any observation date; Coupon barriers: $12.864 for Alerian, $94.614 for Boeing, $19.35 for CF, 60% of initial levels due 9/15/2026
Credit Suisse AG, London Branch 8.8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2337.433 for S&P, 1055.4257 for Russell, 7807.884 for Nasdaq; 70% of initial levels due 9/15/2025
Credit Suisse AG, London Branch 4.00% due 9/15/2021
Credit Suisse AG, London Branch 6.30% due 9/15/2021
Credit Suisse AG, London Branch 8.20% due 9/16/2022
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 8.30% due 10/12/2021
Credit Suisse AG, London Branch 11.73% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $67.692 for Apple, $121.596 for Microsoft; 60% of initial levels due 9/10/2025
Credit Suisse AG, London Branch 13.42% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1053.2137 for Russell, 19250.623 for Dow, 1053.2137 for Nasdaq; 70% of initial levels due 3/11/2022
Credit Suisse AG, London Branch 14% per year, payable quarterly plus any unpaid contingent coupons if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $198.51, 70% of initial share price due 9/22/2021
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,332.288 for S&P, 1,053.2137 for Russell, 19,250.623 for Dow; 70% of initial levels due 9/11/2024
Credit Suisse AG, London Branch 10% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,332.288 for S&P, 1,053.2137 for Russell, 7,747.7799 for Nasdaq; 70% of initial levels due 3/13/2023
Credit Suisse AG, London Branch 0.00% due 9/8/2023
Credit Suisse AG, London Branch 9.84% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/10/2021
Credit Suisse AG, London Branch 12.24% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/10/2021
Credit Suisse AG, London Branch 11.91% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/10/2021
Credit Suisse AG, London Branch 9.85% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 10/12/2021
Credit Suisse AG, London Branch 16.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $67.692 for Apple, $954.624 for Alphabet, $1,976.772 for Amazon; 60% of initial levels due 9/10/2025
Credit Suisse AG, London Branch 12.1% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,398.872 for S&P, 1,074.7128 for Russell, 8,135.491 for Nasdaq, 70% of initial levels due 3/10/2023
Credit Suisse AG, London Branch 12.34% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,398.872 for S&P, 19,693.317 for Dow, 8,135.491 for Nasdaq; 70% of initial levels due 3/10/2022
Credit Suisse AG, London Branch 9.75% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $137.62 for McDonald's, $73.06 for Nike; 65% of initial share prices due 9/8/2023
Credit Suisse AG, London Branch 13.75% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barrier level: $106.96 for Russell, $77.76 for S&P, 70% of initial levels due 9/9/2022
Credit Suisse AG, London Branch 11.15% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier levels: $106.96 for Russell, $77.76 for S&P, 70% of initial levels due 9/9/2022
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each stock closes above coupon barrier on observation date, plus any previously unpaid coupon; Coupon barriers: $39.048 for Applied Materials, $225.006 for Broadcom; 60% of initial levels due 9/11/2023
Credit Suisse AG, London Branch 8.95% per year, payable quarterly if each stock closes above coupon barrier on observation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barriers: $106.152 for Lab, $36.546 for CVS, $65.268 for Medtronic; 60% of initial levels due 9/11/2023
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes above coupon barrier on observation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barriers: $81.234 for Disney, $60.99 for JPMorgan, $129.738 for McDonald's; 60% of initial levels due 9/11/2023
Credit Suisse AG, London Branch 9.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,418.542 for S&P, 1,081.76 for Russell, 8,329.959 for Nasdaq, 70% of initial levels due 3/9/2022
Credit Suisse AG, London Branch 5.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,418.542 for S&P 500, 1,081.276 for Russell 2000 and 8,239.959 for Nasdaq-100, 70% of initial levels due 9/9/2025
Credit Suisse AG, London Branch 9.00% due 3/10/2022
Credit Suisse AG, London Branch 0.00% due 9/17/2021
Credit Suisse AG, London Branch 20% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barriers: $91.98 for Apple, $1,209.796 for Alphabet, $2,472.015 for Amazon; 70% of initial levels due 9/8/2022
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $78.84 for Apple, $1,036.968 for Alphabet, $2,118.87 for Amazon; 60% of initial levels due 9/8/2022
Credit Suisse AG, London Branch 13.2% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/6/2021
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2115.99 for S&P, 947.1486 for Russell, 7375.716 for Nasdaq, 60% of initial levels due 3/4/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 2,468.655 for S&P and 1,105.0067 for Russell; 70% of initial levels due 9/5/2023
Credit Suisse AG, London Branch 8.75% per year, payable semiannually if each index closes at or above its knock-in level on related observation date due 9/5/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 4.17% due 9/3/2024
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 13.75% per year, payable quarterly if each stock closes at or above its knock-in level on quarterly observation date due 3/3/2023
Credit Suisse AG, London Branch 12% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier level: $2,415.672, 70% of initial price due 12/3/2021
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 11.7% per year for that quarter due 9/6/2023
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: 9,083.025, 75% of initial level due 12/3/2021
Credit Suisse AG, London Branch 19.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $18.395 for Pinterest, $79.78 for Square, or 50% of initial levels due 3/3/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,171.407, 75% of initial level due 3/3/2022
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,171.407, 75% of initial level due 12/3/2021
Credit Suisse AG, London Branch 11.05% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1093.3132 for Russell, 2450.217 for S&P and 8477.49 for Nasdaq, 70% of initial levels due 3/3/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,625.2325 for S&P, $263.55 for ETF, 9,083.02 for Nasdaq, 75% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 11% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2625.2325 for S&P 500, 9083.025 for Nasdaq, $263.55 for SPDR, 75% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 17.15% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $105.847 for Target, $162.526 for Ulta, or 70% of initial levels due 3/3/2023
Credit Suisse AG, London Branch 26.5% per year, payable monthly if each stock closes at or above its coupn barrier on observation date; Coupon barriers: $298.992 for Tesla, $54.492 for Advanced, $177.936 for Wayfair; 60% of initial levels due 9/3/2025
Credit Suisse AG, London Branch 8.45% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,450.217 for S&P, 1,093.3132 for Russell, 8,477.49 for Nasdaq; 70% of initial levels due 9/3/2025
Credit Suisse AG, London Branch 12% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $50.80 for American Express, $34.52 for Capital One, $26.54 for Discover; 50% of initial share prices due 9/6/2023
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter due 9/6/2023
Credit Suisse AG, London Branch 20.00% due 9/3/2021
Credit Suisse AG, London Branch 10.25% due 12/2/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter due 9/1/2023
Credit Suisse AG, London Branch 7.65% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2806.408, 80% of initial level due 9/5/2023
Credit Suisse AG, London Branch 0.00% due 1/26/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2021
Credit Suisse AG, London Branch 0.00% due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 10/29/2021
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on monthly observation date, notes pay contingent coupon at rate of 10.75% per year for that month and all prior unpaid contingent coupons, if any; Coupon barrier level: $176.92, 80% of initial share price due 9/1/2021
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if each stock closes above coupon barrier on observation date, plus any previously unpaid coupon; Coupon barriers: $154.05 for Visa, $154.90 for McDonald's; 73% of initial levels due 9/1/2023
Credit Suisse AG, London Branch 16.35% per year, payable quarterly if each stock closes at or above its knock-in level on observation date for that quarter due 8/31/2023
Credit Suisse AG, London Branch 14.4% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $368.389, 70% of initial price due 8/31/2023
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $64.722 for Biotech ETF, $73.254 for technology fund; 60% of initial levels due 8/31/2022
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each ETF closes above coupon barrier on related observation date; Coupon barriers: $170.06 for Dow, $93.25 for Russell and $66.51 for Equal Weight; 60% of initial levels due 8/31/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2023
Credit Suisse AG, London Branch 18.50% due 8/31/2021
Credit Suisse AG, London Branch 8.30% due 3/2/2022
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 12/1/2021
Credit Suisse AG, London Branch 6.55% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter due 8/31/2022
Credit Suisse AG, London Branch 13.65% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $5.535, 50% of initial price due 8/31/2023
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 8,978.955, 75% of initial level due 11/30/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,170.14475, 75% of initial level due 11/30/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,170.14475, 75% of initial level due 2/28/2022
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,092.1351 for Russell, $31.304 for ETF, 19,832.344 for Dow, 70% of initial levels due 8/29/2025
Credit Suisse AG, London Branch 7.6% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 2,261.1745 for S&P and 7,781.761 for Nasdaq; 65% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 7/25/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $108.79 for Russell ETF, $77.60 for S&P ETF; 70% of initial levels due 8/31/2023
Credit Suisse AG, London Branch 10.25%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $108.79 for Russell ETF, $77.60 for S&P ETF; 70% of initial levels due 8/31/2023
Credit Suisse AG, London Branch 36% per year, payable quarterly if each stock closes above coupon barrier on observation date, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barriers: $23.608 for United, $56.4135 for Wynn, $10.5885 for Halliburton; 65% of initial levels due 12/1/2021
Credit Suisse AG, London Branch 8% per year, payable monthly if the stock closes at or above its knock-in price on a monthly observation date due 11/29/2021
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $249.65 for Apple, $1,673.245 for Amazon, $804.11 for Alphabet, $245.29 for Netflix, 50% of initial levels due 8/28/2025
Credit Suisse AG, London Branch 15.95% per year, payable quarterly if stock closes at or above its coupon barrier level on the related observation date; Coupon barrier level: $518.595; 50% of initial level due 8/30/2021
Credit Suisse AG, London Branch 19.35% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $58.53 for Activision, $99.55 for Electronic, $196.57 for Facebook; 70% of initial share prices due 8/30/2021
Credit Suisse AG, London Branch 0.00% due 8/28/2023
Credit Suisse AG, London Branch 0.00% due 8/28/2023
Credit Suisse AG, London Branch 11% per year, payable monthly if each asset closes above coupon barrier on observation date, in which case a coupon will also be paid for any previously unpaid month; Coupon barriers: $55.6225 for CrowdStrike, $105.495 for Mongo, $12.30 for trust; 50% of initial levels due 8/28/2023
Credit Suisse AG, London Branch 18.04% per year, payable quarterly if each stock closes above coupon barrier on observation date, plus any previously unpaid coupon; Coupon barriers: $18.498 for Uber, $54.66 for Expedia; 60% of initial levels due 8/31/2023
Credit Suisse AG, London Branch 12.56% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $2,480.595, 75% of initial price due 8/29/2023
Credit Suisse AG, London Branch 0.00% due 8/26/2024
Credit Suisse AG, London Branch 0.00% due 8/26/2025
Credit Suisse AG, London Branch 0.00% due 8/26/2026
Credit Suisse AG, London Branch 11.5% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 11/26/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes above coupon barrier on observation date, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barriers: $161.406 for Facebook, $283.86 for Apple, $1,978.422 for Amazon, $945.75 for Alphabet; 60% of initial levels due 8/29/2022
Credit Suisse AG, London Branch 13.9% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 9/27/2021
Credit Suisse AG, London Branch 14.5% per year, payable monthly if each stock closes above coupon barrier on observation date for that month; Coupon barriers: $34.496 for Intel, $66.402 for AbbVie, $92.141 for Walmart; 70% of initial levels due 8/26/2022
Credit Suisse AG, London Branch If stock closes at or above coupon barrier level on monthly observation date, notes pay contingent coupon at rate of 8.25% per year for that month due 11/26/2021
Credit Suisse AG, London Branch 11.85% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier level: $2,299.304, 75% of initial price due 11/26/2021
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its knock-in level on observation date for that quarter due 8/26/2025
Credit Suisse AG, London Branch 12.8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $18.953, 55% of initial price due 5/26/2021
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $11.736 for Fifth Third, $21.126 for U.S. Bancorp, $31.65 for UMB, 60% of initial levels due 8/28/2023
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $38.58 for Consumer Staples, $64.092 for Health Care, $70.764 for Technology, 60% of initial levels due 8/26/2025
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,378.012 for S&P, 1,086.7332 for Russell, 8,088.612 for Nasdaq; 70% of initial levels due 8/28/2023
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,547.87 for S&P, 1,164.357 for Russell, 2,444.81 for Stoxx; 75% of initial levels due 8/25/2022
Credit Suisse AG, London Branch 14.55% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 2/25/2021
Credit Suisse AG, London Branch 5% annualized, payable quarterly if ETF closes at or above downside threshold level on determination date for that quarter due 8/26/2021
Credit Suisse AG, London Branch 10.58% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,086.733 for Russell, 2,378.01 for S&P, 70% of initial levels due 8/24/2023
Credit Suisse AG, London Branch 8.28% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier levels: 1,086.733 for Russell, 2,378.01 for S&P, 70% of initial levels due 8/24/2023
Credit Suisse AG, London Branch 20.15% due 8/22/2022
Credit Suisse AG, London Branch 0.00% due 2/23/2022
Credit Suisse AG, London Branch 19% per year, payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 8/24/2021
Credit Suisse AG, London Branch 9.00% due 8/22/2022
Credit Suisse AG, London Branch 15.36% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,372.846 for S&P, 19,444.649 for Dow, $27.083 for ETF; 70% of initial levels due 8/23/2022
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 10% per year for that quarter due 8/22/2023
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 15.35% per year for that quarter due 2/21/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2023
Credit Suisse AG, London Branch 7.60% due 11/19/2021
Credit Suisse AG, London Branch 6.7% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter due 8/17/2023
Credit Suisse AG, London Branch 9.4% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 11/19/2021
Credit Suisse AG, London Branch 20% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 8/19/2022
Credit Suisse AG, London Branch 30% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $45.966 for Fastly, $88.11 for Roku and $112.50 for Teladoc, 60% of initial levels due 8/19/2025
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 15% per year for that quarter, plus any previously unpaid coupon due 9/2/2021
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 15% per year for that quarter, plus any previously unpaid coupon due 9/2/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,183.41, 75% of initial level due 11/19/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,183.41, 75% of initial level due 11/19/2021
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case investors will also receive any previously unpaid coupons; Coupon barrier level: 2,698.74, 80% of initial level due 9/1/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,529.6375, 75% of initial level due 11/19/2021
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,023.71 for S&P, 946.728 for Russell, 6,698.67 for Nasdaq, 60% of initial levels due 11/19/2021
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2360.995 for S&P, 1104.516 for Russell, 7815.115 for Nasdaq; 70% of initial levels due 8/21/2023
Credit Suisse AG, London Branch 7% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $20.93 for Pfizer, $81.53 for Johnson & Johnson, $34.74 for Bristol-Myers; 55% of initial share prices due 8/17/2023
Credit Suisse AG, London Branch 14.55% due 8/18/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 7,824.859 for Nasdaq, 1,105.8509 for Russell, 19,527.704 for Dow, 70% of initial levels due 2/18/2022
Credit Suisse AG, London Branch 10% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 8/18/2022
Credit Suisse AG, London Branch 0.00% due 2/9/2022
Credit Suisse AG, London Branch 6.20% due 11/15/2021
Credit Suisse AG, London Branch 7.60% due 11/15/2021
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,333.583 for S&P, 19,380.837 for Dow, 7,613.256 for Nasdaq; 70% of initial levels due 8/14/2025
Credit Suisse AG, London Branch 0.00% due 8/12/2024
Credit Suisse AG, London Branch 0.00% due 8/14/2023
Credit Suisse AG, London Branch 0.00% due 8/12/2024
Credit Suisse AG, London Branch 0.00% due 8/12/2024
Credit Suisse AG, London Branch 0.00% due 8/10/2023
Credit Suisse AG, London Branch 0.00% due 11/12/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes above coupon barrier on observation date, plus any previously unpaid coupon; Coupon barriers: $1,048.859 for Alphabet, $69.566 for JPMorgan; 70% of initial levels due 8/15/2022
Credit Suisse AG, London Branch 31% per year, payable quarterly if each stock closes above coupon barrier on observation date for that quarter; Coupon barriers: $258.461 for ASML, $150.976 for DocuSign, $65.583 for Lumentum; 70% of initial levels due 8/15/2022
Credit Suisse AG, London Branch 21% per year, payable monthly if each stock closes above coupon barrier on observation date for that month; Coupon barriers: $76.2385 for Disney, $20.41 for Southwest, $85.566 for Walmart; 65% of initial levels due 2/14/2022
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 14.6% per year for that quarter, plus any previously unpaid coupon due 8/14/2023
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 8,354.5425 for Nasdaq, 1,176.88875 for Russell, 2,439.4875 for Stoxx, 75% of initial levels due 5/13/2024
Credit Suisse AG, London Branch If stock closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 9.15% per year for that quarter, plus any previously unpaid coupon due 8/15/2022
Credit Suisse AG, London Branch If fund closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 10.6% per year for that quarter, plus any previously unpaid coupons due 8/12/2024
Credit Suisse AG, London Branch If fund closes at or above barrier level on quarterly observation date, notes pay contingent coupon at rate of 19% per year for that quarter, plus any previously unpaid coupons due 8/12/2022
Credit Suisse AG, London Branch 11.45% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,098.4925 for Russell, 2,345.896 for S&P, 70% of initial levels due 2/14/2022
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier level on quarterly observation date, 37.2% annual rate for that quarter and all prior unpaid contingent coupons, if any; Coupon barrier levels: $6.648 for American, $15.12 for United, $19.122 for Delta; 60% of initial levels due 2/10/2022
Credit Suisse AG, London Branch 9.4% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 2,344.412 for S&P and 7,886.956 for Nasdaq; 70% of initial levels due 2/11/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2021
Credit Suisse AG, London Branch 28% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $318.93 for Apple, $185.98 for Alibaba, $185.70 for Facebook, $151.45 for Microsoft, $2,257.50 for Amazon, $1,053.47 for Alphabet, or 70% of initial levels due 8/10/2023
Credit Suisse AG, London Branch 0.00% due 2/10/2022
Credit Suisse AG, London Branch If stock closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 10.35% per year for that month and all prior unpaid contingent coupons, if any due 8/10/2021
Credit Suisse AG, London Branch 18% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $16.172 for Bank of America, $23.946 for U.S. Bancorp, $15.769 for Wells Fargo, 65% of initial levels due 8/12/2024
Credit Suisse AG, London Branch 6.50% due 8/11/2022
Credit Suisse AG, London Branch 16.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2479.8825 for S&P, 1137.90975 for Russell, 8322.405 for Nasdaq; 75% of initial levels due 8/8/2022
Credit Suisse AG, London Branch 0.00% due 5/16/2022
Credit Suisse AG, London Branch 24% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 8/8/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 0.00% due 8/7/2023
Credit Suisse AG, London Branch 0.00% due 8/5/2022
Credit Suisse AG, London Branch 0.00% due 8/5/2022
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter due 8/4/2022
Credit Suisse AG, London Branch 7.15% due 11/5/2021
Credit Suisse AG, London Branch 12% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 11/5/2021
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 8/4/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $2,373.51, 75% of initial price due 8/7/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $255.024 for Apple, $1,898.808 for Amazon, $152.202 for Facebook, $293.328 for Netflix, 60% of initial levels due 8/5/2025
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,453.34, 75% of initial level due 11/5/2021
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,272.35, 70% of initial level due 8/16/2021
Credit Suisse AG, London Branch 11.42% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,453.34, 75% of initial level due 11/5/2021
Credit Suisse AG, London Branch 10.6% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,036.2989 for Russell, 18,499.824 for Dow, 7,634.116 for Nasdaq; 70% of initial levels due 2/7/2022
Credit Suisse AG, London Branch 14% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 18,499.824 for Dow, 1,036.2989 for Russell, 7,634.1167 for Nasdaq; 70% of initial levels due 2/7/2022
Credit Suisse AG, London Branch 10.6% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $172.57 for Home Depot, $96.79 for Lowe's; 65% of initial share prices due 2/3/2023
Credit Suisse AG, London Branch 10% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 2/3/2023
Credit Suisse AG, London Branch 6.50% due 8/5/2021
Credit Suisse AG, London Branch 4.85% due 8/4/2021
Credit Suisse AG, London Branch 7.10% due 8/4/2021
Credit Suisse AG, London Branch 13.75% due 11/4/2021
Credit Suisse AG, London Branch 19% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $78.337, 70% of initial price due 2/6/2023
Credit Suisse AG, London Branch 17.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $14.964, 60% of initial price due 2/6/2023
Credit Suisse AG, London Branch 16.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $11.431 for Mylan, $192.402 for Biogen, or 70% of initial levels due 2/6/2023
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $134.757 for PayPal, $126.406 for Workday, or 70% of initial levels due 2/6/2023
Credit Suisse AG, London Branch 7.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 18419.555 for Dow, 1046.5707 for Russell, 2272.354 for S&P; 70% of initial levels due 8/4/2021
Credit Suisse AG, London Branch 10.45% due 8/4/2022
Credit Suisse AG, London Branch 10.75% due 2/6/2023
Credit Suisse AG, London Branch 0.00% due 2/2/2023
Credit Suisse AG, London Branch 9.00% due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 7/31/2023
Credit Suisse AG, London Branch 0.00% due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 11/2/2021
Credit Suisse AG, London Branch 5.55% due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 9/30/2021
Credit Suisse AG, London Branch 0.00% due 7/31/2023
Credit Suisse AG, London Branch 13% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 7/29/2022
Credit Suisse AG, London Branch 11.56% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $146.74 for American Tower, $169.0425 for Broadcom, or 55% of initial levels due 7/31/2023
Credit Suisse AG, London Branch 21% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $92.67 for Chubb, $57.72 for Cincinnati, $710.44 for Markel, 70% of initial levels due 8/12/2021
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $37.5045 for Floor, $1,650.1815 for Amazon, or 55% of initial levels due 8/4/2023
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1102.31625, 75% of initial level due 10/29/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barrier level: 2413.83, 75% of initial level due 10/29/2021
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 7372.75 for Nasdaq, 18465.496 for Dow, 2252.908 for S&P, 70% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2021
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2026
Credit Suisse AG, London Branch 10.95% due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 9/10/2021
Credit Suisse AG, London Branch 0.00% due 8/13/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 31% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $6.834 for American, $297.39 for Netflix, $120.75 for McDonald's, 60% of initial levels due 7/30/2026
Credit Suisse AG, London Branch 12.45% per year, payable monthly due 7/29/2022
Credit Suisse AG, London Branch 14.85% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 2/1/2022
Credit Suisse AG, London Branch 10.00% due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 7/29/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2264.962 for S&P, 1043.1421 for Russell, $27.09 for ETF; 70% of initial levels due 7/28/2022
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2026
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1607.815 for S&P, 5241.565 for Nasdaq, 50% of initial levels due 1/31/2022
Credit Suisse AG, London Branch 9.85% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $28.14 for Cisco, $938.91 for Alphabet, $36.63 for Intel, $61.05 for Microsoft, 60% of initial levels due 7/27/2023
Credit Suisse AG, London Branch 5.85% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 16,203.504 for Dow, 894.0846 for Russell and 6,522.45 for Nasdaq, 60% of initial levels due 1/27/2023
Credit Suisse AG, London Branch 0.00% due 4/27/2022
Credit Suisse AG, London Branch 0.00% due 1/13/2022
Credit Suisse AG, London Branch 22.00% due 7/23/2021
Credit Suisse AG, London Branch 0.00% due 4/5/2022
Credit Suisse AG, London Branch 14.4% per year, payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 7/26/2021
Credit Suisse AG, London Branch 13.56% per year, payable monthly if each asset closes above coupon barrier on observation date for that month; Coupon barriers: $30.331 for China ETF, $103.621 for Russell ETF, $75.922 for technology fund; 70% of initial levels due 7/26/2027
Credit Suisse AG, London Branch 16% annualized, payable monthly if each asset closes at or above 70% coupon barrier on observation date for that month due 7/26/2021
Credit Suisse AG, London Branch 10.85% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2280.11 for S&P, 1041.2584 for Russell, 7583.1518 for Nasdaq; 70% of initial levels due 7/24/2024
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier level: 1041.258 for Russell, 18788.28 for Dow, 70% of initial levels due 7/26/2023
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $182.119 for Home Depot, $100.87 for Lowe's, $92.029 for Walmart, 70% of initial levels due 1/23/2023
Credit Suisse AG, London Branch 16.5% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $236.06 for Apple, $1,918.10 for Amazon, $301.45 for Netflix; 60% of initial share prices due 7/25/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter due 7/21/2022
Credit Suisse AG, London Branch 28.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $2,073.379 for Amazon, $285.642 for Nvidia, $345.093 for Netflix; 70% of initial levels due 7/22/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $150.224, 80% of initial price due 7/24/2023
Credit Suisse AG, London Branch 13.9% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $168.5915 for United, $99.6875 for Union, $33.9405 for State, 55% of initial levels due 7/24/2023
Credit Suisse AG, London Branch 4.5% per year, payable quarterly if index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 1612.365, 50% of initial level due 7/24/2024
Credit Suisse AG, London Branch 14.75% per year, payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $98.285, 55% of initial level due 10/21/2021
Credit Suisse AG, London Branch 0.00% due 1/20/2023
Credit Suisse AG, London Branch 0.00% due 1/20/2023
Credit Suisse AG, London Branch 0.00% due 7/20/2022
Credit Suisse AG, London Branch 0.00% due 7/20/2022
Credit Suisse AG, London Branch 0.00% due 7/20/2022
Credit Suisse AG, London Branch 0.00% due 10/20/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $3.57, 50% of initial share price due 1/20/2023
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $11.51, 50% of initial price due 1/20/2023
Credit Suisse AG, London Branch 7% per year, payable monthly if each asset closes at or above its coupon barrier level on monthly observation date; Coupon barrier levels: 2347.85595 for Stoxx 50, 18674.7195 for Dow; 69.5% of initial levels due 7/20/2022
Credit Suisse AG, London Branch 0.00% due 7/22/2022
Credit Suisse AG, London Branch 9.00% due 7/20/2021
Credit Suisse AG, London Branch 7.60% due 7/20/2021
Credit Suisse AG, London Branch 5.30% due 7/20/2021
Credit Suisse AG, London Branch 17.12% due 7/15/2021
Credit Suisse AG, London Branch 21% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $15.613 for BofA, $23.686 for U.S. Bancorp, $16.5555 for Wells, 65% of initial levels due 7/17/2023
Credit Suisse AG, London Branch 0.00% due 12/8/2021
Credit Suisse AG, London Branch 9.00% due 7/15/2022
Credit Suisse AG, London Branch 0.00% due 1/13/2022
Credit Suisse AG, London Branch 0.00% due 1/12/2022
Credit Suisse AG, London Branch 0.00% due 12/15/2021
Credit Suisse AG, London Branch 10.6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier level: 995.875 for Russell 18252.71 for Dow, 70% of initial levels due 7/15/2024
Credit Suisse AG, London Branch 8.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier level: 995.875 for Russell 18252.71 for Dow, 70% of initial levels due 7/15/2024
Credit Suisse AG, London Branch 10.9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1911.02 for S&P 500, 853.607 for Russell 2000 and 1977.73 for Euro Stoxx 50; 60% of initial levels due 7/17/2023
Credit Suisse AG, London Branch 0.00% due 7/26/2021
Credit Suisse AG, London Branch 10.031% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1891.23 for S&P 500, 839.352 for Russell 2000 and 1956.70 for Euro Stoxx 50; 60% of initial levels due 7/14/2023
Credit Suisse AG, London Branch 10.28% due 8/16/2021
Credit Suisse AG, London Branch 14.1% payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $95.4424, 53% of initial level due 10/13/2021
Credit Suisse AG, London Branch 17.75% due 7/9/2021
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2225.804 for S&P, 18400.921 for Dow, 7422.8406 for Nasdaq; 70% of initial levels due 1/10/2022
Credit Suisse AG, London Branch 15% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 1/7/2021
Credit Suisse AG, London Branch 0.00% due 5/18/2022
Credit Suisse AG, London Branch 8.33% due 7/8/2021
Credit Suisse AG, London Branch If stock closes at or above buffer level on monthly observation date, notes pay contingent coupon at rate of 14.5% per year for that month and all prior unpaid contingent coupons, if any due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 10/13/2021
Credit Suisse AG, London Branch 7.10% due 7/7/2021
Credit Suisse AG, London Branch 5.00% due 7/7/2021
Credit Suisse AG, London Branch 0.00% due 7/7/2025
Credit Suisse AG, London Branch 20% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $66.99 for Beyond Meat, $28.885 for Peloton; 50% of initial share prices due 1/3/2023
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,263.849 for Stoxx, 1,008.9555 for Russell and 2,170.203 for S&P, 70% of initial levels due 7/3/2023
Credit Suisse AG, London Branch 12% annual rate, payable quarterly if each index closes above knock-in level on observation date for that quarter due 1/3/2022
Credit Suisse AG, London Branch 13% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barrier level: 2,256.79, 75% of initial level due 7/16/2021
Credit Suisse AG, London Branch 0.00% due 7/6/2022
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $19.83 for Archer, $32.54 for Kellogg, $51.415 for PNC, 50% of initial levels due 7/3/2023
Credit Suisse AG, London Branch 20% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $97.245 for Boeing, $14.305 for Delta; 50% of initial share prices due 1/3/2023
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $32.305 for Cisco, $40.789 for Intel; 70% of initial share prices due 1/3/2023
Credit Suisse AG, London Branch 20% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $19.7568, 64% of initial share price due 1/3/2023
Credit Suisse AG, London Branch 0.00% due 1/3/2022
Credit Suisse AG, London Branch 17.25% per year, payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $90.1053, 53% of initial level due 10/1/2021
Credit Suisse AG, London Branch 11.13% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $70.212 for Target, $1,615.722 for Amazon.com; 60% of initial share prices due 6/30/2023
Credit Suisse AG, London Branch 17.5% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 12/31/2020
Credit Suisse AG, London Branch 21.6% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 7/1/2024
Credit Suisse AG, London Branch 11% per year, payable quarterly if index closes at or above downside threshold level on observation date that quarter due 7/8/2021
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 23% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $302.176 for Adobe, $56.952 for Teradyne, $65.023 for Xilinx; 70% of initial levels due 6/30/2022
Credit Suisse AG, London Branch 14.6% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $89.424 for Deere, $73.434 for Caterpillar, $51.30 for Eaton; 60% of initial levels due 6/30/2023
Credit Suisse AG, London Branch 8.5% annual rate, payable quarterly if each index closes above knock-in level on observation date due 12/30/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $24.472, 70% of initial share price due 9/30/2021
Credit Suisse AG, London Branch 15.35% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,158.63 for S&P, 989.321 for Russell, 2,253.24 for Euro Stoxx; 70% of initial levels due 6/30/2022
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,158.63 for S&P, 989.321 for Russell, 2,253.24 for Euro Stoxx; 70% of initial levels due 6/30/2023
Credit Suisse AG, London Branch 13.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,158.63 for S&P, 989.321 for Russell, 2,253.24 for Euro Stoxx; 70% of initial levels due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 15.05% due 7/2/2021
Credit Suisse AG, London Branch 9% per year, payable monthly if each stock closes above coupon barrier on observation date for that month; Coupon barriers: $122.74 for Canadian Pacific, $33.75 for CSX, $71.29 for Kansas, $84.575 for Norfolk; 50% of initial levels due 6/29/2022
Credit Suisse AG, London Branch 7.4% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $40.537 for Consumer Staples, $68.425 for Health Care, $71.589 for Technology, 70% of initial levels due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 6/25/2025
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $155.493 for Facebook, $1,763.983 for Amazon.com, $943.709 for Alphabet, $130.3705 for Microsoft, 65% of initial levels due 6/25/2025
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $155.493 for Facebook, $1,763.983 for Amazon.com, $943.709 for Alphabet, $304.226 for Netflix, 65% of initial levels due 6/25/2024
Credit Suisse AG, London Branch 0.00% due 9/26/2022
Credit Suisse AG, London Branch 0.00% due 6/26/2025
Credit Suisse AG, London Branch 0.00% due 6/26/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly if index closes at or above downside threshold level on observation date that quarter due 7/1/2021
Credit Suisse AG, London Branch 10.8% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 6/24/2021
Credit Suisse AG, London Branch 11.85% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $209.83 for Apple, $854.78 for Alphabet, $117.09 for Microsoft; 60% of initial share prices due 6/22/2023
Credit Suisse AG, London Branch 13.63% due 6/23/2021
Credit Suisse AG, London Branch 23% per year, payable quarterly if each fund closes above coupon barrier on observation date; Coupon barriers: $33.3375 for Homebuilders, $18.1275 for Financial Select Sector; 75% of initial levels due 6/22/2021
Credit Suisse AG, London Branch 11.05% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19589.7075 for Dow, 1069.89825 for Russell and 2335.1175 for S&P, 75% of initial levels due 3/22/2022
Credit Suisse AG, London Branch 0.00% due 6/22/2023
Credit Suisse AG, London Branch 7.85% due 6/23/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if the stock closes at or above its coupon barrier level on a quarterly observation date; Coupon barrier: $155.745, 60% of initial level due 6/21/2021
Credit Suisse AG, London Branch 13.5% per year, payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $29.136, 60% of initial level due 6/21/2021
Credit Suisse AG, London Branch 18.35% per year, payable quarterly if each fund closes at or above its knock-in level on a quarterly observation date due 6/21/2021
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1874.844 for S&P, 871.356 for Russell, 15773.988 for Dow; 60% of initial levels due 3/19/2024
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2187.318 for S&P, 1016.582 for Russell, 18402.986 for Dow; 70% of initial levels due 3/19/2024
Credit Suisse AG, London Branch 20.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2343.555 for S&P, 1089.195 for Russell, 7462.0245 for Nasdaq; 75% of initial levels due 6/23/2022
Credit Suisse AG, London Branch 0.00% due 5/16/2022
Credit Suisse AG, London Branch 12.00% due 9/20/2021
Credit Suisse AG, London Branch 0.00% due 12/19/2022
Credit Suisse AG, London Branch 0.00% due 12/15/2022
Credit Suisse AG, London Branch 14.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,204.155 for Dow, 1,040.76375 for Russell and 2,280.9825 for S&P, 75% of initial levels due 6/17/2022
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 6,764.6418 for Nasdaq, 930.7466 for Russell and 17923.878 for Dow, 70% of initial levels due 12/17/2021
Credit Suisse AG, London Branch 6.8% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 6,764.6418 for Nasdaq, 930.7466 for Russell and 2,128.917 for S&P, 70% of initial levels due 6/17/2025
Credit Suisse AG, London Branch 29.5% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month plus any prior unpaid contingent coupons; Coupon barrier: $103.362, 60% of initial share price due 12/17/2021
Credit Suisse AG, London Branch 10% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $1,527.01 for Amazon.com, $137.15 for Facebook; 60% of initial share prices due 6/15/2023
Credit Suisse AG, London Branch 14.25% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 12/17/2020
Credit Suisse AG, London Branch 0.00% due 6/29/2021
Credit Suisse AG, London Branch 7.65%, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 881.546; 65% of initial level due 6/15/2023
Credit Suisse AG, London Branch 9.38% per year, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 2,128.92; 70% of initial level due 6/16/2022
Credit Suisse AG, London Branch 11.56%, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 2,128.92; 70% of initial level due 6/16/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: $69.02 for American Express, $132.216 for Visa; 70% of initial share prices due 12/16/2022
Credit Suisse AG, London Branch 25.75% due 6/16/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier/knock-in price: $35.08, 73% of initial share price due 6/25/2021
Credit Suisse AG, London Branch 9.50% due 6/16/2021
Credit Suisse AG, London Branch 20% per year, payable monthly if the stock closes at or above its coupon barrier level on monthly observation date; Coupon barrier: $57.178, 55% of initial level due 6/9/2022
Credit Suisse AG, London Branch 0.00% due 1/4/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier level: $29.43, 50% of initial share price due 6/8/2023
Credit Suisse AG, London Branch 18% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: $62.41 for Walt Disney, $52.19 for Roku; 50% of initial share prices due 12/12/2022
Credit Suisse AG, London Branch 9.1% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $28.70 for Cisco, $112.32 for Microsoft; 60% of initial share prices due 12/8/2022
Credit Suisse AG, London Branch 0.00% due 9/21/2022
Credit Suisse AG, London Branch 9.15% due 6/23/2021
Credit Suisse AG, London Branch 6.00% due 6/10/2021
Credit Suisse AG, London Branch 4.00% due 6/10/2021
Credit Suisse AG, London Branch 0.00% due 6/8/2023
Credit Suisse AG, London Branch 11.00% due 6/9/2021
Credit Suisse AG, London Branch 6.60% due 6/9/2021
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $1,845.45 for Amazon, $1,060.725 for Alphabet; 75% of initial levels due 6/13/2022
Credit Suisse AG, London Branch 6% annual rate, payable quarterly if each index closes above knock-in level on observation date due 12/9/2021
Credit Suisse AG, London Branch 12.15% annual rate, payable quarterly if each index closes above knock-in level on observation date due 9/9/2021
Credit Suisse AG, London Branch 9% annual rate, payable quarterly if each index closes above knock-in level on observation date due 12/9/2021
Credit Suisse AG, London Branch 11% annual rate, payable quarterly if each index closes above knock-in level on observation date due 12/9/2021
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2334.26 for S&P, 1089.047 for Russell, 2446.25 for Stoxx; 75% of initial levels due 6/8/2022
Credit Suisse AG, London Branch 0.00% due 6/6/2025
Credit Suisse AG, London Branch 0.00% due 6/9/2023
Credit Suisse AG, London Branch 0.00% due 6/12/2023
Credit Suisse AG, London Branch 13.15% due 6/7/2021
Credit Suisse AG, London Branch 26% per year, payable monthly if each stock closes at or above its coupon barrier level on relevant observation date; Coupon barriers: $110.946 for Microsoft, $21.486 for Uber, $211.806 for Nvidia, 60% of initial levels due 6/5/2026
Credit Suisse AG, London Branch 10.7% per year, payable each quarter if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $184.25 for Costco, $19.80 for Kroger, $74.36 for Walmart; 60% of initial share prices due 6/2/2023
Credit Suisse AG, London Branch 27% due 6/3/2021
Credit Suisse AG, London Branch 17.55% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/2/2020
Credit Suisse AG, London Branch 16% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/2/2020
Credit Suisse AG, London Branch 14% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/2/2020
Credit Suisse AG, London Branch 11.85% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date due 12/2/2020
Credit Suisse AG, London Branch 0.00% due 12/14/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 12/2/2022
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 14.5% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date due 6/3/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $68.117 for JPMorgan, $137.543 for Goldman, 70% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 29.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier level: $25.57, 60% of initial share price due 6/15/2021
Credit Suisse AG, London Branch 12.65% annualized, payable quarterly if stock closes at or above downside threshold level on determination date for that quarter due 6/2/2023
Credit Suisse AG, London Branch 10.25% per year, payable each quarter plus any previously unpaid coupons if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $1,343.30 for Amazon, $100.79 for Microsoft, $174.87 for Apple; 55% of initial share prices due 6/2/2023
Credit Suisse AG, London Branch 15% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 12/4/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 5/27/2022
Credit Suisse AG, London Branch 7.46% due 12/27/2020
Credit Suisse AG, London Branch 0.00% due 1/27/2022
Credit Suisse AG, London Branch 0.00% due 6/29/2022
Credit Suisse AG, London Branch 10.5% annual rate, payable quarterly if each index closes above coupon barrier on observation date; Coupon barriers: 2,393.416 for S&P and 1,114.4592 for Russell, 80% of initial levels due 8/30/2021
Credit Suisse AG, London Branch 0.00% due 5/31/2023
Credit Suisse AG, London Branch 0.00% due 6/1/2026
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2068.815 for S&P, 17125.612 for Dow and $69.734 for fund, 70% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 5/27/2025
Credit Suisse AG, London Branch 0.00% due 5/27/2025
Credit Suisse AG, London Branch 12.50% due 5/27/2022
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 11/27/2023
Credit Suisse AG, London Branch 0.00% due 6/7/2021
Credit Suisse AG, London Branch 0.00% due 6/7/2021
Credit Suisse AG, London Branch 0.00% due 6/7/2021
Credit Suisse AG, London Branch 12% payable quarterly if the stock closes at or above its knock-in price on a quarterly observation date; Knock-in price: $47.415, 75% of initial share price due 5/26/2021
Credit Suisse AG, London Branch 0.00% due 11/26/2025
Credit Suisse AG, London Branch 0.00% due 5/28/2027
Credit Suisse AG, London Branch 12.05% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $76.335 for Disney, $60.13 for JPMorgan, $121.667 for McDonald's; 70% of initial levels due 5/26/2023
Credit Suisse AG, London Branch 0.00% due 11/18/2021
Credit Suisse AG, London Branch 17.4% annual rate, payable quarterly if each index closes above coupon barrier on observation date; Coupon barriers: 942.744 for Russell and 1183.695 for S&P MidCap, 75% of initial levels due 11/22/2021
Credit Suisse AG, London Branch 0.00% due 7/22/2022
Credit Suisse AG, London Branch 8% annualized, payable quarterly if the index closes at or above 75% coupon threshold on observation date for that quarter due 5/18/2023
Credit Suisse AG, London Branch 0.00% due 5/19/2025
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barrier level: 2115, 75% of initial level due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 5/19/2025
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 0.00% due 5/18/2023
Credit Suisse AG, London Branch 9% annual rate, payable quarterly if each index closes above coupon barrier on observation date; Coupon barrier: 1,833.0 for S&P and 15,111.1805 for Dow, 65% of initial levels due 2/18/2022
Credit Suisse AG, London Branch 0.00% due 5/17/2022
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,050.86 for S&P, 930.747 for Russell, 2,035.68 for Stoxx; 70% of initial levels due 5/16/2022
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 10.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2050.86 for S&P, 930.7466 for Russell and 17031.924 for Dow, 70% of initial levels due 5/13/2022
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 8.00% due 5/12/2022
Credit Suisse AG, London Branch 0.00% due 5/9/2025
Credit Suisse AG, London Branch 0.00% due 5/9/2025
Credit Suisse AG, London Branch 0.00% due 5/9/2025
Credit Suisse AG, London Branch 0.00% due 5/11/2023
Credit Suisse AG, London Branch 0.00% due 5/8/2025
Credit Suisse AG, London Branch 0.00% due 11/9/2023
Credit Suisse AG, London Branch 0.00% due 5/8/2025
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 20% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $34.62, 70% of initial share price due 5/19/2021
Credit Suisse AG, London Branch 0.00% due 5/4/2023
Credit Suisse AG, London Branch 0.00% due 5/4/2023
Credit Suisse AG, London Branch 0.00% due 11/4/2021
Credit Suisse AG, London Branch 0.00% due 11/4/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 5/17/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barrier level: 2057.66, 70% of initial level due 5/17/2021
Credit Suisse AG, London Branch 0.00% due 5/5/2022
Credit Suisse AG, London Branch 9.50% due 11/3/2020
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 15.55% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $77.74, 80% of initial share price due 5/13/2021
Credit Suisse AG, London Branch 0.00% due 5/14/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barrier/knock-in price: 2,004.37, 70% of initial level due 5/14/2021
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 5/13/2021
Credit Suisse AG, London Branch 0.00% due 5/3/2022
Credit Suisse AG, London Branch 0.00% due 5/12/2021
Credit Suisse AG, London Branch 0.00% due 5/12/2021
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on relevant observation date; Coupon barriers: $141.585 for Apple, $1,188 for Amazon, $210.69 for Netflix, 50% of initial levels due 4/30/2025
Credit Suisse AG, London Branch 13% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter, in which case any previously unpaid coupon will also be paid; Coupon barrier level: 1,985.72, 70% of initial level due 5/12/2021
Credit Suisse AG, London Branch 0.00% due 5/1/2025
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 0.00% due 4/30/2025
Credit Suisse AG, London Branch 0.00% due 10/27/2022
Credit Suisse AG, London Branch 0.00% due 4/29/2025
Credit Suisse AG, London Branch 0.00% due 4/29/2025
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 0.00% due 10/28/2021
Credit Suisse AG, London Branch 0.00% due 5/11/2021
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 12.35% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,702.04 for S&P 500, 739.832 for Russell 2000 and 1,685.44 for Stoxx, or 60% of initial levels due 4/28/2022
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 5/7/2021
Credit Suisse AG, London Branch 0.00% due 5/7/2021
Credit Suisse AG, London Branch 0.00% due 5/7/2021
Credit Suisse AG, London Branch 0.00% due 5/6/2021
Credit Suisse AG, London Branch 30.2% per year, payable monthly if each stock closes at or above its coupon barrier level on any observation date; Coupon barriers: $1,199.725 for Amazon.com, $82.644 for Boeing, $102.852 for Microsoft, 60% of initial levels due 4/28/2026
Credit Suisse AG, London Branch 0.00% due 11/12/2021
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 0.00% due 10/26/2022
Credit Suisse AG, London Branch 0.00% due 4/26/2023
Credit Suisse AG, London Branch 9.60% due 4/27/2021
Credit Suisse AG, London Branch 0.00% due 4/19/2023
Credit Suisse AG, London Branch 0.00% due 4/24/2025
Credit Suisse AG, London Branch 0.00% due 4/24/2026
Credit Suisse AG, London Branch 0.00% due 4/22/2025
Credit Suisse AG, London Branch 0.00% due 4/22/2025
Credit Suisse AG, London Branch 0.00% due 4/22/2025
Credit Suisse AG, London Branch 0.00% due 4/24/2025
Credit Suisse AG, London Branch 0.00% due 4/24/2026
Credit Suisse AG, London Branch 0.00% due 4/19/2023
Credit Suisse AG, London Branch 0.00% due 4/19/2023
Credit Suisse AG, London Branch 9.75% per year, payable each quarter plus any previously unpaid coupons if each stock closes at or above coupon barrier on determination date for that period; Coupon barriers: $1,172.37 for Amazon, $831.79 for Alphabet, $179.29 for Apple; 60% of initial share prices due 3/7/2023
Credit Suisse AG, London Branch 0.00% due 10/22/2025
Credit Suisse AG, London Branch 0.00% due 4/22/2025
Credit Suisse AG, London Branch 0.00% due 7/13/2021
Credit Suisse AG, London Branch 0.00% due 3/9/2022
Credit Suisse AG, London Branch 0.00% due 4/21/2025
Credit Suisse AG, London Branch 0.00% due 4/21/2025
Credit Suisse AG, London Branch 0.00% due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 4/21/2022
Credit Suisse AG, London Branch 0.00% due 4/21/2025
Credit Suisse AG, London Branch 0.00% due 4/21/2022
Credit Suisse AG, London Branch 0.00% due 11/17/2021
Credit Suisse AG, London Branch 0.00% due 11/10/2021
Credit Suisse AG, London Branch 9.13%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1948.35, 70% of initial level due 4/20/2023
Credit Suisse AG, London Branch 11.67%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,948.35, 70% of initial level due 4/20/2023
Credit Suisse AG, London Branch 0.00% due 4/19/2023
Credit Suisse AG, London Branch 0.00% due 4/18/2024
Credit Suisse AG, London Branch 0.00% due 4/21/2025
Credit Suisse AG, London Branch 0.00% due 4/11/2025
Credit Suisse AG, London Branch 0.00% due 4/18/2023
Credit Suisse AG, London Branch 0.00% due 4/16/2026
Credit Suisse AG, London Branch 0.00% due 4/16/2025
Credit Suisse AG, London Branch 0.00% due 4/14/2025
Credit Suisse AG, London Branch 0.00% due 4/14/2025
Credit Suisse AG, London Branch 16.5% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $3.57, 50% of initial share price due 10/14/2022
Credit Suisse AG, London Branch 0.00% due 4/13/2023
Credit Suisse AG, London Branch 0.00% due 4/13/2023
Credit Suisse AG, London Branch 0.00% due 4/11/2025
Credit Suisse AG, London Branch 0.00% due 4/11/2025
Credit Suisse AG, London Branch 0.00% due 4/11/2025
Credit Suisse AG, London Branch 0.00% due 4/11/2024
Credit Suisse AG, London Branch 0.00% due 10/14/2021
Credit Suisse AG, London Branch 0.00% due 4/10/2025
Credit Suisse AG, London Branch 0.00% due 4/10/2025
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1864.576 for S&P, 797.1446 for Russell, 15875.993 for Nasdaq; 70% of initial levels due 1/9/2024
Credit Suisse AG, London Branch 0.00% due 4/6/2023
Credit Suisse AG, London Branch 0.00% due 4/6/2023
Credit Suisse AG, London Branch 0.00% due 4/6/2023
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1742.06 for S&P 500, 736.437 for Russell 2000 and 1040.96 for MSCI EAFE, or 70% of initial levels due 10/6/2023
Credit Suisse AG, London Branch 5.3% annual rate, payable monthly due 7/8/2021
Credit Suisse AG, London Branch 0.00% due 4/6/2023
Credit Suisse AG, London Branch 0.00% due 4/6/2023
Credit Suisse AG, London Branch 0.00% due 4/7/2025
Credit Suisse AG, London Branch 0.00% due 6/6/2022
Credit Suisse AG, London Branch 0.00% due 10/6/2021
Credit Suisse AG, London Branch 0.00% due 4/4/2024
Credit Suisse AG, London Branch 0.00% due 4/4/2024
Credit Suisse AG, London Branch 0.00% due 4/8/2025
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2021
Credit Suisse AG, London Branch 0.00% due 4/3/2023
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 4/5/2023
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2021
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2021
Credit Suisse AG, London Branch 10.38% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,938.4425 for S&P and 5,860.12425 for Nasdaq, 75% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,938.4425 for S&P and 864.82725 for Russell, 75% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,679.9835 for S&P and 749.51695 for Russell, 65% of initial levels due 10/4/2021
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,809.213 for S&P, 807.1721 for Russell, 70% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,809.213 for S&P, 5,469.4493 for Nasdaq, 807.1721 for Russell, 70% of initial levels due 10/4/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,809.213 for S&P, 5,469.4493 for Nasdaq, 807.1721 for Russell, 70% of initial levels due 1/3/2022
Credit Suisse AG, London Branch 19.54% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $13.824 for Gold Miners, $19.74 for Oil & Gas; 60% of initial levels due 4/4/2022
Credit Suisse AG, London Branch 0.00% due 4/7/2025
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 5/14/2021
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 4/4/2023
Credit Suisse AG, London Branch 0.00% due 4/4/2023
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 4/3/2025
Credit Suisse AG, London Branch 0.00% due 4/3/2023
Credit Suisse AG, London Branch 0.00% due 4/2/2025
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,707.3225 for S&P and 752.90605 for Russell, 65% of initial levels due 4/2/2025
Credit Suisse AG, London Branch 0.00% due 4/1/2025
Credit Suisse AG, London Branch 0.00% due 4/1/2025
Credit Suisse AG, London Branch 0.00% due 4/1/2024
Credit Suisse AG, London Branch 0.00% due 4/1/2025
Credit Suisse AG, London Branch 0.00% due 4/1/2025
Credit Suisse AG, London Branch 0.00% due 10/2/2025
Credit Suisse AG, London Branch 0.00% due 3/31/2026
Credit Suisse AG, London Branch 0.00% due 10/13/2021
Credit Suisse AG, London Branch 0.00% due 3/31/2025
Credit Suisse AG, London Branch 7.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 9/30/2021
Credit Suisse AG, London Branch 15% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $21.273 for energy ETF, $15.169 for financial ETF, $57.617 for technology ETF; 70% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1972.5525 for S&P and 5922.846 for Nasdaq, 75% of initial levels due 3/31/2021
Credit Suisse AG, London Branch 13.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1972.5525 for S&P and 885.23925 for Russell, 75% of initial levels due 12/31/2020
Credit Suisse AG, London Branch 11.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1972.5525 for S&P and 885.23925 for Russell, 75% of initial levels due 6/30/2021
Credit Suisse AG, London Branch 11.9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1841.049 for S&P and 826.2233 for Russell, 70% of initial levels due 9/30/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1841.049 for S&P, 826.2233 for Russell, 5527.9896 for Nasdaq; 70% of initial levels due 12/30/2022
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 10/20/2021
Credit Suisse AG, London Branch 0.00% due 4/21/2022
Credit Suisse AG, London Branch 0.00% due 3/28/2025
Credit Suisse AG, London Branch 0.00% due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 3/27/2025
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 3/28/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,713.131 for S&P, 5,287.6775 for Nasdaq, 14,493.437 for Dow, 70% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 3/28/2024
Credit Suisse AG, London Branch 0.00% due 3/25/2024
Credit Suisse AG, London Branch 0.00% due 3/27/2025
Credit Suisse AG, London Branch 0.00% due 3/27/2025
Credit Suisse AG, London Branch 0.00% due 3/27/2024
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: 5,605.5336, 80% of initial share price due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 3/28/2022
Credit Suisse AG, London Branch 0.00% due 3/26/2025
Credit Suisse AG, London Branch 0.00% due 9/27/2021
Credit Suisse AG, London Branch 12.40% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 3/26/2025
Credit Suisse AG, London Branch 0.00% due 12/28/2021
Credit Suisse AG, London Branch 0.00% due 3/25/2025
Credit Suisse AG, London Branch 0.00% due 3/25/2025
Credit Suisse AG, London Branch 0.00% due 12/26/2023
Credit Suisse AG, London Branch 0.00% due 3/25/2025
Credit Suisse AG, London Branch 27.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,686.573 for S&P, 14,061.033 for Dow, 741.1243 for Russell, 70% of initial levels due 12/28/2020
Credit Suisse AG, London Branch 17.1% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 709.7223 for Russell, 1,613.444 for S&P, 70% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 15.5% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 709.7223 for Russell, 1,613.444 for S&P, 70% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 8.25% per year, payable semiannualy if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $41.472 for biotech, $42.852 for technology; 60% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 9.75% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $41.472 for biotech, $42.852 for technology; 60% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 3/28/2022
Credit Suisse AG, London Branch 0.00% due 3/28/2022
Credit Suisse AG, London Branch 0.00% due 3/24/2022
Credit Suisse AG, London Branch 0.00% due 10/13/2021
Credit Suisse AG, London Branch 0.00% due 3/24/2022
Credit Suisse AG, London Branch 0.00% due 4/22/2021
Credit Suisse AG, London Branch 0.00% due 3/21/2025
Credit Suisse AG, London Branch 0.00% due 3/22/2022
Credit Suisse AG, London Branch 0.00% due 3/24/2023
Credit Suisse AG, London Branch 0.00% due 3/22/2023
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $151.716 for Apple, $1,084.704 for Amazon.com, $671.88 for Alphabet, $191.85 for Netflix, 60% of initial levels due 3/20/2025
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $21.30 for Cisco, $44.688 for Merck, $19.296 for Pfizer, $32.586 for Verizon, 60% of initial levels due 3/20/2025
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 3/21/2023
Credit Suisse AG, London Branch 24.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1670.291 for S&P and 726.1905 for Russell, 70% of initial levels due 6/21/2021
Credit Suisse AG, London Branch 20.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1670.291 for S&P and 726.1905 for Russell, 70% of initial levels due 9/20/2021
Credit Suisse AG, London Branch 19.61% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1789.5975 for S&P and 778.06125 for Russell, 75% of initial levels due 6/21/2021
Credit Suisse AG, London Branch 22.76% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1789.5975 for S&P and 778.06125 for Russell, 75% of initial levels due 6/21/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $145.50, 75% of initial share price due 3/16/2023
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $1,338.75, 75% of initial share price due 3/18/2021
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $1,338.75, 75% of initial share price due 3/16/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $14.50 for BofA, $62.35 for JPMorgan, 60% of initial share price due 3/16/2023
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $29.82 for CVS, $23.10 for Walgreens, 50% of initial share price due 9/16/2022
Credit Suisse AG, London Branch 20% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $12.09 for Lyft, $11.30 for Uber, 50% of initial share price due 3/16/2023
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $106.10, 70% of initial share price due 3/18/2021
Credit Suisse AG, London Branch 25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $82.61, 75% of initial share price due 3/16/2023
Credit Suisse AG, London Branch 26% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $64.48, 60% of initial share price due 3/16/2023
Credit Suisse AG, London Branch 17.8% per year, payable monthly due 3/18/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2021
Credit Suisse AG, London Branch 12% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $11.44, 50% of initial share price due 6/18/2021
Credit Suisse AG, London Branch 8.25% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $1,320.90, 74% of initial share price due 6/18/2021
Credit Suisse AG, London Branch 24.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $9.96 for Nektar, $13.56 for Uber, $12.798 for STMicroelectronick, 60% of initial levels due 3/18/2025
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 847.0945 for Russell, 1,897.714 for S&P, 70% of initial levels due 3/20/2023
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 6/17/2021
Credit Suisse AG, London Branch 17.40% due 3/17/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 786.051 for Russell, 14,840.434 for Dow, 1,736.448 for S&P, 70% of initial levels due 12/17/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1736.448 for S&P, 14840.434 for Dow, 786.051 for Russell, 70% of initial levels due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 3/14/2025
Credit Suisse AG, London Branch 13.15% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $14.172, 60% of initial share price due 6/16/2021
Credit Suisse AG, London Branch 0.00% due 3/16/2022
Credit Suisse AG, London Branch 13% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,056.035 for S&P, 948.222 for Russell, 17,664.915 for Dow; 75% of initial levels due 3/14/2024
Credit Suisse AG, London Branch 0.00% due 3/13/2025
Credit Suisse AG, London Branch 0.00% due 3/13/2025
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $171.204 for Apple, $1,135.092 for Amazon.com, $768.234 for Alphabet, $96.552 for Microsoft, 60% of initial levels due 3/13/2025
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $171.204 for Apple, $1,135.092 for Amazon.com, $768.234 for Alphabet, $96.552 for Microsoft, 60% of initial levels due 3/13/2025
Credit Suisse AG, London Branch 23% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $27.282 for Delta, $106.914 for Facebook, $79.368 for Splunk, 60% of initial levels due 3/13/2026
Credit Suisse AG, London Branch 8.00% due 3/14/2022
Credit Suisse AG, London Branch 8.00% due 3/14/2022
Credit Suisse AG, London Branch 18.82%, payable monthly if the stock closes at or above its knock-in price on the observation date for that month; Knock-in price: $52.9816, 56% of initial share price due 6/14/2021
Credit Suisse AG, London Branch 9.7%, payable monthly if the stock closes at or above its knock-in price on the observation date for that month; Knock-in price: $143.8344, 72% of initial share price due 6/14/2021
Credit Suisse AG, London Branch 0.00% due 3/24/2021
Credit Suisse AG, London Branch 0.00% due 3/9/2023
Credit Suisse AG, London Branch 0.00% due 3/11/2025
Credit Suisse AG, London Branch 14% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $149.75 for McDonald's, $66.27 for Nike, 75% of initial share price due 9/9/2022
Credit Suisse AG, London Branch 7.30% due 3/11/2021
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,932.04 for S&P 500, 941.994 for Russell 2000 and 2,100.85 for Stoxx, or 65% of initial levels due 9/9/2022
Credit Suisse AG, London Branch 19.26% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier: $122.784 for Alibaba, $131.13 for lululemon, $221.382 for Netflix; 60% of initial levels due 3/14/2022
Credit Suisse AG, London Branch 25.21% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $17.997 for BofA, $44.905 for CVS, $258.279 for Netflix; 70% of initial levels due 3/14/2022
Credit Suisse AG, London Branch 25.21% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $17.997 for BofA, $44.905 for CVS $258.279 for Netflix; 70% of initial levels due 3/14/2022
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $173.418 for Apple, $1,140.654 for Amazon.com, $96.942 for Microsoft, 60% of initial levels due 3/10/2025
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier levels: 2,080.659 for S&P and 5,971.2359 for Nasdaq, 70% of initial levels due 3/11/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: $83.33, 75.15% of initial share price due 3/24/2021
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date, in which case a coupon will also be paid for any previously unpaid quarter(s); Coupon barrier levels: 2,419.15 for S&P and 1,183.059 for Russell, 80% of initial levels due 3/23/2021
Credit Suisse AG, London Branch 7.95% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,080.659 for S&P, 1,014.4547 for Russell, 2,262.449 for Stoxx, 70% of initial levels due 3/11/2025
Credit Suisse AG, London Branch 11.75% per year, payable monthly if shares close at or above downside threshold level on determination date for that month; Downside threshold: $15.85, 60% of initial share price due 9/11/2020
Credit Suisse AG, London Branch 0.00% due 3/10/2025
Credit Suisse AG, London Branch 0.00% due 3/10/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day during that quarter; Coupon barrier levels: 1,109.118 for Russell, 2,267.96 for S&P and 2,522.69 for Stoxx, or 75% of initial levels due 9/9/2022
Credit Suisse AG, London Branch 13.55% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1814.364 for S&P 500, 5202.9948 for Nasdaq, $8.568 for SPDR, 60% of initial levels due 3/10/2023
Credit Suisse AG, London Branch 0.00% due 12/9/2021
Credit Suisse AG, London Branch 0.00% due 9/10/2021
Credit Suisse AG, London Branch 0.00% due 3/9/2021
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,071.8379 for Russell, 18,963.602 for Dow, 6,264.496 for Nasdaq, 70% of initial levels due 9/9/2021
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2191.084 for S&P, 1071.8379 for Russell and 18963.602 for Dow, 70% of initial levels due 9/9/2021
Credit Suisse AG, London Branch 14% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: $18.9345 for gold ETF, $9.685 for oil ETF, 5,817.032 for index, 65% of initial levels due 3/9/2023
Credit Suisse AG, London Branch 6.30% due 3/10/2022
Credit Suisse AG, London Branch 20% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $18.0375 for BofA, $110.0905 for salesforce, $239.7005 for Netflix, 65% of initial levels due 3/6/2026
Credit Suisse AG, London Branch 8.55% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2102.359 for S&P, 2102.359 for Nasdaq, 1040.2581 for Russell, 70% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 0.00% due 3/6/2025
Credit Suisse AG, London Branch 0.00% due 4/8/2021
Credit Suisse AG, London Branch 10% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,280.93 for EAFE, 1,033.502 for Russell, 2,067.95 for S&P; 70% of initial levels due 6/6/2025
Credit Suisse AG, London Branch 9.25% per year, payable each quarter that each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,280.93 for EAFE, 1,033.502 for Russell, 2,067.95 for S&P; 70% of initial levels due 6/6/2025
Credit Suisse AG, London Branch 0.00% due 9/8/2021
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $117.86 for Facebook, $831.79 for Alphabet, $179.29 for Apple, 60% of initial share price due 3/7/2023
Credit Suisse AG, London Branch 0.00% due 3/6/2023
Credit Suisse AG, London Branch 7.25% payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $163.945, 50% of initial level due 6/7/2021
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: $28.98 for Emerging Markets, $44.128 for EAFE, 2,337.181 for index, 70% of initial levels due 3/6/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,317.6725 for S&P, 20,027.49 for Dow, 1,138.86825 for Russell, 75% of initial levels due 9/7/2021
Credit Suisse AG, London Branch 19.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $12.615 for Spirit Airlines, $21.51 for SkyWest, $5.60 for Sonos, 50% of initial levels due 3/11/2024
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $20.425 for Wells, $12.28 for MGM, €41.965 for Sanofi, 50% of initial levels due 3/9/2022
Credit Suisse AG, London Branch 0.00% due 9/2/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $125.11 for Facebook, $239.87 for Netflix, 65% of initial share price due 3/4/2021
Credit Suisse AG, London Branch 25% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $19.68, 70% of initial share price due 3/4/2021
Credit Suisse AG, London Branch 12.96% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $76.47 for Disney, $239.87 for Netflix, 65% of initial share price due 6/3/2022
Credit Suisse AG, London Branch 10.70% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 3/6/2023
Credit Suisse AG, London Branch 0.00% due 3/4/2025
Credit Suisse AG, London Branch 5.75% due 12/4/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2021
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter; Knock-in levels: 1,920.24 for S&P 500, 959.68 for Russell 2000 and 5,500.19 for Nasdaq, or 65% of initial levels due 3/3/2023
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $24.63 for Comcast, $37.392 for Cognizant, $152.352 for UnitedHealth; 60% of initial levels due 3/6/2023
Credit Suisse AG, London Branch 10.8% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in level: $55.517, 70% of initial share price due 6/4/2021
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $40.859 for Anheuser-Busch, $34.727 for Molson Coors, $120.666 for Constellation, 70% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 17.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $5.405, 50% of initial share price due 9/6/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $130.99, 80.85% of initial share price due 3/17/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,107.32325 for Russell, 6,346.37625 for Nasdaq, or 75% of initial levels due 12/4/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 5,923.2854 for Nasdaq-100, 2,067.954 for S&P 500, or 70% of initial levels due 3/4/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6,346.37625 for Nasdaq-100, 2,215.665 for S&P 500, or 75% of initial levels due 3/4/2021
Credit Suisse AG, London Branch 11.55% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $68.202 for Roku, $28.77 for Seagate; 60% of initial share prices due 9/6/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,067.954 for S&P and 1,033.5017 for Russell, 70% of initial levels due 12/6/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2067.954 for S&P and 1033.5017 for Russell, 70% of initial levels due 6/4/2021
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,920.243 for S&P and 959.68015 for Russell, 65% of initial levels due 9/7/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,215.665 for S&P and 1,107.32325 for Russell, 75% of initial levels due 6/4/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1033.5017 for Russell, 2067.954 for S&P, 5923.2845 for Nasdaq, 70% of initial levels due 9/7/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,076.954 for S&P, 5,923.2845 for Nasdaq, 1,033.5017 for Russell, 70% of initial levels due 12/6/2021
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2067.95 for S&P, 1033.502 for Russell and 2330.64 for Stoxx, 70% of initial levels due 3/3/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $119.28 for salesforce, $27.951 for Cisco, $129.234 for Palo Alto, 70% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $15.732 for gold ETF, $9.228 for oil ETF; 60% of initial levels due 3/4/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $37.926, 60% of initial share price due 9/6/2022
Credit Suisse AG, London Branch 10.25% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,033.5017 for Russell, 2,3076.954 for S&P, 70% of initial levels due 3/2/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,044.32024 for S&P, 1,021.69025 for Russell, 2,304.00708 for Stoxx; 69.2% of initial levels due 6/4/2021
Credit Suisse AG, London Branch 0.00% due 3/4/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/5/2025
Credit Suisse AG, London Branch 0.00% due 8/27/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 9/1/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 9.174% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,507.44, 80% of initial share price due 3/3/2023
Credit Suisse AG, London Branch 9.55% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,048.509 for Russell, 18,036.648 for Dow, 5,905.6662 for Nasdaq, 70% of initial levels due 9/3/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,936.194 for S&P, 16,748.316 for Dow, 5,483.8329 for Nasdaq, 65% of initial levels due 3/3/2021
Credit Suisse AG, London Branch 11.55% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $21.08 for Cisco, $29.81 for Western Digital; 50% of initial share prices due 3/3/2025
Credit Suisse AG, London Branch 9% annualized, payable quarterly if fund closes at or above threshold on observation date for that quarter; Threshold: $28.335, 75% of initial level due 3/1/2023
Credit Suisse AG, London Branch 6.85% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,419.144 for Stoxx, 1,048.509 for Russell, 2,085.132 for S&P; 70% of initial levels due 2/29/2024
Credit Suisse AG, London Branch 8.6% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 2/29/2024
Credit Suisse AG, London Branch 13% annualized, payable quarterly if fund closes at or above threshold level on observation date for that quarter; Threshold level: $11.1225, 75% of initial share price due 3/1/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $189.14, 69.15% of initial level due 2/28/2025
Credit Suisse AG, London Branch 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $25.23, 74% of initial level due 2/28/2025
Credit Suisse AG, London Branch 15% per year, payable quarterly if stocks close at or above coupon barrier on related observation date; Coupon barriers: $21.92 for Lyft, $18.95 for Uber, 55% of initial share price due 3/2/2023
Credit Suisse AG, London Branch 7.40% due 3/31/2021
Credit Suisse AG, London Branch 0.00% due 2/28/2023
Credit Suisse AG, London Branch 10.6% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in level: $55.6725, 65% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 12.5% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $55.6725, 65% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 8% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in level: $29.484, 70% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 10% per year, payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $29.484, 70% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 9.4% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $212.17125, 72.5% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 9.6% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock0in price: $142.97, 72.5% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 19.61% payable monthly if the stock closes at or above its coupon barrier level on a monthly observation date; Coupon barrier: $661.98, 85% of initial level due 3/3/2025
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1435.20275, 72.5% of initial share price due 6/2/2021
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $77.022 for HCA, $157.80 for UnitedHealth, or 60% of initial levels due 3/3/2025
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,086.9327 for Russell, 6,211.6299 for Nasdaq, or 70% of initial levels due 9/2/2021
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,086.9327 for Russell, 18,870.313 for Dow, 6,211.6299 for Nasdaq, 70% of initial levels due 3/3/2025
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2337.2925 for S&P, 20218.1925 for Dow, 1164.57075 for Russell, 75% of initial levels due 6/2/2021
Credit Suisse AG, London Branch 5.8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 1,869.834 for index, $25.002 for ETF; 60% of initial levels due 3/3/2025
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 2,502.57 for S&P, 21,665.09 for Dow, 80% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 2/25/2022
Credit Suisse AG, London Branch 22.28% due 2/26/2021
Credit Suisse AG, London Branch 0.00% due 8/30/2023
Credit Suisse AG, London Branch 0.00% due 8/30/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,573.26015, 79.75% of initial share price due 5/28/2021
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,189.747 for S&P and 63.896 for Stoxx Banks, 70% of initial levels due 11/29/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6626.14875 for Nasdaq-100, 2346.1575 for S&P 500, or 75% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2189.747 for S&P and 1100.3279 for Russell, 70% of initial levels due 8/30/2021
Credit Suisse AG, London Branch 5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,346.1575 for S&P and 1,178.92275 for Russell, 75% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $135.05, 74.5% of initial share price due 3/12/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 6,184.4055 for Nasdaq, 1,100.3279 for Russell, 18,956.952 for Dow; 70% of initial levels due 11/28/2022
Credit Suisse AG, London Branch 10.55% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 2,346.1575 for S&P, 1,178.92275 for Russell, 2,679.3825 for Stoxx; 75% of initial levels due 2/24/2023
Credit Suisse AG, London Branch 0.00% due 8/29/2024
Credit Suisse AG, London Branch 0.00% due 2/28/2025
Credit Suisse AG, London Branch 0.00% due 6/15/2022
Credit Suisse AG, London Branch 5.00% due 2/28/2022
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,221.078 for Russell, 2,735.985 for Euro Stoxx 50, 6,809.724 for Nasdaq, 75% of initial levels due 2/27/2023
Credit Suisse AG, London Branch 22.5% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $224.21 for Apple, $152.63 for Alibaba, $150.21 for Facebook, $129.09 for Microsoft, $1,507.17 for Amazon, $1,061.89 for Alphabet, or 70% of initial levels due 2/27/2023
Credit Suisse AG, London Branch 0.00% due 2/26/2025
Credit Suisse AG, London Branch 0.00% due 2/25/2022
Credit Suisse AG, London Branch 0.00% due 2/28/2024
Credit Suisse AG, London Branch 0.00% due 2/28/2024
Credit Suisse AG, London Branch 10.9% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $258.4476, 68% of initial share price due 5/26/2021
Credit Suisse AG, London Branch 11.35% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier: $39.84, 80% of initial share price due 5/26/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $187.83 for Apple, $126.108 for Facebook, $891.066 for Alphabet, $107.154 for Microsoft, 60% of initial levels due 2/26/2025
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: $247.785 for Boeing, $133.9425 for Microsoft, $1,113.8325 for Alphabet, 75% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 10.7% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers: $24.52 for gold ETF, $15.04 for oil ETF; 80% of initial levels due 8/26/2027
Credit Suisse AG, London Branch 20% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $1,507.17 for Amazon, $152.628 for Alibaba, $150.206 for Facebook, $1,061.893 for Alphabet, $129.094 for Microsoft; 70% of initial levels due 2/27/2023
Credit Suisse AG, London Branch 5.5% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,175.0263 for Russell, 2,336.425 for S&P, 70% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 6.75% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,175.0263 for Russell, 2,336.425 for S&P, 70% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 8.25% per year, payable semiannually if each asset closes at or above its barrier level on observation date; Barrier levels: 2,169.5375 for S&P, $63.219 for ETF; 65% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 9.7% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,169.5375 for index, $63.219 for ETF; 65% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,837.09 for S&P, 1,426.818 for Russell, 3,230.32 for Stoxx, 85% of initial levels due 3/10/2021
Credit Suisse AG, London Branch 0.00% due 3/2/2026
Credit Suisse AG, London Branch 0.00% due 2/28/2024
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 0.00% due 11/24/2021
Credit Suisse AG, London Branch Payable quarterly at 12.65% per year plus any previously unpaid contingent coupons if each stock closes above coupon barrier on observation date for that quarter; Coupon barrier/knock-in levels: $164.245 for Lam Research, $136.245 for Align Technology; 50% of initial levels due 2/28/2022
Credit Suisse AG, London Branch Payable quarterly at 16.7% per year plus any previously unpaid contingent coupons if each stock closes above coupon barrier on observation date for that quarter; Coupon barrier/knock-in levels: $12.565 for Marvell, $5.53 for Cloudera; 50% of initial levels due 2/28/2022
Credit Suisse AG, London Branch Payable quarterly at 11.6% per year plus any previously unpaid contingent coupons if each stock closes above coupon barrier on observation date for that quarter; Coupon barrier/knock-in levels: $66.665 for MGM, $16.17 for Wynn; 50% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on related observation date; Coupon barrier/knock-in levels: $202.17 for trust, $11.52 for oil & gas; 60% of initial levels due 2/24/2023
Credit Suisse AG, London Branch 11%, payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $191.2335, 69% of initial share price due 5/24/2021
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,184.8011 for Russell, 20,543.621 for Dow, 6,803.1089 for Nasdaq, 70% of initial levels due 2/26/2024
Credit Suisse AG, London Branch 6.4% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,184.8011 for Russell, 20,543.621 for Dow, 6,803.1089 for Nasdaq, 70% of initial levels due 2/24/2023
Credit Suisse AG, London Branch 7.85% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,184.8011 for Russell, 70.693 for Euro Stoxx Banks, 2,370.305 for S&P, 70% of initial levels due 2/24/2023
Credit Suisse AG, London Branch 0.00% due 3/24/2021
Credit Suisse AG, London Branch 0.00% due 2/21/2025
Credit Suisse AG, London Branch 0.00% due 2/20/2025
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter; Coupon barrier levels: 2,359.2 for S&P 500, 1,178.465 for Russell 2000 and 70.82 for Euro Stoxx Banks, or 70% of initial levels due 8/18/2022
Credit Suisse AG, London Branch 0.00% due 2/17/2022
Credit Suisse AG, London Branch 0.00% due 2/17/2022
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if stocks close at or above coupon barrier on each day during that quarter; Coupon barriers: $367.86 for BlackRock, $40.92 for Blackstone, 65% of initial share price due 2/17/2023
Credit Suisse AG, London Branch 10.05% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $39.22, 65% of initial share price due 2/19/2021
Credit Suisse AG, London Branch 11.3% per year, payable quarterly if stocks close at or above coupon barrier on each day during that quarter; Coupon barriers: $4.71 for Itau, $7.12 for Vale, 60% of initial share price due 8/18/2022
Credit Suisse AG, London Branch 16% per year, payable monthly if stock closes at or above downside threshold level on observation date that month; Downside threshold: $304.32, 80% of initial share price due 8/19/2020
Credit Suisse AG, London Branch 0.00% due 2/17/2022
Credit Suisse AG, London Branch 10%, payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $30.2772, 69% of initial share price due 5/20/2021
Credit Suisse AG, London Branch 9.12% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $89.742 for HCA, $179.268 for UnitedHealth, or 60% of initial levels due 2/21/2023
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $4.73 for Itau, $8.78 for Petrobras and $7.16 for Vale; 60% of initial levels due 3/8/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier/knock-in price: $98.45, 78.5% of initial share price due 2/17/2022
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $120.4775 for Microsoft, $89.336 for SAP and $105.183 for VMware; 65% of initial levels due 2/21/2023
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $209.22 for Netflix, $20.3005 for Twitter, $19.239 for Viacom; 55% of initial levels due 2/21/2023
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,535.12 for S&P and 1,265.688 for Russell, 75% of initial levels due 5/20/2021
Credit Suisse AG, London Branch 5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,366.112 for S&P and 1,181.3088 for Russell, 70% of initial levels due 8/20/2021
Credit Suisse AG, London Branch 5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,366.112 for S&P and 1,181.3088 for Russell, 75% of initial levels due 5/20/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,366.112 for S&P and 1,181.3088 for Russell, 70% of initial levels due 5/20/2021
Credit Suisse AG, London Branch 6.45% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,181.3088 for Russell, 20,578.656 for Dow, 6,736.506 for Nasdaq, 70% of initial levels due 2/20/2025
Credit Suisse AG, London Branch 9.05% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $96.593; 70% of initial level due 2/17/2022
Credit Suisse AG, London Branch 13.7% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $78.162 for Chevron, $63.238 for Phillips 66 and $42.651 for Exxon Mobil, 70% of initial levels due 2/21/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,181.3088 for Russell, 2,688.679 for Stoxx, 6,736.506 for Nasdaq; 70% of initial levels due 8/20/2021
Credit Suisse AG, London Branch 15.35% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $1,494.41 for Amazon, $1,063.11 for Alphabet, $266.28 for Netflix, or 70% of initial levels due 2/17/2023
Credit Suisse AG, London Branch 0.00% due 2/11/2022
Credit Suisse AG, London Branch 0.00% due 5/18/2021
Credit Suisse AG, London Branch 0.00% due 5/14/2020
Credit Suisse AG, London Branch 26.5% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $27.384, 80% of initial share price due 2/16/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,361.758 for S&P and 1,185.6152 for Russell, 70% of initial levels due 2/19/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: 2,361.758 for S&P, 1,185.6152 for Russell, 6,716.9914 for Nasdaq, 70% of initial levels due 2/22/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier/knock-in price: $70.72, 79.85% of initial share price due 3/3/2021
Credit Suisse AG, London Branch 7.95% annualized, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,354.9888 for Russell, 23,538.648 Dow, 7,676.5616 for Nasdaq; 80% of initial levels due 2/21/2023
Credit Suisse AG, London Branch 7.2% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter; Knock-in levels: 2,350.43 for S&P 500, 1,174.261 for Russell 2000 and 2,678.09 for Euro Stoxx 50, or 70% of initial levels due 8/16/2022
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier on quarterly observation date, notes pay contingent coupon that quarter plus any previously unpaid coupons at rate of 10.3% per year; Coupon barriers: $67.854 for EA, $23.07 for Viacom, $36.192 for Activision; 60% of initial values due 7/30/2021
Credit Suisse AG, London Branch 7% per year, payable each quarter that each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,174.2605 for Russell, 20,493.438 for Dow, 6,662.5027 for Nasdaq; 70% of initial levels due 8/16/2021
Credit Suisse AG, London Branch 5.15% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,167.3683 for Russell, 2,346.463 for S&P, 6,661.7887 for Nasdaq, 70% of initial levels due 10/14/2020
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,250.75175 for Russell, $72.66 for ETF, 7,137.63075 for Nasdaq, 75% of initial levels due 2/13/2024
Credit Suisse AG, London Branch 13.3% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $25.92, 70% of initial share price due 2/10/2022
Credit Suisse AG, London Branch 18.6% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $1,351.532 for Amazon.com, $203.8595 for Costco and $32.448 for Lyft; 65% of initial levels due 2/14/2022
Credit Suisse AG, London Branch 17.1% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $1,351.532 for Amazon.com, $203.8595 for Costco and $32.448 for Lyft; 65% of initial levels due 2/14/2022
Credit Suisse AG, London Branch 23.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier/knock-in price: $16.72, 60% of initial share price due 2/24/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $4.705875 for Alerian, $24.24025 for China, $31.71325 for energy; 58.75% of initial levels due 2/12/2024
Credit Suisse AG, London Branch 0.00% due 8/11/2022
Credit Suisse AG, London Branch 8.05% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; knock-in price: $55.2552, 78% of initial share price due 8/11/2021
Credit Suisse AG, London Branch 16% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $12.7465, 53% of initial share price due 5/11/2021
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,486.41675, 72.5% of initial share price due 5/11/2021
Credit Suisse AG, London Branch 11.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $195.126 for Apple, $1,230.138 for Amazon.com, $885.738 for Alphabet, $220.17 for Netflix, 60% of initial levels due 2/11/2025
Credit Suisse AG, London Branch 6.21% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 7,665.7328 for Nasdaq, 1,341.9656 for Russell, 23,503.816 for Dow; 80% of initial levels due 2/13/2023
Credit Suisse AG, London Branch 7.55%, payable quarterly if each asset closes at or above coupon barrier on observation date; Coupon barriers: $70.43 for fund, 20,565.84 for Dow; 70% of initial levels due 2/11/2025
Credit Suisse AG, London Branch 7.9% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: 1,177.3447 for Russell, 20,503.595 for Dow, 6,557.2367 for Nasdaq, 70% of initial levels due 5/10/2021
Credit Suisse AG, London Branch 8.55% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: 1,177.3447 for Russell, 2,334.283 for S&P, 6,557.2367 for Nasdaq, 70% of initial levels due 8/10/2021
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each ETF closes at or above downside threshold level on every trading day that quarter; Downside thresholds: $23.30 for Financial, $51.59 for Utilities, $77.82 for Health Care, or 70% of initial levels due 5/10/2022
Credit Suisse AG, London Branch 0.00% due 2/18/2021
Credit Suisse AG, London Branch 9.00% due 5/11/2020
Credit Suisse AG, London Branch 11.8% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $90.60, 80% of initial share price due 2/8/2021
Credit Suisse AG, London Branch 0.00% due 2/7/2025
Credit Suisse AG, London Branch 23% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $154.94 for Alibaba, $151.43 for Facebook, $127.67 for Microsoft, $1,506.54 for Amazon, $1,074.59 for Alphabet, or 75% of initial levels due 2/6/2023
Credit Suisse AG, London Branch 0.00% due 2/6/2025
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier on quarterly observation date, notes pay contingent coupon plus any previously unpaid coupons at rate of 17% per year; Coupon barrier/knock-in levels: $31.854 for Micron, $8.256 for Hanes; 60% of initial levels due 8/10/2021
Credit Suisse AG, London Branch 4.6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,142.205 for Russell, 19,879.867 for Dow, 6,388.3624 for Nasdaq, 70% of initial levels due 11/5/2020
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,142.5435 for Russell, $29.806 for ETF, 64.316 for Stoxx Banks, 70% of initial levels due 8/6/2021
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each asset closes at or above its coupn barrier level on observation date; Coupon barriers: $48.44 for utilities ETF, 64.316 for Stoxx, $21.119 for financial ETF; 70% of initial levels due 2/6/2025
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barriers: 1,142.5435 for Russell, 2,562.889 for Stoxx, 6,388.3624 for Nasdaq; 70% of initial levels due 11/8/2021
Credit Suisse AG, London Branch 24% per year, payable quarterly if each stock closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $156.44 for Alibaba, $157.15 for Facebook, $129.59 for Microsoft, $1,403.01 for Amazon, $1,090.69 for Alphabet, or 75% of initial levels due 2/6/2023
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $224.31, 65% of initial share price due 2/3/2023
Credit Suisse AG, London Branch 5.05% due 2/7/2022
Credit Suisse AG, London Branch 0.00% due 2/5/2025
Credit Suisse AG, London Branch 6.00% due 11/5/2020
Credit Suisse AG, London Branch 7.55% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each ETF closes at or above knock-in level on each trading day during that quarter; Knock-in levels: $29.48 for EM ETF, $112.37 for Russell ETF, $225.21 for S&P ETF, or 70% of initial levels due 2/3/2022
Credit Suisse AG, London Branch 6% per year, payable each quarter that each index closes at or above barrier level on every trading day during the observation period for that quarter; Coupon barrier levels: 2096.59 for S&P, 2366.59 for Stoxx, 65% of initial levels due 2/3/2023
Credit Suisse AG, London Branch 7.2% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter; Knock-in levels: 2,257.86 for S&P 500, 1,129.843 for Russell 2000 and 2,548.64 for Euro Stoxx 50, or 70% of initial levels due 8/4/2022
Credit Suisse AG, London Branch 10.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $234.6612, 68% of initial share price due 5/5/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $77.52 for Target, $119.16 for Microsoft; 70% of initial levels due 2/7/2022
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $185.696 for Anthem, $185.696 for Humana and $190.715 for UnitedHealth; 50% of initial levels due 8/5/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $51.88, 76.5% of initial share price due 2/18/2021
Credit Suisse AG, London Branch 17.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $11.255 for Fastly, $8.90 for Pure Storage, or 50% of initial levels due 8/5/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $126.658 for HubSpot, $129.241 for Workday, or 70% of initial levels due 8/5/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $45.717 for Las Vegas Sands, $88.312 for Wynn, or 70% of initial levels due 8/5/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,210.54575 for Russell, 6,743.634 for Nasdaq, 75% of initial levels due 11/5/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6,294.0584 for Nasdaq-100, 2,257.864 for S&P 500, or 70% of initial levels due 2/5/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6,743.634 for Nasdaq-100, 2,419.14 for S&P 500, or 75% of initial levels due 2/5/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6,294.0584 for Nasdaq-100, 2,257.864 for S&P 500 and 1,129.8427 for Russell 2000, or 70% of initial levels due 8/5/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,257.864 for S&P, 1,129.8427 for Russell, 6,294.0584 for Nasdaq, or 70% of initial levels due 11/5/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 6,294.0584 for Nasdaq-100, 2,257.864 for S&P 500 and 1,129.8427 for Russell 2000, or 70% of initial levels due 11/5/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,257.864 for S&P and 1,129.8427 for Russell, 70% of initial levels due 11/5/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,257.864 for S&P and 1,129.8427 for Russell, 70% of initial levels due 5/5/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,419.14 for S&P and 1,210.54575 for Russell, 75% of initial levels due 5/5/2021
Credit Suisse AG, London Branch 5.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,096.588 for S&P and 1,049.13965 for Russell, 65% of initial levels due 8/5/2021
Credit Suisse AG, London Branch 11.15% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $37.933 for bank, $62.384 for biotech, $44.226 for staples, 70% of initial levels due 2/7/2022
Credit Suisse AG, London Branch 13.35% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $17.394 for gold ETF, $11.496 for oil ETF; 60% of initial levels due 2/7/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,257.864 for S&P, 1,129.8427 for Russell, $5.614 for ETF; 70% of initial levels due 8/7/2023
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 5,394.9072 for index, $53.472 for biotech ETF, $32.514 for banking ETF; 60% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $110.65 for Microsoft, $931.31 for Alphabet and $201.18 for Apple, or 65% of initial levels due 2/3/2023
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 8/26/2021
Credit Suisse AG, London Branch 0.00% due 2/5/2025
Credit Suisse AG, London Branch 0.00% due 2/18/2021
Credit Suisse AG, London Branch 0.00% due 3/24/2021
Credit Suisse AG, London Branch 10.45% due 8/6/2021
Credit Suisse AG, London Branch 0.00% due 1/26/2023
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 29% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter plus any prior unpaid contingent coupons; Coupon barrier/knock-in price: $18.90, 60% of initial share price due 2/2/2021
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,768.085 for Stoxx, 1,236.16425 for Russell, 2,462.745 for S&P; 75% of initial levels due 1/29/2024
Credit Suisse AG, London Branch 6.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $107.4874, 79% of initial share price due 5/3/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,421.37, 76.5% of initial share price due 5/3/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $81.468 for Caterpillar, $96.096 for Deere; 60% of initial share prices due 1/31/2025
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $23.058 for KB Home, $40.668 for Lennar, $27.156 for Toll Brothers, 60% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barrier/knock-in price: $21.19, 67.75% of initial share price due 2/16/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: 2193.178 for S&P, 2503.3612 for Stoxx, 6098.0807 for Nasdaq, 67% of initial levels due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/16/2022
Credit Suisse AG, London Branch 0.00% due 3/26/2021
Credit Suisse AG, London Branch 6.6%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon barriers: $31.24 for bank fund, $228.63 for SPDR S&P 500; 70% of initial levels due 2/2/2023
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 8/2/2023
Credit Suisse AG, London Branch 0.00% due 5/3/2021
Credit Suisse AG, London Branch 0.00% due 8/2/2021
Credit Suisse AG, London Branch 12% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $6.7275, 75% of initial share price due 4/30/2021
Credit Suisse AG, London Branch 11.4% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $37.175625, 67.5% of initial share price due 4/30/2021
Credit Suisse AG, London Branch 11% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $92.352, 80% of initial share price due 1/29/2021
Credit Suisse AG, London Branch 9.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $76.219 for Advance, $18.282 for BofA, $63.4535 for UPS, 55% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 13.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $1,297.275 for Amazon.com, $96.859 for Disney, $243.964 for Netflix, 70% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 9.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $67.14 for Electronic Arts, $36.02 for Activision Blizzard, $43.21 for Sony, $99.28 for Microsoft, 60% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $38.71 for Energy Select, $67.851 for Technology Select; 70% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,243.7355 for Russell, 6,818.19975 for Nasdaq, 75% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2457.18 for S&P, 6818.19975 for Nasdaq, 75% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,293.368 for S&P and 1,160.8198 for Russell, 70% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,457.18 for S&P and 1,243.7355 for Russell, 75% of initial levels due 4/30/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on relevant observation date; Coupon barrier levels: 2,293.368 for S&P, 1,160.8198 for Russell, 6,363.6531 for Nasdaq, 70% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date starting July 28, 2020; Coupon barrier levels: 2,293.368 for S&P, 1,160.8198 for Russell, 6,363.6531 for Nasdaq, 70% of initial levels due 10/29/2021
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $16.986 for gold ETF, $11.982 for oil ETF; 60% of initial levels due 1/31/2022
Credit Suisse AG, London Branch 8.5% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers: $73.424 for biotech, $44.24 for energy; 80% of initial levels due 1/31/2025
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,160.8198 for Russell, 20,105.995 for Dow, 6,363.6531 for Nasdaq, 70% of initial levels due 10/31/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if index closes at or above its coupon barrier level on related observation date; Coupon barrier level: 55.782, 60% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $141.56 for Facebook, $87.38 for JPMorgan, $57.95 for Qualcomm, or 65% of initial levels due 2/2/2023
Credit Suisse AG, London Branch 0.00% due 1/29/2027
Credit Suisse AG, London Branch 0.00% due 5/2/2024
Credit Suisse AG, London Branch 0.00% due 11/2/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 9.00% due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 2/10/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 17.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,303.148 for Amazon.com, $51.926 for DocuSign, $115.528 for Microsoft; 70% of initial levels due 1/31/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $222.817 for Apple, $127.477 for salesforce.com, $50.001 for CVS; 70% of initial levels due 1/31/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $130.764 for Facebook, $79.89 for JPMorgan, $53.79 for Qualcomm; 60% of initial levels due 1/31/2022
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $190.986 for Apple, $880.026 for Alphabet, $1,116.984 for Amazon.com, $99.024 for Microsoft, 60% of initial levels due 1/29/2025
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 59.383125 for Euro Stoxx Banks, $19.373625 for fund, 5,827.6852125 for Nasdaq, 63.75% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 6.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,246.674 for Russell, 2,471.6025 for S&P, 75% of initial levels due 10/29/2020
Credit Suisse AG, London Branch 6% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,163.5624 for Russell, 65.205 for Stoxx, 6,399.0269 for Nasdaq, 70% of initial levels due 4/29/2021
Credit Suisse AG, London Branch 5.85% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,163.5624 for Russell, 2,306.829 for S&P, 70% of initial levels due 1/31/2023
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 7.25% per year if each index closes at or above knock-in level on observation date for that period; Knock-in levels: 2,306.829 for S&P 500 and 1,163.5624 for Russell 2000, or 70% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 9.5% per year, payable semiannually if each asset closes at or above its barrier level on observation date; Barrier levels: 2,142.0555 for S&P, $58.9875 for ETF; 65% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 11% per year, payable semiannually if each asset closes at or above its barrier level on observation date; barrier levels: 2,142.0555 for S&P, $58.9875 for ETF; 65% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 8.05% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $54.45 for biotech, $33.972 for energy; 60% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 8/2/2021
Credit Suisse AG, London Branch 0.00% due 8/2/2021
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $67.854 for Electronic Arts, $23.07 for ViacomCBS, $36.192 for Activision; 60% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $215.48 for Regeneron, $40.458 for Bristol-Myers Squibb, $88.284 for HCA; 60% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 13.85% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $24.28 for Wells Fargo, $163.00 for Netflix, $154.50 for Boeing; 50% of initial levels due 1/30/2023
Credit Suisse AG, London Branch 0.00% due 10/6/2021
Credit Suisse AG, London Branch 9.00% due 4/29/2020
Credit Suisse AG, London Branch 9.6% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $48.828, 60% of initial share price due 4/27/2021
Credit Suisse AG, London Branch 11.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $48.828, 60% of initial share price due 4/27/2021
Credit Suisse AG, London Branch 7.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $35.721, 70% of initial share price due 4/27/2021
Credit Suisse AG, London Branch 9.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $35.721, 70% of initial share price due 4/27/2021
Credit Suisse AG, London Branch 9% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $96.2814, 74% of initial share price due 4/27/2021
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,347.5704 for Russell, 23,349.016 for Dow, 7,350.86 for Nasdaq, 80% of initial levels due 1/27/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,263.34725 for Russell, 2,827.3425 for Stoxx, 6,891.43125 for Nasdaq, 75% of initial levels due 10/27/2020
Credit Suisse AG, London Branch 13% annualized, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: $56.724 for Qualcomm, $40.986 for Square, $74.28 for Skyworks, 60% of initial levels due 1/24/2023
Credit Suisse AG, London Branch 21% per year, payable monthly if stock closes at or above downside threshold level on observation date that month; Downside threshold: $8.46, 55% of initial share price due 7/22/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date that quarter; Downside threshold: $49.62, 80% of initial share price due 1/22/2021
Credit Suisse AG, London Branch 10.25% due 1/22/2021
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 16.75% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $44.42, 70% of initial share price due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 6.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $24.297, 70% of initial share price due 4/23/2021
Credit Suisse AG, London Branch 10.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $219.936325, 64.75% of initial share price due 4/23/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barrier/knock-in price: $1,473.13, 79% of initial share price due 1/20/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barrier/knock-in price: $235.22, 73.8% of initial share price due 1/20/2022
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $115.5128 for Facebook, $118.2636 for Alibaba, $969.6544 for Amazon.com, $176.6284 for Netflix, 52% of initial levels due 1/24/2023
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $73.143 for health care, $32.116 for retail, $102.242 for semiconductor, 70% of initial levels due 1/21/2022
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,274.72625 for Russell, 2,497.215 for S&P, 75% of initial levels due 4/23/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,189.7445 for Russell, 2,330.734 for S&P, 70% of initial levels due 4/23/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,189.7445 for Russell, 2,330.734 for S&P, 70% of initial levels due 7/23/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,274.72625 for Russell, 2,497.215 for S&P, 75% of initial levels due 4/23/2021
Credit Suisse AG, London Branch 12.05% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $32.788 for bank, $32.116 for retail, $102.242 for semiconductor, 70% of initial levels due 1/21/2022
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $67.389 for biotech, $32.788 for bank, $67.984 for technology, 70% of initial levels due 1/21/2022
Credit Suisse AG, London Branch 13.7% per year, payable quarterly if shares close at or above the coupon barrier on quarterly determination date; Coupon barrier/trigger: $21.175, 70% of initial price due 1/21/2022
Credit Suisse AG, London Branch 7.25% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,011.075 for Dow, 1,274.72625 for Russell, 2,497.215 for S&P, 75% of initial levels due 7/27/2023
Credit Suisse AG, London Branch 6.75% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 22,011.075 for Dow, 1,274.72625 for Russell, 2,497.215 for S&P, 75% of initial levels due 7/27/2022
Credit Suisse AG, London Branch 3.40% due 1/23/2025
Credit Suisse AG, London Branch 0.00% due 1/20/2022
Credit Suisse AG, London Branch 0.00% due 1/26/2023
Credit Suisse AG, London Branch 0.00% due 1/27/2023
Credit Suisse AG, London Branch 10.25% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $119.655, 75% of initial share price due 1/22/2021
Credit Suisse AG, London Branch 8.55% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $40.068 for Bristol-Myers, $84.858 for Eli Lilly, $54.708 for Merck, $24.366 for Pfizer, 60% of initial levels due 1/23/2023
Credit Suisse AG, London Branch 14% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barrier/knock-in price: $31.12, 50% of initial share price due 2/2/2021
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $160.174 for Home Depot, $83.489 for Lowe's, $81.13 for Walmart, 70% of initial levels due 7/22/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.35% per year if each index closes at or above knock-in level on observation date for that period; Knock-in levels: 66.766 for Stoxx Banks and 2,321.767 for S&P, or 70% of initial levels due 1/23/2023
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 1/19/2024
Credit Suisse AG, London Branch 20.75% due 1/19/2021
Credit Suisse AG, London Branch 0.00% due 1/23/2025
Credit Suisse AG, London Branch 10.8%, payable quarterly if each stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier/downside threshold levels: $143.75 for Facebook, $1,210.31 for Amazon, $935.48 for Alphabet, 65% of initial prices due 1/21/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $159.3865 for Goldman, $88.868 for JPMorgan, $34.411 for Morgan Stanley, 65% of initial levels due 1/23/2023
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $22.25 for International Paper, $54.12 for Packaging Corp., $15.465 for Weyerhaeuser, 50% of initial levels due 1/23/2025
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $21.006 for Uber, $28.248 for Lyft; 60% of initial share prices due 7/21/2022
Credit Suisse AG, London Branch 17.5% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $125.426 for Workday, $53.858 for Zoom; 70% of initial share prices due 7/21/2022
Credit Suisse AG, London Branch 0.00% due 3/16/2022
Credit Suisse AG, London Branch 0.00% due 3/16/2022
Credit Suisse AG, London Branch 0.00% due 1/17/2025
Credit Suisse AG, London Branch 11% per year, payable quarterly if stock closes at or above downside threshold level every trading day during that quarter; Downside threshold: $72.46, 80% of initial share price due 4/20/2022
Credit Suisse AG, London Branch 22.6% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $28.926 for Advanced, $31.80 for Cimarex, $62.154 for Wayfair, 60% of initial levels due 1/17/2025
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $41.454, 70% of initial share price due 7/19/2021
Credit Suisse AG, London Branch 22.4% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $12.906 for Pinterest, $131.04 for Universal, $31.80 for Cimarex, 60% of initial levels due 1/17/2025
Credit Suisse AG, London Branch 9.15% due 1/22/2021
Credit Suisse AG, London Branch 9.55% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $76.368 for American Express, $66.414 for Expedia, $67.758 for PayPal; 60% of initial levels due 7/21/2021
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $26.37 for Archer-Daniels-Midland, $35.832 for Lennar, $19.614 for Steel Dynamics; 60% of initial levels due 7/21/2021
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $69.864 for Chevron, $33.90 for First Solar; 60% of initial levels due 7/21/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if asset closes at or above its barrier level on observation date; Barrier/knock-in level: $13.734; 60% of initial price due 1/16/2025
Credit Suisse AG, London Branch 8% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $232.7475, 75% of initial share price due 4/15/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,520.84, 80% of initial share price due 1/18/2022
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $155.16 for Apple, $714.865 for Alphabet, $941.58 for Amazon.com, $164.525 for Netflix, 50% of initial levels due 1/15/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $38.612 for communication ETF, $66.381 for biotech ETF; 70% of initial levels due 1/13/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barrier/knock-in price: $83.944, 87.75% of initial share price due 1/27/2021
Credit Suisse AG, London Branch 13% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $28.60, 50% of initial share price due 1/17/2024
Credit Suisse AG, London Branch 6.2% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $118.88 for Goldman Sachs, $151.595 for Apple, $119.285 for Palo Alto Networks, 50% of initial levels due 1/18/2022
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,285.745 for S&P, 6,276.6459 for Nasdaq, 70% of initial levels due 7/15/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier level: $43.54; 73.5% of initial level due 1/12/2022
Credit Suisse AG, London Branch 9.55% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $23.0175 for financial fund, $70.7625 for technology fund, $46.995 for consumer staples fund; 75% of initial levels due 7/15/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $21.483 for financial fund, $66.045 for technology fund, $71.96 for health care; 70% of initial levels due 1/17/2024
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,383.71 for S&P, 2,766.35 for Stoxx, $33.28 for ETF; 73% of initial levels due 1/13/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,449.01 for S&P, 1,243.232 for Russell, $34.19 for ETF; 75% of initial levels due 1/12/2022
Credit Suisse AG, London Branch 16.6% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $66.381 for biotech, $16.254 for oil & gas; 70% of initial levels due 1/17/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date, in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier level: $20.41; 73.5% of initial level due 1/27/2021
Credit Suisse AG, London Branch 0.00% due 1/13/2022
Credit Suisse AG, London Branch 0.00% due 1/22/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case coupon will also be paid for any previously unpaid quarter during the life of the notes; Coupon barrier/knock-in price: $83.944, 64.75% of initial share price due 1/21/2021
Credit Suisse AG, London Branch 0.00% due 12/18/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if stock closes at or above downside threshold level on the observation date that quarter; Downside threshold: $166.94, 80% of initial share price due 1/7/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above downside threshold level on the observation date that quarter; Downside threshold: $26.59, 70% of initial share price due 1/7/2021
Credit Suisse AG, London Branch 12.3% per year, payable quarterly if stock closes at or above downside threshold level; Downside threshold: $244.43, 75% of initial share price due 7/9/2020
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $60.684 for biotech fund, $35.0415 for communication services fund; 65% of initial levels due 1/6/2023
Credit Suisse AG, London Branch 0.00% due 2/9/2021
Credit Suisse AG, London Branch 0.00% due 2/9/2021
Credit Suisse AG, London Branch 0.00% due 1/4/2022
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 1/3/2025
Credit Suisse AG, London Branch 6.50% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 1/5/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,248.1125 for Russell, 6,532.29525 for Nasdaq, 75% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,254.903 for S&P, 6,096.8086 for Nasdaq, 70% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,415.9675 for S&P, 6,532.296 for Nasdaq, 75% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 8.85% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,248.1125 for Russell, 2,415.9675 for S&P, 75% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,248.1125 for Russell, 2,415.9675 for S&P, 75% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,164.905 for Russell, 2,254.903 for S&P, 70% of initial levels due 10/4/2021
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,164.905 for Russell, 2,254.903 for S&P, 70% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,081.6975 for Russell, 2,093.8385 for S&P, 65% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,164.905 for Russell, 2,254.903 for S&P, 6,096.8096 for Nasdaq, 70% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,254.903 for S&P, 1,164.905 for Russell, 6,096.8096 for Nasdaq, 70% of initial levels due 10/4/2021
Credit Suisse AG, London Branch 14% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $17.694 for gold ETF, $14.016 for oil ETF; 60% of initial levels due 1/3/2022
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $870.81 for Alphabet and $25.38 for AT&T, or 65% of initial levels due 4/4/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 4/2/2021
Credit Suisse AG, London Branch 0.00% due 1/3/2025
Credit Suisse AG, London Branch 0.00% due 3/10/2021
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above downside threshold level on every day that quarter; Downside threshold: $44.31, 75% of initial share price due 12/31/2020
Credit Suisse AG, London Branch 19.76% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 13.75% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $25.399 for Advanced, $130.2785 for Nvidia; 55% of initial share prices due 7/5/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $19.4425 for BofA, $43.8185 for Citi, $126.863 for Goldman, $29.656 for Wells, 55% of initial levels due 12/31/2024
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $33.439 for Cisco, $948.248 for Alphabet, $153.979 for Home Depot, 70% of initial levels due 7/5/2022
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $83.944, 70% of initial share price due 7/5/2022
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $76.58 for PayPal, $44.66 for Square; 70% of initial share prices due 6/27/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $15.085 for Uber, $22.92 for Lyft; 50% of initial share prices due 7/5/2022
Credit Suisse AG, London Branch 15% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $55.254, 60% of initial share price due 7/5/2022
Credit Suisse AG, London Branch 10.9% per year, payable quarterly if each stock closes at or above downside threshold level on determination date for that quarter; Downside thresholds: $87.45 for Disney and $197.45 for Netflix, or 60% of initial levels due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 1/2/2024
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 1/2/2024
Credit Suisse AG, London Branch 0.00% due 1/3/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 12/31/2021
Credit Suisse AG, London Branch 20.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $102.606 for Abiomed, $72.24 for Okta, $27.192 for Zillow, 60% of initial levels due 12/30/2025
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,429.9325 for S&P, 6,583.73475 for Nasdaq, 75% of initial levels due 12/31/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,174.369 for Russell, 2,267.937 for S&P, 70% of initial levels due 6/30/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,258.2525 for Russell, 2,429.9325 for S&P, 75% of initial levels due 3/31/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,267.937 for S&P, 1,174.369 for Russell, 6,144.8191 for Nasdaq, 70% of initial levels due 6/30/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,174.369 for Russell, 2,267.937 for S&P, 6,583. 73475 for Nasdaq, 70% of initial levels due 9/30/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $17.448 for gold ETF, $14.274 for oil ETF; 60% of initial levels due 12/31/2021
Credit Suisse AG, London Branch 22% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $27.192 for Zillow, $245.25 for Shopify, $27.438 for Lyft, 60% of initial levels due 12/30/2025
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,174.369 for Russell, 20,034.973 for Dow, 6,144.8191 for Nasdaq, 70% of initial levels due 9/30/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2026
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 2/26/2021
Credit Suisse AG, London Branch 14.15%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $179.12, 75% of initial price due 12/29/2022
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $86.89, 80% of initial share price due 12/29/2022
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,071.90 for Amazon, $20.976 for BofA, $138.174 for lululemon; 60% of initial levels due 6/30/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $197.37 for Adobe, $37.926 for Bristol-Myers, $131.922 for Raytheon, 60% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $877.9095 for Alphabet, $155.233 for Nvidia; 65% of initial share prices due 6/27/2022
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $170.4 for Apple, $1,075.80 for Amazon, $809.304 for Alphabet, $94.446 for Microsoft, 60% of initial levels due 12/27/2024
Credit Suisse AG, London Branch 28.25% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $38.87 for Beyond Meat, $14.61 for Peloton; 50% of initial share prices due 6/27/2022
Credit Suisse AG, London Branch 0.00% due 12/30/2024
Credit Suisse AG, London Branch 0.00% due 12/28/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if stocks close at or above downside threshold levels on observation date for that quarter; Downside thresholds: $167.66 for Apple, $810.73 for Alphabet and $94.45 for Microsoft, or 60% of initial share prices due 12/23/2022
Credit Suisse AG, London Branch 9.65%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $55.94, 75% of initial price due 12/23/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above downside threshold level on every day that quarter; Downside threshold: $119.05, 75% of initial share price due 3/24/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $111.09, 75% of initial share price due 3/24/2022
Credit Suisse AG, London Branch 17% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $243.35, 60% of initial share price due 12/23/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 3/25/2021
Credit Suisse AG, London Branch 0.00% due 3/25/2021
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $137.358 for Goldman, $138.174 for lululemon, $53.31 for Qualcomm; 60% of initial levels due 12/30/2021
Credit Suisse AG, London Branch 17.36% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $96.068 for JPMorgan, $167.559 for Nvidia, $27.461 for Pfizer; 70% of initial levels due 12/30/2021
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $98.73 for salesforce.com, $175.554 for UnitedHealth, $30.978 for Zions; 60% of initial levels due 12/30/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $53.574 for AbbVie, $145.836 for Amgen, $38.106 for Bristol-Myers, 60% of initial levels due 12/30/2022
Credit Suisse AG, London Branch If Cisco stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 10% per year plus all prior unpaid contingent coupons, if any; Knock-in level $37.25, 78.5% of initial share price due 1/7/2021
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $22.045 for Comcast, $18.11 for FOX, $16.065 for Twitter, 50% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: $41.013 for Regional Banking, 69.125 for Stoxx Banks; 70% of initial levels due 12/23/2021
Credit Suisse AG, London Branch 12.85% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $36.77 for HealthEquity, $10.75 for Under Armour; 50% of initial share prices due 12/30/2022
Credit Suisse AG, London Branch If Nvidia stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 12% per year plus all prior unpaid contingent coupons, if any; Knock-in level $155.95, 65.15% of initial share price due 1/7/2021
Credit Suisse AG, London Branch 14% per year paid quarterly if all ETFs close at or above coupon barrier levels on observation date for that quarter; Coupon/knock-in levels: $33.257 for Bank, $67.69 for Biotech, $63.665 for Technology; 70% of initial levels due 12/23/2021
Credit Suisse AG, London Branch 10.5% per year paid quarterly if all ETFs close at or above coupon barrier levels on observation date for that quarter; Coupon/knock-in levels: $63.665 for Technology, $71.89 for Health, $31.997 for Retail; 70% of initial levels due 12/23/2021
Credit Suisse AG, London Branch 14% annualized, payable monthly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: $22.724 for BofA, $41.418 for ConocoPhillips, $77.8245 for Lowe's, 65% of initial levels due 12/26/2025
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above knock-in level on observation date for that period; Knock-in levels: 2,254.854 for S&P 500 and 1,170.3314 for Russell 2000, or 70% of initial levels due 12/30/2022
Credit Suisse AG, London Branch Notes pay semiannual contingent coupon at rate of 7.75% per year unless either index closes below 70% coupon barrier level on observation date for that semiannual period; due 12/30/2022
Credit Suisse AG, London Branch 0.00% due 12/28/2023
Credit Suisse AG, London Branch 0.00% due 6/27/2025
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 1/25/2021
Credit Suisse AG, London Branch 0.00% due 12/26/2024
Credit Suisse AG, London Branch 0.00% due 12/26/2024
Credit Suisse AG, London Branch 0.00% due 2/26/2021
Credit Suisse AG, London Branch 0.00% due 12/22/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2022
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $46.752 for Citigroup, $167.844 for Apple, $71.916 for Walmart; 60% of initial levels due 12/30/2021
Credit Suisse AG, London Branch If Walgreens Boots stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 10% per year plus all prior unpaid contingent coupons, if any; Knock-in level $45.33, 78.5% of initial share price due 12/23/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year if each index closes at or above knock-in level on observation date for that period; Knock-in levels: 68.978 for Stoxx Banks and 1,166.9658 for Russell 2000, or 70% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 5.45% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,243.759 for index, $28.609 for banking ETF, $147.602 for QQQ ETF; 70% of initial levels due 3/24/2022
Credit Suisse AG, London Branch 0.00% due 12/22/2022
Credit Suisse AG, London Branch 8.25% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $31.969, 70% of initial share price due 12/23/2020
Credit Suisse AG, London Branch 9.00% due 3/23/2020
Credit Suisse AG, London Branch 20.50% due 12/21/2020
Credit Suisse AG, London Branch 9%, payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $56.4795, 77% of initial share price due 3/22/2021
Credit Suisse AG, London Branch 8.9% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $87.216 for Caterpillar, $59.286 for NIKE, $53.268 for Starbucks; 60% of initial levels due 6/24/2021
Credit Suisse AG, London Branch 0.00% due 1/22/2021
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,196.205775 for Russell, 788.771 for MSCI Emerging Markets, 72.5% of initial levels due 3/19/2021
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2234.015 for S&P and 1154.9573 for Russell, 70% of initial levels due 3/19/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,237.45425 for Russell, 2,393.875 for S&P, 75% of initial levels due 3/19/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,237.45425 for Russell, 2,393.875 for S&P, 75% of initial levels due 3/19/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,154.9573 for Russell, 2,234.015 for S&P, 70% of initial levels due 6/21/2021
Credit Suisse AG, London Branch 13.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $1,056.564 for Amazon, $165.09 for Apple, $179.10 for Netflix, $808.698 for Alphabet, 60% of initial levels due 12/18/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $207.60, 75.45% of initial share price due 12/31/2020
Credit Suisse AG, London Branch 6.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,376.6 for S&P, 21,101.535 for Dow, 1,228.482 for Russell, 75% of initial levels due 6/18/2021
Credit Suisse AG, London Branch 10.04% due 1/19/2021
Credit Suisse AG, London Branch 11.00% due 1/19/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 1/14/2021
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $9.995, 50% of initial price due 6/16/2022
Credit Suisse AG, London Branch 0.00% due 1/14/2021
Credit Suisse AG, London Branch 8.2% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 12/14/2023
Credit Suisse AG, London Branch 16.75% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $8.995 for Pinterest, $14.92 for Twitter, 50% of initial share prices due 12/13/2022
Credit Suisse AG, London Branch 20% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $119.244 for Alibaba, $7.074 for Energy Transfer, $62.268 for PayPal; 60% of initial levels due 12/12/2025
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $160.152 for Apple, $1,049.706 for Amazon, $806.136 for Alphabet, $90.816 for Microsoft, 60% of initial levels due 12/12/2024
Credit Suisse AG, London Branch 6.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,195.172 for S&P, 1,140.7333 for Russell, 5,853.9201 for Nasdaq, 70% of initial levels due 9/13/2021
Credit Suisse AG, London Branch 23.25% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month; Downside threshold: $7.39, 50% of initial share price due 6/11/2020
Credit Suisse AG, London Branch 18% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $10.8405, 45% of initial share price due 3/11/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $25.20, 74.85% of initial share price due 12/23/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $33.49, 76.4% of initial share price due 12/23/2020
Credit Suisse AG, London Branch 0.00% due 12/10/2024
Credit Suisse AG, London Branch 14%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon/knock-in level: $49.3025, 65% of initial price due 3/9/2021
Credit Suisse AG, London Branch 6.1% per year payable monthly if all stocks close at or above coupon barrier levels on each trading day that month; Coupon barrier/knock-in levels: $22.14 for Cisco, 854p for GlaxoSmithKline, $27.295 for Activision, 50% of initial levels due 6/11/2021
Credit Suisse AG, London Branch 8.8% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers/buffers: 1,291.1168 for Russell, 2,490.208 for S&P 500 and 2,928.016 for Stoxx; 80% of initial levels due 12/9/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,178.932 for S&P 500 and 1,129.7272 for Russell 2000, or 70% of initial levels due 9/9/2021
Credit Suisse AG, London Branch 0.00% due 4/28/2021
Credit Suisse AG, London Branch 9.1% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $144.226, 74% of initial share price due 3/8/2021
Credit Suisse AG, London Branch 13.6% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $17.9924, 62% of initial share price due 3/8/2021
Credit Suisse AG, London Branch 0.00% due 1/13/2022
Credit Suisse AG, London Branch 10.8% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $266.385, 75% of initial share price due 12/7/2021
Credit Suisse AG, London Branch 7.55% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $98.6025, 75% of initial share price due 12/7/2021
Credit Suisse AG, London Branch 11.55% payable monthly if stock closes at or above knock-in level on a monthly observation date; Knock-in price: $339.26, 55% of initial share price due 12/6/2021
Credit Suisse AG, London Branch 10.8% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $92.985, 75% of initial share price due 12/7/2021
Credit Suisse AG, London Branch 9.25% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $209.745, 75% of initial share price due 12/7/2021
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $1,260.56 for Amazon, $31.717 for Cisco, $154.945 for Goldman, 70% of initial levels due 6/6/2022
Credit Suisse AG, London Branch 7.3% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $9.02, 80% of initial share price due 6/3/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $75.607 for PayPal, $114.023 for salesforce.com, $1260.56 for Amazon.com, 70% of initial levels due 6/6/2022
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $129.157 for Visa, $87.507 for Target, $82.117 for Lowe's, 70% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 12/2/2021
Credit Suisse AG, London Branch 0.00% due 12/3/2024
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if stocks close at or above coupon barrier on each day during that quarter; Coupon barriers: $53.00 for Citi, $53.00 for BofA, 70% of initial share price due 12/2/2020
Credit Suisse AG, London Branch 6.50% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 6/2/2021
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 6/2/2021
Credit Suisse AG, London Branch 7.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $182.4355, 65% of initial share price due 3/3/2021
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $35.694 for energy ETF, $56.052 for biotech ETF; 60% of initial levels due 12/3/2021
Credit Suisse AG, London Branch 20% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier: $33.82, 70% of initial share price due 12/14/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,225.578 for Russell, 5,677.4683 for Nasdaq, 75% of initial levels due 9/3/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,365.2225 for S&P, 6,333.53175 for Nasdaq, 75% of initial levels due 12/3/2020
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,207.541 for S&P, 5,911.2963 for Nasdaq, 70% of initial levels due 12/3/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 5,066.8254 for Nasdaq, 1,062.1676 for Russell, 2,049.8595 for S&P, 60% of initial levels due 6/3/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,225.578 for Russell, 2,365.2225 for S&P, 75% of initial levels due 3/3/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,062.1676 for Russell, 2,049.8595 for S&P, 65% of initial levels due 6/3/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,143.8728 for Russell, 2,207.541 for S&P, 70% of initial levels due 9/3/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,143.8728 for Russell, 2,207.541 for S&P, 70% of initial levels due 6/3/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.25% per year unless any index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,207.541 for S&P 500, 1,143.8728 for Russell 2000 and 5,911.2963 for Nasdaq-100; 70% of initial levels due 9/3/2021
Credit Suisse AG, London Branch 6.4% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers: $9.105 for United States Oil Fund, $15.6375 for SPDR S&P Oil; 75% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,143.8728 for Russell, 2,207.541 for S&P, 70% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2024
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 12/4/2024
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/28/2021
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 8.8% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $185.003, 70% of initial share price due 3/2/2021
Credit Suisse AG, London Branch 10.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $33.51, 75% of initial share price due 3/2/2021
Credit Suisse AG, London Branch 11.3% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $139.279, or 70% of initial share price due 3/2/2020
Credit Suisse AG, London Branch 8.35% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $1,257.858, 70% of initial level due 3/2/2021
Credit Suisse AG, London Branch 11.05% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $26.39, 65% of initial share price due 11/29/2022
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,198.364 for S&P, 19,685.176 for Dow, 1,136.9617 for Russell, 70% of initial levels due 12/2/2021
Credit Suisse AG, London Branch 0.00% due 12/1/2026
Credit Suisse AG, London Branch 0.00% due 11/25/2021
Credit Suisse AG, London Branch 7.00% due 12/11/2020
Credit Suisse AG, London Branch 8%, payable quarterly if ETF closes at or above coupon barrier on quarterly observation date; Coupon barrier: $129.35, 80% of initial level due 12/2/2021
Credit Suisse AG, London Branch 0.00% due 12/1/2021
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 9.00% due 11/28/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2023
Credit Suisse AG, London Branch 0.00% due 3/2/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 12/1/2021
Credit Suisse AG, London Branch 10% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $261.191, 70% of initial share price due 2/26/2021
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $71.028 for Chevron, $206.892 for Humana, $78.894 for JPMorgan; 60% of initial levels due 11/29/2022
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $35.934 for energy ETF, $55.134 for biotech ETF; 60% of initial levels due 11/29/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $41.923 for energy fund, $21.077 for financial fund, $61.495 for technology fund; 70% of initial levels due 11/29/2023
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $41.923 for energy fund, $43.953 for utilities fund, $61.495 for technology fund; 70% of initial levels due 11/29/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,350.23 for S&P, 6,278.946 for Nasdaq, 75% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,216.428 for Russell, 6,278.946 for Nasdaq, 75% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,216.428 for Russell, 2,350.23 for S&P, 75% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,135.3328 for Russell, 2,193.548 for S&P, 70% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,216.428 for Russell, 2,350.23 for S&P, 75% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,135.3328 for Russell, 2,193.548 for S&P, 5,860.3496 for Nasdaq, 70% of initial levels due 8/30/2021
Credit Suisse AG, London Branch 9.65% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $13.7995, 65% of initial share price due 11/29/2021
Credit Suisse AG, London Branch 11.1% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $21.378, 70% of initial share price due 5/28/2021
Credit Suisse AG, London Branch 21.25% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $17.466 for Uber, $25.662 for Etsy, $116.886 for Universal Display; 60% of initial levels due 11/28/2025
Credit Suisse AG, London Branch 11.5% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers/buffer levels: 6,697.5424 for index, $16.984 for fund; 80% of initial levels due 11/29/2022
Credit Suisse AG, London Branch 6.15% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 19,646.529 for Dow, 1,135.3328 for Russell, 2,193.548 for S&P, 70% of initial levels due 8/29/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2026
Credit Suisse AG, London Branch 0.00% due 11/29/2023
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 8/30/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2021
Credit Suisse AG, London Branch 0.00% due 5/31/2023
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 11/29/2023
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 11/30/2021
Credit Suisse AG, London Branch 13% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 11/29/2022
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each ETF closes at or above coupon barrier on each day that period; Coupon barriers: $61.25 for industrial, $22.44 for financial, $64.94 for technology, 75% of initial levels due 11/28/2022
Credit Suisse AG, London Branch 20.00% due 11/27/2020
Credit Suisse AG, London Branch 0.00% due 11/29/2023
Credit Suisse AG, London Branch 0.00% due 11/29/2023
Credit Suisse AG, London Branch 6.55% due 6/2/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $125.61, 67.25% of initial share price due 12/9/2020
Credit Suisse AG, London Branch 22.7% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barriers: $12.642 for Nektar, $62.574 for Twilio, $222.804 for Boeing; 60% of initial levels due 11/28/2025
Credit Suisse AG, London Branch 14% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $32.165 for bank ETF, $61.698 for biotech ETF, $60.613 for technology fund; 70% of initial levels due 11/26/2021
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $32.165 for bank ETF, $61.698 for biotech ETF, $60.613 for technology fund; 60% of initial levels due 6/30/2023
Credit Suisse AG, London Branch 7.85% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,112.2601 for Russell, 2,177.203 for S&P, 70% of initial levels due 11/29/2022
Credit Suisse AG, London Branch 6.4% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,112.2601 for Russell, 2,177.203 for S&P, 70% of initial levels due 11/29/2022
Credit Suisse AG, London Branch 0.00% due 5/29/2025
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 3/23/2022
Credit Suisse AG, London Branch 24.60% due 5/26/2020
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during life of notes; Coupon barrier/knock-in price: $120.16, 65% of initial share price due 11/26/2021
Credit Suisse AG, London Branch 22.6% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $1,221.871 for Amazon, $127.645 for Alibaba, $138.257 for Facebook, $911.302 for Alphabet and $104.734 for Microsoft, 70% of initial levels due 11/25/2022
Credit Suisse AG, London Branch 23.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $1,221.871 for Amazon, $138.257 for Facebook, $127.645 for Alibaba, $104.734 for Microsoft and $911.302 for Alphabet; 70% of initial levels due 11/25/2022
Credit Suisse AG, London Branch 5.50% due 5/27/2021
Credit Suisse AG, London Branch 11.25% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $157.914 for Apple, $26.37 for Lyft; 60% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 8% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $1,326.6028, 76% of initial level due 2/25/2021
Credit Suisse AG, London Branch 0.00% due 12/24/2020
Credit Suisse AG, London Branch 0.00% due 12/24/2020
Credit Suisse AG, London Branch 10% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $256.90, 70% of initial share price due 2/22/2021
Credit Suisse AG, London Branch 8.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $34.1025, 75% of initial share price due 2/22/2021
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $1,139.3135 for Amazon, $19.0385 for American Airlines, 65% of initial share prices due 11/22/2022
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $199.7175; 75% of initial level due 11/24/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if asset closes at or above its barrier level on observation date; Barrier/knock-in level: $19.061; 70% of initial price due 11/25/2022
Credit Suisse AG, London Branch 0.00% due 5/21/2021
Credit Suisse AG, London Branch 0.00% due 12/24/2020
Credit Suisse AG, London Branch 7.2%, payable quarterly if ETF closes at or above coupon barrier on quarterly observation date; Coupon barrier: $127.29, 80% of initial level due 11/24/2021
Credit Suisse AG, London Branch 6.40% due 2/22/2021
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $52.08, 70% of initial share price due 5/21/2021
Credit Suisse AG, London Branch 0.00% due 12/22/2020
Credit Suisse AG, London Branch 0.00% due 12/22/2020
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $260.18, 70% of initial share price due 11/18/2022
Credit Suisse AG, London Branch 12.75% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month; Downside threshold: $221.27, 75% of initial share price due 5/20/2020
Credit Suisse AG, London Branch 0.00% due 5/24/2021
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-ins: $132.516 for Amgen, $26.454 for GlaxoSmithKline, 60% of initial share prices due 11/19/2026
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case a coupon will also be paid for any previously unpaid quarter during life of notes; Coupon barrier/knock-in price: $34.38, 76.25% of initial share price due 12/4/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,197.3405 for Russell, 2,340.345 for S&P, 75% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,197.3405 for Russell, 2,340.345 for S&P, 75% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,117.5178 for Russell, 2,184.322 for S&P, 70% of initial levels due 5/20/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,117.5178 for Russell, 2,184.322 for S&P, 70% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if each asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $30.19 for ETF, 1,117.518 for Russell and 19,603.42 for Dow, 70% of initial levels due 11/17/2021
Credit Suisse AG, London Branch 18% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barriers: $876.555 for Amazon, $36.955 for Citigroup, $29.034 for Morgan Stanley, $88.386 for Microsoft, $85.422 for Roku; 60% of initial levels due 11/15/2022
Credit Suisse AG, London Branch 17.5% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $80.185 for Roku, $51.64 for Twilio, 50% of initial share prices due 6/6/2022
Credit Suisse AG, London Branch 18% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: $71.185 for Roku, $49.17 for Twilio, 50% of initial share prices due 5/18/2022
Credit Suisse AG, London Branch 6.55% due 11/4/2020
Credit Suisse AG, London Branch 8.35% due 11/4/2020
Credit Suisse AG, London Branch 22.75% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $219.558 for MarketAxess, $8.628 for Snap, $40.80 for Zoom, 60% of initial levels due 11/12/2025
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $62.78, 80% of initial share price due 11/13/2020
Credit Suisse AG, London Branch 15% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month; Downside threshold: $60.97, 50% of initial share price due 5/13/2020
Credit Suisse AG, London Branch 6.62% due 2/18/2021
Credit Suisse AG, London Branch 9.15% due 11/15/2021
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 10% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $178.88, 72% of initial share price due 11/25/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $156.084 for Apple, $82.776 for Disney, $82.776 for JPMorgan, 60% of initial levels due 11/20/2023
Credit Suisse AG, London Branch 24% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $24.415 for Cisco, $11.96 for Intelsat, $19.69 for AT&T, 50% of initial levels due 5/14/2020
Credit Suisse AG, London Branch 0.00% due 11/25/2020
Credit Suisse AG, London Branch 0.00% due 12/10/2020
Credit Suisse AG, London Branch 9.00% due 11/20/2020
Credit Suisse AG, London Branch 0.00% due 5/12/2021
Credit Suisse AG, London Branch 0.00% due 11/10/2020
Credit Suisse AG, London Branch 14.1% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $21.04, 70% of initial share price due 11/9/2020
Credit Suisse AG, London Branch 15% payable quarterly if stock closes at or above knock-in level on a quarterly observation date; Knock-in price: $54.604, 55% of initial share price due 11/8/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $16.3305; 45% of initial level due 11/9/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $224.37, 65% of initial share price due 11/4/2022
Credit Suisse AG, London Branch 13% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month; Downside threshold: $51.68, 75% of initial share price due 5/6/2020
Credit Suisse AG, London Branch 18.8% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $207.114 for Boeing, $95.844 for salesforce.com, $76.536 for Pioneer, 60% of initial levels due 11/6/2025
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 11/5/2024
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 5/5/2021
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $34.776 for energy ETF, $48.978 for biotech ETF; 60% of initial levels due 11/5/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $137.69 for MCD, $544.712 for CMG, $71.197 for YUM, 70% of initial levels due 5/5/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,126.292 for S&P, 5,658.6831 for Nasdaq, 70% of initial levels due 11/5/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,126.292 for S&P, 5,658.6831 for Nasdaq, 70% of initial levels due 2/5/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,093.7164 for Russell, 2,126.292 for S&P, 70% of initial levels due 8/5/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,015.5938 for Russell, 1,974.414 for S&P, 65% of initial levels due 5/5/2021
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,093.7164 for Russell, 2,126.292 for S&P, 70% of initial levels due 2/5/2021
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,171.839 for Russell, 2,278.17 for S&P, 75% of initial levels due 8/5/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,093.7164 for Russell, 2,126.292 for S&P, 5,658.6831 for Nasdaq, 70% of initial levels due 8/5/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 937.4712 for Russell, 1,822.536 for S&P, 4,850.2998 for Nasdaq, 60% of initial levels due 5/5/2021
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,093.7164 for Russell, 2,126.292 for S&P, 5,658.6831 for Nasdaq, 70% of initial levels due 8/5/2021
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on quarterly observation date; Coupon barrier levels: 1,171.839 for Russell, 2,278.17 for S&P, 75% of initial levels due 2/5/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $16.89 for gold ETF, $34.776 for energy ETF, $50.202 for technology fund; 60% of initial levels due 5/5/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $1,332.495; 75% of initial level due 11/4/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 5,658.6831 for Nasdaq, 1,093.7164 for Russell and 18,963.504 for Dow, 70% of initial levels due 11/5/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1,093.7164 for Russell, 2,126.292 for S&P, 70% of initial levels due 11/7/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above downside threshold on determination date for that quarter; Downside thresholds: 2,430.05 for S&P, 6,467.07 for Nasdaq and 21,636.98 for Dow, or 80% of initial levels due 11/5/2020
Credit Suisse AG, London Branch 0.00% due 11/7/2029
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 11/5/2024
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 14.35% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $199.96, 80% of initial share price due 11/18/2020
Credit Suisse AG, London Branch 12% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $19.53705, 64.5% of initial share price due 2/4/2021
Credit Suisse AG, London Branch 8.25% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $184.8776, 76% of initial share price due 2/4/2021
Credit Suisse AG, London Branch 10.25% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $182.445, 75% of initial share price due 2/4/2021
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $35.652 for energy ETF, $49.332 for biotech ETF; 60% of initial levels due 10/31/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,179.63525 for Russell, 2,285.0775 for S&P, 20,390.0175 for Dow, 75% of initial levels due 5/4/2021
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barriers: 2132.739 for S&P, 1100.9929 for Russell, 5658.1791 for Nasdaq; 70% of initial levels due 11/4/2021
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2024
Credit Suisse AG, London Branch 21%, payable monthly due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 2/2/2023
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2021
Credit Suisse AG, London Branch 0.00% due 12/30/2020
Credit Suisse AG, London Branch 14% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $149.43 for Apple, $26.652 for Lyft; 60% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 10.6% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $179.364 for Costco, $81.582 for IBM, $28.104 for Morgan Stanley, 60% of initial levels due 10/31/2022
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $35.508 for energy ETF, $49.488 for biotech ETF; 60% of initial levels due 10/29/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,127.594 for S&P, 5,677.4683 for Nasdaq, 70% of initial levels due 4/30/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,100.3531 for Russell, 2,127.594 for S&P, 70% of initial levels due 4/30/2021
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,178.94975 for Russell, 2,279.565 for S&P, 75% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,178.94975 for Russell, 2,279.565 for S&P, 75% of initial levels due 7/31/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,100.3531 for Russell, 2,127.594 for S&P, 5,677.4683 for Nasdaq, 70% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,100.3531 for Russell, 2,127.594 for S&P, 5,677.4683 for Nasdaq, 70% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $111.58 for Workday, $100.933 for Microsoft, $108.353 for salesforce.com, 70% of initial levels due 4/29/2022
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 2,127.594 for S&P, 1,100.3531 for Russell and 18,963.504 for Dow, 70% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 11/2/2026
Credit Suisse AG, London Branch 0.00% due 8/2/2023
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 2/2/2021
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 10% per annum initially, stepping up to 11% on Oct. 30, 2020 and to 12% on Oct. 29, 2021; Barrier levels: 1,100.3531 for Russell, 65.336 for Stoxx, 70% of initial level due 10/31/2022
Credit Suisse AG, London Branch 9.85% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers: $21.648 for Gold Miners, $17.352 for oil and gas; 80% of initial levels due 10/31/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2115.785 for S&P, 1091.0956 for Russell, 70% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 11/12/2020
Credit Suisse AG, London Branch 16% per year, payable monthly if stock closes above coupon barrier on observation date; Coupon barrier/knock-in level: $16.095; 50% of initial level due 1/29/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 2,897.096 for Stoxx, 1,240.144 for Russell and 6,373.3752 for Nasdaq, 80% of initial levels due 10/31/2022
Credit Suisse AG, London Branch 8.17%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter; Downside thresholds: 726.19 for MSCI Emerging Markets and 15,925.42 for Nikkei 225, or 70% of initial levels due 10/29/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $41.503 for energy ETF, $19.978 for financial ETF, $56.525 for tech ETF; 70% of initial levels due 10/28/2022
Credit Suisse AG, London Branch 0.00% due 8/18/2021
Credit Suisse AG, London Branch 0.00% due 1/27/2021
Credit Suisse AG, London Branch 12.15% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $252.75, 75% of initial share price due 10/27/2020
Credit Suisse AG, London Branch 12% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $65.21 for Pioneer, $27.93 for Seagate, $127.79 for Tesla; 50% of initial levels due 10/26/2020
Credit Suisse AG, London Branch 8.7% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $1,324.2975, 75% of initial level due 1/25/2021
Credit Suisse AG, London Branch 8.2%, payable quarterly if shares close at or above coupon barrier every day of quarter; Coupon barrier/downside threshold: $101.19, 70% of initial price due 10/26/2020
Credit Suisse AG, London Branch 11.35% per year, payable monthly if stock closes above coupon barrier on observation date; Coupon barrier/knock-in level: $87.773; 70% of initial level due 1/25/2021
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on every day of that quarter; Coupon barrier: 5014.548 for FTSE, $29.652 for EM, 1363.362 for MidCap; 70% of initial levels due 10/24/2024
Credit Suisse AG, London Branch 0.00% due 10/25/2023
Credit Suisse AG, London Branch 0.00% due 10/25/2023
Credit Suisse AG, London Branch 9% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $177.3075, 75% of initial share price due 1/25/2021
Credit Suisse AG, London Branch 17% payable quarterly if stock closes at or above knock-in level on a quarterly observation date; Knock-in price: $188.604, 60% of initial share price due 10/26/2020
Credit Suisse AG, London Branch 8.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock-in price: $66.2431, 77% of initial share price due 1/25/2021
Credit Suisse AG, London Branch 8.4% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,090.34 for S&P, 1,074.8374 for Russell, 70% of initial levels due 10/25/2022
Credit Suisse AG, London Branch 6.8% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,090.34 for S&P, 1,074.8374 for Russell, 70% of initial levels due 10/25/2022
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if the underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier level: 2,090.34, 70% of initial level due 10/25/2022
Credit Suisse AG, London Branch 10% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $47.19 for biotech fund, $48.546 for technology fund; 60% of initial levels due 10/25/2022
Credit Suisse AG, London Branch 11.5% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $47.19 for biotech fund, $48.546 for technology fund; 60% of initial levels due 10/25/2022
Credit Suisse AG, London Branch 0.00% due 10/25/2023
Credit Suisse AG, London Branch 0.00% due 4/28/2025
Credit Suisse AG, London Branch 0.00% due 4/26/2021
Credit Suisse AG, London Branch 0.00% due 4/26/2021
Credit Suisse AG, London Branch 0.00% due 10/25/2021
Credit Suisse AG, London Branch 0.00% due 10/21/2021
Credit Suisse AG, London Branch 0.00% due 5/20/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.35% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,242.2675 for S&P 500 and 1,143.79275 for Russell 2000; 75% of initial levels due 1/21/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.35% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,242.2675 for S&P 500 and 1,143.79275 for Russell 2000; 75% of initial levels due 1/21/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.6% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,092.783 for S&P 500 and 1,067.5399 for Russell 2000; 70% of initial levels due 1/21/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.25% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,092.783 for S&P 500 and 1,067.5399 for Russell 2000; 70% of initial levels due 4/21/2021
Credit Suisse AG, London Branch 0.00% due 7/20/2023
Credit Suisse AG, London Branch 18.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $128.95, 50% of initial share price due 1/21/2022
Credit Suisse AG, London Branch 0.00% due 10/20/2022
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,039.152 for Amazon.com, $166.974 for Adobe, $17.436 for Corning; 60% of initial levels due 4/21/2021
Credit Suisse AG, London Branch 14.65% per year, payable monthly if each stock closes at or above its coupon barrier level on relevant observation date; Coupon barriers: $1,060.428 for Amazon, $141.192 for Apple, $745.806 for Alphabet, $170.55 for Netflix; 60% of initial prices due 10/18/2024
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $108.721, 80.25% of initial share price due 11/3/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $108.721, 72.5% of initial share price due 10/18/2022
Credit Suisse AG, London Branch 0.00% due 10/20/2021
Credit Suisse AG, London Branch 12.5% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month; Downside threshold: $183.90, 65% of initial share price due 4/16/2020
Credit Suisse AG, London Branch 10.85%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock-in price: $39.0675, 75% of initial share price due 1/19/2021
Credit Suisse AG, London Branch 9.9% payable quarterly if the stock closes at or above its coupon barrier level on a related observation date, in which event any previously unpaid coupon will also be paid; Coupon barrier level: $1,298.94, 75% of initial level due 10/28/2020
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: 2,376.22, 80% of initial level due 10/28/2020
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 1,485.135 for S&P, 755.95 for Russell and 13,408.295 for Dow, 50% of initial levels due 10/20/2025
Credit Suisse AG, London Branch 0.00% due 10/28/2020
Credit Suisse AG, London Branch 0.00% due 4/15/2021
Credit Suisse AG, London Branch 0.00% due 10/26/2020
Credit Suisse AG, London Branch 0.00% due 10/15/2024
Credit Suisse AG, London Branch 0.00% due 10/13/2022
Credit Suisse AG, London Branch 0.00% due 10/18/2021
Credit Suisse AG, London Branch 0.00% due 10/10/2024
Credit Suisse AG, London Branch 25.25% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $164.676 for Netflix, $69.396 for United Rent-als, $132.744 for UnitedHealth, 60% of initial levels due 10/10/2025
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,048.4509 for Russell, 2,057.153 for S&P, 5,407.5903 for Nasdaq, 70% of initial levels due 7/12/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,918.81 for S&P 500, 975.456 for Russell 2000 and 2,240.36 for Euro Stoxx 50; 65% of initial levels due 7/10/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if ETF closes at or above downside threshold level on observation date for that quarter; Downside threshold: $19.51, 70% of initial share price due 10/8/2020
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter; Knock-in levels: 2,214.01 for S&P 500, 1,125.507 for Russell 2000 and 2,585.03 for Euro Stoxx 50, or 75% of initial levels due 10/7/2022
Credit Suisse AG, London Branch 8.75% payable monthly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $1,304.7375, 75% of initial level due 1/11/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,918.8065 for S&P, 5,040.16695 for Nasdaq, 65% of initial levels due 1/11/2021
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: 2,328.5, 80% of initial level due 10/21/2020
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each stock closes at or above its coupon barrier level on related observation date; Coupon barrier levels: $136.206 for Apple, $108.27 for Facebook and $745.40 for Alphabet, 60% of initial levels due 10/10/2023
Credit Suisse AG, London Branch 0.00% due 10/20/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,066.41 for S&P 500, 1,050.491 for Russell 2000 and 2,412.7 for Euro Stoxx 50; 70% of initial levels due 4/10/2023
Credit Suisse AG, London Branch 11% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,182.9725 for S&P, 1,114.76025 for Russell, 75% of initial levels due 10/6/2022
Credit Suisse AG, London Branch 0.00% due 6/9/2021
Credit Suisse AG, London Branch 0.00% due 10/4/2024
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 7.50% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 10/5/2022
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2022
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,083.718 for S&P, 5,424.6143 for Nasdaq, 70% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,083.718 for S&P, 5,424.6143 for Nasdaq, 70% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,083.718 for S&P, 1,066.3611 for Russell, 70% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,083.718 for S&P, 1,066.3611 for Russell, 70% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,232.555 for S&P, 1,142.52975 for Russell, 75% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,934.881 for S&P, 990.19245 for Russell, 65% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 914.0238 for Russell, 1,786.044 for S&P, 4,649.6694 for Nasdaq, 60% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,066.3611 for Russell, 2,083.718 for S&P, 5,424.6143 for Nasdaq, 70% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,066.3611 for Russell, 2,083.718 for S&P, 5,424.6143 for Nasdaq, 70% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 13% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $45.75 for biotech fund, $35.52 for energy fund; 60% of initial levels due 10/4/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,083.718 for index, $28.609 for EM ETF, $45.647 for EAFE ETF; 70% of initial levels due 10/3/2024
Credit Suisse AG, London Branch 8% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,083.718 for S&P, 1,066.3611 for Russell, 70% of initial levels due 10/3/2022
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 0.00% due 10/3/2024
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $103.30, 75% of initial share price due 9/30/2022
Credit Suisse AG, London Branch 11.63% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $131.292 for Apple, $229.716 for Boeing, $41.676 for Citigroup; 60% of initial levels due 4/7/2021
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $862.725 for Amazon, $74.13 for salesforce, $58.86 for JPMorgan, 50% of initial levels due 10/4/2023
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $2268.00, 70% of initial share price due 10/15/2020
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $228.76, 80% of initial share price due 10/15/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: 2,369.43, 80% of initial level due 10/15/2020
Credit Suisse AG, London Branch 17.75% per year, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-ins: $15.145 for Uber, $20.675 for Lyft, 50% of initial share prices due 4/4/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $7.86; 60% of initial level due 9/30/2021
Credit Suisse AG, London Branch 0.00% due 10/15/2020
Credit Suisse AG, London Branch 8.7% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 10/3/2022
Credit Suisse AG, London Branch 0.00% due 11/27/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 9/24/2021
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier on quarterly observation date, notes pay contingent coupon that quarter at rate of 13.6% per year plus all prior unpaid contingent coupons, if any; Coupon barriers: $23.304 for Bank of America, $37.304 for Bank of New York Mellon, $39.096 for Wells Fargo and $4.104 for BBVA, or 80% of initial share prices due 4/5/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,084.334 for S&P, 1,073.3282 Russell, 70% of initial levels due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 1/26/2022
Credit Suisse AG, London Branch 0.00% due 11/27/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 10.10% due 9/30/2022
Credit Suisse AG, London Branch 6.00% due 12/30/2020
Credit Suisse AG, London Branch 0.00% due 12/30/2022
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2021
Credit Suisse AG, London Branch 0.00% due 3/30/2021
Credit Suisse AG, London Branch 0.00% due 12/30/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2021
Credit Suisse AG, London Branch 16% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $132.618 for Apple, $25.068 for Lyft; 60% of initial levels due 9/30/2020
Credit Suisse AG, London Branch 7.7% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $43.813, 70% of initial share price due 12/30/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 13.7% per year unless any stock closes below knock-in level on observation date for that month; Knock-in prices: $34.986 for Delta, $136.86 for Home Depot, $30.612 for Intel and $82.616 for Microsoft, or 60% of initial share prices due 9/30/2022
Credit Suisse AG, London Branch If Microsoft stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 8% per year plus all prior unpaid contingent coupons, if any; Knock-in level $100.34, 72% of initial share price due 9/30/2021
Credit Suisse AG, London Branch If Nike stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 8% per year plus all prior unpaid contingent coupons, if any; Knock-in level $65.75, or 72.4% of initial share price due 9/30/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,089.405 for S&P 500 and 5,462.4794 for Nasdaq-100, or 70% of initial levels due 3/30/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.75% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,238.6525 for S&P 500 and 1,162.9905 for Russell 2000; 75% of initial levels due 12/30/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,089.409 for S&P 500 and 1,085.4578 for Russell 2000, or 70% of initial levels due 3/30/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.75% per year unless any index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,089.409 for S&P 500, 1,085.4578 for Russell 2000 and 5,462.4794 for Nasdaq-100, or 70% of initial levels due 6/30/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each ETF closes at or above knock-in level on observation date for that quarter; Knock-in levels: $47.568 for biotech ETF and $36.258 for energy fund, or 60% of initial share prices due 9/30/2021
Credit Suisse AG, London Branch 18% per year, payable monthly if each ETF closes at or above knock-in level on observation date for that month; Knock-in levels: $8.582 for VanEck ETF and $16.156 for SPDR ETF, or 60% of initial share prices due 12/30/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 2,089.409 for S&P, 1,085.4578 for Russell and 18,879.497 for Dow, 70% of initial levels due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 10.50% due 9/27/2021
Credit Suisse AG, London Branch 9.50% due 9/27/2021
Credit Suisse AG, London Branch 7.6% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $155.8125, 75% of initial share price due 12/28/2020
Credit Suisse AG, London Branch 12% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $155.662, 65% of initial share price due 12/28/2020
Credit Suisse AG, London Branch 5.85% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 5,397.0308 for Nasdaq, 2,076.62 for S&P, 1,073.5102 for Russell, 70% of initial levels due 6/28/2021
Credit Suisse AG, London Branch 13.46% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $14.274 for oil ETF, $49.626 for biotech ETF, $48.156 for technology fund; 60% of initial levels due 3/30/2021
Credit Suisse AG, London Branch 13.9% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $15.4115 for oil fund, $59.4185 for health care fund; 65% of initial levels due 3/28/2022
Credit Suisse AG, London Branch 7.85% due 12/28/2020
Credit Suisse AG, London Branch 6.50% due 12/28/2020
Credit Suisse AG, London Branch 11.4% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $111.59, 75% of initial share price due 10/7/2020
Credit Suisse AG, London Branch 6.8% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,094.49 for S&P, 1,091.8355 for Russell, 70% of initial levels due 9/27/2022
Credit Suisse AG, London Branch 8.4% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,094.49 for S&P, 1,091.8355 for Russell, 70% of initial levels due 9/27/2022
Credit Suisse AG, London Branch 6.1% per year, payable monthly if each index closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 1795.242 for S&P, 935.859 for Russell and $31.98 for ETF, 60% of initial levels due 9/25/2023
Credit Suisse AG, London Branch 18.75% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $16.653 for oil fund, $57.897 for biotech fund; 70% of initial levels due 9/27/2022
Credit Suisse AG, London Branch 11.7% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $48.156 for technology fund, $49.626 for biotech fund; 60% of initial levels due 9/27/2022
Credit Suisse AG, London Branch 10.2% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $48.156 for technology fund, $49.626 for biotech fund; 60% of initial levels due 9/27/2022
Credit Suisse AG, London Branch 0.00% due 9/27/2023
Credit Suisse AG, London Branch 0.00% due 3/27/2025
Credit Suisse AG, London Branch 0.00% due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 10/7/2020
Credit Suisse AG, London Branch 12.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $1,275.05 for Amazon, $34.433 for Cisco, $162.995 for UnitedHealth, 70% of initial levels due 3/24/2022
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $9.375 for HP, $71.485 for IBM, $25.785 for Intel, 50% of initial levels due 9/26/2023
Credit Suisse AG, London Branch 12.5% payable quarterly if the stock closes at or above its coupon barrier level on a related observation date; Coupon barrier level: $17.42, 51.5% of initial level due 9/22/2021
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier level on monthly observation date, notes pay contingent coupon at rate of 21.75% per year plus all prior unpaid contingent coupons, if any; Coupon barriers: $77.928 for Roku, $124.398 for Constellation and $42.936 for Philip Morris, or 60% of initial share prices due 9/23/2025
Credit Suisse AG, London Branch If Walgreens Boots stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 10% per year plus all prior unpaid contingent coupons, if any; Knock-in level $38.77, or 71.25% of initial share price due 9/23/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barriers: $16.872 for Gold Miners, $1,458.04 for Amazon, $38.088 for CVS, $132.42for Apple; 60% of initial levels due 9/20/2022
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $63.396, 60% of initial share price due 3/21/2022
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,103.99 for index, $29.337 for EM ETF, $45.899 for EAFE ETF; 70% of initial levels due 9/20/2024
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 2,103.99 for S&P, 1,104.803 for Russell and 18,977.56 for Dow, 70% of initial levels due 6/21/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2022
Credit Suisse AG, London Branch 14.75% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month; Downside threshold: $122.60, 50% of initial share price due 3/18/2020
Credit Suisse AG, London Branch 0.00% due 6/17/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $29.88, 77.85% of initial share price due 9/16/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $21.83, 72.35% of initial share price due 9/30/2020
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,255.5425 for S&P, 1,183.6035 for Russell, 75% of initial levels due 12/18/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,255.5425 for S&P, 1,183.6035 for Russell, 75% of initial levels due 12/18/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,105.173 for S&P, 1,104.6966 for Russell, 70% of initial levels due 3/18/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,105.173 for S&P, 1,104.6966 for Russell, 70% of initial levels due 12/18/2020
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: 2,405.91, 80% of initial index due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/20/2022
Credit Suisse AG, London Branch 0.00% due 4/6/2021
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 3/24/2021
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 8.05% due 9/17/2020
Credit Suisse AG, London Branch 19.00% due 9/16/2020
Credit Suisse AG, London Branch 0.00% due 11/10/2021
Credit Suisse AG, London Branch 0.00% due 11/10/2021
Credit Suisse AG, London Branch 22% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $38.755, 50% of initial share price due 9/16/2020
Credit Suisse AG, London Branch 10.85% per year, payable quarterly if stock closes at or above coupon barrier level on any quarterly observation date; Coupon barrier: $29.69, 75% of initial share price due 9/14/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on related observation date; Coupon barrier levels: 2,085.097 for S&P, 18,758.222 for Dow, 1,053.6176 for Russell, 70% of initial levels due 3/11/2021
Credit Suisse AG, London Branch 0.00% due 9/11/2024
Credit Suisse AG, London Branch 9.4%, payable quarterly if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,382.97, 80% of initial level due 9/10/2021
Credit Suisse AG, London Branch 7.5%, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 2,382.97, 80% of initial level due 9/10/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 15.15% per year unless any stock closes below coupon barrier level on observation date for that quarter; Coupon barriers: $13.50 for American, $28.615 for Delta, $26.05 for Southwest and $41.955 for United, or 50% of initial share price due 9/10/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11.2% per year unless either stock closes below coupon barrier on observation date for that quarter; Coupon barriers: $104.595 for Apple and $178.265 for Boeing, or 50% of initial share prices due 9/10/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11.5% per year unless any stock closes below knock-in share price on observation date for that quarter; Knock-in prices: $21.235 for Morgan Stanley, $70.025 for Microsoft and $114.795 for UnitedHealth, or 50% of initial share prices due 9/10/2024
Credit Suisse AG, London Branch 0.00% due 9/2/2022
Credit Suisse AG, London Branch 0.00% due 9/2/2021
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if stocks close at or above coupon barrier on each day during that quarter; Coupon barriers: $82.72 for Microsoft, $28.09 for Cisco, 60% of initial share price due 12/3/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if index closes at or above downside threshold level on observation date for that quarter; Downside threshold: 6,152.798, 80% of initial level due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 9/2/2022
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2022
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 10% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $$72.0843, 69% of initial share price due 12/7/2020
Credit Suisse AG, London Branch 10% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $129.269, 70% of initial share price due 12/7/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,398.732 for Stoxx, 2,048.522 for S&P, 1,046.3873 for Russell, 70% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $146.12, 70% of initial share price due 9/16/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.522 for S&P, 5,383.6986 for Nasdaq, 70% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.522 for S&P, 5,383.6986 for Nasdaq, 70% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 5,383.6986 for Nasdaq, 2,048.522 for S&P, 1,046.3873 for Russell, 70% of initial levels due 6/7/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 4,614.5988 for Nasdaq, 1,755.876 for S&P, 896.9034 for Russell, 60% of initial levels due 3/5/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.522 for S&P, 1,046.3873 for Russell, 70% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.522 for S&P, 1,046.3873 for Russell, 70% of initial levels due 6/7/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,194.845 for S&P, 1,121.12925 for Russell, 75% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,902.199 for S&P, 971.64535 for Russell, 65% of initial levels due 3/5/2021
Credit Suisse AG, London Branch 13%per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $48.222 for biotech fund, $12.942 for oil fund; 60% of initial levels due 9/7/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $15.099, 70% of initial price due 12/7/2020
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $51.36; 75% of initial level due 9/2/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 5,383.6986 for Nasdaq, 1,046.3873 for Russell and 18,482.296 for Dow, 70% of initial levels due 9/5/2024
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.522 for S&P, 1,046.3873 for Russell, 70% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.522 for S&P, 1,046.3873 for Russell, 70% of initial levels due 6/7/2021
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $17.916 for Gold Miners, $12.942 for oil fund; 60% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 8/30/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2024
Credit Suisse AG, London Branch 0.00% due 9/16/2020
Credit Suisse AG, London Branch 0.00% due 9/16/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $135.8565 for Apple, $101.3545 for salesforce.com, $1,161.16 for Amazon.com, 65% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 6,070.3168 for Nasdaq, 20,828.88 for Dow, 1,178.1704 for Russell, 80% of initial levels due 9/7/2021
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $75.551 for Target, $78.813 for Lowe's, $126.819 for Visa, 70% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 15.35% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $56.96, 50% of initial share price due 3/4/2022
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 8/29/2022
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 8/29/2023
Credit Suisse AG, London Branch 14% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 8/27/2021
Credit Suisse AG, London Branch 9.9% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 8/27/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $20.98, 60% of initial share price due 3/3/2022
Credit Suisse AG, London Branch 10.25% due 9/3/2021
Credit Suisse AG, London Branch 24.00% due 8/31/2020
Credit Suisse AG, London Branch 6.2% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,021.558 for S&P, 1,030.8991 for Russell, 70% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if each asset closes at or above coupon barrier on observation date; Coupon barrier level: 6,986.51 for index, $27.61 for ETF 70% of initial levels due 9/2/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2023
Credit Suisse AG, London Branch 0.00% due 8/30/2024
Credit Suisse AG, London Branch 6.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 9/1/2022
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 9/1/2022
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 11.5% per year, payable monthly if each stock closes at or above its coupon barrier level on relevant observation date; Coupon barriers: $1,057.098 for Amazon, $108.78 for Facebook, $702.492 for Alphabet, $174.618 for Netflix; 60% of initial prices due 2/28/2022
Credit Suisse AG, London Branch 8.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $27.776, 80% of initial share price due 11/30/2020
Credit Suisse AG, London Branch 10% annual rate plus unpaid coupons, payable quarterly if stock finishes above 57.15% coupon barrier due 8/31/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,151.87 for S&P, 1,092.02925 for Russell, 75% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,008.412 for S&P, 5,296.2189 Nasdaq, 70% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,008.412 for S&P, 1,019.2273 for Russell, 70% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if ETF closes at or above coupon barrier value on valuation date for that quarter; Coupon barrier: $14.42, or 70% of initial level due 8/31/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 2,008.412 for S&P, 1,019.2273 for Russell and 18,044.53 for Dow, 70% of initial levels due 5/31/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $18.336 for Gold Miners, $12.36 for oil fund; 60% of initial levels due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 9/1/2026
Credit Suisse AG, London Branch 0.00% due 9/1/2026
Credit Suisse AG, London Branch 0.00% due 6/2/2023
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2023
Credit Suisse AG, London Branch 0.00% due 8/30/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 5% per annum initially, stepping up to 7% on Nov. 30, 2020 and to 10% on Nov. 30, 2021 due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2029
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier on quarterly observation date, notes pay contingent coupon at rate of 22.75% per year; Coupon barrier levels: $18.529 for BofA, $42.168 for CVS, $204.008 for Net-flix; 70% of initial levels due 8/30/2021
Credit Suisse AG, London Branch If each stock closes at or above coupon barrier on quarterly observation date, notes pay contingent coupon at rate of 7.5% per year; Coupon barrier levels: $80.766 for Disney, $35.952 for Hess, $77.988 for Twilio; 60% of initial levels due 8/29/2022
Credit Suisse AG, London Branch 14.5% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $1,168.89 for Amazon, $123.894 for Apple, $701.334 for Alphabet, $176.988 for Netflix; 60% of initial prices due 8/29/2024
Credit Suisse AG, London Branch 20.75% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case any previously unpaid coupon will also be paid; Coupon barrier/knock-in price: $6.23, 60% of initial share price due 9/10/2020
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly; Coupon barrier/knock-in price: $54.15, 50% of initial share price due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2022
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each index closes at or above knock-in level on each trading day during that quarter; Knock-in levels: 1,992.98 for S&P 500, 1,021.640 for Russell 2000 and 2,333.98 for Euro Stoxx 50, or 70% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 9% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $151.98, 75% of initial share price due 11/30/2020
Credit Suisse AG, London Branch 16.75% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $21.0672, 57% of initial share price due 11/30/2020
Credit Suisse AG, London Branch 8.4% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $102.7103, 77% of initial share price due 11/30/2020
Credit Suisse AG, London Branch 8% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $74.3395, 78.5% of initial share price due 11/30/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each asset closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: 875.691 for Russell, $23.43 for EM ETF, $46.302 for tech fund; 60% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date, in which case any previously unpaid coupon will also be paid; Coupon barrier: $53.26 for health fund, $12.56 for oil ETF, 12,426.55 for index; 60% of initial levels due 8/26/2021
Credit Suisse AG, London Branch 6.1% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,992.977 for S&P, 1,021.6395 for Russell, 70% of initial levels due 8/30/2022
Credit Suisse AG, London Branch 7.55% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,992.977 for S&P, 1,021.6395 for Russell, 70% of initial levels due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2023
Credit Suisse AG, London Branch 0.00% due 8/30/2024
Credit Suisse AG, London Branch 0.00% due 3/2/2021
Credit Suisse AG, London Branch 0.00% due 3/2/2021
Credit Suisse AG, London Branch 0.00% due 10/28/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2021
Credit Suisse AG, London Branch 23.85% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $21.38, 65% of initial share price due 8/27/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if stocks close at or above coupon barrier on each day during that quarter; Coupon barriers: $70.61 for Caterpillar, $96.69 for 3M, 60% of initial share price due 11/26/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $106.32 for Apple, $67.88 for Disney, $53.805 for JPMorgan, 50% of initial levels due 8/28/2024
Credit Suisse AG, London Branch 23.1% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $51.21 for Match, $86.322 for Atlassian, $18.48 for Slack, 60% of initial levels due 8/26/2025
Credit Suisse AG, London Branch 11% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $23.615 for Marathon, $49.65 for Phillips, $39.20 for Valero, 50% of initial levels due 8/28/2023
Credit Suisse AG, London Branch 0.00% due 9/24/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $80.43, 74% of initial share price due 8/24/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $231.32, 70% of initial share price due 8/20/2020
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $181.68, 60% of initial share price due 8/20/2020
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $21.14, 60% of initial share price due 8/20/2020
Credit Suisse AG, London Branch 7.65% due 8/23/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case any previously unpaid coupon will also be paid; Coupon barrier/knock-in price: $913.89, 77.5% of initial share price due 9/2/2020
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $19.9595 for BP, $44.3565 for Phillips 66, $25.421 for Marathon, 55% of initial levels due 8/23/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,022.076 for S&P, 1,045.548 for Russell, 70% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,166.51 for S&P, 1,120.23 for Russell, 75% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,166.51 for S&P, 1,120.23 for Russell, 75% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date; Coupon barrier levels: 2,166.51 for S&P, 1,120.23 for Russell and $46.69 for ETF, 75% of initial levels due 8/18/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 2/18/2021
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 8/21/2023
Credit Suisse AG, London Branch 20.00% due 8/19/2020
Credit Suisse AG, London Branch 18.00% due 8/20/2020
Credit Suisse AG, London Branch 12.75% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $20.376, 60% of initial share price due 8/20/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,045.548 for Russell, 2,022.076 for S&P, 70% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,023.1536 for Russell, 1,993.32 for S&P and 5,239.4216 for Nasdaq, 70% of initial levels due 5/20/2020
Credit Suisse AG, London Branch 0.00% due 8/19/2021
Credit Suisse AG, London Branch 6.55% due 2/22/2021
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case any previously unpaid coupon will also be paid; Coupon barrier/knock-in price: $34.23, 75% of initial share price due 8/31/2020
Credit Suisse AG, London Branch 7.9% per year plus previously unpaid coupons, payable quarterly if each asset closes at or above its coupon barrier on any quarterly observation date; Coupon barriers: $1,420.30 for S&P 500, $10.485 for oil ETF; 50% of initial levels due 8/21/2023
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,988.42 for S&P, 1,027.2654 for Russell and 2,302.09 for Stoxx, 70% of initial levels due 2/19/2021
Credit Suisse AG, London Branch 0.00% due 3/24/2021
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $21.87, 60% of initial share price due 8/18/2020
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.424 for S&P, 1,057.3025 for Russell, 70% of initial levels due 2/16/2021
Credit Suisse AG, London Branch 9%, payable quarterly if shares close at or above coupon barrier on relevant observation date; Coupon barrier/downside threshold: $198.90, 80% of initial price due 8/13/2020
Credit Suisse AG, London Branch 9.5%, payable quarterly if shares close at or above coupon barrier on every day during that observation period; Coupon barrier/downside threshold: $110.82, 80% of initial price due 2/14/2022
Credit Suisse AG, London Branch 5.8%, payable quarterly due 11/16/2020
Credit Suisse AG, London Branch 21.36% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $114.60 for Abiomed, $24.90 for Morgan Stanley, $12.552 for Nektar, 60% of initial levels due 8/14/2025
Credit Suisse AG, London Branch 19.38% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $109.998 for Align, $20.058 for Pinterest, $24.03 for Uber, 60% of initial levels due 8/14/2025
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,355.685, 75% of initial share price due 8/26/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarterly, in which case any previously unpaid coupon will also be paid; Coupon barrier/knock-in price: $1,296.94, 71.75% of initial share price due 8/26/2020
Credit Suisse AG, London Branch 30.35% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $12.552 for Nektar, $49.188 for Nike, $10.638 for STMicroelectronics, 60% of initial levels due 8/14/2025
Credit Suisse AG, London Branch 8.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,043.055 for S&P and 5,352.3976 for Nasdaq, 70% of initial levels due 8/14/2020
Credit Suisse AG, London Branch 15.5% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $27.909 for MSCI, $15.603 for oil fund; 70% of initial levels due 8/15/2022
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 9.25% per year if each index closes at or above knock-in level on observation date for that month; Knock-in levels: 2,043.055 for S&P, 1,059.1301 Russell, 70% of initial levels due 8/16/2021
Credit Suisse AG, London Branch 10.4% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: $13.374 for ETF, 907.8258 for index; 60% of initial levels due 8/14/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.1% per year if index closes at or above downside threshold level on observation date for that quarter; Downside threshold: 1,210.434, 80% of initial index level due 8/12/2021
Credit Suisse AG, London Branch 10% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $109.2024, 58% of initial share price due 8/13/2021
Credit Suisse AG, London Branch 6.7% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: €43.40 for Anheuser, $896.70 for Amazon, £2.528 for BP, 50% of initial levels due 8/16/2021
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $135.91, 70% of initial share price due 8/26/2020
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $142.401; 70% of initial level due 8/13/2021
Credit Suisse AG, London Branch 5.80% due 2/12/2021
Credit Suisse AG, London Branch 11% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $38.76, 60% of initial share price due 8/12/2021
Credit Suisse AG, London Branch 21.7% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $129.376 for Apple, $1,165.71 for Amazon, $25.805 for Uber, 65% of initial levels due 8/12/2025
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter, in which case a coupon will also be paid for any previous quarter for which no coupon was paid because the stock closed below barrier on observation date; Coupon barrier/knock-in price: $108.56, 80.5% of initial share price due 8/24/2020
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: $27.853 for ETF, 2,018.786 for S&P, 1,050.4802 for Russell; 70% of initial levels due 8/15/2022
Credit Suisse AG, London Branch 0.00% due 8/13/2025
Credit Suisse AG, London Branch 5.55% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barrier levels: 1,440.885 for S&P, 751.043 for Russell, 23,014.76 for Dow; 50% of initial levels due 8/18/2025
Credit Suisse AG, London Branch 0.00% due 9/11/2020
Credit Suisse AG, London Branch 8.15% annual rate, payable quarterly if index closes above 80% coupon barrier level on relevant observation date due 8/21/2020
Credit Suisse AG, London Branch 7.05% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barrier levels: 2,052.435 for S&P, 1,073.5613 for Russell, 2363.284 for Stoxx; 70% of initial levels due 8/8/2022
Credit Suisse AG, London Branch 0.00% due 9/11/2020
Credit Suisse AG, London Branch 14%, payable monthly if shares close at or above coupon barrier on monthly observation date; Coupon barrier/downside threshold: $8.00, 80% of initial price due 2/6/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $27.08, 79.25% of initial share price due 8/9/2021
Credit Suisse AG, London Branch 8.5% annualized rate, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in $74.64, 59.5% of initial price due 8/19/2020
Credit Suisse AG, London Branch 0.00% due 9/7/2021
Credit Suisse AG, London Branch 0.00% due 8/5/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above downside threshold level on each day during that quarter; Downside threshold: $26.47, 77.75% of initial share price due 8/3/2022
Credit Suisse AG, London Branch 6.05% due 11/5/2020
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each index closes at or above coupon barrier level on each trading day that period; Coupon barriers: 2,235.29 for S&P, 1,180.954 for Russell, 2,600.14 for Stoxx; 75% of initial levels due 8/4/2021
Credit Suisse AG, London Branch 11.4% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that period; Coupon barriers: 2,086.27 for S&P, 1,102.224 for Russell, 60.35 for Stoxx; 70% of initial levels due 8/3/2022
Credit Suisse AG, London Branch 11% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $209.9435, 65% of initial share price due 11/5/2020
Credit Suisse AG, London Branch 11% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $61.80625, 72.5% of initial share price due 11/5/2020
Credit Suisse AG, London Branch 0.00% due 12/6/2020
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 7/27/2023
Credit Suisse AG, London Branch 8.4% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 7/29/2021
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 8/1/2024
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,114.679 for S&P, 1,098.3175 for Russell, 2,466.506 for Stoxx, 70% of initial levels due 11/2/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,114.679 for S&P, 1,098.3175 for Russell, 5,592.3574 for Nasdaq, 70% of initial levels due 5/3/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,114.679 for S&P, 5,592.3574 Nasdaq, 70% of initial levels due 11/2/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,114.679 for S&P, 5,592.3574 for Nasdaq, 70% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,114.679 for S&P, 1,098.3175 Russell, 70% of initial levels due 11/2/2020
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,812.582 for S&P, 941.415 for Russell, 60% of initial levels due 11/2/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,265.7275 for S&P, 1,176.76875 for Russell, 75% of initial levels due 11/2/2020
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,114.697 for S&P, 1,098.3175 Russell, 70% of initial levels due 5/3/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,963.6305 for S&P, 1,019.86625 Russell, 65% of initial levels due 2/1/2021
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each fund closes at or above its coupon barrier on any quarterly observation date; Coupon barriers: $14.256 for Oil & Gas, $51.276 for Biotech; 60% of initial levels due 8/2/2021
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if each fund closes at or above its coupon barrier on any quarterly observation date; Coupon barriers: $16.662 for gold ETF, $14.256 for oil ETF; 60% of initial levels due 8/1/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.75% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 1,812.582 for S&P, 941.415 Russell, 60% of initial levels due 8/1/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.1% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,114.679 for S&P, 1,098.3175 Russell, 70% of initial levels due 5/3/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,114.679 for S&P, 1,098.3175 Russell, 70% of initial levels due 5/2/2022
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 8/1/2024
Credit Suisse AG, London Branch If each stock closes at or above knock-in price on quarterly observation date, notes pay contingent coupon at rate of 10.1% per year plus all prior unpaid contingent coupons, if any; Knock-in prices: $20.0005 for Bank of America, $132.548 for Constellation and $28.0085 for Pfizer, or 65% of initial share prices due 8/2/2021
Credit Suisse AG, London Branch 11.5% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $34.188 for Delta, $93.7145 for Deere, $29.502 for General Mills, $62.678 for Royal, 55% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 9% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $120.426 for Facebook, $1,184.292 for Amazon, $124.212 for Apple, $84.114 for Microsoft; 60% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 27% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $28.615 for Cisco, $10.765 for Intelsat $27.985 for Verizon, 50% of initial levels due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 5/19/2021
Credit Suisse AG, London Branch 9.00% due 10/30/2019
Credit Suisse AG, London Branch 6.00% due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 7/28/2022
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 8/27/2020
Credit Suisse AG, London Branch 0.00% due 7/28/2022
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 5.2% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,343.35445, 85% of initial level due 7/29/2024
Credit Suisse AG, London Branch 13.85% per year, payable quarterly if each stock closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: $1,200.486 for Amazon, $122.796 for Facebook, $683.838 for Alphabet, $190.764 for Netflix; 60% of initial prices due 1/31/2022
Credit Suisse AG, London Branch 11.85% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $146.069 for Apple, $155.421 for Goldman, $37.646 for Coca-Cola; 70% of initial prices due 1/31/2022
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,113.692 for S&P, 5,607.4235 for Nasdaq, 70% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,113.692 for S&P, 1,106.2919 for Russell and 2,473.03 for Stoxx, 70% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 5.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,802.202 for S&P, 936.8694 Russell, 60% of initial levels due 10/29/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,113.692 for S&P, 1,106.2919 Russell, 70% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,264.67 for S&P, 1,185.31275 Russell, 75% of initial levels due 10/29/2020
Credit Suisse AG, London Branch 5.25%per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,113.692 for S&P, 1,106.2919 Russell and 5,607.4235 for Nasdaq, 70% of initial levels due 4/29/2021
Credit Suisse AG, London Branch 11.5%per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $51.648 for biotech fund, $15.15 for oil fund; 60% of initial levels due 7/29/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $17.675, 70% of initial price due 7/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,189.181 for S&P, 1,145.802325 Russell, 72.5% of initial levels due 4/29/2022
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $16.89 for Gold Miners $15.15 for oil fund; 60% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 7/29/2026
Credit Suisse AG, London Branch 0.00% due 4/27/2023
Credit Suisse AG, London Branch 0.00% due 1/27/2023
Credit Suisse AG, London Branch 0.00% due 7/29/2026
Credit Suisse AG, London Branch 0.00% due 7/29/2024
Credit Suisse AG, London Branch 0.00% due 8/27/2020
Credit Suisse AG, London Branch 0.00% due 1/27/2023
Credit Suisse AG, London Branch 0.00% due 7/29/2024
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,113.69 for S&P 500, 1,106.292 for Russell 2000 and 2,473.03 for Euro Stoxx 50; 70% of initial levels due 7/28/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if stock closes at or above downside threshold level on each day during that quarter; Downside threshold: $215.11, 70% of initial share price due 7/28/2020
Credit Suisse AG, London Branch 12% payable quarterly if the stock closes at or above its knock-in level on observation date; Knock-in price: $20.1555, 45% of initial share price due 7/26/2021
Credit Suisse AG, London Branch 9.25% payable quarterly if the stock closes at or above its knock-in level on observation date; Knock-in price: $87.57, 70% of initial share price due 10/26/2020
Credit Suisse AG, London Branch 14.7% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $103.566 for 3M, $21.48 for Avis; 60% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 5.4% per year, payable monthly if each index closes at or above its coupon barrier level on monthly observation date; Coupon barrier levels: 1,791.018 for S&P, 4,743.0714 for Nasdaq and $25.974 for SPDR S&P Bank ETF, 60% of initial levels due 7/25/2023
Credit Suisse AG, London Branch 4.55% per year, payable quarterly if each index closes at or at or above its coupon barrier level on observation date; Coupon barrier levels: 1,492.515 for S&P, 772.3915 for Russell and 1,744.96 for Stoxx, 50% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $204.82, 65% of initial share price due 7/22/2022
Credit Suisse AG, London Branch 0.00% due 7/26/2023
Credit Suisse AG, London Branch 0.00% due 7/26/2023
Credit Suisse AG, London Branch 0.00% due 1/26/2021
Credit Suisse AG, London Branch 0.00% due 7/22/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2020
Credit Suisse AG, London Branch 8.25%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier level: $141.813, 70% of initial share price due 10/26/2020
Credit Suisse AG, London Branch 8.65% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,375.164, 70% of initial share price due 10/26/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $193.50, 59.5% of initial share price due 8/4/2020
Credit Suisse AG, London Branch 13.35% per year, payable monthly if each fund closes at or above its coupon barrier on any monthly observation date; Coupon barriers: $14.856 for Oil & Gas, $51.366 for Biotech; 60% of initial levels due 1/25/2021
Credit Suisse AG, London Branch 6% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,083.627 for S&P, 1,083.5272 for Russell, 70% of initial levels due 7/26/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.35% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,083.627 for S&P 500 and 1,083.5272 for Russell 2000, or 70% of initial levels due 7/26/2022
Credit Suisse AG, London Branch 17% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $59.927 for biotech fund, $17.332 for oil fund; 70% of initial levels due 7/26/2022
Credit Suisse AG, London Branch 0.00% due 7/26/2024
Credit Suisse AG, London Branch 0.00% due 7/26/2024
Credit Suisse AG, London Branch 0.00% due 1/26/2021
Credit Suisse AG, London Branch 0.00% due 1/26/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $35.10, 62.75% of initial share price due 7/22/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $36.00, 59.1% of initial share price due 7/22/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above coupon barrier level on any quarterly observation date after six months; Coupon barrier: $57.99, 71.25% of initial share price due 7/22/2022
Credit Suisse AG, London Branch 12% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter, along with any prior unpaid coupons; Coupon barrier: $235.61, 72.45% of initial share price due 8/4/2020
Credit Suisse AG, London Branch 0.00% due 7/21/2022
Credit Suisse AG, London Branch 0.00% due 1/7/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Downside threshold: $33.96, 75% of initial share price due 7/21/2022
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $1,195.218 for Amazon, $168.936 for Costco, $68.76 for Walmart; 60% of initial prices due 7/22/2022
Credit Suisse AG, London Branch 0.00% due 8/3/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 5.85% due 10/19/2020
Credit Suisse AG, London Branch 10.00% due 10/19/2020
Credit Suisse AG, London Branch 5.70% due 10/19/2020
Credit Suisse AG, London Branch 10.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Coupon barrier level: $219.594, 60% of initial share price due 10/19/2020
Credit Suisse AG, London Branch 29% per year, payable monthly if each stock closes at or above its coupon barrier on the related monthly observation date; Coupon barriers: $1,205.94 for Amazon, $38.88 for Lyft, $29.172 for Zillow; 60% of initial prices due 7/21/2025
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 5,548.9539 for Nasdaq and 1,093.3965 for Russell; 70% of initial levels due 1/19/2021
Credit Suisse AG, London Branch 0.00% due 8/20/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter; Downside thresholds: 1,802.42 for S&P 500, 937.197 for Russell 2000 and 4,756.246 for Nasdaq; 60% of initial levels due 1/20/2023
Credit Suisse AG, London Branch 0.00% due 1/19/2021
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 10% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $92.38, 69% of initial share price due 7/29/2020
Credit Suisse AG, London Branch 5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1093.274 for Russell, 19151.412 for Dow, 5576.8482 for Nasdaq, 70% of initial levels due 7/18/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2260.725 for S&P, 1171.365 Russell, 75% of initial levels due 10/19/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,110.01 for S&P, 1,093.274 Russell, 70% of initial levels due 1/19/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,260.725 for S&P, 1,171.365 Russell, 75% of initial levels due 10/19/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,110.01 for S&P, 1,093.274 Russell, 70% of initial levels due 10/19/2020
Credit Suisse AG, London Branch 9.00% due 10/18/2019
Credit Suisse AG, London Branch 13% payable monthly if the stock closes at or above its knock-in level on observation date; Knock-in price: $6.71, 55% of initial share price due 10/19/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $152.29, 76.30% of initial share price due 7/29/2020
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $122.06, 75% of initial share price due 7/28/2020
Credit Suisse AG, London Branch 0.00% due 7/29/2020
Credit Suisse AG, London Branch 0.00% due 7/29/2020
Credit Suisse AG, London Branch 0.00% due 10/15/2020
Credit Suisse AG, London Branch 0.00% due 10/15/2020
Credit Suisse AG, London Branch 0.00% due 7/14/2021
Credit Suisse AG, London Branch 0.00% due 2/11/2027
Credit Suisse AG, London Branch 0.00% due 9/10/2021
Credit Suisse AG, London Branch 20.00% due 7/13/2020
Credit Suisse AG, London Branch 13% payable monthly if the stock closes at or above its knock-in level on observation date; Knock-in price: $13.3416, 68% of initial share price due 10/13/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each asset closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: 2,055.9447 for S&P, 2,421.7275 for Stoxx, $29.3526 for ETF; 69% of initial levels due 7/12/2022
Credit Suisse AG, London Branch 10.5% payable quarterly if the stock closes at or above its knock-in level on observation date; Knock-in price: $98.0277, 67% of initial share price due 10/13/2020
Credit Suisse AG, London Branch 0.00% due 7/20/2020
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter; Coupon barrier: $247.91, 70% of initial share price due 1/6/2022
Credit Suisse AG, London Branch 5.45% due 1/8/2021
Credit Suisse AG, London Branch 0.00% due 9/25/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 8.20% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 7/1/2022
Credit Suisse AG, London Branch 0.00% due 7/1/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 7/1/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 16%, payable quarterly if stock closes at or above buffer level on observation date, in which event all prior unpaid contingent coupons, if any, will also be paid; Buffer level: $24.97, 65% of initial share price due 7/15/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 1,912.14 for S&P, 1,018.272 for Russell, 2,257.9 for Euro Stoxx; 65% of initial levels due 12/31/2021
Credit Suisse AG, London Branch 12.2% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 2,059.23 for S&P, 1,096.6 for Russell, 61.7 for Euro Stoxx; 70% of initial levels due 7/1/2022
Credit Suisse AG, London Branch 7.25% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $31.5432, 72% of initial share price due 7/6/2021
Credit Suisse AG, London Branch 11.25% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $238.758, 65% of initial share price due 10/5/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $888.98, 82.1% of initial share price due 7/15/2020
Credit Suisse AG, London Branch 16.1% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $215.90, 75% of initial share price due 7/15/2020
Credit Suisse AG, London Branch 17.4% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $21.13, 55% of initial share price due 7/15/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,059.232 for S&P, 5,369.7525 for Nasdaq, 70% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,059.232 for S&P, 5,369.7525 for Nasdaq, 70% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,206.32 for S&P, 1,174.929 Russell, 75% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,912.144 for S&P, 1,018.2718 for Russell, 65% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,059.232 for S&P, 1,096.6004 Russell, 70% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,765.056 for S&P, 939.9432 Russell, 60% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,059.232 for S&P, 1,096.6004 Russell, 70% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,059.232 for S&P, 1,096.6004 Russell and 2,431.583 Stoxx, 70% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each fund closes at or above its coupon barrier on any quarterly observation date; Coupon barriers: $16.35 for Oil & Gas, $52.626 for Biotech; 60% of initial levels due 7/6/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.1% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,059.232 for S&P 500 and 1,096.6004 for Russell 2000, or 70% of initial levels due 4/4/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,765.056 for S&P, 939.9432 for Russell; 60% of initial levels due 7/3/2024
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $15.336 for gold fund, $16.35 for oil fund; 60% of initial levels due 7/5/2022
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $130.01, 75% of initial share price due 7/1/2020
Credit Suisse AG, London Branch 11.9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $238.76, 65% of initial share price due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 7/1/2022
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/15/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 7/3/2024
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch 0.00% due 8/28/2020
Credit Suisse AG, London Branch 0.00% due 6/25/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barrier levels: 2,047.444 for S&P, 1,082.585 for Russell, 738.402 for Emerging Markets; 70% of initial levels due 12/30/2021
Credit Suisse AG, London Branch 0.00% due 6/27/2025
Credit Suisse AG, London Branch 7.1% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 6/24/2021
Credit Suisse AG, London Branch 0.00% due 6/25/2021
Credit Suisse AG, London Branch 8.75% payable quarterly if the stock closes at or above its knock-in level on a quarterly observation date; Knock-in price: $262.458, 70% of initial share price due 7/1/2021
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barrier levels: 1,748.268 for S&P, 910.665 for Russell, 4,576.2306 for Nasdaq; 60% of initial levels due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 5/19/2021
Credit Suisse AG, London Branch 8.50% due 6/28/2022
Credit Suisse AG, London Branch 6.00% due 9/28/2020
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $41.19, 73.45% of initial share price due 6/30/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year unless either index closes below knock-in level on observation date for that quarter; Knock-in levels: 2,188.035 for S&P 500 and 1,140.77625 for Russell 2000; 75% of initial levels due 9/28/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,042.166 for S&P, 1,064.7245 for Russell, 70% of initial levels due 12/28/2020
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each ETF closes at or above knock-in level on observation date for that quarter; Knock-in levels: $50.646 for biotech ETF and $15.594 for oil ETF, or 60% of initial share prices due 6/28/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless either ETF closes below knock-in level on observation date for that quarter; Knock-in levels: $59.087 for SPDR S&P Biotech ETF and $53.914 for Technology Select Sector SPDR fund, or 70% of initial levels due 6/28/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $18.193, 70% of initial price due 6/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.1% per year if each index closes at or above knock-in level on observation date for that quarter; Knock-in levels: 2,042.166 for S&P 500 and 1,064.7245 for Russell 2000, or 70% of initial levels due 3/28/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $15.378 for gold fund, $15.594 for oil fund; 60% of initial levels due 6/28/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2026
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 12/30/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 5% per annum initially, stepping up to 7% on Sept. 28, 2020 and to 10% on Sept. 28, 2021 due 6/28/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/27/2024
Credit Suisse AG, London Branch 9.45% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $110.238 for Constellation, $30.282 for CBS, $117.564 for Goldman; 60% of initial levels due 1/4/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.55% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,061.745 for S&P 500 and 1,071.0581 for Russell 2000, or 70% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 6/28/2023
Credit Suisse AG, London Branch 0.00% due 6/28/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 6.5% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,065.322 for S&P 500 and 1,084.7396 for Russell 2000, or 70% of initial levels due 6/28/2022
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 7.9% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,065.322 for S&P 500 and 1,084.7396 for Russell 2000, or 70% of initial levels due 6/28/2022
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $100.03, 55% of initial share price due 6/24/2022
Credit Suisse AG, London Branch 0.00% due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 6/28/2024
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if AT&T shares close at or above downside threshold level on observation date for that quarter; Downside threshold: $21.42, 66% of initial share price due 6/24/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if Bank of America shares close at or above downside threshold level on observation date for that quarter; Downside threshold: $18.07, 64.25% of initial share price due 6/24/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if ETF closes at or above downside threshold level on observation date for that quarter; Downside threshold: $33.79, 79% of initial share price due 6/24/2021
Credit Suisse AG, London Branch 8.85% per year, payable monthly due 6/25/2021
Credit Suisse AG, London Branch 0.00% due 7/16/2021
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each ETF closes at or above its downside threshold on each day that period; Downside thresholds: $219.80 for S&P ETF, $199.17 for Dow ETF, $45.64 for utilities fund, 75% of initial levels due 12/23/2021
Credit Suisse AG, London Branch 17.76%, payable quarterly due 6/24/2020
Credit Suisse AG, London Branch 9.5% payable monthly if the stock closes at or above its knock-in level on a monthly observation date; Knock-in price: $264.4005, 74.5% of initial share price due 9/21/2020
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $116.334 for Apple, $1,131.618 for Amazon, $655.50 for Alphabet, $210.372 for Netflix; 60% of initial prices due 6/20/2024
Credit Suisse AG, London Branch 11.30% due 6/21/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above knock-in price on observation date for that quarter; Knock-in price: $12.49475, 57.5% of initial share price due 6/21/2021
Credit Suisse AG, London Branch 8.55% per year, payable quarterly if stock closes at or above knock-in price on observation date for that quarter; Knock-in price: $134.918, 70% of initial share price due 9/21/2020
Credit Suisse AG, London Branch 11.6% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $126.931, 70% of initial share price due 9/21/2020
Credit Suisse AG, London Branch 7.75% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $102.64875, 77.5% of initial share price due 9/21/2020
Credit Suisse AG, London Branch 12% per year, payable monthly if stock closes at or above knock-in price on observation date for that month; Knock-in price: $215.72855, 63.5% of initial share price due 9/21/2020
Credit Suisse AG, London Branch 8.25% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $787.5675, 72.5% of initial share price due 9/21/2020
Credit Suisse AG, London Branch 9.75% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,308.769, 70%of initial share price due 9/21/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $25.77, 79.65% of initial share price due 7/1/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,020.886 for S&P, 1,065.7493 for Russell, 70% of initial levels due 9/21/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,165.235 for S&P, 1,141.87425 for Russell, 75% of initial levels due 9/21/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,020.886 for S&P, 1,065.7493 for Russell, 70% of initial levels due 12/21/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,165.235 for S&P, 1,141.87425 for Russell, 75% of initial levels due 9/21/2020
Credit Suisse AG, London Branch 0.00% due 6/19/2024
Credit Suisse AG, London Branch 0.00% due 7/1/2020
Credit Suisse AG, London Branch 12.75% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter; Threshold level: $18.72, 75% of initial level due 6/29/2021
Credit Suisse AG, London Branch 15.2% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $106.482 for Facebook, $1,122.18 for Amazon, $654.606 for Alphabet, $206.058 for Netflix; 60% of initial levels due 12/20/2021
Credit Suisse AG, London Branch 5.25% per year, payable monthly if each index closes at or above its coupon barrier on the observation date for that month; Coupon barrier levels: 1,734.984 for S&P, 921.4824 for Russell, 4.506.4104 for Nasdaq; 60% of initial levels due 6/19/2023
Credit Suisse AG, London Branch 8.85% per year, payable quarterly if Marriott shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $100.26, 75% of initial share price due 6/17/2022
Credit Suisse AG, London Branch 0.00% due 6/17/2021
Credit Suisse AG, London Branch 0.00% due 6/16/2022
Credit Suisse AG, London Branch 0.00% due 6/15/2023
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each asset closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: 1,211.5128 for index, $32.944 for ETF; 80% of initial levels due 6/15/2020
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 16.15% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $210.90, 80% of initial share price due 6/22/2020
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,060.0737 for Russell, 18,188.758 for Dow, 5,192.1044 for Nasdaq, 70% of initial levels due 6/12/2024
Credit Suisse AG, London Branch 0.00% due 11/25/2020
Credit Suisse AG, London Branch 0.00% due 3/12/2020
Credit Suisse AG, London Branch 10.00% due 6/11/2021
Credit Suisse AG, London Branch 0.00% due 7/9/2020
Credit Suisse AG, London Branch 0.00% due 7/8/2020
Credit Suisse AG, London Branch 8.75%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier level: $134.73, 75% of initial share price due 9/8/2020
Credit Suisse AG, London Branch 0.00% due 6/19/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $789.44, 76% of initial share price due 6/22/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,172.19, 69.25% of initial share price due 6/22/2020
Credit Suisse AG, London Branch 8.05% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,201.65, 80% of initial level due 6/22/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if stocks close at or above downside threshold levels on each day during that quarter; Downside thresholds: $113.80 for Apple and $1,153.80 for Amazon, 65% of initial share price due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 11%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date; Knock-in price: $256.2075, 75% of initial share price due 6/3/2021
Credit Suisse AG, London Branch 8.1%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date; Knock-in price: $85.3875, 75% of initial share price due 6/3/2021
Credit Suisse AG, London Branch 8.25%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date; Knock-in price: $39.0225, 75% of initial share price due 6/3/2021
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock-in price: $33.03, 75% of initial share price due 9/8/2020
Credit Suisse AG, London Branch 7.75%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date; Knock-in price: $79.47, 75% of initial share price due 6/3/2021
Credit Suisse AG, London Branch 11.4%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date; Knock-in price: $60.3375, 75% of initial share price due 6/3/2021
Credit Suisse AG, London Branch 8.65%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date; Knock-in price: $181.35, 75% of initial share price due 6/3/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,926.442 for S&P, 4,989.5692 for Nasdaq, 70% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,926.442 for S&P, 4,989.5692 for Nasdaq, 70% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,926.442 for S&P, 1,025.8409 for Russell, 70% of initial levels due 3/5/2021
Credit Suisse AG, London Branch 6.4% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,788.839 for S&P, 952.56655 for Russell, 65% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,926.442 for S&P, 1,025.8409 for Russell, 70% of initial levels due 3/5/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,651.236 for S&P, 879.2922 for Russell, 60% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,064.045 for S&P, 1,099.11525 for Russell, 75% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,926.442 for S&P, 1,025.8409 for Russell, 70% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,926.442 for S&P, 1,025.8409 for Russell and 2,296.301 for Stoxx, 70% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 14% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $15.366 for Oil & Gas, $47.664 for Biotech; 60% of initial levels due 6/7/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.1% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,926.442 for S&P 500 and 1,025.8409 for Russell 2000, or 70% of initial levels due 6/5/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,926.442 for S&P 500 and 1,025.8409 for Russell 2000, or 70% of initial levels due 3/7/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,651.236 for S&P 500 and 879.2922 for Russell 2000, or 60% of initial levels due 6/5/2024
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $12.954 for gold fund, $15.366 for oil fund; 60% of initial levels due 6/6/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 6/5/2024
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barrier levels: 1,952.202 for S&P, 1,039.8717 for Russell, 5,071.7821 for Nasdaq; 70% of initial levels due 6/4/2021
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter; Downside thresholds: 1,952.202 for S&P, 1,039.8717 for Russell and 2,322.705 for Stoxx; 70% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 12/2/2021
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock-in price: $38.3396, 73% of initial share price due 9/3/2020
Credit Suisse AG, London Branch 8.15% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,318.91275, 72.5% of initial share price due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 8.8%, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier/downside threshold: 5,051.801, 70% of initial level due 6/3/2022
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier level: 1,4702.36 for Nikkei, 2308.47 for Stoxx, 70% of initial levels due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 27.00% due 11/29/2019
Credit Suisse AG, London Branch 9.00% due 5/31/2022
Credit Suisse AG, London Branch 7.45% due 5/31/2022
Credit Suisse AG, London Branch 6.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 5.3% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,241.912, 80% of initial level due 11/30/2026
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 12.15% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $106.938 for Apple, $1,101.858 for Amazon, $683.736 for Alphabet, $113.664 for Goldman; 60% of initial prices due 5/31/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at an annualized rate of 10% if each index closes at or above coupon barrier level on the observation date for that period starting May 26, 2020; Coupon barriers/knock-in levels: 62.048 for Stoxx Banks and 1,052.8133 for Russell 2000, or 70% of initial levels due 5/31/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,073.7686 for S&P, 5,385.99824 for Nasdaq, 74% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 5.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,961.673 for S&P, 5,094.8632 for Nasdaq, 70% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 6.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,961.673 for S&P, 1,052.8133 for Russell, 70% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,101.7925 for S&P, 1,128.01425 for Russell, 75% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,961.673 for S&P, 1,052.8133 for Russell, 70% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,961.673 for S&P, 1,052.8133 Russell and 2,344.202 Stoxx, 70% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date, starting Aug. 27.; Coupon barrier levels: 2,101.7925 for S&P, 1,128.01425 for Russell and 5,458.782 for Nasdaq, 75% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each fund closes at or above its coupon barrier on any quarterly observation date; Coupon barriers: $16.026 for Oil & Gas, $49.218 for Biotech; 60% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $18.697, 70% of initial price due 5/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.1% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,961.673 for S&P 500 and 1,052.8133 for Russell 2000, or 70% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $12.252 for gold fund, $16.026 for oil fund; 60% of initial levels due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 6/2/2026
Credit Suisse AG, London Branch 0.00% due 6/2/2026
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 5/31/2024
Credit Suisse AG, London Branch 0.00% due 6/1/2023
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 16.5%, payable monthly due 6/1/2020
Credit Suisse AG, London Branch 7.25% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,257.79, 80% of initial level due 6/12/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 8.35% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,978.242 for S&P 500 and 1,059.8763 for Russell 2000, or 70% of initial levels due 5/31/2022
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 6.85% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,978.242 for S&P 500 and 1,059.8763 for Russell 2000, or 70% of initial levels due 5/31/2022
Credit Suisse AG, London Branch 9% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $49.746 for biotech fund, $43.98 for technology fund; 60% of initial levels due 5/31/2022
Credit Suisse AG, London Branch 10.3% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $49.746 for biotech fund, $43.98 for technology fund; 60% of initial levels due 5/31/2022
Credit Suisse AG, London Branch 11.05% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: $16.272 for ETF, 2,010.42 for index; 60% of initial levels due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/1/2022
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above coupon barrier on related monthly observation date; Coupon barrier: $200.7597, 57% of initial share price due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 11/18/2020
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock-in price: $213.8655, 69% of initial share price due 8/24/2020
Credit Suisse AG, London Branch 8.75% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,393.14, 75% of initial share price due 8/24/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.75% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,005.052 for S&P 500 and 1,081.6736 for Russell 2000, or 70% of initial levels due 2/24/2021
Credit Suisse AG, London Branch 0.00% due 5/20/2022
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each index closes at or above its coupon barrier on every day that quarter; Coupon barrier levels: 1,988.161 S&P, 695.856 for Emerging Markets, 1,300.796 for EAFE; 70% of initial levels due 5/23/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.8% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 1,988.161 for S&P 500 and 1,067.4741 for Russell 2000, or 70% of initial levels due 5/24/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2025
Credit Suisse AG, London Branch 6%, payable quarterly if index closes at or above coupon barrier on observation date; Coupon barrier: 2,358.85, 70% of initial level due 5/25/2022
Credit Suisse AG, London Branch 6.65% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 1,715.72 for S&P, 921.458 for Russell, 2,055.38 for Euro Stoxx; 60% of initial levels due 5/20/2022
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,144.6475 for S&P, 1,151.82225 for Russell, 75% of initial levels due 8/24/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,001.671 for S&P, 1,075.0341 for Russell, 70% of initial levels due 8/24/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,144.6475 for S&P, 1.151.82225 for Russell, 75% of initial levels due 8/24/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,001.671 for S&P, 1,075.0341 for Russell, 70% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,001.67 for S&P, 1,075.034 for Russell and 18,034.80 for Dow, 70% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,001.67 for S&P, 1,075.034 for Russell and 2,397.95 for Stoxx, 70% of initial levels due 5/26/2021
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barrier levels: 2,144.65 for S&P, 1,151.822 for Russell, 2,569.23 for Stoxx; 75% of initial levels due 5/23/2024
Credit Suisse AG, London Branch 0.00% due 7/22/2020
Credit Suisse AG, London Branch 10% annualized, payable quarterly if each index closes at or above coupon barrier every day that quarter; Coupon barriers: 2,301.06 for S&P and 808.92 for Emerging Markets, 80% of initial levels due 5/21/2020
Credit Suisse AG, London Branch 15.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock-in price: $208.4481, 63% of initial share price due 8/21/2020
Credit Suisse AG, London Branch 11.00% due 8/24/2020
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $111.762 for Facebook, $1,122.69 for Amazon, $698.526 for Alphabet, $212.944 for Netflix; 60% of initial levels due 11/22/2021
Credit Suisse AG, London Branch 15.5% annualized, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: $149.22 for Arista, $39.138 for Square, $120.756 for VMware, 60% of initial levels due 5/20/2022
Credit Suisse AG, London Branch 0.00% due 6/18/2020
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch 0.00% due 5/19/2021
Credit Suisse AG, London Branch 7.4% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter; 1,995.672 for S&P, 1,083.7897 for Russell and 2,370.046 for Stoxx due 5/30/2023
Credit Suisse AG, London Branch 16.85% per year, payable quarterly if DocuSign stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $36.78, 70% of initial share price due 5/21/2021
Credit Suisse AG, London Branch 8% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2249.50, 80% of initial level due 6/1/2020
Credit Suisse AG, London Branch 0.00% due 7/16/2021
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above knock-in price on related monthly observation date; $207.156, 60% of initial share price due 8/17/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 2,016.98 for S&P, 1,101.0951 for Russell, 2,352.735 for Stoxx; 70% of initial levels due 5/16/2022
Credit Suisse AG, London Branch 0.00% due 5/15/2024
Credit Suisse AG, London Branch 12.4% per year, payable quarterly if Kroger stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $18.08, 70% of initial share price due 5/28/2020
Credit Suisse AG, London Branch 6.7% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,305.12, 80% of initial level due 5/28/2020
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,016.98 for S&P, 1,101.0951 for Russell, 70% of initial levels due 8/17/2020
Credit Suisse AG, London Branch 7.65% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,016.98 for S&P, 1,101.0951 for Russell and 2,352.735 for Stoxx, 70% of initial levels due 8/17/2020
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each underlying asset closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1728.84 for index, $17.874 for ETF; 60% of initial levels due 5/15/2024
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each underlying asset closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,872.91 for S&P, 1,022.44545 for Russell, 2,184.6825 for Euro Stoxx; 65% of initial levels due 5/17/2024
Credit Suisse AG, London Branch 0.00% due 1/6/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 5/14/2024
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above knock-in price on a monthly observation date; Knock in price: $42.21, 70% of initial share price due 8/14/2020
Credit Suisse AG, London Branch 20.3% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $104.504 for Apple, $1,329.909 for Amazon, $132.055 for Facebook, $817.579 for Alphabet, $253.925 for Netflix; 70% of initial levels due 5/16/2022
Credit Suisse AG, London Branch 23% per year, payable monthly due 5/13/2020
Credit Suisse AG, London Branch 0.00% due 5/12/2021
Credit Suisse AG, London Branch 10.5%, payable monthly if stock closes at or above 74% knock-in price on a monthly observation date due 8/13/2020
Credit Suisse AG, London Branch 9.85% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,438.3275, 75% of initial share price due 8/13/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,015.594 for S&P, 1,102.4825 for Russell and 18,177.131 for Dow, 70% of initial levels due 11/13/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 9.65% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,159.565 for S&P 500 and 1,181.23125 for Russell 2000, or 75% of initial levels due 11/12/2021
Credit Suisse AG, London Branch 0.00% due 10/23/2020
Credit Suisse AG, London Branch 0.00% due 11/10/2020
Credit Suisse AG, London Branch 12%, payable quarterly if stock closes at or above coupon barrier level on a quarterly observation date; Coupon barrier level: $205.0713, 63% of initial level due 8/10/2020
Credit Suisse AG, London Branch 17.85% per year, payable quarterly if each stock closes at or above its 70% barrier level on observation date due 5/11/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,018.835 for S&P, 1,107.6184 for Russell and 18,175.563 for Dow, 70% of initial levels due 11/10/2020
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $37.86; 75% of initial level due 5/12/2021
Credit Suisse AG, London Branch 0.00% due 5/10/2024
Credit Suisse AG, London Branch 0.00% due 5/22/2020
Credit Suisse AG, London Branch 8.50% due 8/10/2020
Credit Suisse AG, London Branch 9.15% due 8/10/2020
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 2,052.729 for S&P, 1,130.4832 for Russell, 18,506.936 for Dow; 70% of initial levels due 2/9/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 19,822.605 for Dow, 1,182.284 for Russell, 5,813.885 for Nasdaq, 75% of initial levels due 5/6/2024
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if each index closes at or above its 60% barrier on related observation date due 5/6/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.1% per year if each index closes at or above coupon barrier on observation date for that period; Coupon barriers: 2,046.611 for S&P 500 and 1,103.4653 for Russell 2000, or 70% of initial levels due 5/6/2024
Credit Suisse AG, London Branch 0.00% due 5/4/2022
Credit Suisse AG, London Branch 8.00% due 8/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,062.081 for S&P, 5,447.0192 for Nasdaq-100, 70% of initial levels due 5/4/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,062.081 for S&P, 5,447.0192 for Nasdaq-100, 70% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,062.081 for S&P, 1,113.8477 for Russell, 70% of initial levels due 5/4/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,209.3725 for S&P, 1,193.40825 for Russell, 75% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,062.081 for S&P, 1,113.8477 for Russell, 70% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,914.7895 for S&P, 1,034.28715 for Russell, 65% of initial levels due 11/3/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,062.081 for S&P, 1,113.8477 for Russell, 70% of initial levels due 2/3/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,767.498 for S&P, 954.7266 for Russell, 60% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,460.234 for S&P, 1,113.8477 for Russell and 5,471.8433 for Stoxx, 70% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $18.57 for Oil & Gas, $51.12 for Biotech; 60% of initial levels due 5/3/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if each index closes at or above 70% knock-in level on observation date for that period due 2/3/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above 60% knock-in level on observation date for that period due 5/3/2024
Credit Suisse AG, London Branch 0.00% due 5/3/2024
Credit Suisse AG, London Branch 0.00% due 5/4/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2024
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 5/18/2020
Credit Suisse AG, London Branch 9.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/3/2020
Credit Suisse AG, London Branch 12.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/3/2020
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above knock-in price on related monthly observation date due 8/3/2020
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: 6,271.2312 for index, $287.808 for S&P ETF, $32.256 for Eurozone ETF; 80% of initial levels due 5/4/2021
Credit Suisse AG, London Branch 12.9% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 4/29/2021
Credit Suisse AG, London Branch 8.15% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 4/27/2023
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above downside threshold on observation date for that quarter due 4/27/2023
Credit Suisse AG, London Branch 9% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 4/29/2021
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its 70% downside threshold on each day during that quarter due 11/3/2022
Credit Suisse AG, London Branch 8.66% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/13/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 15.35% if the stock closes at or above its 50% knock-in level on a monthly observation date due 8/3/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 2,204.91 for S&P, 1,193.862 for Russell, 2,625.31 for Euro Stoxx; 75% of initial levels due 4/29/2021
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 1,910.92 for S&P, 1,034.68 for Russell, 2,275.27 for Euro Stoxx; 65% of initial levels due 4/29/2021
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 14%, payable monthly if stock closes at or above 50% knock-in price on a monthly observation date due 8/3/2020
Credit Suisse AG, London Branch 8.65% per year, payable each month that each stock closes at or above its 60% coupon barrier level on the observation date for that month due 5/2/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year if each index closes at or above knock-in level on observation date for that period due 5/3/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.4% per year plus all prior unpaid contingent coupons, if any, if each ETF closes at or above knock-in level on observation date for that quarter due 4/29/2021
Credit Suisse AG, London Branch 0.00% due 5/1/2023
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 7.4%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/29/2022
Credit Suisse AG, London Branch 9.26% per year, payable quarterly if each index closes at or above its 70% coupon barrier on each day during that quarter due 5/2/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its 70% coupon barrier on each day during that quarter due 11/2/2022
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 5/2/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/2/2021
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 6.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2021
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/30/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/30/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if Amazon stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $1,464.73, 77% of initial share price due 5/12/2020
Credit Suisse AG, London Branch 13.75% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $1,141.35 for Amazon, $758.070 for Alphabet, $123.168 for Apple, $220.998 for Netflix; 60% of initial prices due 4/29/2022
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each stock closes at or above its 60% barrier level on observation date due 10/29/2021
Credit Suisse AG, London Branch 9.45% per year, payable monthly if each stocks set closes at or above its knock-in level on observation date due 4/29/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if CVS stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $34.07, 64% of initial share price due 5/4/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each asset closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: 8,051.428 for index, $30.597 for ETF; 70% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 6.5% per year, payable semiannually if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,755.702 for S&P and $31.938 for CVS; 60% of initial levels due 4/29/2022
Credit Suisse AG, London Branch 7% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,531.14, 86.5% of initial level due 5/12/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.319 for S&P, 5,471.8433 for Nasdaq-100, 70% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,194.6275 for S&P, 1,181.709 for Russell, 75% of initial levels due 7/30/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.319 for S&P, 1,102.9284 for Russell, 70% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.319 for S&P, 1,102.9284 for Russell and 2,444.344 for Stoxx, 70% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 5.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,048.319 for S&P, 1,102.9284 for Russell and 5,471.8433 for Nasdaq, 70% of initial levels due 4/30/2024
Credit Suisse AG, London Branch Contingent coupon each quarter at rate of 10.5% per year if ETF closes at or above 70% knock-in level on observation date for that quarter due 4/30/2020
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $19.074 for Oil & Gas, $51.75 for Biotech; 60% of initial levels due 4/30/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year unless either ETF closes below knock-in level on observation date for that quarter due 4/30/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above 70% knock-in level on observation date for that period due 1/31/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year if each index closes at or above knock-in level on observation date for that period due 4/29/2022
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 0.00% due 4/28/2022
Credit Suisse AG, London Branch 0.00% due 4/28/2022
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 4/28/2022
Credit Suisse AG, London Branch 0.00% due 10/29/2022
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 0.00% due 10/28/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2029
Credit Suisse AG, London Branch 0.00% due 10/28/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless any index closes below barrier level on observation date for that quarter; coupon is 8% per year initially, stepping up to 9% on July 29, 2020 due 4/28/2022
Credit Suisse AG, London Branch 11.29% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date that quarter; Coupon barriers: 2,195.44 for S&P, 1,191.099 for Russell 2000 and 2,626.97 for Nasdaq; 75% of initial levels due 4/29/2022
Credit Suisse AG, London Branch 0.00% due 10/26/2020
Credit Suisse AG, London Branch 20% per year, payable monthly due 4/27/2020
Credit Suisse AG, London Branch 0.00% due 4/27/2022
Credit Suisse AG, London Branch If stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 8% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $304.06, 80% of initial share price due 5/5/2020
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 8.5% per year if each index closes at or above knock-in level on observation date for that period due 4/26/2022
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 7% per year if each index closes at or above knock-in level on observation date for that period due 4/26/2022
Credit Suisse AG, London Branch 9.15% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $50.778 for biotech fund, $46.692 for technology fund; 60% of initial levels due 4/26/2022
Credit Suisse AG, London Branch 10.75% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $50.778 for biotech fund, $46.692 for technology fund; 60% of initial levels due 4/26/2022
Credit Suisse AG, London Branch 15.3% per year, payable semiannually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: $22.267 for ETF, 5,382.8005 for index; 70% of initial levels due 4/26/2022
Credit Suisse AG, London Branch 0.00% due 4/25/2022
Credit Suisse AG, London Branch 0.00% due 4/25/2022
Credit Suisse AG, London Branch 0.00% due 4/28/2025
Credit Suisse AG, London Branch 0.00% due 10/20/2020
Credit Suisse AG, London Branch 0.00% due 7/21/2020
Credit Suisse AG, London Branch 0.00% due 8/10/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date that quarter; Coupon barriers: 1,888.27 for S&P, 1,017.736 for Russell 2000 and 2,274.50 for Nasdaq; 65% of initial levels due 10/21/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each asset closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,117.824 for Amazon, $53.394 for biotech ETF, $19.362 for oil ETF; 60% of initial levels due 4/18/2022
Credit Suisse AG, London Branch 11.14% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $15.504 for Baker Hughes, $16.638 for Fifth Third, $52.746 for Capital One; 60% of initial levels due 10/21/2020
Credit Suisse AG, London Branch 7.25%, payable monthly if stock closes at or above knock-in price on related monthly observation date due 7/20/2020
Credit Suisse AG, London Branch 11.35% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $75.63 for United, $87.492 for Stanley, $20.874 for Newmont; 60% of initial levels due 10/21/2020
Credit Suisse AG, London Branch 7.6%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/22/2022
Credit Suisse AG, London Branch 8.6%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/22/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,179.185 for S&P and 1,184.376 for Russell; 75% of initial levels due 7/20/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,033.906 for S&P and 1,105.4176 for Russell; 70% of initial levels due 7/20/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,033.906 for S&P and 1,105.4176 for Russell; 70% of initial levels due 10/19/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,179.185 for S&P and 1,184.376 for Russell; 75% of initial levels due 7/20/2020
Credit Suisse AG, London Branch 0.00% due 4/21/2022
Credit Suisse AG, London Branch 0.00% due 11/18/2020
Credit Suisse AG, London Branch 6.65% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 1,744.45 for S&P, 950.881 for Russell, 2068.7 for Euro Stoxx; 60% of initial levels due 10/15/2021
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $36.967 for CVS, $37.415 for Walgreens; 70% of initial prices due 4/18/2022
Credit Suisse AG, London Branch 10% annualized, payable quarterly if index closes at or above coupon barrier on the related quarterly observation date; Coupon barrier: 75.77; 75% of initial level due 4/17/2020
Credit Suisse AG, London Branch 5.80% due 10/15/2020
Credit Suisse AG, London Branch 0.00% due 9/16/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date that quarter; Coupon barriers: 2,021.75 for S&P, 1,107.086 for Russell 2000 and 5,382.042 for Nasdaq; 70% of initial levels due 7/14/2022
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if stock closes at or above downside threshold level on each day during that quarter due 4/15/2020
Credit Suisse AG, London Branch 0.00% due 4/14/2020
Credit Suisse AG, London Branch 7.5% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,285.088, 70% of initial share price due 7/13/2020
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $68.805 for Health Care, $83.655 for Semiconductor, $33.7125 for Retail; 75% of initial levels due 4/14/2021
Credit Suisse AG, London Branch 0.00% due 4/13/2020
Credit Suisse AG, London Branch 10.5%, payable monthly if stock closes at or above knock-in price on related monthly observation date due 7/13/2020
Credit Suisse AG, London Branch 10.25% per year, payable each month the stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $104.865, 75% of initial share price due 7/13/2020
Credit Suisse AG, London Branch 19.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 4/9/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 24% per year unless any stock closes below coupon barrier level on observation date for that month; Coupon barrier levels: $20.436 for American Airlines, $1,102.368 for Amazon and $42.708 for Grubhub, 60% of initial levels due 4/10/2024
Credit Suisse AG, London Branch 6.25% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2314.19, 80% of initial level due 4/22/2020
Credit Suisse AG, London Branch 0.00% due 5/8/2020
Credit Suisse AG, London Branch 0.00% due 4/22/2020
Credit Suisse AG, London Branch 0.00% due 7/9/2020
Credit Suisse AG, London Branch 0.00% due 4/8/2021
Credit Suisse AG, London Branch 5.20% due 4/8/2020
Credit Suisse AG, London Branch 0.00% due 1/22/2021
Credit Suisse AG, London Branch 6.25%, payable monthly if stock closes at or above knock-in price on related monthly observation date due 7/6/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 4/4/2022
Credit Suisse AG, London Branch 0.00% due 5/4/2020
Credit Suisse AG, London Branch 0.00% due 10/2/2020
Credit Suisse AG, London Branch 0.00% due 5/4/2020
Credit Suisse AG, London Branch 0.00% due 10/2/2020
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/3/2020
Credit Suisse AG, London Branch 12%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/3/2020
Credit Suisse AG, London Branch 7.25% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,984.08 for S&P, 1,077.8173 for Russell, 70% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 8.25% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,125.8 for S&P, 1,154.80425 for Russell, 75% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 8.75% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,984.08 for S&P, 1,077.8173 for Russell, 70% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 6% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,700.64 for S&P, 923.8434 for Russell, 70% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 6.25% annualized, payable each quarter that each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,842.36 for S&P, 1,000.83035 for Russell, 65% of initial levels due 10/5/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.75% per year unless either index closes below knock-in level on observation date for that quarter due 7/3/2020
Credit Suisse AG, London Branch 7.15% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,267.52, 80% of initial level due 4/16/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.5% per year unless any index closes below knock-in level on observation date for that quarter due 7/3/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13.5% per year unless either ETF closes below knock-in level on observation date for that quarter due 4/5/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 2,125.8 for S&P, 1,154.804 for Russell, 2,513.78 for Stoxx; 75% of initial levels due 4/16/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.75% per year if each index closes at or above knock-in level on observation date for that quarter due 1/3/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if each index closes at or above knock-in level on observation date for that quarter due 4/3/2024
Credit Suisse AG, London Branch 15.25% annualized, payable each quarter if stock closes at or above downside threshold on determination date due 4/2/2020
Credit Suisse AG, London Branch 20% annualized, payable each month if stock closes at or above downside threshold on determination date due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 4/1/2022
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 5/4/2020
Credit Suisse AG, London Branch 0.00% due 5/4/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2024
Credit Suisse AG, London Branch 0.00% due 4/3/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 1,689.264 for S&P, 921.0624 for Russell, 1,992.174 for Stoxx; 60% of initial levels due 4/2/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $14.5665 for gold ETF, $33.449 for banking ETF, $43.043 for energy ETF; 65% of initial levels due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 4/3/2024
Credit Suisse AG, London Branch 8.2% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 3/29/2023
Credit Suisse AG, London Branch 9.2% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 3/29/2021
Credit Suisse AG, London Branch 10% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 3/28/2024
Credit Suisse AG, London Branch 30.00% due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 3/29/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date that quarter; Coupon barriers: 981.839 for Russell 2000 and 673.44 for MSCI Emerging Markets; 64.5% of initial levels due 3/31/2022
Credit Suisse AG, London Branch 6.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 3/29/2022
Credit Suisse AG, London Branch 0.00% due 7/1/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 5.7% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,254.768, 80% of initial level due 9/29/2026
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch 10.8% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $18.126 for American Airlines, $70.746 for Microsoft, $58.992 for Walmart; 60% of initial levels due 9/29/2020
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $24.192 for Micron, $79.104 for Caterpillar, $51.588 for American Electric; 60% of initial levels due 9/29/2020
Credit Suisse AG, London Branch 9.08% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $146.034 for UnitedHealth, $93.18 for Visa and $16.272 for Conagra; 60% of initial levels due 9/29/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each ETF closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $14.01 for VanEck, $14.508 for U.S. Natural Gas, $18.42 for S&P Oil; 60% of initial levels due 3/29/2022
Credit Suisse AG, London Branch If Alphabet stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 8% per year plus all prior unpaid contingent coupons, if any due 4/13/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year unless Cisco stock closes below knock-in level on observation date for that quarter due 4/5/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless any stock closes below knock-in level on observation date for that quarter due 3/29/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either underlier closes below knock-in level on observation date for that quarter due 9/29/2020
Credit Suisse AG, London Branch If Microsoft stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 8% per year plus all prior unpaid contingent coupons, if any due 4/13/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in level on observation date for that month due 6/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in level on observation date for that quarter due 9/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below knock-in level on observation date for that quarter due 9/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below knock-in level on observation date for that quarter due 6/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below knock-in level on observation date for that quarter due 6/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.75% per year unless any index closes below knock-in level on observation date for that quarter due 9/29/2020
Credit Suisse AG, London Branch If salesforce.com stock closes at or above knock-in level on quarterly observation date, notes pay contingent coupon that quarter at rate of 8% per year plus all prior unpaid contingent coupons, if any due 4/5/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11.5% per year unless either ETF closes below knock-in level on observation date for that quarter due 3/29/2021
Credit Suisse AG, London Branch Notes pay contingent coupon each quarter at rate of 10.5% per year if ETF closes at or above knock-in level on observation date for that quarter due 3/30/2020
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: $19.1475 for ETF, 68.8125 for index; 75% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 10.65% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; due 3/31/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; 1,972.922 for S&P and 1,069.7162 for Russell; 70% of initial levels due 12/29/2021
Credit Suisse AG, London Branch 0.00% due 3/31/2026
Credit Suisse AG, London Branch 0.00% due 3/31/2026
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2024
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 0.00% due 3/29/2024
Credit Suisse AG, London Branch 6.65%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier level: 1,963.76 for S&P, 2,325.43 for Stoxx, 70% of initial levels due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/30/2022
Credit Suisse AG, London Branch 0.00% due 3/30/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/29/2020
Credit Suisse AG, London Branch 10.35%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 3/29/2022
Credit Suisse AG, London Branch 0.00% due 3/29/2022
Credit Suisse AG, London Branch 10.25%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $169.65, 70% of initial price due 3/25/2022
Credit Suisse AG, London Branch 0.00% due 3/29/2023
Credit Suisse AG, London Branch 0.00% due 3/25/2021
Credit Suisse AG, London Branch 9.5% per year, payable monthly if stock closes at or above knock-in price on observation date for that month due 6/29/2020
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1960.497 for S&P, 1054.1461 for Russell and 2314.011 for Stoxx, 70% of initial levels due 9/28/2020
Credit Suisse AG, London Branch 6.5% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,960.497 for S&P and 1,054.1461 for Russell; 70% of initial levels due 3/29/2022
Credit Suisse AG, London Branch 8% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,960.497 for S&P and 1,054.1461 for Russell; 70% of initial levels due 3/29/2022
Credit Suisse AG, London Branch 16.25% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $52.716 for biotech fund, $18.036 for technology fund; 60% of initial levels due 3/29/2022
Credit Suisse AG, London Branch 14.35% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $52.716 for biotech fund, $18.036 for technology fund; 60% of initial levels due 3/29/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if fund closes at or above its coupon barrier on the related observation date; Coupon barrier level: $61.502; 70% of initial level due 3/25/2021
Credit Suisse AG, London Branch 6.25% due 4/27/2020
Credit Suisse AG, London Branch 0.00% due 6/25/2020
Credit Suisse AG, London Branch 10.95%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date due 3/29/2021
Credit Suisse AG, London Branch 21.00% due 3/23/2020
Credit Suisse AG, London Branch 20.00% due 3/23/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on the observation date for that period; Coupon barriers: 2,215.85 for Euro Stoxx 50, 1,010.740 for Russell 2000 and 1,841.17 for S&P 500; 65% of initial levels due 9/23/2021
Credit Suisse AG, London Branch 0.00% due 3/18/2021
Credit Suisse AG, London Branch 11.25%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $16.76, 60% of initial price due 3/19/2020
Credit Suisse AG, London Branch 6.90% due 6/22/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barriers: 1,693.49 for S&P, 932.123 for Russell, 2031.65 for Euro Stoxx; 60% of initial levels due 9/20/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.25% per year unless either index closes below knock-in level on observation date for that quarter due 6/22/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.75% per year unless either index closes below knock-in level on observation date for that quarter due 6/22/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below knock-in level on observation date for that quarter due 6/22/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.8% per year unless either index closes below knock-in level on observation date for that quarter due 12/21/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below knock-in level on observation date for that quarter due 9/21/2020
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $47.43, 59.15% of initial price due 3/18/2022
Credit Suisse AG, London Branch 9%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $47.04, 56.5% of initial price due 3/18/2022
Credit Suisse AG, London Branch 0.00% due 4/13/2021
Credit Suisse AG, London Branch 3.75% initially, stepping up to 4% on March 14, 2024 and to 5% on March 14, 2027; payable semiannually due 3/14/2029
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/15/2020
Credit Suisse AG, London Branch 7.6%, payable monthly if stock closes at or above knock-in price on related monthly observation date due 6/15/2020
Credit Suisse AG, London Branch 10% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 2,087.475 for S&P and 1,161.65775 for Russell; 75% of initial levels due 9/16/2021
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,298.52 for Euro Stoxx 50, 1,065.319 for Russell 2000 and 1,920.15 for S&P 500; 70% of initial levels due 3/11/2021
Credit Suisse AG, London Branch 9.05%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/15/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: 17,815.168 for Dow Jones, $29.148 for Emerging Markets, $60.522 for Biotech; 70% of initial levels due 9/14/2020
Credit Suisse AG, London Branch 26.5% annualized, payable each month if stock closes at or above downside threshold on determination date due 9/12/2019
Credit Suisse AG, London Branch 13%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date due 3/11/2020
Credit Suisse AG, London Branch 5.30% due 5/11/2020
Credit Suisse AG, London Branch 10.00% due 3/9/2020
Credit Suisse AG, London Branch 18.00% due 6/8/2020
Credit Suisse AG, London Branch 13.35% per year, payable each month the stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $248.01, 70% of initial share price due 3/8/2021
Credit Suisse AG, London Branch 0.00% due 4/9/2020
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/8/2020
Credit Suisse AG, London Branch 15.7% per year, payable each quarter the stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $47.36, 70% of initial share price due 3/18/2020
Credit Suisse AG, London Branch 12.75% annualized, payable each quarter if stock closes at or above downside threshold on determination date due 3/5/2020
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 2,227.59 for S&P and 5,678.02 for Nasdaq, 80% of initial levels due 9/2/2020
Credit Suisse AG, London Branch 0.00% due 3/5/2024
Credit Suisse AG, London Branch 0.00% due 3/7/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,638.61 for Euro Stoxx 50, 1,260.439 for Russell 2000 and 2,227.59 for S&P 500; 80% of initial levels due 9/2/2021
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $68.7375 for Health Care, $77.4975 for Semiconductor, $34.41 for Retail; 75% of initial levels due 3/4/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,949.143 for S&P and 4,968.2675 for Nasdaq; 70% of initial levels due 3/5/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,949.143 for S&P and 1,102.8843 for Russell; 70% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,088.3675 for S&P and 1181.66175 for Russell; 75% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,670.694 for S&P and 945.3294 for Russell; 60% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 12% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $17.868 for Oil & Gas, $53.484 for Biotech; 60% of initial levels due 3/5/2021
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,949.143 for S&P and 1,102.8843 for Russell; 70% of initial levels due 3/7/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,670.694 for S&P and 945.329 for Russell; 60% of initial levels due 3/5/2024
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 3/4/2024
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier: $138.1756, 76% of initial share price due 6/4/2020
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/4/2020
Credit Suisse AG, London Branch 12.5% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 3/1/2021
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 3/1/2022
Credit Suisse AG, London Branch 7.3% annualized, payable quarterly if each asset closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 1,954.666 for S&P, 1,106.7364 for Russell, $30.10 for MSCI EM, 70% of initial levels due 3/1/2022
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 3/1/2021
Credit Suisse AG, London Branch 0.00% due 3/4/2022
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 15% per year, payable each month the stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $218.982, 60% of initial share price due 6/1/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,957.277 for S&P and 4,980.7982 for Nasdaq; 70% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 6.65% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,957.277 for S&P and 1,112.1635 for Russell; 70% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 6.50% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 10.20% due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 8.85% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $17.54 for Corning, $25.325 for Bristol-Myers, $90.535 for FedEx; 50% of initial levels due 2/28/2022
Credit Suisse AG, London Branch 10.55% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $46.46, 75% of initial share price due 3/11/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,097.0825 for S&P and 1,191.60375 for Russell; 75% of initial levels due 5/28/2020
Credit Suisse AG, London Branch 6.15% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,957.277 for S&P and 4,980.7982 for Nasdaq; 70% of initial levels due 2/28/2024
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,957.277 for S&P and 4,980.7982 for Nasdaq; 70% of initial levels due 5/28/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,957.277 for S&P and 1,112.1635 for Russell; 70% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Knock-in levels: 1,957.277 for S&P and 1,112.1635 for Russell; 70% of initial levels due 8/28/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $18.348 for Oil & Gas, $53.718 for Biotech; 60% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $21.406, 70% of initial price due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2026
Credit Suisse AG, London Branch 0.00% due 3/2/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2022
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 8/30/2022
Credit Suisse AG, London Branch 0.00% due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 2/28/2029
Credit Suisse AG, London Branch 0.00% due 8/27/2020
Credit Suisse AG, London Branch 13.1% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $49.56, 80% of initial share price due 3/11/2020
Credit Suisse AG, London Branch 6.75% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,234.14, 80% of initial level due 3/11/2020
Credit Suisse AG, London Branch 10% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 2094.5025 for S&P, 1192.5465 for Russell and 19523.8575 for Dow Jones; 75% of initial levels due 3/3/2025
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $252.93 for Boeing, $14.148 for Natural Gas and $7.158 for Oil; 60% of initial levels due 2/25/2022
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 10% annualized, payable quarterly if each ETF closes at or above coupon barrier on related quarterly observation date; Coupon barriers: $57.66 for Industrial Select, $19.82 for Financial Select and $52.22 for Technology Select, 75% of initial levels due 2/21/2020
Credit Suisse AG, London Branch 9.4% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 2,081.70 for S&P, 1,176.935 for Russell and 5,291.384 for Nasdaq, 75% of initial levels due 2/18/2022
Credit Suisse AG, London Branch 0.00% due 2/27/2022
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon/knock-in levels: 2,430.94 for Euro Stoxx 50, 1,176.935 for Russell 2000 and 2,081.70 for S&P 500; 75% of initial levels due 2/19/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,942.92 for S&P and 1,098.4729 for Russell; 70% of initial levels due 8/21/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,081.70 for S&P and 1,176.93525 for Russell; 75% of initial levels due 5/21/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,081.70 for S&P and 1,176.93525 for Russell; 75% of initial levels due 5/21/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,942.92 for S&P and 1,098.4729 for Russell; 70% of initial levels due 5/21/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if index closes at or above its coupon barrier on quarterly observation date, in which case any prior unpaid coupon will also be paid; Coupon barrier: 2,191.34, 78.95% of initial level due 3/4/2020
Credit Suisse AG, London Branch 27.05% per year, payable quarterly if Tesla stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $182.26, 60% of initial share price due 3/3/2020
Credit Suisse AG, London Branch 6.5% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,942.92 for S&P and 1,098.4729 for Russell; 70% of initial levels due 2/17/2022
Credit Suisse AG, London Branch 8.25% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,942.92 for S&P and 1,098.4729 for Russell; 70% of initial levels due 2/17/2022
Credit Suisse AG, London Branch 9.55% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: $18.60 for ETF, 1,665.36 for S&P; 60% of initial levels due 2/21/2024
Credit Suisse AG, London Branch 0.00% due 2/20/2026
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 0.00% due 2/22/2024
Credit Suisse AG, London Branch 0.00% due 8/21/2020
Credit Suisse AG, London Branch 0.00% due 8/21/2020
Credit Suisse AG, London Branch 6.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 4,938.625 for Nasdaq, 1,942.92 for S&P 500, 70% of initial levels due 2/18/2022
Credit Suisse AG, London Branch 6.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier level: 1,098.473 for Russell, 2,268.88 for Stoxx, 70% of initial levels due 2/21/2029
Credit Suisse AG, London Branch 7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,942.92 for S&P 500, 2,268.88 for Euro Stoxx 50, 70% of initial levels due 2/18/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $29.04 for Cisco, $673.002 for Alphabet and $64.14 for Microsoft; 60% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 10.8% per year, payable monthly if each asset closes at or above its coupon barrier on the observation date; Coupon barriers: $18.114 for Oil & Gas, $50.868 for Biotech, 4,213.4514 for Nasdaq; 60% of initial levels due 8/20/2020
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 12.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 5/15/2020
Credit Suisse AG, London Branch 0.00% due 1/11/2021
Credit Suisse AG, London Branch 0.00% due 2/17/2026
Credit Suisse AG, London Branch 17.2% annualized, payable each quarter if stock closes at or above downside threshold on determination date due 2/14/2020
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 8/11/2022
Credit Suisse AG, London Branch 0.00% due 8/12/2020
Credit Suisse AG, London Branch 8.15% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 4,175.9742 for Nasdaq, $18.528 for ETF, 1,634.922 for S&P; 60% of initial levels due 2/7/2023
Credit Suisse AG, London Branch 0.00% due 8/5/2020
Credit Suisse AG, London Branch 0.00% due 5/6/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 2/13/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 15.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/8/2021
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if index closes at or above its coupon barrier on quarterly observation date, in which case any prior unpaid coupon will also be paid; Coupon barrier: 2,165.22, 80% of initial level due 2/20/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.5% per year if each index closes at or above coupon barrier level on observation date for that quarter; coupon barrier levels: 2029.90 for S&P 500, 1126.541 for Russell 2000 and 2378.34 for Euro Stoxx 50; 75% of initial levels due 2/3/2021
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on determination date for that quarter due 2/4/2022
Credit Suisse AG, London Branch 0.00% due 2/20/2020
Credit Suisse AG, London Branch 0.00% due 2/20/2020
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 7.50% due 5/5/2020
Credit Suisse AG, London Branch 0.00% due 8/5/2020
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 9.55% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon/knock-in levels: 2,211.6 for Euro Stoxx 50, 1,049.593 for Russell 2000 and 1,892.87 for S&P 500; 70% of initial levels due 2/3/2021
Credit Suisse AG, London Branch 15.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 5/5/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,892.87 for S&P and 4,834.7873 for Nasdaq; 70% of initial levels due 5/5/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,622.46 for S&P and 899.6514 for Russell; 60% of initial levels due 8/5/2020
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,892.87 for S&P and 1,049.5933 for Russell; 70% of initial levels due 11/5/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,622.46 for S&P and 899.6514 for Russell; 60% of initial levels due 5/5/2020
Credit Suisse AG, London Branch 12% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,892.87 for S&P and 1,049.5933 for Russell; 70% of initial levels due 5/5/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,028.075 for S&P and 1,124.56425 for Russell; 75% of initial levels due 5/5/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 4,144.1034 for Nasdaq, 1,622.46 for S&P and 899.6514 for Russell; 60% of initial levels due 2/5/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,892.87 for S&P and 1,049.5933 for Russell; 70% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,352.05 for S&P and 749.7095 for Russell; 50% of initial levels due 2/5/2024
Credit Suisse AG, London Branch 8.15% annualized, payable quarterly if index closes at or above 80% coupon barrier on each day that quarter due 2/5/2020
Credit Suisse AG, London Branch 5.55% due 4/6/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 3/12/2021
Credit Suisse AG, London Branch 0.00% due 2/2/2024
Credit Suisse AG, London Branch 0.00% due 2/2/2024
Credit Suisse AG, London Branch 0.00% due 2/2/2024
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 2,010.7875 for S&P, 2,371.305 for Stoxx, 1,115.2065 for Russell, 75% of initial levels due 1/27/2022
Credit Suisse AG, London Branch 10.3% annualized, payable quarterly if each asset closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 2010.7875 for S&P, 1115.2065 for Russell, $32.055 for MSCI EM, 75% of initial levels due 1/28/2021
Credit Suisse AG, London Branch 10.1% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 1/28/2021
Credit Suisse AG, London Branch 11% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 1/28/2021
Credit Suisse AG, London Branch 0.00% due 2/4/2022
Credit Suisse AG, London Branch 9.00% due 5/6/2019
Credit Suisse AG, London Branch 24.5%, payable monthly due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 7/14/2020
Credit Suisse AG, London Branch 9.8%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 1/31/2022
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1848.00 for S&P 500, 1030.014 for Russell 2000 and 2207.39 for Euro Stoxx 50; 70% of initial levels due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2029
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 1/29/2025
Credit Suisse AG, London Branch 6.50% due 4/30/2020
Credit Suisse AG, London Branch 0.00% due 3/31/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,850.695 for S&P and 4,687.9609 for Nasdaq; 70% of initial levels due 4/30/2020
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,850.695 for S&P and 1,031.4752 for Russell; 70% of initial levels due 7/31/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 4,018.2522 for Nasdaq, 1,586.31 for S&P and 884.1216 for Russell; 60% of initial levels due 7/31/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,850.695 for S&P and 1,031.4752 for Russell; 70% of initial levels due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 2/2/2022
Credit Suisse AG, London Branch 0.00% due 2/2/2022
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 8/2/2022
Credit Suisse AG, London Branch 0.00% due 2/1/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2029
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly observation date; Coupon barriers: 1,665.48 for S&P, 926.783 for Russell and 4,242.108 for Nasdaq, 62.5% of initial levels due 1/30/2020
Credit Suisse AG, London Branch 11.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 4/30/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.2% per year if each index closes at or above knock-in level on observation date for that quarter due 2/12/2020
Credit Suisse AG, London Branch 0.00% due 7/28/2022
Credit Suisse AG, London Branch 0.00% due 3/27/2020
Credit Suisse AG, London Branch 0.00% due 1/28/2022
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,849.631 for S&P and 1,025.0842 for Russell; 70% of initial levels due 1/30/2023
Credit Suisse AG, London Branch 6.85% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 1/31/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier: $20.979, 70% of initial price due 1/31/2022
Credit Suisse AG, London Branch 10.25% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,981.7475 for S&P and 1,098.3045 for Russell; 75% of initial levels due 2/1/2021
Credit Suisse AG, London Branch 0.00% due 7/28/2027
Credit Suisse AG, London Branch 16% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $9.88, 50% of initial share price due 1/25/2021
Credit Suisse AG, London Branch 0.00% due 1/23/2023
Credit Suisse AG, London Branch 0.00% due 2/10/2023
Credit Suisse AG, London Branch 0.00% due 2/10/2023
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 9.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 4/24/2020
Credit Suisse AG, London Branch 10% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,136.454, 67% of initial share price due 4/24/2020
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 1/24/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,003.0325 for S&P and 1,111.87575 for Russell; 75% of initial levels due 4/24/2020
Credit Suisse AG, London Branch 12% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 4/24/2020
Credit Suisse AG, London Branch 10.1% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 7/24/2020
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 4/24/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if index closes at or above its coupon barrier level on observation date, in which case any prior unpaid coupon will also be paid; Barrier level: 2,136.57; 80% of initial level due 2/5/2020
Credit Suisse AG, London Branch 10% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $45.859 for biotech fund, $17.3855 for oil fund; 55% of initial levels due 1/14/2022
Credit Suisse AG, London Branch 11.5% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $45.859 for biotech fund, $17.3855 for oil fund; 55% of initial levels due 1/14/2022
Credit Suisse AG, London Branch 8.75% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $50.028 for biotech fund, $39.21 for technology fund; 60% of initial levels due 1/14/2022
Credit Suisse AG, London Branch 10.25% per year, payable semiannually if each fund closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $50.028 for biotech fund, $39.21 for technology fund; 60% of initial levels due 1/14/2022
Credit Suisse AG, London Branch 0.00% due 1/24/2024
Credit Suisse AG, London Branch 0.00% due 1/24/2024
Credit Suisse AG, London Branch 0.00% due 7/24/2020
Credit Suisse AG, London Branch 0.00% due 7/24/2020
Credit Suisse AG, London Branch 0.00% due 4/21/2020
Credit Suisse AG, London Branch 0.00% due 9/14/2020
Credit Suisse AG, London Branch 0.00% due 9/18/2020
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch 0.00% due 7/20/2020
Credit Suisse AG, London Branch 0.00% due 1/23/2025
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $91.842 for Apple, $1,004.736 for Amazon, $61.008 for JPMorgan; 60% of initial levels due 7/19/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $76.535 for Apple, $837.28 for Amazon, $543.255 for Alphabet, $177.32 for Netflix; 50% of initial levels due 7/19/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 13.5% per year unless either ETF closes below buffer level on observation date for that month; Buffer levels: $16.488 for gold ETF and $24.616 for oil & gas ETF; 80% of initial share prices due 7/20/2026
Credit Suisse AG, London Branch 0.00% due 5/27/2020
Credit Suisse AG, London Branch 0.00% due 1/18/2029
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon/knock-in levels: 1,995.53 for Euro Stoxx 50, 940.8 for Russell 2000 and 1,687.57 for S&P 500; 65% of initial levels due 1/14/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above knock-in price on observation date for that quarter due 4/16/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each fund closes above coupon barrier on observation date; Coupon barriers: $9.90 for VanEck, $6.66 for United States Oil; 60% of initial levels due 1/18/2022
Credit Suisse AG, London Branch 13% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,131.9864, 69% of initial share price due 4/16/2020
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $21.28 for Oil & Gas, $112.483 for QQQ, $181.286 for SPDR S&P 500, $17.15 for Financial; 70% of initial levels due 1/18/2022
Credit Suisse AG, London Branch 8.05% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers/buffer levels: 1,947.48 for S&P 500 and 2,306.7975 for Stoxx; 75% of initial levels due 1/18/2022
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 1,817.38 for S&P, 1,013.170 for Russell, 2,149.03 for Stoxx; 70% of initial levels due 1/29/2020
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each index closes at or above its 70% coupon barrier on related observation date due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 4/7/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,802.09 for S&P, 998.586 for Russell, 4,586.293 for Nasdaq; 70% of initial levels due 7/13/2021
Credit Suisse AG, London Branch 12.3% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,784.78 for S&P, 983.762 for Russell, 4,541.777 for Nasdaq; 70% of initial levels due 7/13/2021
Credit Suisse AG, London Branch 23.75% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $88.956 for Apple, $4.938 for GE, $40.95 for Gilead; 60% of initial levels due 1/14/2020
Credit Suisse AG, London Branch 13.25% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month due 7/10/2019
Credit Suisse AG, London Branch If Apple stock closes at or above buffer level on quarterly observation date, notes pay contingent coupon at rate of 10% per year for that quarter and all prior unpaid contingent coupons, if any; Buffer level: $111.94, 75.5% of initial share price due 1/23/2020
Credit Suisse AG, London Branch 0.00% due 7/9/2020
Credit Suisse AG, London Branch 0.00% due 7/9/2020
Credit Suisse AG, London Branch 0.00% due 4/8/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if stock closes at or above knock-in price on observation date for that quarter due 1/9/2024
Credit Suisse AG, London Branch 10% per year, payable monthly if stock closes at or above knock-in price on observation date for that month due 4/9/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 10% per year unless either index closes below knock-in level on observation date for that month due 1/9/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly unless ETF closes below downside threshold level on observation date for that quarter, in which case no coupon will be paid for that quarter due 1/7/2022
Credit Suisse AG, London Branch 0.00% due 1/3/2024
Credit Suisse AG, London Branch 0.00% due 1/3/2024
Credit Suisse AG, London Branch 0.00% due 1/3/2024
Credit Suisse AG, London Branch 14.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on review date for that quarter due 12/31/2020
Credit Suisse AG, London Branch 20% per year, payable quarterly if stock closes at or above downside threshold level on observation date for that quarter due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,740.018 for S&P and 4,399.6862 for Nasdaq; 70% of initial levels due 4/3/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,491.444 for S&P and 802.7538 for Russell; 60% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 10.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,864.305 for S&P and 1,003.44225 for Russell; 75% of initial levels due 4/3/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,740.018 for S&P and 936.5461 for Russell; 70% of initial levels due 4/3/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,491.444 for S&P and 802.7538 for Russell; 60% of initial levels due 4/3/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 3,771.1596 for Nasdaq, 1,491.444 for S&P and 802.7538 for Russell; 60% of initial levels due 1/3/2020
Credit Suisse AG, London Branch 7.25%, payable quarterly unless either index closes below knock-in level on observation date for that quarter due 1/3/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,242.87 for S&P and 668.9615 for Russell; 50% of initial levels due 1/3/2024
Credit Suisse AG, London Branch Barrier levels: 1,740.018 for S&P and 936.5461 for Russell; 70% of initial levels8.75% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; due 1/3/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,740.018 for S&P and 936.5461 for Russell; 70% of initial levels due 1/3/2024
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $14.42 for gold ETF, $18.459 for oil & gas ETF; 70% of initial levels due 1/3/2024
Credit Suisse AG, London Branch 17.5% annualized, payable monthly if stock closes at or above 60% coupon barrier on determination date for that month due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2021
Credit Suisse AG, London Branch 0.00% due 1/3/2024
Credit Suisse AG, London Branch 0.00% due 1/3/2024
Credit Suisse AG, London Branch 0.00% due 1/3/2024
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 7%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $117.73, 67% of initial price due 12/31/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $53.33, 70.75% of initial price due 12/31/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $78.78, 72% of initial price due 12/31/2021
Credit Suisse AG, London Branch 11.3%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,742.18 for S&P, 932.272 for Russell, 70% of initial levels due 12/31/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $74.56, 70% of initial price due 12/31/2021
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2021
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,727.39 for S&P and 930.8677 for Russell; 70% of initial levels due 12/31/2019
Credit Suisse AG, London Branch 12.65% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,727.39 for S&P and 930.8677 for Russell; 70% of initial levels due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/29/2028
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 1/11/2023
Credit Suisse AG, London Branch 0.00% due 1/11/2023
Credit Suisse AG, London Branch 6.50% due 3/31/2020
Credit Suisse AG, London Branch 0.00% due 1/28/2020
Credit Suisse AG, London Branch 0.00% due 6/24/2020
Credit Suisse AG, London Branch 6.45% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 1,033.6688, 80% of initial level due 6/30/2026
Credit Suisse AG, London Branch 17.1% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $35.168 for Citi, $112.336 for Home Depot, $89.663 for Johnson; 70% of initial levels due 12/28/2020
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $90.438 for Apple, $26.40 for Oracle, $25.11 for Cisco; 60% of initial levels due 12/27/2021
Credit Suisse AG, London Branch 9.8% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $75.365 for Apple, $80.025 for Goldman, $35.82 for Valero; 50% of initial levels due 12/27/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,691.634 for S&P 500 and 4,232.5899 for Nasdaq; 70% of initial levels due 3/31/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,691.634 for S&P and 904.4602 for Russell; 70% of initial levels due 6/30/2020
Credit Suisse AG, London Branch 7.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,812.465 for S&P and 969.0645 for Russell; 75% of initial levels due 3/31/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,812.465 for S&P and 969.0645 for Russell; 75% of initial levels due 12/30/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 3,627.9342 for Nasdaq, 1,449.972 for S&P and 775.2516 for Russell; 60% of initial levels due 6/30/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if index closes at or above its coupon barrier level on observation date, in which case any prior unpaid coupon will also be paid; Barrier level: 1,812.47; 75% of initial level due 1/8/2020
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if index closes at or above its coupon barrier level on observation date, in which case any prior unpaid coupon will also be paid; Barrier level: 1,933.3; 80% of initial level due 1/8/2020
Credit Suisse AG, London Branch 12.5% annualized, payable quarterly if each fund closes at or above 60% coupon barrier on observation date for that quarter due 12/31/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $38.48 for Technology, $36.4715 for Energy, $14.8135 for Financial; 65% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 11.55% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 1,691.634 for S&P, 904.4602 for Russell, 4,232.5899 for Nasdaq; 70% of initial levels due 12/31/2020
Credit Suisse AG, London Branch 8.75% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,570.083 for S&P and 839.8559 for Russell; 65% of initial levels due 12/31/2021
Credit Suisse AG, London Branch 6.5% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,691.634 for S&P and 904.4602 for Russell; 70% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 7.45% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,691.634 for S&P and 904.4602 for Russell; 70% of initial levels due 12/15/2021
Credit Suisse AG, London Branch 9.2% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,691.634 for S&P and 904.4602 for Russell; 70% of initial levels due 12/15/2021
Credit Suisse AG, London Branch 13.25% annualized, payable semiannually if each fund closes at or above 60% coupon barrier on observation date for that period due 12/15/2021
Credit Suisse AG, London Branch 11.5% annualized, payable semiannually if each fund closes at or above 60% coupon barrier on observation date for that period due 12/15/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $14.308 for gold ETF, $17.745 for oil & gas ETF; 70% of initial levels due 12/29/2023
Credit Suisse AG, London Branch 23% annualized, payable each month if stock closes at or above downside threshold on determination date for that month due 6/26/2019
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/24/2021
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 6/28/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 1/8/2020
Credit Suisse AG, London Branch 0.00% due 1/7/2020
Credit Suisse AG, London Branch 0.00% due 3/25/2020
Credit Suisse AG, London Branch 0.00% due 12/23/2021
Credit Suisse AG, London Branch 0.00% due 12/23/2021
Credit Suisse AG, London Branch 0.00% due 12/24/2020
Credit Suisse AG, London Branch 0.00% due 12/18/2020
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $876.487 for Amazon.com, $94.098 for Apple, $614.148 for Alphabet, $156.348 for Netflix; 60% of initial levels due 6/28/2021
Credit Suisse AG, London Branch 12.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $109.781 for Apple, $117.887 for Goldman, $33.278 for Coca-Cola; 70% of initial levels due 6/28/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $16.61, 71% of initial price due 12/24/2020
Credit Suisse AG, London Branch 0.00% due 1/24/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,754.872 for S&P and 944.4603 for Russell; 70% of initial levels due 9/24/2020
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 809.5374 for Russell, $35.292 for EAFE, $16.224 for Oil & Gas; 60% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 0.00% due 1/2/2020
Credit Suisse AG, London Branch 0.00% due 6/17/2020
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 6/17/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon/knock-in levels: 4,286.726 for Nasdaq-100, 917.028 for Russell 2000 and 1,689.97 for S&P 500; 65% of initial levels due 12/19/2019
Credit Suisse AG, London Branch 9.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/19/2020
Credit Suisse AG, London Branch 10% per year, payable monthly if Amazon stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $1,098.4179, 69% of initial share price due 3/19/2020
Credit Suisse AG, London Branch 9.5% per year, payable monthly if Boeing stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $232.6875, 73% of initial share price due 3/19/2020
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if index closes at or above its coupon barrier level on observation date; Barrier level: 2,079.96; 80% of initial level due 1/2/2020
Credit Suisse AG, London Branch Contingent quarterly coupon of 8.25% if index closes at or above 80% barrier level on the observation date for that quarter due 12/19/2023
Credit Suisse AG, London Branch 7% per year per quarter if both indexes close at or above coupon barrier levels during that quarter; Coupon barrier levels: 2,079.96 for S&P 500, 5,275.9704 for Nasdaq-100, 80% of initial levels due 12/19/2025
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 3/18/2020
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 4,616.474 for Nasdaq, 987.569 for Russell, 70% of initial levels due 12/17/2021
Credit Suisse AG, London Branch 11.1%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,819.96 for S&P, 987.569 for Russell, 70% of initial levels due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 4/15/2021
Credit Suisse AG, London Branch 0.00% due 1/6/2021
Credit Suisse AG, London Branch 7.2% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 12/17/2020
Credit Suisse AG, London Branch 0.00% due 3/17/2020
Credit Suisse AG, London Branch 0.00% due 3/17/2020
Credit Suisse AG, London Branch 16.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/17/2020
Credit Suisse AG, London Branch 11.15%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/17/2020
Credit Suisse AG, London Branch 10.45% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,855.749 for S&P and 1,018.7261 for Russell; 70% of initial levels due 6/19/2020
Credit Suisse AG, London Branch 7.3% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 12/16/2019
Credit Suisse AG, London Branch 0.00% due 6/15/2022
Credit Suisse AG, London Branch 0.00% due 12/14/2023
Credit Suisse AG, London Branch 0.00% due 6/10/2020
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in: $197.54, 60% of initial price due 12/24/2019
Credit Suisse AG, London Branch 4.15% annualized, payable quarterly if each f index closes at or above 50% coupon barrier on observation date for that quarter due 12/12/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if index closes at or above its 80% coupon barrier level on observation date due 12/26/2019
Credit Suisse AG, London Branch 10% per year, payable annually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,140.971 for Stoxx, $27.916 for ETF, 1,139.0955 for S&P; 70% of initial levels due 12/12/2023
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 1,974.81 for S&P, 1,086.06675 for Russell, 4,959.95625 for Nasdaq; 75% of initial levels due 12/14/2020
Credit Suisse AG, London Branch 0.00% due 1/10/2020
Credit Suisse AG, London Branch 0.00% due 6/9/2021
Credit Suisse AG, London Branch 0.00% due 12/26/2019
Credit Suisse AG, London Branch 0.00% due 3/11/2020
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 1/11/2023
Credit Suisse AG, London Branch 0.00% due 6/11/2020
Credit Suisse AG, London Branch 0.00% due 12/10/2020
Credit Suisse AG, London Branch 0.00% due 6/11/2020
Credit Suisse AG, London Branch 0.00% due 12/10/2020
Credit Suisse AG, London Branch 0.00% due 6/11/2020
Credit Suisse AG, London Branch 0.00% due 12/10/2020
Credit Suisse AG, London Branch 0.00% due 1/9/2020
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,070.13 for S&P, 1,149.95 for Russell and 2,379.85 for Stoxx; 75% of initial levels due 12/3/2021
Credit Suisse AG, London Branch 9.35%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/5/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,932.119 for S&P 500 and 4,949.3098 for Nasdaq; 70% of initial levels due 3/5/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,932.119 for S&P and 1,073.2862 Russell; 70% of initial levels due 3/5/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 2,070.1275 for S&P and 1,149.9495 Russell; 75% of initial levels due 3/5/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier levels: 1,932.119 for S&P and 1,073.2862 for Russell; 70% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,221.191 for Stoxx, 1,932.119 for S&P and 1,073.2862 for Russell; 70% of initial levels due 12/5/2019
Credit Suisse AG, London Branch 13% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $48.99 for Biotech ETF, $19.686 for Oil and Gas ETF; 60% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,380.085 for S&P and 766.633 for Russell; 50% of initial levels due 12/5/2023
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,380.085 for S&P and 766.633 for Russell; 50% of initial levels due 12/5/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its 70% coupon barrier on related observation date due 12/6/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $13.363 for gold ETF, $22.967 for oil & gas ETF; 70% of initial levels due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 0.00% due 12/5/2023
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 11/19/2021
Credit Suisse AG, London Branch 0.00% due 11/19/2021
Credit Suisse AG, London Branch 0.00% due 11/27/2020
Credit Suisse AG, London Branch 0.00% due 11/7/2019
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 3.25% for the first two years, stepping up to 3.5% on Nov. 30, 2020 and to 4.5% on May 30, 2021; payable semiannually due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that period; Coupon barrier/knock-in: $5.33, 50% of initial price due 11/30/2021
Credit Suisse AG, London Branch 9.6%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $24.02, 65% of initial price due 12/3/2019
Credit Suisse AG, London Branch 0.00% due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 20%, payable monthly due 11/29/2019
Credit Suisse AG, London Branch 10.1% per year, payable monthly due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 1/2/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2021
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $948.852 for Amazon.com, $81.00 for Facebook, $631.368 for Alphabet, $159.978 for Netflix; 60% of initial levels due 11/30/2021
Credit Suisse AG, London Branch 9.5% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $38.076 for Citigroup, $135.138 for FedEx, $64.284 for Microsoft; 60% of initial levels due 11/30/2021
Credit Suisse AG, London Branch 19.35% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in: $14.23, 50% of initial price due 11/30/2021
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.519 for S&P 500 and 4,690.7252 for Nasdaq; 70% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.519 for S&P 500 and 4,690.7252 for Nasdaq; 70% of initial levels due 11/30/2022
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.519 for S&P 500 and 1,044.9985 for Russell 2000; 70% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.519 for S&P 500 and 1,044.9985 for Russell 2000; 70% of initial levels due 5/29/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,011.6275 for S&P 500 and 1,119.64125 for Russell 2000; 75% of initial levels due 11/30/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.519 for S&P 500 and 1,044.9985 for Russell 2000; 70% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,216.494 for Stoxx, 1,877.519 for S&P and 1,044.9985 for Russell; 70% of initial levels due 5/29/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $46.782 for Biotech ETF, $19.554 for Oil and Gas ETF; 60% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $42.679 for technology fund, $42.0485 for energy fund, $17.2575 for financial fund; 65% of initial levels due 11/30/2022
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,877.519 for S&P 500 and 1,044.9985 for Russell 2000; 70% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $13.21 for Gold Miners ETF, $22.81 for oil & gas ETF; 70% of initial levels due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 6/2/2021
Credit Suisse AG, London Branch 0.00% due 6/2/2021
Credit Suisse AG, London Branch 0.00% due 6/2/2022
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 11/30/2021
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each f index closes at or above 70% coupon barrier on each trading day for that quarter due 11/29/2019
Credit Suisse AG, London Branch 12.6% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barrier levels: 1,974.42 for S&P, 1,116.51075 for Russell, 2,352.9075 for Stoxx; 75% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $46.722 for biotech ETF, $20.22 for oil & gas ETF; 60% of initial levels due 11/10/2021
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $54.509 for biotech ETF, $45.269 for technology fund; 70% of initial levels due 11/10/2021
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/26/2020
Credit Suisse AG, London Branch 14.15% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $72.402 for salesforce, $46.656 for PayPal, $76.086 for Workday; 60% of initial levels due 11/26/2021
Credit Suisse AG, London Branch 15%, payable quarterly if each stock closes above its coupon barrier, 60% of its initial level, on the related observation date due 5/21/2021
Credit Suisse AG, London Branch 8.10% due 11/25/2019
Credit Suisse AG, London Branch 16.5%, payable quarterly if each stock closes above its coupon barrier, 70% of its initial level, on the related observation date; due 5/21/2021
Credit Suisse AG, London Branch 0.00% due 12/19/2019
Credit Suisse AG, London Branch 0.00% due 11/19/2021
Credit Suisse AG, London Branch 0.00% due 11/20/2023
Credit Suisse AG, London Branch 12.05%, payable quarterly if each underlying stock closes at or above its 70% coupon barrier on the observation date for that quarter due 11/23/2021
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each f index closes at or above 70% coupon barrier on observation date for that quarter due 5/20/2020
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each f index closes at or above 75% coupon barrier on observation date for that quarter due 2/20/2020
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each f index closes at or above 70% coupon barrier on observation date for that quarter due 2/20/2020
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 2/20/2020
Credit Suisse AG, London Branch 25.25% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 11/22/2021
Credit Suisse AG, London Branch 8.00% due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 11/18/2021
Credit Suisse AG, London Branch 5.85% annualized, payable quarterly if each index closes at or above 60% coupon barrier on each trading day for that quarter due 11/19/2020
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above 60% coupon barrier on each trading day for that quarter due 11/19/2021
Credit Suisse AG, London Branch 0.00% due 3/18/2020
Credit Suisse AG, London Branch 0.00% due 12/19/2019
Credit Suisse AG, London Branch 0.00% due 11/26/2019
Credit Suisse AG, London Branch 0.00% due 10/21/2019
Credit Suisse AG, London Branch 14.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/18/2020
Credit Suisse AG, London Branch 9.75% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in: $1,125.5073, 69% of initial price due 2/18/2020
Credit Suisse AG, London Branch 9.55%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $218.06, 80% of initial price due 11/17/2020
Credit Suisse AG, London Branch 10.50% due 11/16/2020
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 8/17/2020
Credit Suisse AG, London Branch 15.05% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,395.56 for Stoxx, $29.43 for ETF, 1,139.0955 for Russell; 75% of initial levels due 8/17/2020
Credit Suisse AG, London Branch 9% annualized, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 11/15/2021
Credit Suisse AG, London Branch 0.00% due 11/27/2019
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,807.66 for S&P, 1,007.17 for Russell, 2,099.17 for Stoxx; 65% of initial levels due 5/12/2022
Credit Suisse AG, London Branch 0.00% due 6/24/2020
Credit Suisse AG, London Branch 0.00% due 1/6/2021
Credit Suisse AG, London Branch 10.00% due 11/16/2020
Credit Suisse AG, London Branch 0.00% due 11/26/2019
Credit Suisse AG, London Branch 0.00% due 11/7/2019
Credit Suisse AG, London Branch 11%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/7/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $998.318 for Amazon, $642.894 for Alphabet; 60% of initial levels due 11/7/2025
Credit Suisse AG, London Branch 12% annualized, payable quarterly if stock closes at or above 60% coupon barrier on determination date for that quarter due 5/7/2019
Credit Suisse AG, London Branch 12.5% annualized, payable quarterly if stock closes at or above 50% coupon barrier on determination date for that quarter due 11/5/2021
Credit Suisse AG, London Branch 0.00% due 11/20/2019
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $932.70, 56% of initial price due 11/5/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $43.06, 62.25% of initial price due 11/5/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $130.45, 72.5% of initial price due 11/5/2021
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/6/2020
Credit Suisse AG, London Branch 9.65% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 11/8/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,898.218 for S&P 500 and 1,057.9891 for Russell 2000; 70% of initial levels due 2/5/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers/knock-in levels: 2,238.257 for Stoxx, 1,057.9891 for Russell, 1,898.218 for S&P; 70% of initial levels due 11/5/2019
Credit Suisse AG, London Branch 12.15% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $47.466 for Biotech ETF, $21.642 for Oil and Gas ETF; 60% of initial levels due 11/5/2020
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,898.218 for S&P 500 and 1,057.9891 for Russell 2000; 70% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 1,355.87 for S&P 500 and 755.7065 for Russell 2000; 50% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on related observation date; Coupon barrier levels: 1,898.218 for S&P 500 and 1,057.9891 for Russell 2000; 70% of initial levels due 11/5/2021
Credit Suisse AG, London Branch 12% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $13.251 for gold ETF, $25.249 for oil and gas ETF; 70% of initial levels due 11/6/2023
Credit Suisse AG, London Branch 0.00% due 11/3/2023
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.841 for S&P, 4,767.0847 for Nasdaq; 70% of initial levels due 2/5/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,011.9725 for S&P, 1,129.97775 for Russell; 75% of initial levels due 2/5/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,609.578 for S&P, 903.9822 for Russell; 60% of initial levels due 5/5/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,011.9725 for S&P, 1,129.97775 for Russell; 75% of initial levels due 2/5/2020
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.841 for S&P, 1,054.6459 for Russell; 70% of initial levels due 5/4/2020
Credit Suisse AG, London Branch 8.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.841 for S&P, 1,054.6459 for Russell; 70% of initial levels due 11/2/2022
Credit Suisse AG, London Branch 8.95% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,877.841 for S&P, 1,054.6459 for Russell; 70% of initial levels due 5/3/2021
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 0.00% due 11/11/2019
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 2/4/2020
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 0.00% due 12/30/2019
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2021
Credit Suisse AG, London Branch 0.00% due 11/5/2021
Credit Suisse AG, London Branch 0.00% due 10/29/2022
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 6.75% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 12/2/2019
Credit Suisse AG, London Branch 0.00% due 4/29/2020
Credit Suisse AG, London Branch 0.00% due 4/29/2020
Credit Suisse AG, London Branch 0.00% due 11/14/2019
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 5.1% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,126.952, 80% of initial level due 10/30/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 10/29/2021
Credit Suisse AG, London Branch 15%, payable quarterly if each stock closes at or above its 60% knock-in level on quarterly observation date due 10/30/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in:
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $31.968 for Delta, $103.338 for Home Depot, $27.414 for Intel and $64.176 for Microsoft, 60% of initial levels due 10/29/2021
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,861.083 for S&P, 4,796.6828 for Nasdaq; 70% of initial levels due 1/31/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,994.0175 for S&P, 1,112.86575 for Russell; 75% of initial levels due 1/31/2020
Credit Suisse AG, London Branch 5% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,595.214 for S&P, 890.2926 for Russell; 60% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 4/30/2020
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 4/30/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,194.423 for Stoxx, 1,861.083 for S&P and 1,038.6747 for Russell; 70% of initial levels due 4/30/2020
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each fund closes at or above 60% coupon barrier on each trading day for that quarter due 10/30/2020
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each fund closes at or above 60% coupon barrier on observation date that quarter due 10/30/2020
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 1,861.083 for S&P 500 and 1,038.6747 for Russell 2000; 70% of initial levels due 10/31/2023
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $13.342 for gold ETF, $25.144 for oil and gas ETF; 70% of initial levels due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 4/29/2021
Credit Suisse AG, London Branch 0.00% due 4/29/2022
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/31/2023
Credit Suisse AG, London Branch 0.00% due 10/30/2024
Credit Suisse AG, London Branch 0.00% due 11/14/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 6% per annum initially, stepping up to 8% on Oct. 31, 2019 and to 10% on Oct. 30, 2020; Barrier levels: 1,038.6747 for Russell, 2,194.423 for Stoxx, 70% of initial level due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 10/31/2028
Credit Suisse AG, London Branch 0.00% due 10/28/2022
Credit Suisse AG, London Branch 9.25%, payable monthly if stock closes above 55% coupon barrier on related review date due 1/30/2020
Credit Suisse AG, London Branch 10.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 1/30/2020
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,893.899 for S&P, 1,050.2772 for Russell, 2,215.08 for Stoxx; 70% of initial levels due 10/30/2019
Credit Suisse AG, London Branch 6.75% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers/buffer levels: 2,531.52 for index, $70.736 for fund; 80% of initial levels due 4/30/2026
Credit Suisse AG, London Branch 6% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 1,893.899 for S&P 500 and 1,050.2772 for Russell 2000; 70% of initial levels due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 11/13/2019
Credit Suisse AG, London Branch 0.00% due 11/13/2019
Credit Suisse AG, London Branch 3.25% for the first three years, stepping up to 5% on Oct. 26, 2021; payable quarterly due 10/26/2022
Credit Suisse AG, London Branch 21.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $52.297 for Celgene, $14.588 for CenturyLink; 70% of initial levels due 10/29/2019
Credit Suisse AG, London Branch 10.75% per year, payable each month if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in: $1,164.94, 70% of initial price due 1/29/2020
Credit Suisse AG, London Branch 13.15% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $1,664.20 for Amazon, $107.545 for Apple $150.915 for Netflix; 50% of initial levels due 10/29/2021
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 4/29/2020
Credit Suisse AG, London Branch 9.25% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on determination date for that quarter due 10/28/2021
Credit Suisse AG, London Branch 0.00% due 5/1/2020
Credit Suisse AG, London Branch 12.7% annualized, payable quarterly if fund closes at or above 75% coupon barrier on each trading day for that quarter due 10/29/2020
Credit Suisse AG, London Branch 9.25% annualized, payable quarterly if stock closes at or above its 75% coupon barrier on the observation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/27/2020
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/27/2020
Credit Suisse AG, London Branch 6.05% due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 11/20/2019
Credit Suisse AG, London Branch 0.00% due 10/28/2021
Credit Suisse AG, London Branch 8.36% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 0.00% due 10/26/2021
Credit Suisse AG, London Branch 0.00% due 10/26/2021
Credit Suisse AG, London Branch 9.65% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,937.45 for S&P, 1,079.429 for Russell and 2,247.57 for Stoxx; 70% of initial levels due 10/22/2020
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,660.67 for S&P, 925.225 for Russell and 1,926.49 for Stoxx; 60% of initial levels due 10/22/2020
Credit Suisse AG, London Branch 10.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/24/2020
Credit Suisse AG, London Branch 15.25% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 10/26/2021
Credit Suisse AG, London Branch 13.35% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $44.508 for CVS, $65.196 for Microsoft, $137.502 for Nvidia; 60% of initial levels due 10/26/2021
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each asset closes at or above its barrier level on observation date; arrier levels: 925.2252 for Russell, 4,264.3398 for Nasdaq, $38.244 for ETF; 60% of initial levels due 1/24/2020
Credit Suisse AG, London Branch 5% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier levels: 925.2252 for Russell, 4,264.3398 for Nasdaq, $12.006 for ETF; 60% of initial levels due 10/24/2019
Credit Suisse AG, London Branch 8.75% annualized, payable quarterly if each fund closes at or above 60% coupon barrier on observation date that quarter due 10/26/2021
Credit Suisse AG, London Branch 6.9% per year, payable semiannually if each index closes at or above its coupon barrier on related semiannual observation date; Barrier levels: 2,247.574 for Stoxx and 1,079.4294 for Russell; 70% of initial levels due 10/26/2021
Credit Suisse AG, London Branch 8.4% per year, payable semiannually if each index closes at or above its coupon barrier on related observation date; Barrier levels: 2,247.574 for Stoxx and 1,079.4294 for Russell 2000; 70% of initial levels due 10/26/2021
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 1,937.446 for S&P 500 and 1,079.4294 for Russell 2000; 70% of initial levels due 4/24/2020
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $51.252 for biotech ETF, $24.00 for oil and gas ETF; 60% of initial levels due 10/26/2021
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $59.794 for biotech ETF, $49.007 for technology fund; 70% of initial levels due 10/26/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $59.794 for biotech ETF, $49.007 for technology fund; 70% of initial levels due 10/26/2021
Credit Suisse AG, London Branch 8.05% annualized, payable quarterly if stock closes at or above 60% coupon barrier on determination date for that quarter due 10/22/2021
Credit Suisse AG, London Branch 0.00% due 4/27/2020
Credit Suisse AG, London Branch 0.00% due 4/27/2020
Credit Suisse AG, London Branch 0.00% due 11/6/2019
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 1/23/2020
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 7.65% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 10/28/2021
Credit Suisse AG, London Branch 11.45%, payable monthly due 10/26/2020
Credit Suisse AG, London Branch 0.00% due 4/23/2020
Credit Suisse AG, London Branch 0.00% due 4/21/2021
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each fund closes at or above 60% coupon barrier on observation date for that quarter due 10/25/2021
Credit Suisse AG, London Branch 0.00% due 8/20/2020
Credit Suisse AG, London Branch 0.00% due 4/21/2020
Credit Suisse AG, London Branch 0.00% due 1/23/2020
Credit Suisse AG, London Branch 15.35% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $20.23 for BofA, $154.833 for Goldman, $159.796 for Apple, $77.497 for Microsoft and $99.715 for Visa, 70% of initial levels due 10/22/2021
Credit Suisse AG, London Branch 13% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 10/22/2020
Credit Suisse AG, London Branch 0.00% due 10/27/2019
Credit Suisse AG, London Branch 0.00% due 7/22/2019
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $26.06, 80% of initial price due 10/2/2019
Credit Suisse AG, London Branch 20.74% due 10/18/2019
Credit Suisse AG, London Branch 0.00% due 10/19/2021
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,966.944 for S&P, 1,117.7859 for Russell; 70% of initial levels due 7/20/2020
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,966.944 for S&P, 1,117.7859 for Russell; 70% of initial levels due 4/20/2020
Credit Suisse AG, London Branch 0.00% due 10/23/2019
Credit Suisse AG, London Branch 0.00% due 10/23/2019
Credit Suisse AG, London Branch 0.00% due 12/18/2020
Credit Suisse AG, London Branch 0.00% due 10/19/2023
Credit Suisse AG, London Branch 14.25%, payable quarterly if each stock closes at or above its 70% knock-in level on quarterly observation date due 4/19/2021
Credit Suisse AG, London Branch 14.25%, payable quarterly if each stock closes at or above its 60% knock-in level on quarterly observation date due 4/19/2021
Credit Suisse AG, London Branch 12.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/21/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/21/2020
Credit Suisse AG, London Branch 13%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/21/2020
Credit Suisse AG, London Branch 8.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/21/2020
Credit Suisse AG, London Branch 9.1% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in: $1,267.884, 72% of initial price due 1/21/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,063.0925 for S&P, 1,164.82125 for Russell; 75% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,925.553 for S&P, 1,087.1665 for Russell; 70% of initial levels due 4/20/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,925.553 for S&P, 1,087.1665 for Russell; 70% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,063.0925 for S&P, 1,164.82125 for Russell; 75% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 9%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $209.916, 76.5% of initial price due 10/20/2020
Credit Suisse AG, London Branch 7%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $210.19, 76.6% of initial price due 10/20/2020
Credit Suisse AG, London Branch 0.00% due 1/21/2020
Credit Suisse AG, London Branch 0.00% due 10/19/2022
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,798.63 for S&P, 1,005.341 for Russell and 2,076.37 for Stoxx; 65% of initial levels due 4/15/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,075.35 for S&P, 1,160.009 for Russell and 2,395.81 for Stoxx; 75% of initial levels due 4/15/2021
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 10.65% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $76.87 for Facebook, $6.16 for General Electric, $132.90 for ICU; 50% of initial levels due 10/19/2021
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,936.99 for S&P, 1,082.675 for Russell; 70% of initial levels due 10/30/2019
Credit Suisse AG, London Branch 5.5% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 10/17/2019
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 10/17/2019
Credit Suisse AG, London Branch 7.27% per year, payable quarterly if index closes at or above its coupon barrier level on observation date; Barrier level: 2,213.7; 80% of initial level due 10/30/2019
Credit Suisse AG, London Branch 13.05% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 10/17/2019
Credit Suisse AG, London Branch 0.00% due 10/15/2021
Credit Suisse AG, London Branch 0.00% due 10/15/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2019
Credit Suisse AG, London Branch 0.00% due 4/14/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2019
Credit Suisse AG, London Branch 0.00% due 10/30/2019
Credit Suisse AG, London Branch 8.85%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,936.99 for S&P, 1,082.675 for Russell, 70% of initial levels due 10/17/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,936.99 for S&P, 1,082.675 for Russell, 2,236.09 for Stoxx; 70% of initial levels due 10/16/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,798.63 for S&P, 1,005.341 for Russell, 2,076.37 for Stoxx; 65% of initial levels due 4/18/2022
Credit Suisse AG, London Branch 0.00% due 10/16/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 2,046.28 for S&P, 1,159.035 for Russell, 5,223.020 for Nasdaq, 75% of initial levels due 4/15/2021
Credit Suisse AG, London Branch 21.00% due 1/16/2020
Credit Suisse AG, London Branch 13%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/15/2020
Credit Suisse AG, London Branch 11.1% per year, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in: $1,228.675, 70% of initial price due 1/15/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,102.7884 for Russell and 1,949.976 for S&P; 70% of initial levels due 4/15/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on observation date for that quarter; Coupon barrier levels: 1,102.7884 for Russell, 72.996 for Stoxx, $120.211 for Invesco, 70% of initial levels due 7/15/2020
Credit Suisse AG, London Branch 0.00% due 4/6/2020
Credit Suisse AG, London Branch 0.00% due 12/14/2020
Credit Suisse AG, London Branch 9.00% due 1/15/2019
Credit Suisse AG, London Branch 0.00% due 10/15/2021
Credit Suisse AG, London Branch 0.00% due 10/20/2020
Credit Suisse AG, London Branch 13.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/13/2020
Credit Suisse AG, London Branch 9% annualized, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Knock-in/barrier price: $177.9118, 67% of initial share price due 1/13/2020
Credit Suisse AG, London Branch 0.00% due 11/14/2019
Credit Suisse AG, London Branch 7% annualized, payable quarterly if stock closes at or above its 70% coupon barrier on the observation date for that quarter due 1/13/2020
Credit Suisse AG, London Branch 8.75% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 10/8/2021
Credit Suisse AG, London Branch 0.00% due 1/22/2020
Credit Suisse AG, London Branch 0.00% due 2/11/2020
Credit Suisse AG, London Branch 0.00% due 3/13/2020
Credit Suisse AG, London Branch 7.85% annualized, payable quarterly if each index closes at or above 80% coupon barrier on review date for that quarter due 10/8/2020
Credit Suisse AG, London Branch 7.85% annualized, payable quarterly if each index closes at or above 80% coupon barrier on review date for that quarter due 10/8/2020
Credit Suisse AG, London Branch 0.00% due 11/7/2019
Credit Suisse AG, London Branch 2.25% due 1/10/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,047.857 for S&P and 1,169.9058 for Russell; 70% of initial levels due 10/12/2021
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,047.857 for S&P and 1,169.9058 for Russell; 70% of initial levels due 10/12/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $66.43 for biotech ETF, $53.151 for technology fund; 70% of initial levels due 10/12/2021
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $66.43 for biotech ETF, $53.151 for technology fund; 70% of initial levels due 10/12/2021
Credit Suisse AG, London Branch 5.40% due 12/9/2019
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 10/4/2019
Credit Suisse AG, London Branch 0.00% due 4/6/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 10/3/2023
Credit Suisse AG, London Branch 0.00% due 10/3/2023
Credit Suisse AG, London Branch 0.00% due 10/3/2023
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 2,331.18 for S&P, 1,357.257 for Russell, 6,102.12 or Nasdaq, 80% of initial levels due 10/3/2019
Credit Suisse AG, London Branch 7.20% due 1/3/2020
Credit Suisse AG, London Branch 7.00% due 1/3/2020
Credit Suisse AG, London Branch 7.20% due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2022
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 12%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 1/3/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in: $1,402.10, 70% of initial price due 1/3/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 5,339.355 for Nasdaq and 2,039.355 for S&P; 70% of initial levels due 1/3/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,272.42825 for Russell and 2,185.485 for S&P; 75% of initial levels due 1/3/2020
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,017.9426 for Russell and 1,748.388 for S&P; 60% of initial levels due 4/3/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,187.5997 for Russell and 2,039.786 for S&P; 70% of initial levels due 1/3/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,379.44 for Stoxx, 2,039.786 for S&P and 1,187.5997 for Russell; 70% of initial levels due 10/3/2019
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $52.7285 for Biotech ETF, $23.8095 for Oil and Gas ETF; 55% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 1,456.99 for S&P and 848.2855 for Russell; 50% of initial levels due 10/3/2023
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,039.786 for S&P and 1,187.5997 for Russell; 70% of initial levels due 10/3/2023
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,039.786 for S&P and 1,187.5997 for Russell; 70% of initial levels due 10/4/2021
Credit Suisse AG, London Branch 0.00% due 10/1/2021
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 10/3/2023
Credit Suisse AG, London Branch 0.00% due 10/17/2019
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 9/24/2021
Credit Suisse AG, London Branch 0.00% due 9/24/2021
Credit Suisse AG, London Branch 0.00% due 10/2/2023
Credit Suisse AG, London Branch 0.00% due 10/2/2023
Credit Suisse AG, London Branch 6.65% per year, payable monthly if each fund closes at or above its coupon barrier on the monthly observation date; Coupon barriers: $130.081 for Invesco, $30.24 for Oil and Gas ETF, 70% of initial levels due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 10/9/2020
Credit Suisse AG, London Branch 0.00% due 9/24/2020
Credit Suisse AG, London Branch 0.00% due 9/28/2028
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 10/30/2019
Credit Suisse AG, London Branch 0.00% due 1/2/2020
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 5.7% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,332.448, 80% of initial level due 3/27/2026
Credit Suisse AG, London Branch 0.00% due 11/29/2019
Credit Suisse AG, London Branch 19%, payable monthly due 9/27/2019
Credit Suisse AG, London Branch 9.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/30/2019
Credit Suisse AG, London Branch 12.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 3/29/2021
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $29.876 for E*Trade, $46.893 for Dollar Tree, $147.6255 for Nvidia; 55% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 5,294.2358 for Nasdaq and 1,196.163 for Russell; 70% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 5,294.2358 for Nasdaq and 2,040.892 for S&P; 70% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,196.1635 for Russell and 2,040.892 for S&P; 70% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,281.60375 for Russell and 2,186.67 for S&P; 75% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,393.846 for Stoxx, 2,040.892 for S&P and 1,196.1635 for Russell; 70% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $53.295 for Biotech ETF, $23.969 for Oil and Gas ETF; 55% of initial levels due 9/28/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,051.868 for Stoxx, 1,749.336 for S&P and 1,025.283 for Russell; 60% of initial levels due 9/28/2023
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,040.892 for S&P and 1,196.1635 for Russell; 70% of initial levels due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 3/30/2021
Credit Suisse AG, London Branch 0.00% due 3/30/2022
Credit Suisse AG, London Branch 0.00% due 9/28/2023
Credit Suisse AG, London Branch 0.00% due 12/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 6% per annum initially, stepping up to 8% on Sept. 30, 2019 and to 10% on Sept. 30, 2020; Barrier levels: 1,196.1635 for Russell, 2,393.846 for Stoxx, 70% of initial level due 9/28/2021
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 13% annualized, payable quarterly if stock closes at or above its 45% coupon barrier on the observation date for that quarter due 12/27/2019
Credit Suisse AG, London Branch 8.5%, payable monthly due 9/28/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/27/2019
Credit Suisse AG, London Branch 0.00% due 9/28/2020
Credit Suisse AG, London Branch 0.00% due 9/28/2020
Credit Suisse AG, London Branch 0.00% due 9/28/2020
Credit Suisse AG, London Branch 5.25% due 9/28/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2021
Credit Suisse AG, London Branch 0.00% due 9/26/2023
Credit Suisse AG, London Branch 0.00% due 10/9/2019
Credit Suisse AG, London Branch 17.5%, payable monthly due 9/25/2019
Credit Suisse AG, London Branch 14.25% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $223.338 for Boeing, $70.71 for JPMorgan, $216.714 for Netflix; 60% of initial levels due 9/28/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,401.567 for Stoxx, 2,050.769 for S&P and 1,198.6212 for Russell; 70% of initial levels due 6/26/2020
Credit Suisse AG, London Branch 7.1% annualized, payable monthly if each asset closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 2,344.6 for S&P 500 index and $23.184 for fund; 80% of initial levels due 9/27/2021
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,401.567 for Stoxx, 2,050.769 for S&P and 1,198.6212 for Russell; 70% of initial levels due 6/27/2022
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,050.769 for S&P and 1,198.6212 for Russell; 70% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,050.769 for S&P and 1,198.6212 for Russell; 70% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $57.324 for biotech ETF, $24.494 for oil and gas ETF; 60% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $57.324 for biotech ETF, $24.494 for oil and gas ETF; 60% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $66.878 for biotech ETF, $52.227 for technology fund; 70% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $66.878 for biotech ETF, $52.227 for technology fund; 70% of initial levels due 9/28/2021
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 9.00% due 12/26/2018
Credit Suisse AG, London Branch 11.25% annualized, payable quarterly if stock closes at or above its 62% coupon barrier on the observation date for that quarter due 12/26/2019
Credit Suisse AG, London Branch 13.4% annualized, payable quarterly if stock closes at or above 62% coupon barrier on observation date for that quarter due 12/26/2019
Credit Suisse AG, London Branch 6.3% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 6/25/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,192.0538 for Russell, 2,035.565 for S&P; 70% of initial levels due 3/24/2020
Credit Suisse AG, London Branch 0.00% due 3/23/2021
Credit Suisse AG, London Branch 6.70% due 9/23/2019
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,283.22825 for Russell, 2,178.2325 for S&P; 75% of initial levels due 12/23/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,283.22825 for Russell, 2,178.2325 for S&P; 75% of initial levels due 12/23/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,197.6797 for Russell, 2,033.017 for S&P; 70% of initial levels due 3/23/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,197.6797 for Russell, 2,033.017 for S&P; 70% of initial levels due 12/23/2019
Credit Suisse AG, London Branch 5.8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 4,496.6394 for Nasdaq, 1,026.5826 for Russell, 1,742.586 for S&P; 60% of initial levels due 3/25/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $109.704 for QQQ, $11.058 for Gold, $25.08 for Oil & Gas; 60% of initial levels due 9/21/2020
Credit Suisse AG, London Branch 0.00% due 12/20/2019
Credit Suisse AG, London Branch 0.00% due 10/21/2019
Credit Suisse AG, London Branch 0.00% due 9/20/2021
Credit Suisse AG, London Branch 9% annualized, payable quarterly if stock closes at or above its 70% coupon barrier on the observation date for that quarter due 12/19/2019
Credit Suisse AG, London Branch 12.25% annualized, payable quarterly if stock closes at or above its 60% coupon barrier on the observation date for that quarter due 12/19/2019
Credit Suisse AG, London Branch 10% annualized, payable quarterly if stock closes at or above its 75% coupon barrier on the observation date for that quarter due 12/19/2019
Credit Suisse AG, London Branch 8.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/19/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if stock closes at or above 74% coupon barrier on observation date for that quarter due 12/23/2019
Credit Suisse AG, London Branch 0.00% due 10/2/2019
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 9%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $22.55, 65.55% of initial price due 9/20/2021
Credit Suisse AG, London Branch 8%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $17.40, 69.5% of initial price due 9/20/2021
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 2,033.49 for S&P, 1,205.203 for Russell, 70% of initial levels due 9/20/2021
Credit Suisse AG, London Branch 7%, payable quarterly if shares close at or above coupon barrier on observation date; Coupon barrier/downside threshold: $87.41, 80% of initial price due 9/20/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,193.922 for Amazon.com, $96.816 for Facebook, $709.284 for Alphabet, $220.89 for Netflix; 60% of initial levels due 3/18/2021
Credit Suisse AG, London Branch 0.00% due 3/17/2020
Credit Suisse AG, London Branch 16.00% due 9/17/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $113.6905 for 3M, $60.61 for J. M. Smucker, $26.1305 for General Mills; 55% of initial levels due 9/19/2022
Credit Suisse AG, London Branch 0.00% due 3/20/2024
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in $1,453.32, 74.45% of initial price due 9/25/2019
Credit Suisse AG, London Branch 10.95% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in: $131.62, 50% of initial price due 3/13/2019
Credit Suisse AG, London Branch 20.7% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $1,366.449 for Amazon, $114.128 for Facebook, $154.91 for Apple, $75.747 for Microsoft and $824.313 for Alphabet; 70% of initial levels due 9/13/2021
Credit Suisse AG, London Branch 11.65% per year, payable monthly if each index closes at or above its coupon barrier level on each day that month; Coupon barriers: 1,202.2269 for Russell, 707.875 for Emerging Markets, 5,213.3732 for Nasdaq, 1,371.209 for Stoxx; 70% of initial levels due 9/14/2026
Credit Suisse AG, London Branch 7.15%, payable monthly due 12/12/2019
Credit Suisse AG, London Branch 0.00% due 3/11/2020
Credit Suisse AG, London Branch 8.9% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,153.76 for S&P, 1,284.885 for Russell and 2,470.02 for Stoxx; 75% of initial levels due 3/11/2021
Credit Suisse AG, London Branch 10.6%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/12/2019
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,470.02 for Stoxx, 1,284.885 for Russell, 2,153.76 for S&P; 75% of initial levels due 9/15/2019
Credit Suisse AG, London Branch 0.00% due 3/11/2020
Credit Suisse AG, London Branch 0.00% due 12/11/2019
Credit Suisse AG, London Branch 0.00% due 3/11/2020
Credit Suisse AG, London Branch 0.00% due 3/11/2020
Credit Suisse AG, London Branch 12.04% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,153.76 for S&P, 1,284.885 for Russell, 2,470.02 for Stoxx; 75% of initial levels due 9/10/2021
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,285.851 for Russell and 2,471.9625 for Stoxx; 75% of initial levels due 12/11/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier levels: 1,200.1276 for Russell, $29.232 for Emerging Markets ETF, $67.683 for biotech ETF; 70% of initial levels due 6/11/2020
Credit Suisse AG, London Branch 6.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 15,597.522 for Dow, 1,028.6808 for Russell, 1,726.83 for S&P; 60% of initial levels due 3/11/2020
Credit Suisse AG, London Branch 0.00% due 9/24/2019
Credit Suisse AG, London Branch 0.00% due 3/10/2020
Credit Suisse AG, London Branch 0.00% due 9/6/2023
Credit Suisse AG, London Branch 0.00% due 9/6/2023
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above 80% coupon barrier on review date for that quarter due 3/4/2020
Credit Suisse AG, London Branch 7.00% due 12/6/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 9/18/2019
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if stock closes at or above its 70% coupon barrier on the observation date for that quarter due 12/6/2019
Credit Suisse AG, London Branch 7.7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/6/2019
Credit Suisse AG, London Branch 9.6%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/6/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 5,358.1878 for Nasdaq, 2,176.14 for S&P; 70% of initial levels due 12/6/2019
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,218.5271 for Russell, 2,031.064 for S&P and 2,375.03 for Stoxx; 70% of initial levels due 3/6/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,218.5271 for Russell, 2,031.064 for S&P and 2,375.03 for Stoxx; 70% of initial levels due 9/6/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,218.5271 for Russell, 2,031.064 for S&P; 70% of initial levels due 12/6/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,305.56475 for Russell, 2,176.14 for S&P; 75% of initial levels due 12/6/2019
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $55.077 for Biotech ETF, $23.287 for Oil and Gas ETF; 55% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 3/6/2020
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 9/6/2023
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 9/7/2021
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 1,450.76 for S&P and 870.3765 for Russell; 50% of initial levels due 9/6/2023
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 9/6/2023
Credit Suisse AG, London Branch 0.00% due 9/2/2022
Credit Suisse AG, London Branch 0.00% due 8/27/2021
Credit Suisse AG, London Branch 0.00% due 8/27/2021
Credit Suisse AG, London Branch 12%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/5/2019
Credit Suisse AG, London Branch 9.25% per year, payable annually if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 2,401.693 for Stoxx, $30.065 for ETF, 2,030.791 for S&P; 70% of initial levels due 9/5/2023
Credit Suisse AG, London Branch 7.35% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 8/29/2022
Credit Suisse AG, London Branch 18.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers/triggers: $1,198.86 for Amazon, $105.54 for Facebook, $758.79 for Alphabet and $220.82 for Netflix; 60% of initial prices due 8/31/2021
Credit Suisse AG, London Branch 20.6% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $69.456 for JPMorgan, $3.792 for Nabors, $2.448 for Precision; 60% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 5.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,214.3243 for Russell, 2,039.828 for S&P and 5,362.126 for Nasdaq; 70% of initial levels due 9/5/2023
Credit Suisse AG, London Branch 0.00% due 11/2/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 9/2/2021
Credit Suisse AG, London Branch 0.00% due 10/29/2019
Credit Suisse AG, London Branch 7.10% due 9/3/2019
Credit Suisse AG, London Branch 18.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 17.272%, payable monthly due 8/30/2019
Credit Suisse AG, London Branch 17%, payable monthly due 8/30/2019
Credit Suisse AG, London Branch 7.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/2/2019
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,159.692 for Amazon, $105.756 for Facebook, $747.516 for Alphabet, $221.094 for Netflix; 60% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $89.155 for Advance, $39.6275 for ConocoPhillips, $19.107 for eBay, $15.202 for Xerox; 55% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,413.8954 for Stoxx, 2,028.264 for S&P and 1,209.8954 for Russell; 70% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,028.264 for S&P and 5,299.1722 for Nasdaq; 70% of initial levels due 11/29/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,173.14 for S&P and 1,296.3165 for Russell; 75% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,028.264 for S&P and 1,209.8954 for Russell; 70% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,028.264 for S&P and 1,209.8954 for Russell; 70% of initial levels due 8/31/2023
Credit Suisse AG, London Branch 0.00% due 3/4/2021
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 6% per annum initially, stepping up to 8% on Aug. 30, 2019 and to 10% on Aug. 30, 2020; Barrier levels: 1,209.8954 for Russell, 2,413.299 for Stoxx, 70% of initial level due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2028
Credit Suisse AG, London Branch 0.00% due 8/31/2022
Credit Suisse AG, London Branch 7% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $86.916 for First Trust, $58.80 for Biotech ETF, $123.402 for Transportation; 60% of initial levels due 8/30/2021
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its coupon barrier on related observation date; Barrier levels: 2,143.5876 for S&P and 1,279.02044 for Russell 2000; 74% of initial levels due 11/29/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $44.394 for Regional Banking, $29.505 for Oil & Gas; 70% of initial levels due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/29/2022
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 9/11/2019
Credit Suisse AG, London Branch 8% annualized, payable quarterly if stock closes at or above 67.5% coupon barrier on observation date for that quarter due 8/27/2021
Credit Suisse AG, London Branch 7% annualized, payable quarterly if stock closes at or above 73% coupon barrier on observation date for that quarter due 8/27/2021
Credit Suisse AG, London Branch 8% annualized, payable quarterly if stock closes at or above 68.75% coupon barrier on observation date for that quarter due 8/27/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,399.208 for Stoxx, 2,012.283 for S&P and 1,207.9697 for Russell; 70% of initial levels due 5/29/2020
Credit Suisse AG, London Branch 9.3% per year, payable monthly if fund closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in: $67.48, 70% of initial price due 11/29/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,399.208 for Stoxx and 1,207.9697 for Russell; 70% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 6.65% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,399.208 for Stoxx and 1,207.9697 for Russell; 70% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 19.25% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/30/2021
Credit Suisse AG, London Branch 5.75% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,012.283 for S&P and 1,207.9697 for Russell; 70% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 2,012.283 for S&P and 1,207.9697 for Russell; 70% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 9% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 8/29/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if stock closes at or above downside threshold on related quarterly determination date due 8/27/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2024
Credit Suisse AG, London Branch 0.00% due 9/3/2024
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 9/11/2019
Credit Suisse AG, London Branch 0.00% due 8/26/2021
Credit Suisse AG, London Branch 0.00% due 8/26/2021
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/29/2019
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 2/27/2020
Credit Suisse AG, London Branch 0.00% due 8/28/2023
Credit Suisse AG, London Branch 6% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,205.7794 for Russell, $126.742 for ETF; 70% of initial levels due 2/27/2020
Credit Suisse AG, London Branch 9.5% per year, payable monthly if fund closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in level: $67.69, 70% of initial price due 8/27/2019
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier/knock-in level: $161.2875; 75% of initial price due 8/27/2020
Credit Suisse AG, London Branch 0.00% due 8/25/2020
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,290.368 for S&P and 2,729.328 for Stoxx; 80% of initial levels due 2/26/2024
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 9.00% due 11/23/2018
Credit Suisse AG, London Branch 15.25% due 8/21/2019
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 2,137.6 for S&P, 1,269.71 for Russell and 2,529.71 for Stoxx; 75% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 11.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/22/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $54.263 for Biotech ETF, $23.023 for Oil and Gas ETF; 55% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $61.0935 for Biotech ETF, $25.805 for Oil and Gas ETF; 65% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 2/24/2020
Credit Suisse AG, London Branch 8.2% per year, payable quarterly, unless any index closes below coupon barrier level on observation date for period; Coupon barrier/knock-ins: 1,995.091 for S&P, 1185.0629 for Russell, 2,361.058 for Euro Stoxx; 70% of initial levels due 8/20/2020
Credit Suisse AG, London Branch 10% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 2/22/2021
Credit Suisse AG, London Branch 0.00% due 8/27/2021
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,131.912 for Amazon, $104.82 for Facebook, $734.436 for Alphabet, $193.464 for Netflix; 60% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2019
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,972.86 for S&P, 1,169.466 for Russell, 2,351.36 for Stoxx; 70% of initial levels due 8/19/2021
Credit Suisse AG, London Branch 0.00% due 8/20/2020
Credit Suisse AG, London Branch 0.00% due 2/21/2019
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2019
Credit Suisse AG, London Branch 8.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/18/2019
Credit Suisse AG, London Branch 0.00% due 12/30/2019
Credit Suisse AG, London Branch 0.00% due 9/20/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,975.351 for S&P and 1,172.7205 for Russell; 70% of initial levels due 2/18/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,975.351 for S&P and 1,172.7205 for Russell; 70% of initial levels due 11/18/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,116.4475 for S&P and 1,256.48625 for Russell; 75% of initial levels due 2/18/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,116.4475 for S&P and 1,256.48625 for Russell; 75% of initial levels due 11/18/2019
Credit Suisse AG, London Branch 0.00% due 11/26/2019
Credit Suisse AG, London Branch 13.00% due 8/14/2019
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if stock closes at or above its 65% coupon barrier on the observation date for that quarter due 11/15/2019
Credit Suisse AG, London Branch 9.75% annualized, payable quarterly if stock closes at or above its 75% coupon barrier on the observation date for that quarter due 11/15/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in $165.6135, 65% of initial price due 8/17/2021
Credit Suisse AG, London Branch 11.05% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in $104.01, 70% of initial price due 8/28/2019
Credit Suisse AG, London Branch 32% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 8/17/2020
Credit Suisse AG, London Branch 0.00% due 8/15/2023
Credit Suisse AG, London Branch 10.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/14/2019
Credit Suisse AG, London Branch 0.00% due 9/12/2019
Credit Suisse AG, London Branch 16.75% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/13/2021
Credit Suisse AG, London Branch 0.00% due 8/10/2021
Credit Suisse AG, London Branch 0.00% due 8/12/2025
Credit Suisse AG, London Branch 0.00% due 2/10/2020
Credit Suisse AG, London Branch 9.00% due 11/9/2018
Credit Suisse AG, London Branch 0.00% due 8/6/2021
Credit Suisse AG, London Branch 0.00% due 8/8/2022
Credit Suisse AG, London Branch 0.00% due 11/6/2020
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier/knock-in level: $13.26; 75% of initial price due 8/6/2020
Credit Suisse AG, London Branch 0.00% due 9/4/2020
Credit Suisse AG, London Branch 0.00% due 8/8/2024
Credit Suisse AG, London Branch 12.25% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 8/3/2020
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 7.1% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 2/3/2021
Credit Suisse AG, London Branch 7% per year, payable on a quarter if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 1,971.4 for S&P, 5,062.39 for Russell, 1,169.564 for Nasdaq; 70% of initial levels due 8/5/2020
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,689.77 for S&P, 1,002.483 for Russell and 2,115.29 for Stoxx; 60% of initial levels due 8/4/2021
Credit Suisse AG, London Branch 7.25% due 11/4/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/4/2019
Credit Suisse AG, London Branch 11.4% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $24.54 for Campbell, $54.768 for Dollar Tree, $127.392 for 3M; 60% of initial levels due 8/8/2022
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $20.52, 75% of initial price due 8/7/2019
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,971.403 for S&P and 5,062.3881 for Nasdaq; 70% of initial levels due 11/4/2019
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,112.2175 for S&P and 1,253.10375 for Russell; 75% of initial levels due 11/4/2019
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,971.403 for S&P and 1,169.5635 for Russell; 70% of initial levels due 11/4/2019
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,689.774 for S&P and 1,002.483 for Russell; 60% of initial levels due 2/3/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-ins: $52.4095 for Biotech ETF, $23.661 for Oil and Gas ETF; 55% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 8/5/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 1,971.403 for S&P and 1,169.5635 for Russell; 70% of initial levels due 8/3/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Barrier levels: 1,971.403 for S&P and 1,169.5635 for Russell; 70% of initial levels due 8/3/2023
Credit Suisse AG, London Branch 5.75% annualized, payable quarterly if each index closes at or above 50% coupon barrier on review date for that quarter due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 8/3/2023
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 5.40% due 11/1/2019
Credit Suisse AG, London Branch 0.00% due 8/14/2019
Credit Suisse AG, London Branch 7.3%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/1/2019
Credit Suisse AG, London Branch 10.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/1/2019
Credit Suisse AG, London Branch 5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/1/2019
Credit Suisse AG, London Branch 7.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/1/2019
Credit Suisse AG, London Branch 9.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/1/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $1,308.43, 72% of initial price due 8/14/2019
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 5,472.58575 for Nasdaq and 1,247.505 for Russell; 75% of initial levels due 2/3/2020
Credit Suisse AG, London Branch 9.2% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 8/14/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2019
Credit Suisse AG, London Branch 0.00% due 8/14/2019
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each asset closes at or above 70% coupon threshold on observation date for that quarter due 7/28/2022
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 7/28/2022
Credit Suisse AG, London Branch 8.4% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 7/28/2022
Credit Suisse AG, London Branch 8.4% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 7/28/2022
Credit Suisse AG, London Branch 0.00% due 8/14/2019
Credit Suisse AG, London Branch 8.20% due 8/2/2021
Credit Suisse AG, London Branch 14.3% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $11.682 for Marathon, $105.8365 for Raytheon, $16.6925 for AT&T, $23.617 for Twitter; 55% of initial levels due 8/2/2021
Credit Suisse AG, London Branch 16.85% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $42.007 for Williams-Sonoma, $33.019 for Applied Materials; 70% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2020
Credit Suisse AG, London Branch 0.00% due 1/29/2020
Credit Suisse AG, London Branch 18.00% due 7/29/2019
Credit Suisse AG, London Branch 6.09% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,276.86, 80% of initial level due 1/27/2026
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,304.527 for Amazon, $98.336 for Caterpillar, $165.683 for Goldman Sachs; 70% of initial levels due 1/27/2021
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $1,099.5299 for Amazon, $128.325 for Facebook, $752.8046 for Alphabet, $214.0933 for Netflix; 59% of initial levels due 1/27/2021
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $746.955 for Cummins, $77.264 for Caterpillar, $77.726 for Deere; 55% of initial levels due 7/30/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-ins: $60.15, 75.2% of initial price due 8/12/2019
Credit Suisse AG, London Branch 0.00% due 3/20/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 6% per annum initially, stepping up to 8% on July 29, 2019 and to 10% on July 27, 2020; 1,179.6421 for Russell, 2,427.915 for Stoxx, 70% of initial level due 7/27/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 5% per annum initially, stepping up to 8% on July 29, 2019; Barrier levels: 1,179.6421 for Russell, 5,256.0102 for Nasdaq, 70% of initial level due 7/27/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 5% per annum initially, stepping up to 8% on July 27, 2021; Barrier levels: 1,011.1218 for Russell, 1,707.642 for S&P, 60% of initial level due 7/27/2023
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 5% per annum initially, stepping up to 7.5% on July 31, 2019 and to 10% on July 31, 2020; Barrier levels: 1,986.208 for S&P, 1,186.752 for Russell, 2,456.482 for Stoxx, 70% of initial level due 7/30/2021
Credit Suisse AG, London Branch 0.00% due 7/27/2023
Credit Suisse AG, London Branch 0.00% due 7/27/2023
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 7/27/2022
Credit Suisse AG, London Branch 0.00% due 8/29/2019
Credit Suisse AG, London Branch 16.7% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $26.90, 50% of initial price due 7/27/2020
Credit Suisse AG, London Branch 8.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 0.00% due 7/27/2023
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 10/28/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-in levels: $53.7625 for Biotech ETF, $23.34795 for Oil and Gas ETF; 55% of initial levels due 7/27/2020
Credit Suisse AG, London Branch 6.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/27/2023
Credit Suisse AG, London Branch 6.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/27/2021
Credit Suisse AG, London Branch 0.00% due 1/28/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2025
Credit Suisse AG, London Branch 0.00% due 1/27/2022
Credit Suisse AG, London Branch 0.00% due 1/27/2022
Credit Suisse AG, London Branch 0.00% due 7/27/2023
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 7/27/2021
Credit Suisse AG, London Branch 0.00% due 7/27/2021
Credit Suisse AG, London Branch 0.00% due 1/28/2020
Credit Suisse AG, London Branch 11.3% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $906.85 for Amazon, $31.22 for Continental, $38.685 for Gilead; 50% of initial levels due 7/27/2021
Credit Suisse AG, London Branch 20.5% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 7/27/2020
Credit Suisse AG, London Branch 11.35% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $157.45 for Facebook, $898.41 for Alphabet; 75% of initial levels due 7/25/2019
Credit Suisse AG, London Branch 20.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $16.635, 50% of initial price due 1/27/2020
Credit Suisse AG, London Branch 13% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 7/27/2021
Credit Suisse AG, London Branch 5.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,961.281 for S&P and 1,187.7656 for Russell; 70% of initial levels due 4/27/2020
Credit Suisse AG, London Branch 8.7% per year, payable semiannually if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 2,422.021 for Stoxx and 1,187.7656 for Russell; 70% of initial levels due 7/27/2021
Credit Suisse AG, London Branch 7% per year, payable semiannually, unless either index closes below coupon barrier level on observation date for period; Coupon barrier/knock-ins: 1,187.7656 for Russell, 2,422.03 for Euro Stoxx; 70% of initial levels due 7/27/2021
Credit Suisse AG, London Branch 7.9% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,961.281 for S&P, 1,187.7656 for Russell; 70% of initial levels due 7/27/2021
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,961.281 for S&P, 1,187.7656 for Russell; 70% of initial levels due 7/27/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly, unless any index closes below coupon barrier level on observation date for period; Coupon barrier/knock-ins: 1,961.281 for S&P, 1,187.7656 for Russell, 2,422.03 for Euro Stoxx; 70% of initial levels due 7/27/2020
Credit Suisse AG, London Branch 9.55% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/23/2021
Credit Suisse AG, London Branch 8.85% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/31/2021
Credit Suisse AG, London Branch 0.00% due 7/29/2019
Credit Suisse AG, London Branch 0.00% due 1/28/2020
Credit Suisse AG, London Branch 0.00% due 1/28/2020
Credit Suisse AG, London Branch 14.00% due 7/23/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $224.14, 59.75% of initial price due 8/8/2019
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $115.63, 70.1% of initial price due 8/7/2019
Credit Suisse AG, London Branch 14.00% due 7/19/2019
Credit Suisse AG, London Branch 12.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/21/2019
Credit Suisse AG, London Branch 0.00% due 1/22/2020
Credit Suisse AG, London Branch 0.00% due 4/18/2023
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes above coupon barrier on observation date; Coupon barrier/knock-in levels: $133.637 for Apple, $249.27 for Boeing, $77.406 for JPMorgan Chase; 70% of initial levels due 1/19/2021
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date that quarter due 1/21/2020
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date that quarter due 1/21/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,098.8225 for S&P and 1,258.908 for Russell; 75% of initial levels due 10/21/2019
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,958.901 for S&P and 1,174.9808 for Russell; 70% of initial levels due 10/21/2019
Credit Suisse AG, London Branch 15.50% due 6/18/2019
Credit Suisse AG, London Branch 16.35% due 7/17/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 11.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/18/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier levels: $35.293 for Banking, $15.2598 for VanEck, $18.3686 for AT&T; 58% of initial levels due 7/19/2021
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 17,763.7811 for Dow, 5,236.82936 for Nasdaq and 1,421.5336 for Stoxx; 71% of initial levels due 7/18/2023
Credit Suisse AG, London Branch 7% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier: 1,265.30925 for Russell, $32.8875 for ETF, 2,100.9825 for S&P; 75% of initial levels due 4/20/2020
Credit Suisse AG, London Branch 0.00% due 1/15/2020
Credit Suisse AG, London Branch 0.00% due 8/15/2019
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 7/18/2023
Credit Suisse AG, London Branch 0.00% due 7/18/2023
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/17/2019
Credit Suisse AG, London Branch 0.00% due 2/11/2020
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: 1,803.133 for S&P, 1,094.3803 for Russell; 65% of initial levels due 7/18/2019
Credit Suisse AG, London Branch 6% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,803.133 for S&P, 1,094.3803 for Russell; 65% of initial levels due 1/16/2020
Credit Suisse AG, London Branch 0.00% due 6/15/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,902.859 for S&P, 1,150.1483 for Russell; 70% of initial levels due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 3/11/2020
Credit Suisse AG, London Branch 12.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/11/2019
Credit Suisse AG, London Branch 0.00% due 10/9/2019
Credit Suisse AG, London Branch 0.00% due 10/15/2019
Credit Suisse AG, London Branch 0.00% due 12/5/2019
Credit Suisse AG, London Branch 0.00% due 7/5/2019
Credit Suisse AG, London Branch 12.75% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 7/17/2019
Credit Suisse AG, London Branch 0.00% due 8/7/2019
Credit Suisse AG, London Branch 0.00% due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 7.55% per year, payable on a quarter if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 2,038.78 for S&P, 2,546.7 for Stoxx, 16,728.38 for Nikkei; 75% of initial levels due 1/3/2020
Credit Suisse AG, London Branch 9.15% per year, payable on a quarter if each index closes at or above coupon barrier on every trading day during that quarter; Coupon barriers: 2,038.78 for S&P, 1,232.302 for Russell, 16,728.38 for Nikkei; 75% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 6.75% due 10/7/2019
Credit Suisse AG, London Branch 6.2%, payable monthly due 10/7/2019
Credit Suisse AG, London Branch 7.00% due 10/7/2019
Credit Suisse AG, London Branch 0.00% due 7/9/2021
Credit Suisse AG, London Branch 0.00% due 8/1/2019
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 8.9% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,902.86 for S&P, 1,150.148 for Russell and 2,376.92 for Stoxx; 70% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 7.45% due 1/4/2021
Credit Suisse AG, London Branch 6.25% annualized, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Knock-in/barrier price: $42.5925, 75% of initial share price due 10/7/2019
Credit Suisse AG, London Branch 9.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/7/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier on a related monthly observation date; Coupon barrier: $138.8325, 75% of initial price due 10/7/2019
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above coupon barrier on a related monthly observation date; Coupon barrier: $138.8325, 70% of initial price due 10/7/2019
Credit Suisse AG, London Branch 17.8% per year, payable each month that each stock closes at or above its barrier level on observation date for that month; Coupon barriers: $120.3215 for Apple, $25.3175 for JD, $34.086 for Micron; 65% of initial prices due 7/11/2022
Credit Suisse AG, London Branch 6.25% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,902.859 for S&P, 4,928.5614 for Nasdaq; 70% of initial levels due 1/6/2020
Credit Suisse AG, London Branch 8.25% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,902.859 for S&P, 4,928.5614 for Nasdaq; 70% of initial levels due 10/7/2019
Credit Suisse AG, London Branch 8.36% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,902.859 for S&P, 1,150.1483 for Russell; 70% of initial levels due 10/7/2019
Credit Suisse AG, London Branch 5.24% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,631.022 for S&P, 985.8414 for Russell; 60% of initial levels due 7/5/2019
Credit Suisse AG, London Branch 8.6% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 75% of initial levels due 10/7/2019
Credit Suisse AG, London Branch 10% per year, payable each quarter that each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,902.859 for S&P, 1,150.1483 for Russell, 2,376.92 for Stoxx; 70% of initial levels due 1/6/2020
Credit Suisse AG, London Branch 11.1% per year, payable each quarter that each ETF closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $52.3545 for biotech ETF, $23.683 for oil ETF; 55% of initial levels due 7/6/2020
Credit Suisse AG, London Branch 8.9% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,150.1483 for Russell, 2,376.92 for Stoxx; 70% of initial levels due 7/6/2021
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,902.859 for S&P, 1,150.1483 for Russell; 70% of initial levels due 7/5/2023
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above its coupon barrier on related quarterly observation date; Coupon barriers: 1,359.185 for S&P, 821.5345 for Russell; 50% of initial levels due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 7/2/2021
Credit Suisse AG, London Branch 0.00% due 8/1/2019
Credit Suisse AG, London Branch 0.00% due 7/5/2023
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch 0.00% due 7/17/2019
Credit Suisse AG, London Branch 0.00% due 6/25/2021
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 9.1% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on each trading day for that quarter due 4/3/2020
Credit Suisse AG, London Branch 6.6% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 7/6/2021
Credit Suisse AG, London Branch 11.25% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 1/4/2021
Credit Suisse AG, London Branch 0.00% due 6/26/2020
Credit Suisse AG, London Branch 12.3% annualized, payable quarterly if fund closes at or above 70% coupon barrier on each trading day for that quarter due 6/29/2020
Credit Suisse AG, London Branch 8.4% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 6/29/2022
Credit Suisse AG, London Branch 0.00% due 6/30/2023
Credit Suisse AG, London Branch 9.00% due 10/3/2018
Credit Suisse AG, London Branch 11.25% due 6/28/2019
Credit Suisse AG, London Branch 15.00% due 6/28/2019
Credit Suisse AG, London Branch 20.65% due 12/31/2018
Credit Suisse AG, London Branch 7.00% due 10/2/2019
Credit Suisse AG, London Branch 17.708%, payable monthly due 6/28/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/2/2019
Credit Suisse AG, London Branch 0.00% due 6/30/2023
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 10.68% annualized, payable quarterly if stock closes at or above its 70% coupon barrier on the observation date for that quarter due 9/30/2019
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/30/2019
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 9/30/2019
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 12/30/2019
Credit Suisse AG, London Branch 6.1% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 12/30/2019
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,042.295 for S&P and 1,251.39525 for Russell; 75% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $102.96, 76% of initial price due 6/29/2020
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each fund closes at or above 55% coupon barrier on each trading day for that quarter due 6/29/2020
Credit Suisse AG, London Branch 9.25% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 6/28/2019
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 5.25% due 6/29/2023
Credit Suisse AG, London Branch 9%, payable monthly due 10/2/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 6% per annum initially, stepping up to 8% on June 28, 2019 and to 10% on June 28, 2021; Barrier levels: 1,167.9689 for Russell, 2,358.104 for Stoxx, 70% of initial level due 6/29/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter; coupon is 5% per annum initially, stepping up to 9% on June 29, 2021; Barrier levels: 1,001.1162 for Russell, 1,633.836 for S&P, 60% of initial level due 6/29/2023
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/29/2028
Credit Suisse AG, London Branch 9.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Coupon barriers: 18,435.6675 for Dow and 5,398.134 for Nasdaq; 75% of initial levels due 6/29/2021
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 6/27/2023
Credit Suisse AG, London Branch 0.00% due 6/29/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $808.836 for Alphabet, $158.214 for Goldman Sachs, $56.966 for Exxon Mobil; 70% of initial levels due 6/29/2022
Credit Suisse AG, London Branch 10% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 7/10/2019
Credit Suisse AG, London Branch 12.75% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $36.071 for British American, $39.914 for Altria, $56.133 for Philip Morris; 70% of initial levels due 12/28/2020
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $21.80 for Buckeye, $11.63 for Energy Transfer, $10.43 for Kinder Morgan; 60% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 16.43% per year payable quarterly if all stocks close at or above coupon barrier levels on observation date that quarter; Coupon barrier/knock-in levels: $129.444 for Apple, $94.507 for salesforce, $175.665 for Nvidia, 70% of initial levels due 6/29/2021
Credit Suisse AG, London Branch 8.5% per year, payable semiannually if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 2,409.12 for Stoxx and 1,179.9039 for Russell; 70% of initial levels due 6/29/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $52.605 for Energy, $18.949 for Energy; 70% of initial levels due 6/29/2020
Credit Suisse AG, London Branch 6.75% per year, payable semiannually, unless either index closes below coupon barrier level on observation date for period; Coupon/knock-in levels: 1,179.9039 for Russell, 2,409.12 for Euro Stoxx; 70% of initial levels due 6/29/2021
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 6/29/2021
Credit Suisse AG, London Branch 6.35% annualized, payable quarterly if each index closes at or above 60% coupon barrier on each trading day for that quarter due 6/29/2023
Credit Suisse AG, London Branch 7.75% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 6/29/2021
Credit Suisse AG, London Branch 6% per year, payable semiannually, unless either index closes below coupon barrier level on observation date for period; Coupon/knock-in levels: 1,928.416 for S&P, 1,179.9039 for Russell; 70% of initial levels due 6/29/2021
Credit Suisse AG, London Branch 0.00% due 7/1/2024
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 9.00% due 9/27/2018
Credit Suisse AG, London Branch 8.85% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier levels: 1,182.265 for Russell, 77.868 for Stoxx Banks, $122.997 for QQQ; 70% of initial levels due 3/26/2020
Credit Suisse AG, London Branch 0.00% due 9/19/2019
Credit Suisse AG, London Branch 11% annualized, payable quarterly if stock closes at or above its 70% coupon barrier on the observation date for that quarter due 9/25/2019
Credit Suisse AG, London Branch 8.35%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/25/2019
Credit Suisse AG, London Branch 11%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/25/2019
Credit Suisse AG, London Branch 10.35%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/25/2019
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $235.729 for Midcap, $63.3425 for Biotech, $17.823 for Financial; 65% of initial levels due 12/23/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 2,084.75 for S&P, 17,138.81 for Nikkei, 2,628.77 for Stoxx; 75% of initial levels due 12/19/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 2,084.75 for S&P, 1,262.931 for Russell, 2,628.77 for Stoxx; 75% of initial levels due 6/18/2020
Credit Suisse AG, London Branch 7.50% due 9/20/2019
Credit Suisse AG, London Branch 0.00% due 8/20/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,945.762 for S&P and 1,178.7356 for Russell; 70% of initial levels due 9/20/2019
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,084.745 for S&P and 1,262.931 for Russell; 75% of initial levels due 12/20/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,084.745 for S&P and 1,262.931 for Russell; 75% of initial levels due 9/20/2019
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,945.762 for S&P and 1,178.7356 for Russell; 70% of initial levels due 12/20/2019
Credit Suisse AG, London Branch 0.00% due 7/8/2020
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 6/20/2023
Credit Suisse AG, London Branch 14% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $1,206.702 for Amazon, $107.198 for Caterpillar, $163.555 for Goldman Sachs; 70% of initial levels due 12/21/2020
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $1,034.316 for Amazon, $118.086 for Facebook, $691.272 for Alphabet, $235.722 for Netflix; 60% of initial levels due 12/21/2020
Credit Suisse AG, London Branch 12.5% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $133.56 for Apple, $253.694 for Boeing, $75.621 for JPMorgan; 70% of initial levels due 12/21/2020
Credit Suisse AG, London Branch 0.00% due 6/17/2020
Credit Suisse AG, London Branch 11.85%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/18/2019
Credit Suisse AG, London Branch 11.2%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/18/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $115.446 for Facebook, $1,022.916 for Amazon, $30.96 for Morgan Stanley; 60% of initial levels due 6/18/2021
Credit Suisse AG, London Branch ; Barrier/knock-in levels: 1,412.376 for Stoxx, $29.526 for ETF; 70% of initial levels6.5% per year, payable monthly if each asset closes at or above its barrier level on observation date due 12/16/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier levels: $45.206 for Banking, 5,046.4281 for Nasdaq, $67.851 for Biotech; 70% of initial levels due 6/15/2020
Credit Suisse AG, London Branch 0.00% due 12/18/2019
Credit Suisse AG, London Branch 8.14% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: 1,003.494 for Russell, $25.224 for ETF, 4,291.5726 for Nasdaq; 60% of initial levels due 6/13/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if each underlying asset closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: 1,945.32 for S&P, $32.43 for ETF, 78.27 for Stoxx Banks; 70% of initial levels due 6/26/2019
Credit Suisse AG, London Branch 0.00% due 9/11/2019
Credit Suisse AG, London Branch 19.15% due 6/11/2019
Credit Suisse AG, London Branch 5.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 6/18/2019
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above coupon barrier level on observation date that quarter; Coupon barriers: 1,924.16 for S&P, 1,165.238 for Russell and 2,419.75 for Stoxx; 70% of initial levels due 6/8/2023
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each underlier closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,924.16 for S&P and $24.479 for Brazil ETF; 70% of initial levels due 6/10/2019
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each asset closes at or above its barrier level on observation date; Coupon barriers: 1,924.16 for S&P, $24.479 for ETF; 70% of initial levels due 6/10/2019
Credit Suisse AG, London Branch 0.00% due 7/9/2019
Credit Suisse AG, London Branch 9.7%, payable quarterly if each underlying asset closes at or above its 70% coupon barrier on observation date for that quarter due 6/8/2020
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on each trading day for that quarter due 12/7/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 2,417.478 for Stoxx and 1,153.5881 for Russell; 70% of initial levels due 12/6/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its barrier level on observation date due 9/6/2019
Credit Suisse AG, London Branch 8.52% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,417.48 for Euro Stoxx 50, 1,914.23 for S&P and 1,153.588 for Russell; 70% of initial levels due 6/4/2020
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,914.234 for S&P and 1,153.5881 for Russell; 70% of initial levels due 9/6/2019
Credit Suisse AG, London Branch 5.25% due 6/5/2023
Credit Suisse AG, London Branch 0.00% due 6/5/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 2,164.22 for S&P, 1,306.887 for Russell, 2,725.32 for Stoxx; 80% of initial levels due 12/3/2020
Credit Suisse AG, London Branch 5.25% due 6/5/2023
Credit Suisse AG, London Branch 0.00% due 6/7/2021
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 10.05% annualized, payable quarterly if each index closes at or above 75% coupon barrier on review date for that quarter due 12/3/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on every day that quarter; Coupon barriers: 1,758.43 for S&P, 888.296 for Russell and 2,214.32 for Stoxx; 65% of initial levels due 12/3/2020
Credit Suisse AG, London Branch 8.5% annualized, payable monthly if asset closes at or above its 70% coupon barrier on observation date for that month due 9/5/2019
Credit Suisse AG, London Branch 11.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/5/2019
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if each f index closes at or above 70% coupon barrier on each trading day for that quarter due 12/5/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 75% coupon barrier on each trading day for that quarter due 9/5/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 9/5/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 1,893.689 for S&P and 4,877.4103 for Nasdaq; 70% of initial levels due 9/5/2019
Credit Suisse AG, London Branch 11.25% annualized, payable quarterly if each fund closes at or above 55% coupon barrier on each trading day for that quarter due 6/5/2020
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers/knock-in levels: $52.0685 for Biotech ETF, $23.2375 for Oil and Gas ETF; 55% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,384.66 for Euro Stoxx 50, 1,893.69 for S&P and 1,143.526 for Russell; 70% of initial levels due 6/4/2020
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,590.16 for Euro Stoxx 50, 2,028.95 for S&P and 1,225.207 for Russell; 75% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each f index closes at or above 70% coupon barrier on each trading day for that quarter due 6/5/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers/knock-in levels: 1,893.689 for S&P 500 and 1,143.527 for Russell; 70% of initial levels due 6/5/2023
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 6/5/2023
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 6/5/2023
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/4/2019
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,554.99 for Euro Stoxx 50, 2,043.01 for S&P and 1,235.992 for Russell; 75% of initial levels due 12/4/2019
Credit Suisse AG, London Branch 7.75% annualized, payable quarterly if each index closes at or above 70% threshold on observation date for that quarter due 5/27/2022
Credit Suisse AG, London Branch 9.00% due 9/4/2018
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 18.90% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 12/1/2023
Credit Suisse AG, London Branch 0.00% due 6/3/2024
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 9.00% due 9/4/2018
Credit Suisse AG, London Branch 8.1%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 2,399.7 for Stoxx, 788.38 for MSCI Emerging Markets; 70% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 8.1%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 2,399.7 for Stoxx, 1,136.554 for Russell, 1,882.9 for S&P; 70% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/31/2028
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above 60% coupon barrier level on observation date for that month due 8/30/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $1,156.89, 71.85% of initial price due 6/12/2019
Credit Suisse AG, London Branch 15.75% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $966.09 for Amazon, $110.952 for Facebook, $650.448 for Alphabet, $210.774 for Netflix; 60% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $24.73, 82% of initial price due 6/12/2019
Credit Suisse AG, London Branch 10% annualized, payable quarterly if stock closes at or above 59.75% coupon barrier on observation date for that quarter due 6/12/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier levels: 2,040.9975 for S&P and 1,220.196 for Russell; 75% of initial levels due 5/30/2025
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 6/6/2022
Credit Suisse AG, London Branch 11.34% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $31.98 for American International, $28.968 for Brighthouse, $141.006 for Goldman; 60% of initial levels due 6/6/2022
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 0.00% due 11/27/2019
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 0.00% due 6/12/2019
Credit Suisse AG, London Branch 9.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 5/25/2023
Credit Suisse AG, London Branch 0.00% due 5/27/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 7.50% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 6/27/2019
Credit Suisse AG, London Branch 11.85% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,909.43 for S&P, 85.25 for Stoxx Banks and 2,465.23 for Stoxx 50; 70% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,909.43 for S&P, 1,139.755 for Russell and 2,465.23 for Stoxx; 70% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 6% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,182.21, 80% of initial level due 11/28/2025
Credit Suisse AG, London Branch 3.25% initially, stepping up to 4% on Nov. 30, 2021 and to 5% on Nov. 30, 2022; payable quarterly due 11/30/2023
Credit Suisse AG, London Branch 0.00% due 7/26/2019
Credit Suisse AG, London Branch 0.00% due 7/26/2019
Credit Suisse AG, London Branch 0.00% due 7/26/2019
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $147.09 for Adobe, $66.738 for JPMorgan, $12.882 for Marathon; 60% of initial levels due 5/30/2019
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $961.842 for Amazon, $111.558 for Facebook, $647.544 for Alphabet, $209.574 for Netflix; 60% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 12% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $23.21 for General Mills, $29.92 for Delta, $86.999 for Deere, $58.685 for Caribbean; 55% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 4,864.7893 for Nasdaq and 1,909.432 for S&P; 70% of initial levels due 9/30/2019
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,909.432 for S&P and 1,139.7554 for Russell; 70% of initial levels due 11/29/2019
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 2,045.82 for S&P and 1,221.1665 for Russell; 75% of initial levels due 11/29/2019
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each f index closes at or above 70% coupon barrier on each trading day for that quarter due 8/30/2019
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,465.232 for Stoxx, 1,139.7554 for Russell, 1,909.432 for S&P; 70% of initial levels due 11/29/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier/knock-in levels: $51.0015 for Biotech ETF, $23.2155 for Oil and Gas ETF; 55% of initial levels due 5/29/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $36.222 for TD Ameritrade, $38.856 for E*Trade, $34.884 for Charles Schwab; 60% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 2,465.232 for Stoxx and 1,139.7554 for Russell; 70% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 4,169.8194 for Nasdaq and 976.9332 for Russell; 60% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,909.432 for S&P, 1,139.7554 for Russell; 70% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,363.88 for S&P, 1,760.88 for Stoxx and 814.111 for Russell; 50% of initial levels due 5/30/2023
Credit Suisse AG, London Branch 0.00% due 11/29/2022
Credit Suisse AG, London Branch 0.00% due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 5/30/2023
Credit Suisse AG, London Branch 9.50% due 6/7/2019
Credit Suisse AG, London Branch 7.00% due 6/7/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each fund closes at or above 60% coupon barrier on each trading day for that quarter due 2/28/2020
Credit Suisse AG, London Branch 8.15% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on observation date for that quarter due 11/29/2019
Credit Suisse AG, London Branch 13%, payable quarterly if fund closes above threshold on calculation date due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/26/2021
Credit Suisse AG, London Branch 0.00% due 11/27/2020
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier on a related monthly observation date; Coupon barrier: $1,027.91, 65% of initial price due 8/26/2019
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier on a related monthly observation date; Coupon barrier: $25.944, 80% of initial price due 8/26/2019
Credit Suisse AG, London Branch 7.1%, payable monthly if stock closes at or above coupon barrier on a related monthly observation date; Coupon barrier: $23.1675, 75% of initial price due 8/26/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier levels: 17,384.087 for Dow, 4,825.534 for Nasdaq, $30.156 for ETF; 70% of initial levels due 8/26/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $32.557 for Emerging Markets, $45.521 for Banking ETF, $64.547 for Biotech ETF; 70% of initial levels due 8/26/2019
Credit Suisse AG, London Branch 6.552%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,698.81 for S&P, 2,143.54 for Stoxx, 60% of initial levels due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/26/2021
Credit Suisse AG, London Branch 11.35%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date due 5/23/2019
Credit Suisse AG, London Branch 7.5% per year, payable monthly unless any asset closes below coupon barrier on observation date that month; Coupon barriers: 982.4652 for Russell, $26.532 for Oil & Gas, 4,143.3192 for Nasdaq; 60% of initial levels due 5/24/2022
Credit Suisse AG, London Branch 9.00% due 8/23/2018
Credit Suisse AG, London Branch 0.00% due 2/21/2020
Credit Suisse AG, London Branch 0.00% due 5/25/2021
Credit Suisse AG, London Branch 0.00% due 5/25/2021
Credit Suisse AG, London Branch 0.00% due 11/25/2019
Credit Suisse AG, London Branch 0.00% due 11/25/2019
Credit Suisse AG, London Branch 0.00% due 5/25/2021
Credit Suisse AG, London Branch 0.00% due 5/25/2021
Credit Suisse AG, London Branch 0.00% due 11/21/2019
Credit Suisse AG, London Branch 0.00% due 11/21/2019
Credit Suisse AG, London Branch 8.5%, payable monthly due 5/23/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,034.73 for S&P, 1,219.972 for Russell and 2,680.32 for Stoxx; 75% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 15%, payable monthly due 5/22/2019
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $95.058 for Allergan, $41.976 for Citigroup, $57.816 for Microsoft; 60% of initial levels due 5/25/2021
Credit Suisse AG, London Branch 7% per year, payable semiannually if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,138.6403 for Russell, 2,501.632 for Stoxx; 70% of initial levels due 5/25/2021
Credit Suisse AG, London Branch 8.75% per year, payable semiannually if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,138.6403 for Russell, 2,501.632 for Stoxx; 70% of initial levels due 5/25/2021
Credit Suisse AG, London Branch 8% per year, payable semiannually if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,899.079 for S&P, 1,138.6403 for Russell; 70% of initial levels due 5/25/2021
Credit Suisse AG, London Branch 6.25% per year, payable semiannually if each index closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 1,899.079 for S&P, 1,138.6403 for Russell; 70% of initial levels due 5/25/2021
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each underlying asset closes at or above its barrier level on observation date; Coupon barrier/knock-in levels: 2,034.73 for S&P, $34.55 for EM ETF, 93.31 for Stoxx; 75% of initial levels due 5/21/2020
Credit Suisse AG, London Branch 0.00% due 11/25/2019
Credit Suisse AG, London Branch 0.00% due 11/25/2019
Credit Suisse AG, London Branch 0.00% due 5/23/2022
Credit Suisse AG, London Branch 0.00% due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 11/20/2019
Credit Suisse AG, London Branch 7.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 1,904.09 for S&P, 800.85 for MSCI Emerging Markets; 70% of initial levels due 5/24/2021
Credit Suisse AG, London Branch 0.00% due 6/20/2019
Credit Suisse AG, London Branch 11%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/22/2019
Credit Suisse AG, London Branch 10.1%, payable monthly due 8/19/2019
Credit Suisse AG, London Branch 17.50% due 5/17/2019
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each stock closes at or above 55% coupon barrier on observation date for that quarter due 8/19/2019
Credit Suisse AG, London Branch 8.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/19/2019
Credit Suisse AG, London Branch 18.75% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Barrier/knock-in levels: $12.506 for CenturyLink, $32.058 for Nordstrom; 65% of initial levels due 5/17/2019
Credit Suisse AG, London Branch 0.00% due 5/23/2019
Credit Suisse AG, London Branch 8%, payable monthly due 8/16/2019
Credit Suisse AG, London Branch 0.00% due 5/16/2022
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $961.746 for Amazon, $112.194 for Facebook, $658.956 for Alphabet, $195.876 for Netflix; 60% of initial levels due 11/16/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Barrier/knock-in levels: $104.6705 for Home Depot, $48.0975 for Lowe’s, $45.859 for Walmart; 55% of initial levels due 5/18/2022
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Barriers/downside thresholds: 2,045.79 for S&P, 1,205.094 for Russell, 2,674.14 for Stoxx; 75% of initial levels due 11/16/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 14.1% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $869.5225 for Amazon, $97.1355 for Facebook, $578.05 for Alphabet, $176.0495 for Netflix; 55% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 11.15%, payable monthly, if stock closes at or above coupon barrier on observation date for month; Barrier price: $140.679, 55% of initial price due 8/14/2019
Credit Suisse AG, London Branch 6.15% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,490.516 for Stoxx, 1,110.4744 for Russell, 1,870.344 for S&P; 70% of initial levels due 5/11/2021
Credit Suisse AG, London Branch 0.00% due 5/24/2019
Credit Suisse AG, London Branch 9.00% due 8/13/2018
Credit Suisse AG, London Branch 0.00% due 11/6/2019
Credit Suisse AG, London Branch 16.8%, payable monthly due 8/9/2019
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,864.394 for S&P and 1,095.9221 for Russell; 70% of initial levels due 5/9/2019
Credit Suisse AG, London Branch 6.8% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barriers: $18.855 for Gold Miners, $43.505 for Banking ETF, $27.727 for Oil and Gas ETF; 70% of initial levels due 11/12/2019
Credit Suisse AG, London Branch 13% per year, payable monthly unless any asset closes below coupon barrier on observation date that month; Coupon barriers: 1,997.57 for S&P, $34.82 for Emerging Markets, 96.68 for Stoxx Banks; 75% of initial levels due 5/6/2020
Credit Suisse AG, London Branch 11.1% per year, payable monthly unless any asset closes below coupon barrier on observation date that month; Coupon barriers: 1,864.39 for S&P, $32.50 for Emerging Markets, 90.24 for Stoxx Banks; 70% of initial levels due 5/6/2020
Credit Suisse AG, London Branch 0.00% due 6/6/2019
Credit Suisse AG, London Branch 10.40% due 5/9/2019
Credit Suisse AG, London Branch 0.00% due 5/8/2024
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 9.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 796.495 for MSCI Emerging Markets, 1,840.81 for S&P, 70% of initial levels due 5/10/2021
Credit Suisse AG, London Branch 10.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/7/2019
Credit Suisse AG, London Branch 7.8%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/7/2019
Credit Suisse AG, London Branch 11.65%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/7/2019
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $15.617, 70% of initial price due 11/7/2019
Credit Suisse AG, London Branch 0.00% due 5/6/2022
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 5/5/2025
Credit Suisse AG, London Branch 0.00% due 11/4/2019
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,298.738 for Stoxx and 1,002.2246 for Russell; 65% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 9% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,652.39 for Stoxx, $53.055 for ETF; 75% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 12% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,002.2246 for Russell, $25.597 for ETF; 65% of initial levels due 11/4/2019
Credit Suisse AG, London Branch 9% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,079.3188 for Russell, $45.822 for ETF; 70% of initial levels due 5/3/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,986.0375 for S&P and 1,156.413 for Russell; 75% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,853.635 for S&P and 1,079.3188 for Russell; 70% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier/knock-in levels: $43.49 for Biotech ETF, $19.69 for Oil and Gas ETF; 50% of initial levels due 11/3/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,079.3188 for Russell and 2,475.564 for Euro Stoxx; 70% of initial levels due 5/4/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,853.635 for S&P and 1,079.3188 for Russell; 70% of initial levels due 5/3/2023
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,324.025 for S&P and 770.942 for Russell; 50% of initial levels due 5/3/2023
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,588.83 for S&P, $52.188 for ETF; 60% of initial levels due 5/3/2021
Credit Suisse AG, London Branch 0.00% due 5/3/2023
Credit Suisse AG, London Branch 0.00% due 5/15/2019
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 11/3/2020
Credit Suisse AG, London Branch 0.00% due 5/2/2023
Credit Suisse AG, London Branch 0.00% due 5/2/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,868.94 for S&P, 1,089.365 for Russell and 2,463.15 for Stoxx; 70% of initial levels due 10/30/2020
Credit Suisse AG, London Branch 33% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $214.11, 75% of initial price due 5/14/2019
Credit Suisse AG, London Branch 9.6% annualized, payable quarterly if each index closes at or above its barrier on related observation date; Barrier levels: $730.085 for Amazon, $79.845 for Facebook, $510.59 for Alphabet and $152.88 for Netflix, 50% of initial levels due 5/3/2021
Credit Suisse AG, London Branch 20% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier/knock-in levels: $943.572 for Amazon, $41.97 for CVS, $28.512 for Micron; 60% of initial prices due 5/4/2020
Credit Suisse AG, London Branch 7 % per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,601.946 for S&P and 933.7416 for Russell; 60% of initial levels due 5/2/2023
Credit Suisse AG, London Branch 0.00% due 5/2/2023
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 5/15/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Barriers: 2,133.55 for S&P, 1,246.316 for Russell, 5,319.72 for Nasdaq; 80% of initial levels due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 20.15%, payable monthly due 4/30/2019
Credit Suisse AG, London Branch 9.15%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/1/2019
Credit Suisse AG, London Branch 6.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/1/2019
Credit Suisse AG, London Branch 11.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/5/2019
Credit Suisse AG, London Branch 7.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/1/2019
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,866.858 for S&P 1,090.5265 for Russell; 70% of initial levels due 8/1/2019
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 11/26/2019
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 7.55%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,090.527 for Russell, 15,623.73 for Nikkei, 70% of initial levels due 4/29/2021
Credit Suisse AG, London Branch Libor plus 500 basis points per year, payable quarterly if each index closes at or above its downside threshold on observation date that quarter; floor of zero due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 9.00% due 7/30/2019
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 5/13/2019
Credit Suisse AG, London Branch 0.00% due 5/13/2019
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 6.25% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 2,111.52, 80% of initial level due 10/30/2025
Credit Suisse AG, London Branch 3% initially, stepping up to 4% on April 30, 2021 and to 5% on April 30, 2022; payable quarterly due 4/30/2023
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 11% per year, payable monthly if each stock closes at or above its barrier level on observation date; Barrier/knock-in levels: $53.91 for Advance, $25.88 for Bristol-Myers, $35.57 for Target; 50% of initial levels due 4/30/2021
Credit Suisse AG, London Branch 15.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 10/30/2020
Credit Suisse AG, London Branch 16% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 4/30/2021
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 4/30/2019
Credit Suisse AG, London Branch 10% annualized, payable quarterly if each stock closes at or above 55% coupon barrier on observation date for that quarter due 4/30/2021
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level on observation date; Barrier/knock-in levels: $24.582 for eBay, $32.298 for Southwest, $21.198 for MGM; 60% of initial levels due 4/30/2019
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/30/2019
Credit Suisse AG, London Branch 6.75% annualized, payable monthly if each asset closes at or above 75% coupon barrier on observation date for that month due 7/30/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Barrier/knock-in levels: $21.098 for BofA, $76.993 for JPMorgan; 70% of initial levels due 4/30/2021
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,979.55 for S&P and 1,162.85025 for Russell; 75% of initial levels due 10/30/2019
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,847.58 for S&P and 1,085.3269 for Russell; 70% of initial levels due 10/30/2019
Credit Suisse AG, London Branch 6.35% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,847.58 for S&P and 1,085.3269 for Russell; 70% of initial levels due 4/30/2025
Credit Suisse AG, London Branch 9.25% annualized, payable quarterly if each asset closes at or above 50% coupon barrier on observation date for that quarter due 10/30/2020
Credit Suisse AG, London Branch 9% annualized, payable monthly if fund closes at or above 70% coupon barrier on observation date for that month due 7/30/2019
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each asset closes at or above 70% coupon barrier on observation date for that quarter due 10/30/2019
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Coupon barrier levels: 1,847.58 for S&P and 1,085.3269 for Russell; 70% of initial levels due 4/30/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 2,265.7895 for Euro Stoxx 50, 1,847.58 for S&P and 1,085.3269 for Russell; 65% of initial levels due 4/29/2021
Credit Suisse AG, London Branch 5.65% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,742.915 for Euro Stoxx 50, 1,319.70 for S&P and 775.2335 for Russell; 50% of initial levels due 4/29/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 4,559.7587 for Nasdaq and 1,085.3269 for Russell; 70% of initial levels due 4/28/2023
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,847.58 for S&P and 1,085.3269 for Russell; 70% of initial levels due 4/28/2023
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,583.64 for S&P and 930.2802 for Russell; 60% of initial levels due 4/30/2025
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 4/28/2023
Credit Suisse AG, London Branch 8.4% annualized, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 4/30/2020
Credit Suisse AG, London Branch 14.4% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on each trading day for that quarter due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 10/28/2021
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 0.00% due 4/28/2023
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/26/2019
Credit Suisse AG, London Branch 8.7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/26/2019
Credit Suisse AG, London Branch 12.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/26/2019
Credit Suisse AG, London Branch 16% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $1,138.395 for Amazon, $124.38 for Facebook; 75% of initial levels due 4/26/2019
Credit Suisse AG, London Branch 5.5% annualized, payable monthly if each index closes at or above its 80% barrier on observation date for that month due 8/26/2019
Credit Suisse AG, London Branch 0.00% due 4/27/2021
Credit Suisse AG, London Branch 0.00% due 4/27/2021
Credit Suisse AG, London Branch 0.00% due 4/23/2020
Credit Suisse AG, London Branch 0.00% due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 4/26/2021
Credit Suisse AG, London Branch 10.2% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 10/23/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $44.65, 67.15% of initial price due 5/8/2019
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,735.591 for S&P and 1,016.6806 for Russell; 65% of initial levels due 10/25/2019
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its coupon barrier level on observation date; Coupon barrier levels: $85.974 for salesforce, $66.50 for Microsoft, $160.097 for Nvidia; 70% of initial levels due 4/27/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,094.8868 for Russell and 2,445.94 for Euro Stoxx; 70% of initial levels due 4/27/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,094.8868 for Russell and 2,445.94 for Euro Stoxx; 70% of initial levels due 4/27/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,869.098 for S&P and 1,094.8868 for Russell; 70% of initial levels due 4/27/2021
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 1,869.098 for S&P and 1,094.8868 for Russell; 70% of initial levels due 4/27/2021
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 4/27/2021
Credit Suisse AG, London Branch 0.00% due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 4/29/2024
Credit Suisse AG, London Branch 0.00% due 7/24/2019
Credit Suisse AG, London Branch 8% annualized, payable quarterly if stock closes at or above its 70.75% coupon barrier on observation date for that quarter due 4/23/2021
Credit Suisse AG, London Branch 9.04% annualized, payable quarterly if stock closes at or above its 64.5% coupon barrier on observation date for that quarter due 4/23/2021
Credit Suisse AG, London Branch 8% annualized, payable quarterly if stock closes at or above its 69.25% coupon barrier on observation date for that quarter due 4/23/2021
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Barriers/downside thresholds: 1,735.59 for S&P, 1,016.681 for Russell, 2,271.23 for Stoxx; 65% of initial levels due 4/26/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its downside threshold on each day that quarter due 4/25/2022
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier/knock-in level: $117.67; 70% of initial price due 4/23/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if each underlying asset closes at or above its coupon barrier level on observation date; Barrier/knock-in levels: 944.2908 for Russell, $42.792 for EAFE ETF, $23.388 for oil & gas ETF; 60% of initial levels due 4/25/2022
Credit Suisse AG, London Branch 0.00% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 5/6/2019
Credit Suisse AG, London Branch 0.00% due 10/11/2019
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,894.473 for S&P, 1,105.8614 for Russell and 2,434.537 for Stoxx; 70% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 10/21/2019
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 10/21/2019
Credit Suisse AG, London Branch 9.5% annualized, payable monthly if each index closes at or above 75% coupon barrier on observation date for that month due 7/19/2019
Credit Suisse AG, London Branch 0.00% due 5/21/2019
Credit Suisse AG, London Branch 9.7% annualized, payable quarterly if each index closes at or above 75% threshold on observation date for that quarter due 4/22/2022
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 7.35% annualized, payable monthly if stock closes at or above coupon barrier price on any monthly observation date; Knock-in/barrier price: $19.37, 65% of initial share price due 7/18/2019
Credit Suisse AG, London Branch 10% annualized, payable quarterly if asset closes at or above 77.85% coupon barrier on observation date for that quarter due 5/1/2019
Credit Suisse AG, London Branch 17% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Barrier/knock-in levels: $858.474 for Amazon, $98.712 for Facebook, $617.562 for Alphabet, $186.99 for Netflix; 60% of initial levels due 10/19/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $22.20, 74.5% of initial price due 5/2/2019
Credit Suisse AG, London Branch 8.75% annualized, payable quarterly if index closes at or above 80% coupon barrier on observation date for that quarter due 5/1/2019
Credit Suisse AG, London Branch 7.2% annualized, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 4/18/2022
Credit Suisse AG, London Branch 9.6% per year, payable monthly if each index closes at or above its coupon barrier level on observation date; Coupon barrier levels: 1,992.225 for S&P and 1,162.13175 for Russell; 75% of initial levels due 4/18/2023
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 4/19/2021
Credit Suisse AG, London Branch 7.3% annualized, payable quarterly if each index closes at or above 60% coupon barrier on each trading day for that quarter due 10/16/2020
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each trading day for that quarter due 10/16/2020
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 65% coupon barrier on each trading day for that quarter due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 4/18/2023
Credit Suisse AG, London Branch 0.00% due 4/17/2020
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 0.00% due 10/17/2019
Credit Suisse AG, London Branch 0.00% due 7/17/2019
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day during that quarter due 4/19/2028
Credit Suisse AG, London Branch 9.04% annualized, payable quarterly if index closes at or above its 75% coupon barrier on observation date for that quarter due 4/17/2020
Credit Suisse AG, London Branch 0.00% due 4/16/2021
Credit Suisse AG, London Branch 0.00% due 4/15/2022
Credit Suisse AG, London Branch 15.00% due 4/17/2019
Credit Suisse AG, London Branch 0.00% due 4/14/2023
Credit Suisse AG, London Branch 8.55% per year, payable quarterly unless either asset closes below coupon barrier on observation date that quarter; Coupon barriers: 1,585.314 for S&P, $53.49 for biotech ETF; 60% of initial levels due 4/17/2023
Credit Suisse AG, London Branch 9.10% due 4/12/2019
Credit Suisse AG, London Branch 8.45% per year, payable quarterly if each index closes at or above its barrier level on a quarterly observation date; Coupon barriers/knock-in levels: 1,698.554 for S&P, 984.40095 for Russell; 65% of initial levels due 7/12/2019
Credit Suisse AG, London Branch 0.00% due 5/14/2019
Credit Suisse AG, London Branch 0.00% due 4/14/2020
Credit Suisse AG, London Branch 0.00% due 2/23/2023
Credit Suisse AG, London Branch 10.5% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers/knock-in levels: $34,859 for CVS, $95.9475 for Home Depot and $39.7595 for Target; 55% of initial levels due 4/13/2022
Credit Suisse AG, London Branch 8.45% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 983.64305 for Russell, $101.8095 for ETF; 65% of initial levels due 10/11/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: 2,083.58, 80% of initial level due 4/24/2019
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $73.69, 85% of initial level due 4/24/2019
Credit Suisse AG, London Branch 0.00% due 7/25/2019
Credit Suisse AG, London Branch 0.00% due 7/9/2019
Credit Suisse AG, London Branch 9.00% due 7/11/2018
Credit Suisse AG, London Branch 8.8%, payable monthly due 7/10/2019
Credit Suisse AG, London Branch 9.5% annualized, payable monthly if asset closes at or above its 70% coupon barrier on observation date for that month due 7/10/2019
Credit Suisse AG, London Branch 12.75% annualized, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Knock-in/barrier price: $1,045.26, 72% of initial share price due 7/10/2019
Credit Suisse AG, London Branch 10% annualized, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Knock-in/barrier price: $129.60, 75% of initial share price due 7/10/2019
Credit Suisse AG, London Branch 7.65% annualized, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Knock-in/barrier price: $129.60, 75% of initial share price due 7/10/2019
Credit Suisse AG, London Branch 14.72% annualized, payable quarterly if stock closes at or above its 70% coupon barrier on observation date for that quarter due 4/15/2019
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/10/2019
Credit Suisse AG, London Branch 9.15% annualized, payable quarterly if stock closes at or above coupon barrier price on a quarterly observation date; Knock-in/barrier price: $192.856, 80% of initial share price due 4/10/2019
Credit Suisse AG, London Branch 10.25% annualized, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Knock-in/barrier price: $121.759, 55% of initial share price due 7/10/2019
Credit Suisse AG, London Branch 0.00% due 4/23/2019
Credit Suisse AG, London Branch 0.00% due 4/22/2019
Credit Suisse AG, London Branch 0.00% due 10/8/2020
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 4/9/2021
Credit Suisse AG, London Branch 9.75% annualized, payable quarterly if the ETF closes at or above 70% coupon barrier on observation date for that quarter due 10/9/2019
Credit Suisse AG, London Branch 18.1%, payable monthly due 7/8/2019
Credit Suisse AG, London Branch 19.50% due 4/5/2019
Credit Suisse AG, London Branch 0.00% due 10/8/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 907.293 for Russell, 1,568.67 for S&P, 14,420.016 for Dow; 60% of initial levels due 4/6/2021
Credit Suisse AG, London Branch 0.00% due 4/9/2021
Credit Suisse AG, London Branch 0.00% due 4/8/2021
Credit Suisse AG, London Branch 0.00% due 10/7/2020
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above its barrier level on observation date due 4/5/2023
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 4/4/2022
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 11.2% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,848.61 for S&P, 1,070.599 for Russell and 2,353.05 for Stoxx; 70% of initial levels due 10/2/2020
Credit Suisse AG, London Branch 10%, payable quarterly if stock closes at or above knock-in price on an observation date due 4/16/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $145.87, 61.9% of initial level due 4/16/2019
Credit Suisse AG, London Branch 6.8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,978.842 for Stoxx, 906.0498 for Russell and 1,552.956 for S&P; 60% of initial levels due 10/7/2019
Credit Suisse AG, London Branch 9.2% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/2/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 10/1/2019
Credit Suisse AG, London Branch 0.00% due 10/2/2019
Credit Suisse AG, London Branch 0.00% due 10/4/2019
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 7.62%, payable quarterly if index closes at or above coupon barrier on quarterly observation date; Coupon barrier: 1,980.65; 75% of initial level due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 11.75% annualized, payable monthly if asset closes at or above its 60% coupon barrier on observation date for that month due 7/2/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each asset closes at or above 75% coupon barrier on observation date for that quarter due 7/2/2019
Credit Suisse AG, London Branch 12% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 10/2/2019
Credit Suisse AG, London Branch 10.25% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 4/2/2019
Credit Suisse AG, London Branch 6.35% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 4/3/2019
Credit Suisse AG, London Branch 9.75% annualized, payable monthly if each index closes at or above 75% coupon barrier on observation date for that month due 7/2/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 7/2/2019
Credit Suisse AG, London Branch 10.75% annualized, payable monthly if fund closes at or above 70% coupon barrier on observation date for that month due 4/2/2019
Credit Suisse AG, London Branch 10.5% annualized, payable quarterly if each asset closes at or above 50% coupon barrier on observation date for that quarter due 10/2/2020
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each asset closes at or above 60% coupon barrier on observation date for that quarter due 4/5/2021
Credit Suisse AG, London Branch 6.25% annualized, payable quarterly if each index closes at or above 50% coupon barrier on observation date for that quarter due 4/4/2023
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 4/3/2023
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 23.00% due 3/29/2019
Credit Suisse AG, London Branch 20.50% due 3/29/2019
Credit Suisse AG, London Branch 19.50% due 4/5/2019
Credit Suisse AG, London Branch 0.00% due 3/31/2020
Credit Suisse AG, London Branch 5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 4/11/2019
Credit Suisse AG, London Branch 8.25%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 80.96 for Stoxx Banks, 2,156.02 for Stoxx 50, 65% of initial levels due 3/31/2021
Credit Suisse AG, London Branch 9.95%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,828.83 for S&P, 2,321.87 for Stoxx, 70% of initial levels due 3/31/2021
Credit Suisse AG, London Branch Libor plus 530 basis points per year, payable quarterly if each index closes at or above its downside threshold on observation date that quarter; floor of zero due 3/29/2023
Credit Suisse AG, London Branch 11.9% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 3/31/2020
Credit Suisse AG, London Branch 13.9% per year, payable quarterly if each index closes at or above its downside threshold on each day that quarter due 3/31/2020
Credit Suisse AG, London Branch 0.00% due 3/29/2028
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/29/2024
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 5.25% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,234.7366, 80% of initial level due 3/29/2023
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $26.436 for Cisco, $56.268 for Microsoft; 60% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 13.25% per year, payable monthly if each stock closes at or above its barrier level on observation date; Coupon barriers: $24.606 for eBay, $21.594 for GM, $32.58 for Morgan Stanley, $47.988 for Hilton; 60% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,131.168 for Stoxx, 1,003.41605 for Russell and 1,728.0575 for S&P; 65% of initial levels due 9/30/2019
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Coupon barriers: $96.036 for Facebook, $933.516 for Amazon, $631.926 for Alphabet, $192.21 for Netflix; 60% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 7% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier level/knock-in levels: $51.87 for ETF, 2,459.0 for Stoxx; 75% of initial levels due 6/28/2019
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,080.6019 for Russell, $24.745 for ETF; 70% of initial levels due 9/30/2019
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,080.6019 for Russell and 1,860.985 for S&P; 70% of initial levels due 9/30/2019
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,157.78775 for Russell and 1,993,9125 for S&P; 75% of initial levels due 9/30/2019
Credit Suisse AG, London Branch 9% per year, payable monthly if ETF closes at or above its barrier level on observation date; Barrier level/knock-in price: $63.735; 70% of initial price due 6/28/2019
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier/knock-in levels: $45.525 for Biotech ETF, $17.675 for Oil and Gas ETF; 50% of initial levelsPricing date: due 9/29/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,080.6019 for Russell and 2,295.104 for Stoxx; 70% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,080.6019 for Russell and 2,295.104 for Stoxx; 70% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $107.107; 70% of initial price due 3/31/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,003.41605 for Russell and 2,131.138 for Stoxx, 768.482 for Emerging Markets; 65% of initial levels due 3/31/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its barrier level on each day that quarter; Barrier levels: 1,595.13 for S&P, 926.2302 for Russell and 1,967.232 for Stoxx; 60% of initial levels due 3/29/2023
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 926.2302 for Russell and 1,595.13 for S&P; 60% of initial levels due 3/29/2023
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,080.6019 for Russell and 1,860.985 for S&P; 70% of initial levels due 3/29/2023
Credit Suisse AG, London Branch 6.1% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 3/31/2025
Credit Suisse AG, London Branch 0.00% due 9/20/2021
Credit Suisse AG, London Branch 0.00% due 3/30/2023
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its downside threshold on observation date that quarter due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 3/31/2023
Credit Suisse AG, London Branch 0.00% due 4/1/2024
Credit Suisse AG, London Branch 0.00% due 4/1/2024
Credit Suisse AG, London Branch 9.75% due 3/29/2019
Credit Suisse AG, London Branch 9.55% due 3/29/2019
Credit Suisse AG, London Branch 9.10% due 3/29/2019
Credit Suisse AG, London Branch 6.20% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 10.75% annualized, payable monthly if asset closes at or above 68% coupon barrier on observation date for that month due 6/28/2019
Credit Suisse AG, London Branch 9.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier on a monthly observation date; Coupon barrier: $80.10, 75% of initial share price due 6/28/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 11.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 9.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 10.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/28/2019
Credit Suisse AG, London Branch 9% per year, payable monthy if each stock closes at or above its barrier level on observation date; Coupon barriers: $74.223 for Apple, $673.002 for Amazon, $461.9475 for Alphabet, $135.423 for Netflix; 45% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $113.906 for Apple, $1,0312315 for Amazon, $712.27 for Alphabet; 65% of initial levels due 9/30/2019
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $37.236 for Bristol-Myers, $95.634 for Facebook, $70.20 for Visa; 60% of initial levels due 3/30/2021
Credit Suisse AG, London Branch 25% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $111.573 for Facebook, $1,046.892 for Amazon, $718.585 for Alphabet, $210.658 for Netflix; 70% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 20% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $61.026 for Microsoft, $1,046.892 for Amazon, $163.079 for Nvidia; 70% of initial levels due 3/27/2020
Credit Suisse AG, London Branch 6.1% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,552.956 for Russell and 906.0498 for S&P; 60% of initial levels due 3/28/2019
Credit Suisse AG, London Branch 12.37% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,638.456 for Stoxx, 1,208.0664 for Russell, 2,070.608 for S&P; 80% of initial levels due 3/26/2020
Credit Suisse AG, London Branch 8.5% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,057.058 for Russell and 2,308.649 for Stoxx; 70% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 10.5% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers levels: 2,308.649 for Stoxx, 1,057.0581 for Russell; 70% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 9.25% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,057.058 for Russell and 1,811.78 for S&P; 70% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 7.4% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers levels: 1,811.782 for S&P, 1,057.0581 for Russell; 70% of initial levels due 3/29/2021
Credit Suisse AG, London Branch 11.9% per year, payable monthly unless any asset closes below coupon barrier on observation date that month; Coupon barriers: 1,811.78 for S&P, $32.82 for Emerging Markets, 86.94 for Stoxx Banks; 70% of initial levels due 3/25/2020
Credit Suisse AG, London Branch 0.00% due 4/26/2019
Credit Suisse AG, London Branch 0.00% due 3/29/2024
Credit Suisse AG, London Branch 0.00% due 3/29/2024
Credit Suisse AG, London Branch 0.00% due 1/27/2020
Credit Suisse AG, London Branch 11.00% due 3/26/2019
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,511.1425 for Stoxx, $51.525 for ETF; 75% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,122.8 for Tokyo Stock Price, 777.87 for Emerging Markets, 1,718.4 for S&P; 65% of initial levels due 3/24/2020
Credit Suisse AG, London Branch 10.08% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 3/29/2021
Credit Suisse AG, London Branch 16%, payable monthly due 6/26/2019
Credit Suisse AG, London Branch 13.75%, payable monthly due 6/26/2019
Credit Suisse AG, London Branch 10.75%, payable monthly due 6/26/2019
Credit Suisse AG, London Branch 14%, payable monthly due 6/26/2019
Credit Suisse AG, London Branch 12.75%, payable monthly due 6/26/2019
Credit Suisse AG, London Branch 0.00% due 9/16/2019
Credit Suisse AG, London Branch 13.25% annualized, payable quarterly if each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $119.889 for Apple, $763.616 for Alphabet, $109.683 for IBM; 70% of initial levels due 3/26/2020
Credit Suisse AG, London Branch 7.5% per year, payable monthly unless any asset closes below coupon barrier on observation date that month; Coupon barriers: 947.5818 for Russell, $42.00 for EAFE, $21.294 for oil and gas; 60% of initial levels due 3/28/2022
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its barrier level on each day that quarter; Barrier levels: 1,898.351 for S&P, 1,105.5121 for Russell and 17,277.617 for Dow; 70% of initial levels due 3/27/2023
Credit Suisse AG, London Branch 0.00% due 3/23/2020
Credit Suisse AG, London Branch 7%, payable each month that stock closes at or above coupon barrier on related monthly observation date; Coupon barrier: $46.235, 70% of initial share price due 6/24/2019
Credit Suisse AG, London Branch 10.00% due 3/13/2019
Credit Suisse AG, London Branch 6% annualized, payable monthly if each index closes at or above its coupon barrier on related monthly observation date; Coupon barriers: 1,209.33274 for Russell and 2,613.9883 for Stoxx; 77% of initial levels due 9/22/2025
Credit Suisse AG, London Branch 7% annualized, payable semiannually if each index closes at or above its coupon barrier on related semiannual observation date; Coupon barriers: 1,627.752 for S&P, 942.3372 for Russell and 14,766.546 for Dow; 60% of initial levels due 3/22/2021
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 7.50% due 9/23/2019
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 15.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $44.58, 75% of initial level due 4/3/2019
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $231.33, 70% of initial level due 4/3/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $165.03, 64.75% of initial level due 4/3/2019
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,110.2336 for Russell 2000 and 1,926.407 for S&P 500; 70% of initial levels due 9/23/2019
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above its barrier level on observation date;Barriers/knock-in levels: 1,189.536 for Russell 2000 and 2,064.0075 for S&P 500; 75% of initial levels due 6/21/2019
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,189.536 for Russell 2000 and 2,064.0075 for S&P 500; 75% of initial levels due 9/23/2019
Credit Suisse AG, London Branch 10.95% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $45.68, 75% of initial level due 4/3/2019
Credit Suisse AG, London Branch 9.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers levels: 1,189.536 for Russell 2000 and 2,064.0075 for S&P 500; 75% of initial levels due 3/21/2023
Credit Suisse AG, London Branch 0.00% due 3/19/2021
Credit Suisse AG, London Branch 0.00% due 3/18/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 9/19/2019
Credit Suisse AG, London Branch 9.15%, payable each quarter that each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 1,110.234 for Russell, 849.20 for MSCI EM; 70% of initial levels due 3/19/2020
Credit Suisse AG, London Branch 9.35%, payable quarterly if each index closes at or above 65% coupon barrier each observation day during quarter due 3/19/2021
Credit Suisse AG, London Branch 15.00% due 3/19/2019
Credit Suisse AG, London Branch 0.00% due 11/20/2019
Credit Suisse AG, London Branch 14.45% per year, payable each quarter that each stock closes at or above its coupon barrier on the related quarterly observation date; Coupon barriers: $25.71 for BofA, $211.54 for Goldman; 80% of initial prices due 4/1/2019
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $25.73, 80% of initial level due 4/2/2019
Credit Suisse AG, London Branch 11.65% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $231.54, 70% of initial level due 4/2/2019
Credit Suisse AG, London Branch 7.35%, payable each month that stock closes at or above coupon barrier on related monthly observation date; Coupon barrier: $133.83, 75% of initial share price due 6/19/2019
Credit Suisse AG, London Branch 12.15%, payable each month that stock closes at or above coupon barrier on related monthly observation date; Coupon barrier: $192.93, 60% of initial share price due 6/19/2019
Credit Suisse AG, London Branch 15% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $110.514 for Facebook, $954.60 for Amazon, $689.694 for Alphabet, $192.93 for Netflix; 60% of initial levels due 9/21/2020
Credit Suisse AG, London Branch 8.60% due 6/17/2019
Credit Suisse AG, London Branch 18.25% due 3/13/2019
Credit Suisse AG, London Branch 11.50% due 6/14/2019
Credit Suisse AG, London Branch 7.60% due 6/14/2019
Credit Suisse AG, London Branch 10% annualized, payable monthly if asset closes at or above its 50% coupon barrier on observation date for that month due 6/14/2019
Credit Suisse AG, London Branch 9.55% annualized, payable quarterly if asset closes at or above its 75% coupon barrier on observation date for that quarter due 3/18/2019
Credit Suisse AG, London Branch 12.05% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date due 3/15/2021
Credit Suisse AG, London Branch 31.25% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $60.627 for Incyte, $165.578 for Nvidia, $91.896 for Workday; 70% of initial levels due 3/18/2019
Credit Suisse AG, London Branch 32.1% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Coupon barriers: $60.627 for Incyte, $165.578 for Nvidia, $114.142 for Wynn; 70% of initial levels due 3/18/2019
Credit Suisse AG, London Branch 8.6% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 3/16/2020
Credit Suisse AG, London Branch 11.25% annualized, payable monthly if each stock closes at or above its 50% coupon barrier on observation date for that month due 3/15/2021
Credit Suisse AG, London Branch 10% annualized, payable monthly if each stock closes at or above its 60% coupon barrier on observation date for that month due 3/16/2022
Credit Suisse AG, London Branch 13% per year, payable quarterly if each underlier closes at or above its coupon barrier level on the observation date for that quarter; Coupon barrier levels: 1,950.60 for S&P, $34.83 for iShares EM and 91.58 for Stoxx Banks; 70% of initial levels due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 3/12/2020
Credit Suisse AG, London Branch 0.00% due 3/12/2021
Credit Suisse AG, London Branch 12.00% due 3/14/2019
Credit Suisse AG, London Branch 0.00% due 11/15/2018
Credit Suisse AG, London Branch 0.00% due 3/12/2020
Credit Suisse AG, London Branch 7%, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barriers/downside thresholds: 1,117.999 for Russell, 1,950.60 for S&P; 70% of initial levels due 3/14/2023
Credit Suisse AG, London Branch 0.00% due 9/11/2019
Credit Suisse AG, London Branch 0.00% due 9/11/2019
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $23.821, 70% of initial level due 9/13/2019
Credit Suisse AG, London Branch 7.2% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $47.9775 for Regional Banking ETF, $25.5225 for Oil and Gas ETF; 75% of initial levels due 9/13/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $29.226 for iShares MSCI Emerging Markets ETF, $20.418 for Oil and Gas ETF; 75% of initial levels due 3/15/2021
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each fund closes at or above its coupon barrier on the quarterly observation date; Coupon barrier levels: $100.336 for SPDR Gold Trust, $12.44 for iShares Silver Trust; 80% of initial levels due 9/13/2019
Credit Suisse AG, London Branch 0.00% due 3/11/2021
Credit Suisse AG, London Branch 7.4% annualized, payable monthly if each index closes at or above its 75% coupon barrier on observation date for that month due 9/12/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter; Barrier levels: 1,908.76 for S&P and 1,102.173 for Russell; 70% of initial levels due 6/12/2019
Credit Suisse AG, London Branch 0.00% due 3/9/2023
Credit Suisse AG, London Branch 0.00% due 3/27/2019
Credit Suisse AG, London Branch 0.00% due 3/13/2020
Credit Suisse AG, London Branch 15.00% due 3/6/2019
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/10/2019
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/10/2019
Credit Suisse AG, London Branch 15% annualized, payable quarterly if each index closes at or above its 85% barrier on observation date for that quarter due 9/4/2020
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 2,348.724 for index, $48.853 for ETF; 70% of initial levels due 3/8/2021
Credit Suisse AG, London Branch 0.00% due 9/10/2019
Credit Suisse AG, London Branch 9.25%, payable monthly due 6/7/2019
Credit Suisse AG, London Branch 0.00% due 7/10/2019
Credit Suisse AG, London Branch 0.00% due 3/20/2019
Credit Suisse AG, London Branch 0.00% due 3/20/2019
Credit Suisse AG, London Branch 12.6% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $1,125.19, 75% of initial level due 3/20/2019
Credit Suisse AG, London Branch 0.00% due 3/8/2019
Credit Suisse AG, London Branch 0.00% due 3/5/2021
Credit Suisse AG, London Branch 7.5%, payable quarterly if stock closes at or above 69.5% coupon barrier on observation date for that quarter due 3/5/2021
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above 66.8% coupon barrier on observation date for that quarter due 3/5/2021
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above 66.5% coupon barrier on observation date for that quarter due 3/5/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $23.61; 75% of initial price due 3/5/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 6.75%, payable monthly due 6/5/2019
Credit Suisse AG, London Branch 7.75%, payable monthly due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2019
Credit Suisse AG, London Branch 9.5% annualized, payable monthly if asset closes at or above its 65% coupon barrier on observation date for that month due 6/5/2019
Credit Suisse AG, London Branch 9.35% annualized, payable monthly if asset closes at or above its 75% coupon barrier on observation date for that month due 6/5/2019
Credit Suisse AG, London Branch 10.75% annualized, payable monthly if asset closes at or above its 70% coupon barrier on observation date for that month due 6/5/2019
Credit Suisse AG, London Branch 9.3%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 6/5/2019
Credit Suisse AG, London Branch 11.25% annualized, payable quarterly if each asset closes at or above 65% coupon barrier on review date for that quarter due 9/5/2019
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on review date for that quarter due 3/5/2019
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,035.3725 for S&P and 1,134.3345 for Russell; 75% of initial levels due 6/5/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,899.581 for S&P and 1,058.7122 for Russell; 70% of initial levels due 6/5/2019
Credit Suisse AG, London Branch 10% per year, payable monthly if ETF closes at or above its barrier level on observation date; Barrier level/knock-in price: $63.252; 70% of initial price due 3/5/2019
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $16.53for Oil and Gas, $45.18 for Biotech; 50% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its barrier level on each day that quarter; Barrier/knock-in levels: 1,356.915 for S&P, 756.223 for Russell and 1,719.48 for Stoxx; 50% of initial levels due 3/6/2023
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 3/6/2023
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each component closes at or above its 60% coupon barrier on observation date due 3/5/2021
Credit Suisse AG, London Branch 0.00% due 3/3/2023
Credit Suisse AG, London Branch 0.00% due 4/2/2019
Credit Suisse AG, London Branch 0.00% due 4/2/2019
Credit Suisse AG, London Branch 0.00% due 3/5/2024
Credit Suisse AG, London Branch 0.00% due 3/2/2023
Credit Suisse AG, London Branch 0.00% due 8/29/2019
Credit Suisse AG, London Branch 0.00% due 4/30/2019
Credit Suisse AG, London Branch 6.15% due 2/28/2019
Credit Suisse AG, London Branch 8.25% due 2/28/2019
Credit Suisse AG, London Branch 7.65% due 2/28/2019
Credit Suisse AG, London Branch 10.75% annualized, payable quarterly if asset closes at or above its 75% coupon barrier on observation date for that quarter due 3/5/2019
Credit Suisse AG, London Branch 7.35% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 3/1/2021
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 2/28/2025
Credit Suisse AG, London Branch 10.85% annualized, payable semiannually if each fund closes at or above its 60% coupon barrier on observation date for that period due 3/5/2021
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/1/2023
Credit Suisse AG, London Branch 7.71%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,091.532 for Russell, 1,453.41 for EAFE, 70% of initial levels due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2023
Credit Suisse AG, London Branch 0.00% due 2/28/2023
Credit Suisse AG, London Branch 0.00% due 2/28/2023
Credit Suisse AG, London Branch 7.15% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 9.50% due 5/28/2019
Credit Suisse AG, London Branch 8.00% due 2/28/2020
Credit Suisse AG, London Branch 9.75% due 5/28/2019
Credit Suisse AG, London Branch 0.00% due 3/28/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 2/26/2021
Credit Suisse AG, London Branch 10.2% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $33.975 for Bristol-Myers, $39.845 for PayPal, $126.855 for Broadcom; 50% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 12.5% annualized, payable quarterly if each asset closes at or above its 50% coupon barrier on observation date for that quarter due 8/28/2020
Credit Suisse AG, London Branch 7% annualized, payable monthly if each asset closes at or above its 80% coupon barrier on observation date for that month due 2/28/2024
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 8/28/2019
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 8/28/2019
Credit Suisse AG, London Branch 7.7% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 8/28/2019
Credit Suisse AG, London Branch 9.85% annualized, payable quarterly if each fund closes at or above its 50% coupon barrier on observation date for that quarter due 8/28/2020
Credit Suisse AG, London Branch 9% per year, payable monthly if fund closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in level: $64.778, 70% of initial level due 5/28/2019
Credit Suisse AG, London Branch 10.5% annualized, payable monthly if each asset closes at or above its 70% coupon barrier on observation date for that month due 8/28/2019
Credit Suisse AG, London Branch 13.6% annualized, payable quarterly if each fund closes at or above its 70% coupon barrier on observation date for that quarter due 2/26/2021
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 4,482.7913 for Nasdaq, 2,236.949 for Stoxx, $32.318 for ETF; 65% of initial levels due 2/28/2023
Credit Suisse AG, London Branch 8.3% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 2/28/2022
Credit Suisse AG, London Branch 12% per year, payable quarterly if each index closes at or above its barrier level on each day that quarter; Barrier/knock-in levels: 2,060.48 for S&P, 1,161.89 for Russell and 2,597.38 for Stoxx; 75% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above its barrier level on observation date that quarter; Barrier/knock-in levels: 1,785.75 for S&P, 1,006.971 for Russell and 2,236.95 for Stoxx; 65% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 5.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 2/28/2023
Credit Suisse AG, London Branch 6.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 2/28/2023
Credit Suisse AG, London Branch 6.77% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 2/28/2023
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 8/30/2021
Credit Suisse AG, London Branch 5.9%, payable monthly if stock closes at or above coupon barrier on related monthly observation date; Coupon barrier: $1,050, 70% of initial share price due 7/30/2018
Credit Suisse AG, London Branch 21.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 8/26/2021
Credit Suisse AG, London Branch 0.00% due 2/28/2023
Credit Suisse AG, London Branch 0.00% due 4/27/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2028
Credit Suisse AG, London Branch 16.00% due 2/26/2019
Credit Suisse AG, London Branch 6.75% annualized, payable monthly if each index closes at or above its 60% coupon barrier on observation date for that month due 2/26/2021
Credit Suisse AG, London Branch 9.025% annualized, payable quarterly if each asset closes at or above its 75% coupon barrier on observation date for that quarter due 2/28/2028
Credit Suisse AG, London Branch 0.00% due 2/26/2025
Credit Suisse AG, London Branch 0.00% due 2/26/2025
Credit Suisse AG, London Branch 6.20% due 8/26/2019
Credit Suisse AG, London Branch 12.25% due 5/28/2019
Credit Suisse AG, London Branch 5.2%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $146.7425, 79% of initial price due 5/28/2019
Credit Suisse AG, London Branch 15% per year, payable each quarter that each fund closes at or above its coupon barrier on observation date that quarter; Coupon barriers: $77.1741 for biotech ETF, $35.764125 for bank ETF, $73.360675 for semiconductor ETF; 70.75% of initial prices due 2/26/2020
Credit Suisse AG, London Branch 0.00% due 5/24/2019
Credit Suisse AG, London Branch 9.10% due 5/23/2019
Credit Suisse AG, London Branch 9.6%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $46.564, 70% of initial price due 2/24/2020
Credit Suisse AG, London Branch 8.58% per year, payable quarterly if each index closes at or above its barrier level on observation date that quarter; Barrier/knock-in levels: 716.718 for MSCI Emerging Markets, 2,061.048 for Euro Stoxx and 917.9952 for Russell 2000; 60% of initial levels due 8/24/2020
Credit Suisse AG, London Branch 0.00% due 2/22/2023
Credit Suisse AG, London Branch 0.00% due 2/23/2021
Credit Suisse AG, London Branch 0.00% due 2/23/2021
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 10.85%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $1,014.083, 70% of initial price due 5/22/2019
Credit Suisse AG, London Branch 9.25%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $36.169, 70% of initial price due 5/22/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $22.379, 70% of initial price due 5/22/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $22.547, 70% of initial price due 2/24/2020
Credit Suisse AG, London Branch 12.5%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $167.112, 60% of initial price due 5/22/2019
Credit Suisse AG, London Branch Coupon barrier/knock in level: $146.304, 60% of initial price11.55%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; due 5/22/2019
Credit Suisse AG, London Branch 14.25%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock in level: $9.44, 50% of initial price due 5/22/2019
Credit Suisse AG, London Branch 9.1% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $177.52 for Boeing, $48.155 for Lowe’s, $29.135 for Southwest; 50% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 16.3% annualized, payable quarterly if each stock closes at or above its 75% coupon barrier on observation date for that quarter due 2/22/2019
Credit Suisse AG, London Branch 11.9% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $55.024, 80% of initial level due 2/22/2019
Credit Suisse AG, London Branch 7.9% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers levels: 2,398.76 for Stoxx, 1,080.4875 for Russell; 70% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 9.25% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers levels: 2,398.76 for Stoxx, 1,080.4875 for Russell; 70% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 6.5% annualized, payable semiannually if each index closes at or above its 70% coupon barrier on observation date for that period due 2/26/2021
Credit Suisse AG, London Branch 8.15% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barriers levels: 1,912.554 for S&P, 1,080.4875 for Russell; 70% of initial levels due 2/26/2021
Credit Suisse AG, London Branch 0.00% due 8/23/2024
Credit Suisse AG, London Branch 0.00% due 2/20/2020
Credit Suisse AG, London Branch 0.00% due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 2/18/2022
Credit Suisse AG, London Branch 9%, payable monthly due 2/21/2020
Credit Suisse AG, London Branch 13.43% annualized, payable monthly if stock closes at or above 60% coupon barrier on observation date for that month due 5/21/2019
Credit Suisse AG, London Branch 7.15% annualized, payable monthly if stock closes at or above 75% coupon barrier on observation date for that month due 5/21/2019
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,152.89775 for Russell 2000 and 2,048.40 for S&P; 75% of initial levels due 8/21/2019
Credit Suisse AG, London Branch 9.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,152.89775 for Russell 2000 and 2,048.40 for S&P; 75% of initial levels due 5/21/2019
Credit Suisse AG, London Branch 10.1% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 2/20/2020
Credit Suisse AG, London Branch 11% per year, payable monthly if ETF closes at or above barrier level on observation date for that month; Barrier level: $64.911, 70% of initial level due 2/21/2019
Credit Suisse AG, London Branch 7.49% annualized, payable quarterly if fund closes at or above its 70% coupon barrier on observation date for that quarter due 2/22/2021
Credit Suisse AG, London Branch 10.95% per year, payable quarterly if each index closes at or above its barrier level on observation date that quarter; Barrier/knock-in levels: 2,049.417 for S&P, 2,570.80 for Euro Stoxx and 1,157.663 for Russell 2000; 75% of initial levels due 2/24/2020
Credit Suisse AG, London Branch 18% per year, payable quarterly if each index closes at or above its barrier level on each day that quarter; Barrier/knock-in levels: 2,048.40 for S&P, 2,542.2225 for Euro Stoxx and 1,152.89775 for Russell 2000; 75% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 0.00% due 2/21/2024
Credit Suisse AG, London Branch 0.00% due 3/21/2019
Credit Suisse AG, London Branch 14.50% due 2/19/2019
Credit Suisse AG, London Branch 0.00% due 8/19/2019
Credit Suisse AG, London Branch 0.00% due 2/20/2020
Credit Suisse AG, London Branch 0.00% due 2/20/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,060.48 for S&P, 1,161.89 for Russell and 2,581.10 for Stoxx; 75% of initial levels due 8/27/2020
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,190.39 for Stoxx, 1,754.11 for S&P and 989.362 for Russell; 65% of initial levels due 2/19/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,358.88 for Stoxx, 1,889.04 for S&P and 1,065.467 for Russell; 70% of initial levels due 8/19/2020
Credit Suisse AG, London Branch 10.4% annualized, payable monthly if stock closes at or above 70% coupon barrier on observation date for that month due 5/20/2019
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each asset closes at or above barrier level on observation date for that quarter; Barrier levels: 770.4645 for Emerging Markets, 1,754.1095 for S&P, $105.742 for QQQ, 65% of initial levels due 2/20/2024
Credit Suisse AG, London Branch 11.75% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $1,088.29; 75% of initial price due 2/20/2020
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 2,021.898 for Stoxx, 1,619.178 for S&P and 913.2576 for Russell; 60% of initial levels due 2/22/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 2,358.881 for Stoxx, 1,889.041 for S&P and 1,065.4672 for Russell; 70% of initial levels due 8/20/2019
Credit Suisse AG, London Branch 0.00% due 5/18/2020
Credit Suisse AG, London Branch 0.00% due 3/18/2019
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,619.187 for S&P, 14,936.094 for Dow and 913.2576 for Russell; 60% of initial levels due 2/21/2023
Credit Suisse AG, London Branch 0.00% due 2/18/2020
Credit Suisse AG, London Branch 11.75% due 2/15/2019
Credit Suisse AG, London Branch 15% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 8/17/2020
Credit Suisse AG, London Branch 15% annualized, payable quarterly if each stock closes at or above its 70% coupon barrier on observation date for that quarter due 8/17/2020
Credit Suisse AG, London Branch 0.00% due 2/13/2020
Credit Suisse AG, London Branch 0.00% due 5/15/2019
Credit Suisse AG, London Branch 0.00% due 8/14/2019
Credit Suisse AG, London Branch 6.65% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date for that quarter due 5/15/2019
Credit Suisse AG, London Branch 14.3% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 2/13/2020
Credit Suisse AG, London Branch 0.00% due 8/14/2019
Credit Suisse AG, London Branch 0.00% due 8/14/2018
Credit Suisse AG, London Branch 0.00% due 2/14/2023
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 2/12/2021
Credit Suisse AG, London Branch 0.00% due 2/10/2020
Credit Suisse AG, London Branch 0.00% due 2/10/2020
Credit Suisse AG, London Branch 0.00% due 2/13/2020
Credit Suisse AG, London Branch 11.08% annualized, payable quarterly if each fund closes at or above its 80% coupon barrier on observation date for that quarter due 2/12/2021
Credit Suisse AG, London Branch 8.4% annualized, payable quarterly if each index closes at or above its 65% coupon barrier on observation date for that quarter due 8/13/2020
Credit Suisse AG, London Branch 0.00% due 8/13/2019
Credit Suisse AG, London Branch 0.00% due 5/13/2019
Credit Suisse AG, London Branch 7% annualized, payable quarterly if index closes at or above 80% coupon barrier on observation date for that quarter due 2/13/2020
Credit Suisse AG, London Branch 15.1% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 2/13/2020
Credit Suisse AG, London Branch 7.40% due 5/13/2019
Credit Suisse AG, London Branch 8.3% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date for that quarter due 5/13/2019
Credit Suisse AG, London Branch 17.75% annualized, payable quarterly if each stock closes at or above its 70% coupon barrier on observation date for that quarter due 2/14/2020
Credit Suisse AG, London Branch 9.66% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 980.17985 for Russell, 2,245.438 for Stoxx, 762.697 for Emerging Markets; 65% of initial levels due 8/12/2020
Credit Suisse AG, London Branch Payable quarterly at a rate of three-month Libor plus 5% a year if each index closes at or above its coupon barrier on observation date that quarter; minimum coupon of 0%; Coupon barriers: 2,418.164 for Stoxx, 1,055.5783 for Russell; 60% of initial levels due 2/10/2023
Credit Suisse AG, London Branch 0.00% due 4/17/2019
Credit Suisse AG, London Branch 10.8% annualized, payable quarterly if each component closes at or above its 70% coupon barrier on observation date due 8/9/2019
Credit Suisse AG, London Branch 0.00% due 2/22/2019
Credit Suisse AG, London Branch 0.00% due 2/9/2023
Credit Suisse AG, London Branch 0.00% due 2/8/2021
Credit Suisse AG, London Branch 10% per year, payable monthly unless any stock closes below coupon barrier on observation date that month; Coupon barriers: $106.97 for Apple, $64.182 for Starbucks, $32.814 for Anheuser-Busch; 60% of initial levels due 2/14/2022
Credit Suisse AG, London Branch 0.00% due 3/8/2019
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above 65% coupon barrier on observation date for that quarter due 2/5/2021
Credit Suisse AG, London Branch 0.00% due 2/21/2019
Credit Suisse AG, London Branch 9.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 5/7/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each asset closes at or above barrier level on observation date for that quarter; Barrier levels: 17,864.672 for Dow, 1,083.0911 for Russell, $24.752 for ETF, 70% of initial levels due 5/7/2019
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each component closes at or above its 70% coupon barrier on observation date due 2/7/2019
Credit Suisse AG, London Branch 0.00% due 2/21/2019
Credit Suisse AG, London Branch 13.05% due 2/5/2019
Credit Suisse AG, London Branch 0.00% due 2/4/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 0.00% due 2/3/2023
Credit Suisse AG, London Branch 14.2%, payable monthly due 2/4/2019
Credit Suisse AG, London Branch 0.00% due 8/5/2020
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,023.7383 for Russell, $23.9915 for ETF; 65% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 9.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date due 2/5/2019
Credit Suisse AG, London Branch 8.25% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on observation date due 5/6/2019
Credit Suisse AG, London Branch 5.85% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,181.2365 for Russell 2000 and 2,117.8575 for S&P; 75% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,102.4874 for Russell 2000 and 1,976.667 for S&P; 70% of initial levels due 5/6/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,181.2365 for Russell 2000 and 2,117.8575 for S&P; 75% of initial levels due 5/6/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $20.818 for Financial, $65.359 for Biotech; 70% of initial levels due 2/5/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $18.455 for Oil and Gas, $46.685 for Biotech; 50% of initial levels due 8/5/2020
Credit Suisse AG, London Branch 6.25% annualized, payable quarterly if each index closes at or above its 50% coupon barrier on observation date due 2/6/2023
Credit Suisse AG, London Branch 10.55% annualized, payable monthly if each index closes at or above its 70% coupon barrier on observation date for that month due 1/31/2020
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date due 2/6/2023
Credit Suisse AG, London Branch 8% annualized, payable monthly if each component closes at or above its 60% coupon barrier on observation date for that month due 2/5/2021
Credit Suisse AG, London Branch 10% annualized, payable monthly if fund closes at or above its 70% coupon barrier on observation date for that month due 2/5/2019
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 7%, payable quarterly if fund closes at or above 80% coupon barrier on observation date for that quarter due 2/5/2020
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 2/5/2024
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 5.85% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,524.725 for Stoxx, 1,107.9719 for Russell; 70% of initial levels due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 3/5/2019
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2019
Credit Suisse AG, London Branch 9.25% due 2/1/2019
Credit Suisse AG, London Branch 8.15% due 2/1/2019
Credit Suisse AG, London Branch 9.50% due 1/31/2019
Credit Suisse AG, London Branch 17.00% due 1/31/2019
Credit Suisse AG, London Branch 16.35% due 1/31/2019
Credit Suisse AG, London Branch 0.00% due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2023
Credit Suisse AG, London Branch 7.25%, payable monthly due 5/1/2019
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 5/1/2019
Credit Suisse AG, London Branch 7.1% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date due 5/1/2019
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if each stock closes at or above its 55% coupon barrier on observation date for that quarter due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2023
Credit Suisse AG, London Branch 7.3%, payable quarterly if each asset closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,118.676 for Russell, $35.48 for ETF, 70% of initial levels due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2024
Credit Suisse AG, London Branch 0.00% due 1/31/2023
Credit Suisse AG, London Branch 0.00% due 1/31/2023
Credit Suisse AG, London Branch 6.30% due 4/30/2019
Credit Suisse AG, London Branch 7.25%, payable monthly due 4/30/2019
Credit Suisse AG, London Branch 8.4%, payable monthly due 4/30/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 2/2/2021
Credit Suisse AG, London Branch 0.00% due 3/1/2019
Credit Suisse AG, London Branch 11.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 1/31/2023
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 2/13/2019
Credit Suisse AG, London Branch 7%, payable monthly due 4/30/2019
Credit Suisse AG, London Branch 6.45%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 5/6/2019
Credit Suisse AG, London Branch 12.75% annualized, payable monthly if stock closes at or above 63.5% coupon barrier on observation date for that month due 4/30/2019
Credit Suisse AG, London Branch 12.1% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $48.048 for Citigroup, $67.314 for Disney, $172.974 for Humana, $11.304 for Marathon; 60% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 10.7% per year payable monthly if all stocks close at or above coupon barrier levels on each trading day that month; Coupon barrier/knock-in levels: $26.745 for E*Trade, $30.41 for Southwest, $17.045 for Viacom, 50% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above its 75% coupon barrier on observation date due 4/30/2019
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Coupon barriers: 2,725.5575 for index, $39.06 for ETF; 75% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 12.35% annualized, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $21.745 for GM, $27.575 for Harley-Davidson and $13.36 for H&R Block; 50% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 5.5% annualized, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,125.6406 for Russell 2000 and 2,011.009 for S&P; 70% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 6.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,206.0435 for Russell 2000 and 2,154.6525 for S&P; 75% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,370.8165 for Stoxx, 1,045.2377 for Russell, 1,867.3655 for S&P; 65% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $67.333, 70% of initial level due 4/30/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $19.53 for Oil and Gas, $48.095 for Biotech; 50% of initial levels due 7/31/2020
Credit Suisse AG, London Branch 10% annualized, payable quarterly if each component closes at or above its 70% coupon barrier on observation date due 7/31/2019
Credit Suisse AG, London Branch 9.95% per year, payable quarterly if each stock closes at or above its barrier level on observation date; Barriers/knock-in levels: $67.314 for Disney, $712.536 for Alphabet, $69.792 for JPMorgan; 60% of initial levels due 2/2/2021
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers levels: 2,553.187 for Stoxx, 1,125.6406 for Russell; 75% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,867.37 for S&P, 92.98 for Stoxx Banks, $33.85 for ETF; 65% of initial levels due 7/30/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $87.24; 75% of initial price due 1/31/2020
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 964.8348 for Russell, 1,723.722 for S&P, 2,188.446 for Stoxx; 60% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,045.2377 for Russell, 1,867.3655 for S&P, 827.4955 for Emerging Markets; 65% of initial levels due 1/29/2021
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,125.6406 for Russell 2000 and 2,011.009 for S&P; 70% of initial levels due 1/31/2023
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2023
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 2/13/2019
Credit Suisse AG, London Branch Payable quarterly if each index closes at or above its barrier level on quarterly observation date; annualized rate is 13% for first year, 11% for second year and 10% from Jan. 31, 2020 until maturity; Barrier/knock-in levels: 1,206.0435 for Russell, 2,154.6525 for S&P, 2,735.5575 for Stoxx; 75% of initial levels due 1/31/2028
Credit Suisse AG, London Branch 9.75% annualized, payable quarterly if each index closes at or above its 70% coupon barrier on each trading day during quarter due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/30/2020
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $104.544 for Amgen, $194.557 for Biogen, $57.4145 for Celgene, $44.6545 for Gilead; 55% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,041.08485 for Russell, 821.2425 for Emerging Markets, 2,359.5975 for Stoxx; 65% of initial levels due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 7.65%, payable quarterly if stock closes at or above coupon barrier on quarterly observation date; Coupon barrier: $58.70, 75% of initial price due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 1/24/2020
Credit Suisse AG, London Branch 0.00% due 1/24/2020
Credit Suisse AG, London Branch 0.00% due 1/28/2021
Credit Suisse AG, London Branch 5.45% due 7/26/2019
Credit Suisse AG, London Branch 16.25% due 7/26/2018
Credit Suisse AG, London Branch 0.00% due 7/25/2019
Credit Suisse AG, London Branch 8.3%, payable monthly if stock closes at or above coupon barrier on an observation ate for that month; coupon barrier: $48.629; 70% of initial share price due 4/26/2019
Credit Suisse AG, London Branch 11%, payable monthly if stock closes at or above coupon barrier on an observation ate for that month; coupon barrier: $12.9735; 67.5% of initial share price due 4/26/2019
Credit Suisse AG, London Branch 7.6% annualized, payable monthly if each index closes at or above its 75% barrier on observation date for that month due 7/26/2019
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 1/25/2021
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each underlying component closes at or above 70% coupon barrier on observation date for that quarter due 7/25/2019
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each underlying component closes at or above 60% coupon barrier on observation date for that quarter due 1/25/2022
Credit Suisse AG, London Branch 0.00% due 1/23/2025
Credit Suisse AG, London Branch 0.00% due 1/24/2025
Credit Suisse AG, London Branch 0.00% due 1/26/2022
Credit Suisse AG, London Branch 0.00% due 1/26/2022
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,189.44 for Stoxx, 1,686.18 for S&P and 958.577 for Russell; 60% of initial levels due 7/23/2020
Credit Suisse AG, London Branch 7.8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 1/26/2021
Credit Suisse AG, London Branch 7.95% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 2,736.80 for Stoxx, 1,198.221 for Russell, 2,107.73 for S&P; 75% of initial levels due 7/24/2019
Credit Suisse AG, London Branch 5.6% annualized, payable quarterly if each index closes at or above its 75% barrier on observation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,554.349 for Stoxx, 1,118.3396 for Russell; 60% of initial levels due 1/26/2021
Credit Suisse AG, London Branch 9% annualized, payable semiannually if each index closes at or above its 70% barrier on observation date for that period due 1/26/2021
Credit Suisse AG, London Branch 7.7% annualized, payable semiannually if each index closes at or above 75% coupon barrier on observation date for that period due 7/26/2021
Credit Suisse AG, London Branch 8.84% annualized, payable quarterly if each underlying component closes at or above 60% coupon barrier on observation date for that quarter due 7/26/2021
Credit Suisse AG, London Branch 7.49% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,405.15 for index, $44.46 for biotech ETF, 31.515 for banking ETF; 60% of initial levels due 7/26/2021
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if both indexes close at or above coupon barrier levels during that period; Coupon barrier/knock-in levels: 1,967.21 for S&P 500 and 1,118.3396 for Russell 2000, 70% of initial levels due 1/26/2021
Credit Suisse AG, London Branch 5.85% per year, payable semiannually if both indexes close at or above coupon barrier levels during that period; Coupon barrier/knock-in levels: 1,967.21 for S&P 500 and 1,118.3396 for Russell 2000, 70% of initial levels due 1/26/2021
Credit Suisse AG, London Branch 8.9% per year, payable semiannually if each ETF closes at or above its barrier level on observation date; Barrier levels: $16.555 for gold ETF, $27.034 for metals and mining ETF; 70% of initial levels due 1/26/2021
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its coupon barrier level during that quarter; Coupon barrier/knock-in levels: $14.19 for VanEck, $23.232 for Oil & Gas and $28.98 for S&P Retail, 60% of initial levels due 1/24/2020
Credit Suisse AG, London Branch 0.00% due 1/26/2024
Credit Suisse AG, London Branch 0.00% due 1/26/2024
Credit Suisse AG, London Branch 0.00% due 7/24/2019
Credit Suisse AG, London Branch 0.00% due 2/6/2019
Credit Suisse AG, London Branch 0.00% due 2/6/2019
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 7/24/2020
Credit Suisse AG, London Branch 14.25% due 1/22/2019
Credit Suisse AG, London Branch 0.00% due 1/24/2020
Credit Suisse AG, London Branch 0.00% due 1/22/2021
Credit Suisse AG, London Branch 9.00% due 1/22/2020
Credit Suisse AG, London Branch 12.00% due 1/22/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,179.7275 for Russell 2000 and 2,082.315 for S&P; 75% of initial levels due 4/19/2019
Credit Suisse AG, London Branch 6.25% per year per quarter if both indexes close at or above coupon barrier levels during that quarter; Coupon barrier levels: 2,082.315 for S&P 500, 1,179.7275 for Russell 2000, 75% of initial levels due 7/19/2019
Credit Suisse AG, London Branch 0.00% due 1/15/2020
Credit Suisse AG, London Branch 0.00% due 1/15/2020
Credit Suisse AG, London Branch 14.75% due 1/17/2019
Credit Suisse AG, London Branch 0.00% due 1/19/2021
Credit Suisse AG, London Branch 11.35% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter due 1/18/2019
Credit Suisse AG, London Branch 12% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 1/21/2020
Credit Suisse AG, London Branch 10.55% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $44.24, 75% of initial share price due 1/30/2019
Credit Suisse AG, London Branch 20.15% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter due 1/21/2020
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier levels: 2,890.09 for Stoxx, 1,273.578 for Russell, 2,228.9 for S&P; 80% of initial levels due 1/30/2019
Credit Suisse AG, London Branch 18.6% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter; Barrier/knock-in prices: $75.67 for salesforce, $61.733 for Microsoft and $150.78 for Nvidia; 70% of initial levels due 1/22/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 6.55%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $110.71 for Russell, $29.93 for Stoxx; 70% of initial prices due 1/15/2021
Credit Suisse AG, London Branch 7.05%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,114.38 for Russell, 4,394.20 for DAXK, 70% of initial levels due 1/18/2023
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $55.42 for JPMorgan, $112.04 for Nvidia, $93.885 for Facebook; 50% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 0.00% due 4/16/2020
Credit Suisse AG, London Branch 0.00% due 1/13/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter; Barrier/knock-in prices: $25.722 for BP, $76.704 for Chevron and $34.758 for ConocoPhillips; 60% of initial levels due 1/6/2025
Credit Suisse AG, London Branch 6.05% per year, payable quarterly if each underlying component closes at or above its coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,092.0693 for Russell, $34.335 for EM ETF and $27.097 for oil & gas ETF; 70% of initial levels due 7/12/2019
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 7.30% due 4/10/2019
Credit Suisse AG, London Branch 7.8% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,525.34 for Stoxx, 1,920.21 for S&P and 1,092.007 for Russell; 75% of initial levels due 1/9/2020
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $38.03, 85% of initial share price due 1/24/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 9% per year if each index closes at or above coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 2,705.72 for Stoxx, 2,057.36 for S&P and 1,170.008 for Russell; 75% of initial levels due 1/8/2020
Credit Suisse AG, London Branch 0.00% due 5/9/2019
Credit Suisse AG, London Branch 0.00% due 5/9/2019
Credit Suisse AG, London Branch 0.00% due 5/9/2019
Credit Suisse AG, London Branch 0.00% due 7/10/2019
Credit Suisse AG, London Branch 0.00% due 4/10/2019
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 7/9/2019
Credit Suisse AG, London Branch 7.15%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 4/8/2019
Credit Suisse AG, London Branch 8.3%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 4/8/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2021
Credit Suisse AG, London Branch 0.00% due 1/3/2023
Credit Suisse AG, London Branch 0.00% due 1/3/2023
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 8.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,467.017 for Stoxx, 1,084.2482 for Russell; 70% of initial levels due 4/3/2019
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,006.8019 for Russell, $24.453 for ETF; 65% of initial levels due 7/3/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,161.6945 for Russell 2000 and 2,015.655 for S&P; 75% of initial levels due 4/3/2019
Credit Suisse AG, London Branch 10% per year, payable monthly if fund closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in level: $60.34, 70% of initial level due 1/3/2019
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $18.81 for Oil and Gas, $43.10 for Biotech; 50% of initial levels due 7/3/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,114.586 for Stoxx, 929.3556 for Russell; 60% of initial levels due 1/3/2023
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,612.524 for index, $51.72 for Biotech ETF; 60% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 0.00% due 1/4/2023
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 23%, payable monthly due 12/31/2018
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch 0.00% due 7/1/2019
Credit Suisse AG, London Branch 5.6% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,235.1496, 80% of initial level due 6/30/2025
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $147.81 for Boeing, $153.08 for Northrop Grumman, $32.57 for Target, $49.63 for Wal-Mart; 50% of initial levels due 1/4/2021
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if each index closes at or above its 75% barrier on observation date for that quarter due 6/28/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if ETF closes at or above knock-in level on observation date for that month due 1/9/2019
Credit Suisse AG, London Branch 8.15%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $107.19 for Russell, $32.61 for Emerging Markets 70% of initial prices due 12/31/2020
Credit Suisse AG, London Branch 7.4%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $107.19 for Russell, $28.66 for Stoxx; 70% of initial prices due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 8.00% due 12/30/2019
Credit Suisse AG, London Branch 20.30% due 6/8/2018
Credit Suisse AG, London Branch 9.50% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 1/15/2020
Credit Suisse AG, London Branch 0.00% due 1/15/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,665.04 for Euro Stoxx 50, 1,157.194 for Russell 2000 and 2,012.51 for S&P 500; 75% of initial levels due 6/25/2020
Credit Suisse AG, London Branch 0.00% due 1/9/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $23.904, 80% of initial share price due 1/9/2019
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $45.51 for Retail, $64.54 for Technology, $48.18 for Bank; 75% of initial levels due 12/27/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 8% per year if each index closes at or above coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 2,496.256475 for Stoxx, 1,885.04635 for S&P and 1,083.9048125 for Russell; 70.25% of initial levels due 12/27/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 9% per year if each index closes at or above coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 2,487.373 for Stoxx, 1,878.338 for S&P and 1,080.0475 for Russell; 70% of initial levels due 6/25/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 8% per year if each index closes at or above coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 2,309.7035 for Stoxx, 1,744.171 for S&P and 1,002.90125 for Russell; 65% of initial levels due 6/25/2021
Credit Suisse AG, London Branch 0.00% due 12/27/2022
Credit Suisse AG, London Branch 0.00% due 12/27/2022
Credit Suisse AG, London Branch 0.00% due 2/22/2019
Credit Suisse AG, London Branch 0.00% due 2/22/2019
Credit Suisse AG, London Branch 0.00% due 12/24/2020
Credit Suisse AG, London Branch 0.00% due 12/18/2020
Credit Suisse AG, London Branch 0.00% due 12/29/2021
Credit Suisse AG, London Branch 0.00% due 1/29/2019
Credit Suisse AG, London Branch 0.00% due 12/27/2019
Credit Suisse AG, London Branch 8.55% annualized, payable quarterly if the index closes at or above its 85% barrier on observation date for that quarter due 12/28/2022
Credit Suisse AG, London Branch 7.35%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/27/2019
Credit Suisse AG, London Branch 11% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 12/21/2020
Credit Suisse AG, London Branch 9.55% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $33.618 for Delta, $112.848 for Home Depot, $28.056 for Intel, $51.30 for Microsoft; 60% of initial levels due 12/28/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.25% per year unless either index closes below coupon barrier level on observation date for that month; Knock-in/barrier levels: 1,160.33025 for Russell and 2,678.085 for Euro Stoxx; 75% of initial levels due 3/27/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon/knock-in levels: 1,082.9749 for Russell, $25.662 for ETF; 70% of initial levels due 6/27/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year unless either index closes below coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 2,013.4275 for S&P and 1,160.33025 for Russell; 75% of initial levels due 6/27/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $58.156, 70% of initial level due 3/27/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $18.33 for Oil and Gas, $41.54 for Biotech; 50% of initial levels due 6/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 8.75% per year if each index closes at or above knock-in level on observation date for that quarter due 12/29/2020
Credit Suisse AG, London Branch Notes pay semiannual contingent coupon at rate of 7.25% per year unless either index closes below coupon barrier level on observation date for that period; Knock-in/barrier levels: 1,082.9749 for Russell and 2,499.546 for Euro Stoxx; 70% of initial levels due 12/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 7.5% per year if each index closes at or above knock-in level on observation date for that quarter due 12/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 8% per year if each index closes at or above knock-in level on observation date for that quarter due 12/28/2021
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above its 75% barrier on observation date for that quarter due 12/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 5.75% per year if each index closes at or above coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 1,879.199 for S&P and 1,082.9749 for Russell; 70% of initial levels due 12/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 5.75% per year if each index closes at or above coupon barrier level on observation date for that quarter; Knock-in/barrier levels: 1,879.199 for S&P and 1,082.9749 for Russell; 70% of initial levels due 12/27/2022
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 12/29/2023
Credit Suisse AG, London Branch 0.00% due 6/24/2021
Credit Suisse AG, London Branch 0.00% due 6/25/2019
Credit Suisse AG, London Branch 8.25% annualized, payable quarterly if each component closes at or above 52% coupon barrier on observation date for that quarter due 12/28/2020
Credit Suisse AG, London Branch 12.85% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 6/28/2019
Credit Suisse AG, London Branch 16.8% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 12/30/2019
Credit Suisse AG, London Branch 6.2% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier levels: 3,486.855 for Stoxx, 1,078.0532 for Russell, 1,875.475 for S&P; 70% of initial levels due 6/26/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.35% per year if each index closes at or above knock-in level on every day that quarter due 12/27/2019
Credit Suisse AG, London Branch 13.50% due 12/12/2018
Credit Suisse AG, London Branch 0.00% due 12/26/2019
Credit Suisse AG, London Branch 8.55% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: 1,075.725 for Russell, 1,877.029 for S&P 500, $57.092 for ETF; 70% of initial levels due 9/27/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 6% per year if each index closes at or above knock-in level on observation date for that quarter due 3/22/2019
Credit Suisse AG, London Branch 0.00% due 7/24/2019
Credit Suisse AG, London Branch 0.00% due 3/23/2022
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,887.54 for Euro Stoxx 50, 1,239.14 for Russell 2000 and 2,152.13 for S&P 500; 80% of initial levels due 6/23/2020
Credit Suisse AG, London Branch 0.00% due 12/18/2020
Credit Suisse AG, London Branch 0.00% due 12/21/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,314.34 for Euro Stoxx 50, 994.776 for Russell 2000 and 1,739.28 for S&P 500; 65% of initial levels due 12/19/2019
Credit Suisse AG, London Branch 10.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/20/2019
Credit Suisse AG, London Branch 9.1%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/20/2019
Credit Suisse AG, London Branch 6%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/20/2019
Credit Suisse AG, London Branch 10.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/20/2019
Credit Suisse AG, London Branch 12.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/20/2019
Credit Suisse AG, London Branch 23.45% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $134.092 for Nvidia, $126.126 for Facebook, $133.084 for Netflix; 70% of initial levels due 12/20/2019
Credit Suisse AG, London Branch 7% per year, payable quarterly if each asset closes at or above its coupon barrier level on observation date; Coupon barriers: 1,071.2975 for Russell, 2,492.371 for Stoxx, $32.319 for ETF; 70% of initial levels due 12/20/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $28.68; 75% of initial price due 12/20/2019
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above coupon barrier level on observation day that quarter; Barriers: 2,006.86 for S&P, 1,147.819 for Russell and 2,670.40 for Stoxx; 75% of initial due 12/19/2019
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 12/21/2020
Credit Suisse AG, London Branch 0.00% due 12/21/2022
Credit Suisse AG, London Branch 8.5% annualized, payable monthly if each stock closes at or above 50% coupon barrier on observation date for that month due 12/21/2020
Credit Suisse AG, London Branch 8.55% annualized, payable quarterly if each index closes at or above its 75% barrier on observation date for that quarter due 12/21/2020
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $23.83, 75% of initial share price due 12/31/2018
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above coupon barrier level, 70% of its initial level, on observation day that quarter due 12/19/2022
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above coupon barrier level, 75% of its initial level, on observation day that quarter due 12/18/2019
Credit Suisse AG, London Branch 12.00% due 12/18/2018
Credit Suisse AG, London Branch 6.6%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $876.69, 75% of initial price due 3/14/2019
Credit Suisse AG, London Branch 12.15% due 12/12/2018
Credit Suisse AG, London Branch 0.00% due 12/14/2020
Credit Suisse AG, London Branch 0.00% due 6/13/2019
Credit Suisse AG, London Branch 0.00% due 1/13/2022
Credit Suisse AG, London Branch 11.75%, payable monthly if stock closes at or above knock-in price on observation date due 3/13/2019
Credit Suisse AG, London Branch 10.85%, payable monthly if stock closes at or above knock-in price on observation date due 3/13/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $22.80, 78.5% of initial share price due 12/27/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation day that quarter; Barriers/knock-ins: 1,856.05 for S&P, 1,065.207 for Russell and 2,514.02 for Stoxx; 70% of initial levels due 12/12/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $67.328; 80% of initial price due 12/13/2019
Credit Suisse AG, London Branch 8.4% per year, payable monthly if each ETF closes at or above its barrier level on observation date; Barrier levels: $32.158 for EM ETF, $41.503 for Banking ETF; 70% of initial levels due 6/13/2019
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 6/11/2020
Credit Suisse AG, London Branch 0.00% due 12/10/2020
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,140.35175 for Russell 2000 and 1,977.735; 75% of initial levels due 3/12/2019
Credit Suisse AG, London Branch 10.85% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,109.58 for S&P, 1,216.375 for Russell and 2,858.50 for Stoxx; 80% of initial levels due 12/27/2018
Credit Suisse AG, London Branch 6% per year, payable semiannually if each asset closes at or above its coupon barrier on semiannual observation date; Coupon barriers: 1,845.886 for S&P, 1,064.3283 for Russell; 70% of initial levels due 12/14/2020
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 12/6/2022
Credit Suisse AG, London Branch 6.85%, payable quarterly due 3/6/2019
Credit Suisse AG, London Branch 0.00% due 6/10/2019
Credit Suisse AG, London Branch 0.00% due 6/10/2019
Credit Suisse AG, London Branch 10.55% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 2,645.66 for Euro Stoxx 50, 1,152.766 for Russell 2000 and 1,981.67 for S&P 500; 75% of initial levels due 6/4/2020
Credit Suisse AG, London Branch 0.00% due 12/19/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $34.2606, 66% of initial share price due 12/19/2018
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,849.55 for S&P, 91.31 for Stoxx Banks, $32.09 for ETF; 70% of initial due 12/5/2019
Credit Suisse AG, London Branch 0.00% due 12/6/2021
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 0.00% due 12/5/2022
Credit Suisse AG, London Branch 10.00% due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 6/4/2019
Credit Suisse AG, London Branch 7.5%, payable monthly if stock closes at or above coupon barrier on related monthly observation date; Coupon barrier: $128.8875, 75% of initial share price due 3/5/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year unless either index closes below knock-in level on observation date for that quarter due 3/5/2019
Credit Suisse AG, London Branch 10.75% annualized, payable quarterly if each component closes at or above its 75% barrier on observation date for that quarter due 6/5/2019
Credit Suisse AG, London Branch 7.5% annualized, payable each month that each index closes at or above its coupon barrier on observation date for that month; Coupon barrier: 1,158.10575 for Russell and 1,985.685 for S&P; 75% of initial level due 3/5/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.78% per year unless either index closes below knock-in level on observation date for that quarter due 6/5/2019
Credit Suisse AG, London Branch 10% per year, payable monthly if ETF closes at or above knock-in level on observation date for that month due 12/3/2018
Credit Suisse AG, London Branch 13% annualized, payable quarterly if each component closes at or above its 75% barrier on observation date for that quarter due 6/5/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 926.4846 for Russell, 2,141.958 for Euro Stoxx; 60% of initial levels due 12/5/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,588.548 for index, $49.914 for ETF; 60% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 8.15%, payable monthly if stock closes at or above knock-in price on observation date due 12/4/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if each index closes at or above coupon barrier level on observation day that quarter; Coupon barriers: 1,706.9455 for S&P, 1,002.49305 for Russell, 2,333.4415 for Stoxx; 65% of initial levels due 6/4/2021
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 37.6%, payable monthly due 5/30/2018
Credit Suisse AG, London Branch 14.3%, payable monthly due 11/30/2018
Credit Suisse AG, London Branch 0.00% due 12/2/2024
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,152.325 for Russell, 1,970.28 for S&P and 2,687.62 for Stoxx; 75% of initial levels due 6/2/2020
Credit Suisse AG, London Branch 8% annualized, payable monthly if stock closes at or above 55% coupon barrier on observation date for that month due 3/1/2019
Credit Suisse AG, London Branch 6.55% annualized, payable monthly if stock closes at or above 75% coupon barrier on observation date for that month due 3/1/2019
Credit Suisse AG, London Branch 8.5% annualized, payable monthly if stock closes at or above 75% coupon barrier on observation date for that month due 3/1/2019
Credit Suisse AG, London Branch 6.75% annualized, payable monthly if stock closes at or above 50% coupon barrier on observation date for that month due 3/1/2019
Credit Suisse AG, London Branch 10.85% annualized, payable monthly if stock closes at or above 60% coupon barrier on observation date for that month due 3/1/2019
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,075.503 for Russell, 802.55 for MSCI Emerging Markets, 70% of initial levels due 12/2/2020
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 12/1/2022
Credit Suisse AG, London Branch 0.00% due 1/2/2019
Credit Suisse AG, London Branch 0.00% due 12/3/2019
Credit Suisse AG, London Branch 5% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,851.216; 80% of initial level due 11/30/2022
Credit Suisse AG, London Branch 5.6% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,210.6472, 80% of initial level due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 9% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $30.805 for Bristol-Myers, $79.245 for Wynn, $63.74 for Norfolk Southern; 50% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 12% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $27.078 for E*Trade, $28.512 Harley-Davidson, $15.294 for H&R Block, $76.158for Marriott; 60% of initial levels due 11/30/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,673.015 for Stoxx, 1,134.9817 for Russell; 75% of initial levels due 2/28/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 907.98541 for Russell, $20.652 for ETF; 60% of initial levels due 5/30/2019
Credit Suisse AG, London Branch 5.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,134.98175 for Russell 2000 and 1,951.065; 75% of initial levels due 5/30/2019
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,134.98175 for Russell 2000 and 1,951.065; 75% of initial levels due 5/30/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $56.854, 70% of initial level due 2/28/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $40.61 for Biotech, $17.21 for Oil & Gas; 50% of initial levels due 5/29/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year if each index closes at or above coupon barrier level on observation day that quarter; Coupon barriers: 1,820.994 for S&P, 1,059.3163 for Russell, 2,494.814 for Stoxx; 70% of initial levels due 5/28/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 5.75% per year if each index closes at or above knock-in level on observation date for that quarter due 11/30/2022
Credit Suisse AG, London Branch 0.00% due 6/2/2021
Credit Suisse AG, London Branch 0.00% due 5/24/2019
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 985.895 for Russell, 1,688.10 for S&P and 2,315.72 for Stoxx; 65% of initial levels due 5/28/2020
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,137.572 for Russell, 1,947.81 for S&P and 2,671.99 for Stoxx; 75% of initial levels due 5/28/2020
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,137.572 for Russell, 1,947.81 for S&P and 2,671.99 for Stoxx; 75% of initial levels due 5/28/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11% per year if each index closes at or above coupon barrier level on observation day that quarter; Coupon barriers: 1,213.41 for Russell, 2,077.66 for S&P, 2,850.12 for Stoxx; 80% of initial levels due 12/11/2018
Credit Suisse AG, London Branch 12% per year, payable monthly if each ETF closes at or above its barrier level on observation date; Barrier/knock-in levels: $21.174 for Oil & Gas ETF, $49.026 for Biotech ETF; 60% of initial levels due 11/28/2022
Credit Suisse AG, London Branch 0.00% due 1/2/2019
Credit Suisse AG, London Branch 11.50% due 11/28/2018
Credit Suisse AG, London Branch 0.00% due 1/25/2019
Credit Suisse AG, London Branch 0.00% due 11/27/2022
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 7% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date due 2/27/2019
Credit Suisse AG, London Branch 9.35%, payable monthly if stock closes at or above knock-in price on observation date due 2/27/2019
Credit Suisse AG, London Branch 12% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter due 11/27/2018
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $20.0475; 75% of initial price due 11/27/2019
Credit Suisse AG, London Branch 7.8% per year, payable monthly if each ETF closes at or above its barrier level on observation date; Barrier/knock-in levels: $17.35 for Oil & Gas ETF, $40.64 for Biotech ETF; 50% of initial levels due 11/28/2022
Credit Suisse AG, London Branch 7.00% due 11/30/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 7.5% per year if each index closes at or above knock-in level on observation date for that quarter due 11/25/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 8.5% per year if each index closes at or above knock-in level on observation date for that quarter due 11/24/2020
Credit Suisse AG, London Branch 7.5% per year, payable monthly unless any underlying asset closes below coupon barrier on observation date for month; Coupon/knock-in barriers: 902.0376 for Russell, $41.436 for MSCI EAFE, $20.748 for oil and gas ETF; 60% of initial levels due 11/24/2021
Credit Suisse AG, London Branch 12.45% due 11/21/2018
Credit Suisse AG, London Branch 0.00% due 11/29/2021
Credit Suisse AG, London Branch 7.75% annualized, payable quarterly if stock closes at or above 72.5% coupon barrier on observation date due 2/22/2019
Credit Suisse AG, London Branch 12%, payable quarterly if stock closes at or above knock-in price on a quarterly observation date due 11/23/2018
Credit Suisse AG, London Branch 8.65%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/22/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 4.92% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barriers: 1,805.195 for S&P 500 and 1,044.9754 for Russell 2000; 70% of initial levels due 11/23/2020
Credit Suisse AG, London Branch 11.85% annualized, payable quarterly if each index closes at or above its 75% barrier on observation date for that quarter due 11/22/2019
Credit Suisse AG, London Branch 0.00% due 5/24/2019
Credit Suisse AG, London Branch 0.00% due 3/5/2019
Credit Suisse AG, London Branch 0.00% due 11/22/2019
Credit Suisse AG, London Branch 0.00% due 5/21/2020
Credit Suisse AG, London Branch 0.00% due 5/20/2019
Credit Suisse AG, London Branch 0.00% due 11/19/2020
Credit Suisse AG, London Branch 0.00% due 11/19/2020
Credit Suisse AG, London Branch 0.00% due 11/19/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if each index closes at or above coupon barrier level on observation day that quarter; Coupon barriers: 1,667.003 for S&P 500, 951.66175 for Russell 2000 and 2,034.718 for Euro Stoxx 50; 65% of initial levels due 5/20/2021
Credit Suisse AG, London Branch 0.00% due 11/18/2021
Credit Suisse AG, London Branch 0.00% due 12/19/2018
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $21.208, 80% of initial share price due 11/18/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11.09% per year if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,938.63 for S&P 500, 1,106.301 for Russell 2000 and 2,667.285 for Euro Stoxx 50; 75% of initial levels due 11/18/2019
Credit Suisse AG, London Branch 15.10% due 11/14/2018
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 958.929 for Russell, 1,678.50 for S&P and 2,335.94 for Stoxx; 65% of initial levels due 5/14/2020
Credit Suisse AG, London Branch 9.6% per year, payable each month that each stock closes at or above its coupon barrier on observation date for that month; Coupon barriers: $104.802 for Apple, $43.35 for Citigroup, $33.288 for Merck; 60% of initial prices due 5/17/2021
Credit Suisse AG, London Branch 20.85% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $182.595 for Boeing, $39.718 for CBS, $104.118 for Vertex; 70% of initial prices due 11/18/2019
Credit Suisse AG, London Branch 19.25% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $182.595 for Boeing, $39.718 for CBS, $104.118 for Vertex; 70% of initial prices due 11/18/2019
Credit Suisse AG, London Branch 20.75% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $34.132 for Morgan Stanley, $146.216 for SVB, $107.821 for Wynn; 70% of initial prices due 11/18/2019
Credit Suisse AG, London Branch 19.05% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $34.132 for Morgan Stanley, $146.216 for SVB, $107.821 for Wynn; 70% of initial prices due 11/18/2019
Credit Suisse AG, London Branch 18.05% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $115.212 for Netflix, Inc., $26.868 for Micron, $279.498 for BlackRock; 60% of initial prices due 11/18/2019
Credit Suisse AG, London Branch 19.5% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $115.212 for Netflix, Inc., $26.868 for Micron, $279.498 for BlackRock; 60% of initial prices due 11/18/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above its barrier level on observation date; Barrier: $131.0025; 75% of initial price due 11/15/2019
Credit Suisse AG, London Branch 11.00% due 11/15/2018
Credit Suisse AG, London Branch 0.00% due 3/13/2020
Credit Suisse AG, London Branch 8.00% due 11/14/2019
Credit Suisse AG, London Branch 16.00% due 11/13/2018
Credit Suisse AG, London Branch 8.6% per year, payable monthly if stock closes at or above knock-in price on observation date for that month due 2/13/2019
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above its downside threshold on each day during that quarter due 11/10/2020
Credit Suisse AG, London Branch 11.05% due 11/13/2018
Credit Suisse AG, London Branch 11.05% due 11/8/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,046.437 for Russell, 1,811.49 for S&P and 2,582.97 for Stoxx; 70% of initial levels due 5/7/2020
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,767.47 for Stoxx, 1,121.1825 for Russell; 75% of initial levels due 5/8/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above 80% coupon barrier on observation date for that quarter due 11/21/2018
Credit Suisse AG, London Branch 0.00% due 5/8/2019
Credit Suisse AG, London Branch 0.00% due 11/8/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate 5.63% per year if each index closes at or above knock-in level on observation date for that quarter due 11/8/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of Libor plus 430 bps per year if each index closes at or above knock-in level on observation date for that quarter; floor of zero due 11/8/2027
Credit Suisse AG, London Branch 0.00% due 3/21/2019
Credit Suisse AG, London Branch 9.6%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,047.5829 for Russell, 789.117 for MSCI EM, 70% of initial levels due 11/6/2020
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 0.00% due 11/3/2022
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 0.00% due 5/5/2020
Credit Suisse AG, London Branch 6.05% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 901.6638 for Russell, 1,545.156 for S&P and 2,204.37 for Stoxx; 60% of initial levels due 5/6/2020
Credit Suisse AG, London Branch 9.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/4/2019
Credit Suisse AG, London Branch 12%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 2/4/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,571.765 for Stoxx, 1,051.9411 for Russell; 70% of initial levels due 2/4/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,545.16 for index, $50.184 for Biotech ETF; 60% of initial levels due 11/3/2020
Credit Suisse AG, London Branch 8.00% due 11/1/2018
Credit Suisse AG, London Branch 7.90% due 11/1/2018
Credit Suisse AG, London Branch 8.40% due 11/1/2018
Credit Suisse AG, London Branch 11.90% due 10/31/2018
Credit Suisse AG, London Branch 11.66% due 10/31/2018
Credit Suisse AG, London Branch 15.00% due 4/30/2018
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $139.251 70% of initial price due 1/31/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $22.24, 80% of initial share price due 11/15/2018
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 0.00% due 11/15/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2022
Credit Suisse AG, London Branch 0.00% due 10/31/2022
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 17.26% due 10/30/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2020
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 6% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 3,091.62; 85% of initial level due 10/31/2022
Credit Suisse AG, London Branch 5.25% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,272.84015, 85% of initial level due 10/31/2022
Credit Suisse AG, London Branch 0.00% due 12/31/2018
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,048.2213 for Russell 2000 and 2,546.04 for Euro Stoxx 50; 70% of initial levels due 10/31/2022
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,123.09425 for Russell 2000 and 2,727.90 for Euro Stoxx 50; 75% of initial levels due 1/31/2019
Credit Suisse AG, London Branch 5.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,123.09425 for Russell 2000 and 1,920.30; 75% of initial levels due 4/30/2019
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,123.09425 for Russell 2000 and 1,920.30; 75% of initial levels due 4/30/2019
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $57.267, 70% of initial level due 1/31/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each fund closes at or above its 50% coupon barrier on observation date for that quarter due 4/30/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $13.458 for Gold Miners, $19.452 for Oil & Gas; 60% of initial levels due 4/30/2019
Credit Suisse AG, London Branch 8.2% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $44.31 for Wal-Mart, $6.78 for Marathon, $83.825 for Home Depot; 50% of initial levels due 10/30/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.25% per year if each index closes at or above knock-in level on observation date for that quarter due 10/31/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year if each index closes at or above knock-in level on observation date for that quarter due 10/29/2027
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier levels: 1,123.09425 for Russell, 2,727.90 for Stoxx; 75% of initial levels due 10/29/2027
Credit Suisse AG, London Branch 7% per year, payable quarterly if index closes at or above its barrier level on observation date; Barrier: 1,123.09425; 75% of initial level due 10/31/2027
Credit Suisse AG, London Branch 0.00% due 4/29/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above 70% coupon barrier on each trading date for that quarter due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/28/2021
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,693.595 for Stoxx, 1,120.1085 for Russell; 75% of initial levels due 1/30/2019
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 6.69% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier levels: 1,926.847 for S&P, 1,125.315 for Russell and 2,708.0175 for Stoxx; 75% of initial levels due 4/27/2020
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 0.00% due 1/22/2019
Credit Suisse AG, London Branch 0.00% due 10/23/2019
Credit Suisse AG, London Branch 0.00% due 3/21/2019
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,525.44 for Euro Stoxx 50, 1,048.249 for Russell 2000 and 1,791.55 for S&P 500; 70% of initial levels due 10/21/2021
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $138.551, 70% of initial price due 10/19/2018
Credit Suisse AG, London Branch 8.04% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,790.348 for S&P, 1,051.8767 for Russell and 2,524.389 for Stoxx; 70% of initial levels due 10/19/2020
Credit Suisse AG, London Branch 22.00% due 10/17/2018
Credit Suisse AG, London Branch 6.40% due 1/18/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier level on every trading day that quarter; Coupon barriers: 1,051.861 for Russell, 1,787.219 for S&P and 2,523,185 for Stoxx; 70% of initial levels due 4/17/2020
Credit Suisse AG, London Branch 0.00% due 4/18/2019
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,914.8775 for S&P, 1,126.9935 for Russell; 75% of initial levels due 1/18/2019
Credit Suisse AG, London Branch 8.2%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,051.861 for Russell, 788.14 for MSCI Emerging Markets, 70% of initial levels due 10/16/2020
Credit Suisse AG, London Branch 9.3% per year, payable for a quarter if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,787.22 for S&P, 1,051.861 for Russell and 2,523.19 for Stoxx; 70% of initial levels due 4/19/2021
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 2/5/2019
Credit Suisse AG, London Branch 12.00% due 7/16/2018
Credit Suisse AG, London Branch 0.00% due 10/17/2019
Credit Suisse AG, London Branch 6.57% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,699.0925 for Stoxx, 1,131.00375 for Russell; 75% of initial levels due 1/14/2019
Credit Suisse AG, London Branch 0.00% due 2/7/2019
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 1,052.493 for Russell, 770.29 for MSCI Emerging Markets, 70% of initial levels due 10/13/2020
Credit Suisse AG, London Branch 6.80% due 10/15/2018
Credit Suisse AG, London Branch 7.60% due 10/15/2018
Credit Suisse AG, London Branch 0.00% due 10/12/2022
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,784.53 for S&P 500, 1,132.663 for Russell 2000 and 2,702.49 for Euro Stoxx 50; 75% of initial levels due 4/9/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.25% per year if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,784.531 for S&P 500, 1,057.1519 for Russell 2000 and 2,522.324 for Euro Stoxx 50; 70% of initial levels due 10/11/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year if ETF closes at or above downside threshold level on observation date for that quarter due 10/9/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.7% per year if each index closes at or above knock-in level on observation date for that quarter due 10/13/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.35% per year if each index closes at or above knock-in level on observation date for that quarter due 10/13/2020
Credit Suisse AG, London Branch 0.00% due 1/9/2019
Credit Suisse AG, London Branch 0.00% due 10/4/2021
Credit Suisse AG, London Branch 0.00% due 10/4/2022
Credit Suisse AG, London Branch 0.00% due 10/4/2022
Credit Suisse AG, London Branch Only during the first year, 5.75% per year payable monthly unless the fund closes below its 88% coupon barrier on a monthly observation date, in which case no coupon will be paid that month or on any subsequent month due 3/4/2022
Credit Suisse AG, London Branch 7%, payable quarterly due 1/4/2019
Credit Suisse AG, London Branch 11%, payable monthly due 1/4/2019
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 10/2/2020
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $721.0125, 75% of initial price due 1/4/2019
Credit Suisse AG, London Branch 10.75%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $107.262 60% of initial price due 1/4/2019
Credit Suisse AG, London Branch 12.5%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $107.262 60% of initial price due 1/4/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $122.1401, 79.25% of initial share price due 10/17/2018
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,516.395 for Stoxx, 1,043.6027 for Russell; 70% of initial levels due 1/4/2019
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,826.536 for S&P, 1,080.874225 for Russell; 72.5% of initial levels due 1/4/2019
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $17.045 for Oil & Gas, $43.285 for Biotech; 50% of initial levels due 4/6/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 6.25% per year unless either index closes below coupon barrier on observation date for that period; Coupon barrier levels: 1,511.616 for S&P 500 and 894.5166 for Russell 2000; 60% of initial levels due 10/4/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,511.616 for index, $51.942 for Biotech ETF; 60% of initial levels due 10/5/2020
Credit Suisse AG, London Branch 8.55% per year, payable quarterly unless any index closes below coupon barrier on observation date that quarter; Barriers/knock-in levels: 1,763.552 for S&P, 2,516.395 for Stoxx, 1,043.6027 for Russell; 70% of initial levels due 4/5/2021
Credit Suisse AG, London Branch 0.00% due 1/4/2021
Credit Suisse AG, London Branch 0.00% due 10/2/2020
Credit Suisse AG, London Branch 0.00% due 1/3/2019
Credit Suisse AG, London Branch 0.00% due 11/30/2018
Credit Suisse AG, London Branch 0.00% due 10/4/2018
Credit Suisse AG, London Branch 0.00% due 10/4/2018
Credit Suisse AG, London Branch 18.25% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $105.385 for Apple, $51.282 for Microsoft, $119.70 for Nvidia; 70% of initial prices due 10/5/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $110.95, 61.4% of initial share price due 10/16/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $62.129, 61% of initial share price due 10/16/2018
Credit Suisse AG, London Branch 0.00% due 10/17/2018
Credit Suisse AG, London Branch 24.00% due 3/29/2018
Credit Suisse AG, London Branch 19.54% due 9/28/2018
Credit Suisse AG, London Branch 6.5% per year, payable monthly if stock closes at or above knock-in price on observation date for that month due 1/2/2019
Credit Suisse AG, London Branch 7.6% per year, payable monthly if stock closes at or above knock-in price observation date for that month due 1/2/2019
Credit Suisse AG, London Branch 5.75% per year, payable monthly if stock closes at or above knock-in price on observation date for that month due 1/2/2019
Credit Suisse AG, London Branch 9.85% per year, payable monthly if stock closes at or above knock-in price on observation date for that month due 1/2/2019
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 9/6/2019
Credit Suisse AG, London Branch 0.00% due 5/16/2019
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,629.58 for S&P, 965.128 for Russell and 2,310.86 for Stoxx; 65% of initial levels due 10/2/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2027
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 10.00% due 9/28/2018
Credit Suisse AG, London Branch 0.00% due 9/29/2022
Credit Suisse AG, London Branch 0.00% due 10/31/2018
Credit Suisse AG, London Branch 0.00% due 10/1/2019
Credit Suisse AG, London Branch 5.6% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,238.33355; 85% of initial level due 9/29/2022
Credit Suisse AG, London Branch 10.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 810.08 for MSCI Emerging Markets, 1,092.647 for Russell 2000 and 2,652.29 for Euro Stoxx 50; 75% of initial levels due 9/29/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7% per year unless either index closes below knock-in level on observation date for that month due 12/31/2018
Credit Suisse AG, London Branch 5.5% per year, payable monthly if each index closes at or above its 75% coupon barrier on observation date for that month due 3/29/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if ETF closes at or above barrier level on observation date for that month due 9/28/2018
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each fund closes at or above its 50% coupon barrier on observation date for that quarter due 3/30/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if index closes at or above its barrier level on observation date; Barrier: 1,092.64725; 75% of initial level due 9/29/2027
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch Contingent coupon payable quarter if each index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 8.5% per year in years one through five and 10.5% per year in years six through 10; Coupon barriers: 1,092.64725 for Russell 2000 and 2,652.285 for Euro Stoxx 50; 75% of initial levels due 9/29/2027
Credit Suisse AG, London Branch 0.00% due 9/30/2022
Credit Suisse AG, London Branch 7% per year multiplied by proportion of days on which each index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,161.5664 for Russell 2000 and 22,000.272 for Hang Seng; 80% of initial levels due 3/28/2025
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 10/30/2018
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,088.086 for Russell 2000, 1,876.67 for S&P 500 and 2,656.07 for Euro Stoxx 50; 75% of initial levels due 3/26/2020
Credit Suisse AG, London Branch 9.55%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/27/2018
Credit Suisse AG, London Branch 9.45%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/27/2018
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/27/2018
Credit Suisse AG, London Branch 12.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/27/2018
Credit Suisse AG, London Branch 8.5% per year, payable semiannually if each index closes at or above 70% coupon barrier on observation date for that period due 9/29/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,015.5467 for Russell, 2,478.994 for Stoxx; 70% of initial levels due 9/29/2020
Credit Suisse AG, London Branch 9.02% per year, payable quarterly unless any index closes below coupon barrier on observation date that quarter; Barriers: 1,876.67 for S&P, 1,088.086 for Russell, 2,656.07 for Euro Stoxx; 75% of initial levels due 9/27/2019
Credit Suisse AG, London Branch 12% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $40.964 for Technology fund, $58.737 for Biotech ETF; 70% of initial levels due 9/29/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $40.964 for Technology fund, $58.737 for Biotech ETF; 70% of initial levels due 9/29/2020
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 9/29/2023
Credit Suisse AG, London Branch 0.00% due 10/10/2018
Credit Suisse AG, London Branch 0.00% due 10/10/2018
Credit Suisse AG, London Branch 0.00% due 9/24/2020
Credit Suisse AG, London Branch 11.63% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter due 3/26/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,750.42 for S&P 500, 1,010.929 for Russell 2000 and 1,378.48 MSCI EAFE; 70% of initial levels due 9/27/2022
Credit Suisse AG, London Branch 9.05% per year, payable quarterly unless any index closes below coupon barrier on observation date that quarter; Coupon barriers: 721.2595 for MSCI Emerging Markets, 936.2626 for Russell, 2,295.267 for Euro Stoxx; 65% of initial levels due 3/22/2021
Credit Suisse AG, London Branch 12.00% due 9/18/2018
Credit Suisse AG, London Branch 0.00% due 9/23/2019
Credit Suisse AG, London Branch 8.50% due 9/24/2018
Credit Suisse AG, London Branch 9.90% due 9/24/2018
Credit Suisse AG, London Branch 0.00% due 9/21/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,073.784 for Russell 2000, 1,875.1725 for S&P 500 and 2,636.6625 for Euro Stoxx 50; 75% of initial levels due 6/18/2020
Credit Suisse AG, London Branch 7.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 12/20/2018
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes at or above coupon barrier level on observation date; Barriers/thresholds: 826.097824 for Russell, 2,028.47235 for Stoxx, 57.7% of initial levels due 9/21/2020
Credit Suisse AG, London Branch 0.00% due 9/19/2022
Credit Suisse AG, London Branch 12.20% due 9/18/2018
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 91.469275 for Stoxx Banks and 1,690.78255 for S&P; 67.75% of initial levels due 12/19/2018
Credit Suisse AG, London Branch 6.38% per year, payable quarterly unless any index closes below coupon barrier on observation date that quarter; Coupon barriers: 1,622.153 for S&P, 926.26495 for Russell, 2,292.212 for Euro Stoxx; 65% of initial levels due 9/19/2019
Credit Suisse AG, London Branch 0.00% due 7/10/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless any index closes below barrier level on observation date for that quarter; coupon is 8% per annum initially, stepping up to 12% on Aug. 31, 2022; Barrier levels: 2,565.7725 for Stoxx, 1,036.67175 for Russell, 1,833.18 for S&P, 75% of initial level due 8/31/2027
Credit Suisse AG, London Branch 6.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 998.826 for Russell, 2,466.20 for Stoxx, 70% of initial levels due 9/19/2022
Credit Suisse AG, London Branch 11.8%, payable quarterly if stock closes at or above 80% coupon barrier level on observation date for that quarter due 9/17/2018
Credit Suisse AG, London Branch 11%, payable quarterly if stock closes at or above 80% coupon barrier level on observation date for that quarter due 9/17/2018
Credit Suisse AG, London Branch 0.00% due 9/12/2019
Credit Suisse AG, London Branch 7.00% due 12/13/2018
Credit Suisse AG, London Branch 0.00% due 10/11/2018
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,599. 39 for S&P, 909.629 for Russell and 2,241.9985 for Stoxx; 65% of initial levels due 9/15/2020
Credit Suisse AG, London Branch 19% per year, payable each quarter that each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $61.971 for JPMorgan, $125.30 for Netflix, $121.247 for Facebook; 70% of initial prices due 9/14/2020
Credit Suisse AG, London Branch 7.15% per year, payable each month that fund closes at or above coupon barrier on observation date for that month; Coupon barrier: $16.5685, 65% of initial level due 12/12/2018
Credit Suisse AG, London Branch 0.00% due 9/25/2020
Credit Suisse AG, London Branch 7.15% due 9/7/2018
Credit Suisse AG, London Branch 7.15% due 9/7/2018
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 9/6/2022
Credit Suisse AG, London Branch 0.00% due 9/6/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2020
Credit Suisse AG, London Branch 0.00% due 3/5/2019
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,730.16 for S&P, 983.694 for Russell and 2,395.03 for Stoxx: 70% of initial levels due 9/5/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,395.029 for Stoxx and 983.6939 for Russell; 70% of initial levels due 12/6/2018
Credit Suisse AG, London Branch 13% per year, payable quarterly if each stock closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $111.7805 for Facebook, $106.60 for Apple, $637.39 for Amazon, $610.5645 for Alphabet, $48.6005 for Microsoft; 65% of initial levels due 3/6/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,791.94625 for S&P and 1,018.825825 for Russell; 72.5% of initial levels due 12/6/2018
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $15.08 for Oil & Gas, $41.915 for Biotech; 50% of initial levels due 3/6/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 6.5% per year unless either index closes below coupon barrier on observation date for that period; Coupon barrier levels: 1,482.99 for S&P 500 and 843.1662 for Russell 2000; 60% of initial levels due 9/6/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,482.99 for index, $50.298 for Biotech ETF; 60% of initial levels due 9/8/2020
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 12/5/2018
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 11.25%, payable monthly if stock closes at or above 65% coupon barrier level on observation date for that month due 12/5/2018
Credit Suisse AG, London Branch 7.5% per year, payable monthly if stock closes at or above its 75% coupon barrier on observation date for that month due 12/5/2018
Credit Suisse AG, London Branch 0.00% due 7/10/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2019
Credit Suisse AG, London Branch 9.35% due 9/5/2018
Credit Suisse AG, London Branch 2% initially, stepping up to 2.25% on Aug. 31, 2019 and to 2.5% on Aug. 31, 2021; payable quarterly due 8/31/2022
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,371.754 for Stoxx and 968.5767 for Russell; 70% of initial levels due 9/3/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch 7.25%, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barriers: 968.577 for Russell, 2,371.75 for Stoxx, 70% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 7.5%, payable quarterly if each index closes at or above coupon barrier level on observation date; Coupon barriers: 968.577 for Russell, 1,712.41 for S&P, 70% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 9/1/2022
Credit Suisse AG, London Branch 0.00% due 9/1/2022
Credit Suisse AG, London Branch 23.5 %, payable monthly due 2/28/2018
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch 0.00% due 9/3/2019
Credit Suisse AG, London Branch 0.00% due 3/5/2019
Credit Suisse AG, London Branch 5.6% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,174.89465; 85% of initial level due 8/31/2022
Credit Suisse AG, London Branch 6% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,174.89465, 80% of initial level due 2/28/2025
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,565.7725 for Stoxx and 1,036.67175 for Russell; 75% of initial levels due 11/30/2018
Credit Suisse AG, London Branch 5.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,833.18 for S&P and 1,036.67175 for Russell; 75% of initial levels due 2/28/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if fund closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in level: $56.161, 70% of initial level due 8/31/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $56.161, 70% of initial level due 8/31/2020
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $14.79 for Oil & Gas, $40.115 for Biotech; 50% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 10.25% per year, payable monthly if each stock closes at or above its barrier level on monthly observation date; Barrier/knock-in prices: $45.28 for Western Digital, $36.415 for Microsoft, $22.74 for Morgan Stanley; 50% of initial levels due 8/31/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if index closes at or above its barrier level on observation date; Barrier: 967.5603; 70% of initial level due 8/31/2027
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 5% per year unless either index closes below coupon barrier on observation date for that period; Coupon barrier levels: 1,466.544 for S&P 500 and 829.3374 for Russell 2000; 60% of initial levels due 8/31/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2023
Credit Suisse AG, London Branch Payable quarterly at an annualized rate if each index closes at or above its barrier level on observation date; rate is 6% initially and steps up to 10% on Aug. 31, 2022; Barriers/knock-in levels: 2,394.721.18 for Stoxx and 967.5603 for Russell; 70% of initial levels due 8/31/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless any index closes below barrier level on observation date for that quarter; coupon is 8% per annum initially, stepping up to 12% on Nov. 30, 2022; Barrier levels: 2,565.7725 for Stoxx, 1,036.67175 for Russell, 1,833.18 for S&P, 75% of initial level due 8/31/2027
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 14.5 %, payable monthly due 8/30/2018
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,830.99 for S&P, 1,033.09 for Russell and 2,578.91 for Stoxx: 75% of initial levels due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 10/26/2018
Credit Suisse AG, London Branch 0.00% due 10/26/2018
Credit Suisse AG, London Branch 0.00% due 8/28/2020
Credit Suisse AG, London Branch 0.00% due 10/26/2018
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 8.00% due 6/8/2018
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 7% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier levels: $36.85 for Utilities fund, $51.5699 for Biotech ETF; 67% of initial levels due 2/28/2019
Credit Suisse AG, London Branch 7.00% due 11/26/2018
Credit Suisse AG, London Branch 0.00% due 8/25/2022
Credit Suisse AG, London Branch 2.00% due 8/26/2021
Credit Suisse AG, London Branch 0.00% due 8/27/2020
Credit Suisse AG, London Branch 5.5%, payable monthly if Anheuser-Busch stock closes at or above coupon barrier on any monthly observation date; Coupon barrier/knock-in price: $87.6675, 75% of initial share price due 11/26/2018
Credit Suisse AG, London Branch 5.75%, payable monthly if Intel stock closes at or above coupon barrier on any monthly observation date; Coupon barrier/knock-in price: $25.9875, 75% of initial share price due 11/26/2018
Credit Suisse AG, London Branch 0.00% due 9/27/2018
Credit Suisse AG, London Branch 0.00% due 8/25/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $93.04, 80% of initial share price due 9/5/2018
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 8.5% per year unless either index closes below knock-in levels on observation date for that period due 8/25/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 950.4551 for Russell, 2,412.221 for Stoxx; 70% of initial levels due 8/25/2020
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 882.56545 for index, $197.639 for Biotech ETF; 65% of initial levels due 8/26/2019
Credit Suisse AG, London Branch 8.85% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $16.203 for Oil & Gas ETF, $41.2225 for Biotech ETF; 55% of initial levels due 8/25/2020
Credit Suisse AG, London Branch 10.7% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $16.203 for Oil & Gas ETF, $41.2225 for Biotech ETF; 55% of initial levels due 8/25/2020
Credit Suisse AG, London Branch 0.00% due 8/25/2023
Credit Suisse AG, London Branch 0.00% due 8/21/2020
Credit Suisse AG, London Branch 9.05% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barrier levels: 1,697.89 for S&P, 950.455 for Russell and 2,412.22for Stoxx; 70% of initial levels due 8/25/2020
Credit Suisse AG, London Branch 9.35% due 8/22/2018
Credit Suisse AG, London Branch 5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,094.8991 for Stoxx and 845.152065 for Russell; 61.5% of initial levels due 8/16/2022
Credit Suisse AG, London Branch 5.85% due 8/16/2022
Credit Suisse AG, London Branch 0.00% due 12/5/2018
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 8.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/19/2018
Credit Suisse AG, London Branch 9.4%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/19/2018
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/19/2018
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 11/19/2018
Credit Suisse AG, London Branch 0.00% due 8/16/2021
Credit Suisse AG, London Branch 0.00% due 2/14/2019
Credit Suisse AG, London Branch 5.05% due 2/19/2019
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,830.99 for S&P, 1,030.673 for Russell and 2,554.76 for Stoxx: 75% of initial levels due 8/14/2020
Credit Suisse AG, London Branch 13.938%, payable monthly if each stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $78.015 for Universal Display, $119.98 for Netflix, 70% of initial price due 8/16/2018
Credit Suisse AG, London Branch 11.85% per year, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 8/29/2018
Credit Suisse AG, London Branch 15.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $107.22, 80% of initial share price due 8/22/2018
Credit Suisse AG, London Branch 10.15% per year, payable quarterly if stock closes at or above 67.25% coupon barrier on observation date for that quarter due 8/29/2018
Credit Suisse AG, London Branch 6.8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers/thresholds: 2,384.44 for Nasdaq, 2,384.44 for Stoxx, 70% of initial levels due 8/14/2020
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers/thresholds: 773.962 for Russell, 1,917.77 for Stoxx, 56.3% of initial levels due 8/16/2027
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers/thresholds: 1,708.92 for S&P, 2,384.44 for Stoxx, 70% of initial levels due 8/14/2020
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,708.92 for S&P, 961.962 for Russell and 2,384.44 for Stoxx; 70% of initial levels due 8/18/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,708.92 for S&P, 961.962 for Russell and 2,384.44 for Stoxx; 70% of initial levels due 2/18/2020
Credit Suisse AG, London Branch 0.00% due 10/7/2019
Credit Suisse AG, London Branch 0.00% due 2/12/2019
Credit Suisse AG, London Branch 0.00% due 9/12/2018
Credit Suisse AG, London Branch 10% per year, payable monthly if ETF closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $54.985, 70% of initial share price due 8/10/2018
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier: $39.8799 for Banking, $32.3025 for Emerging Markets; 73% of initial levels due 8/12/2019
Credit Suisse AG, London Branch 0.00% due 2/9/2021
Credit Suisse AG, London Branch 7.75% due 8/13/2018
Credit Suisse AG, London Branch 10.00% due 8/13/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $798.95, 80.9% of initial share price due 8/22/2018
Credit Suisse AG, London Branch 4.75% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier levels: 1,412.321 for Russell and 1,733.781 for S&P, 70% of initial levels due 2/11/2019
Credit Suisse AG, London Branch 0.00% due 7/9/2019
Credit Suisse AG, London Branch 0.00% due 8/12/2019
Credit Suisse AG, London Branch 0.00% due 8/4/2021
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 8/3/2022
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 0.00% due 2/5/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,068.858 for Russell, 1,852.73 for S&P and 2,587.02 for Stoxx: 75% of initial levels due 2/5/2020
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier levels: 997.601 for Russell, 2,414.552 for Stoxx, 70% of initial levels due 11/5/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.1% per year unless any stock closes below barrier level on observation date for that quarter due 8/7/2019
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier levels: 997.601 for Russell, 1,729.21 for S&P, 70% of initial levels due 11/5/2018
Credit Suisse AG, London Branch 11% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date due 2/3/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 6.75% per year unless either index closes below coupon barrier on observation date for that period; Coupon barrier levels: 1,425.144 for S&P 500 and 855.0864 for Russell 2000; 60% of initial levels due 8/3/2022
Credit Suisse AG, London Branch 9% per year, payable quarterly unless either underlying asset closes below coupon barrier on observation date for quarter; Coupon/knock-in barriers: 1,482.18 for S&P, $46.902 for Biotech ETF; 60% of initial levels due 8/3/2020
Credit Suisse AG, London Branch 5.00% due 11/2/2018
Credit Suisse AG, London Branch 0.00% due 8/3/2020
Credit Suisse AG, London Branch 10.5%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $90.4145, 55% of initial price due 11/2/2018
Credit Suisse AG, London Branch 7%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 8/30/2018
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 6.1% annualized, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier/buffer level: 1,225.93715; 85% of initial levels due 7/29/2022
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 8.75%, payable monthly if stock closes at or above 75% coupon barrier level on observation date for that month due 10/31/2018
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 2,618.39 for Stoxx and 1,081.71 for Russell; 75% of initial levels due 10/31/2018
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,858.3725 for S&P and 1,081.70925 for Russell; 75% of initial levels due 1/31/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $16.29 for Oil & Gas, $40.395 for Biotech; 50% of initial levels due 1/31/2020
Credit Suisse AG, London Branch 10% per year, payable monthly unless any stock closes below coupon barrier on observation date that month; Coupon barriers: $11.86 for Kroger, $33.995 for Valero, $94.54 for Netflix; 50% of initial levels due 7/31/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 5.25% per year unless either index closes below coupon barrier on observation date for that period; Coupon barrier levels: 1,486.698 for S&P 500 and 865.3674 for Russell 2000; 60% of initial levels due 7/29/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below knock-in levels on observation date for that period due 7/31/2024
Credit Suisse AG, London Branch 10.6% per year, payable quarterly unless any index closes below coupon barrier on any day that quarter; Coupon barriers: 1,858.37 for S&P, 1,081.709 for Russell, 2,618.39 for Euro Stoxx; 75% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 7.75% per year, payable quarterly unless any index closes below coupon barrier on observation date that quarter; Coupon barriers: 1,486.698 for S&P, 865.3674 for Russell, 2,094.714 for Euro Stoxx; 60% of initial levels due 7/30/2027
Credit Suisse AG, London Branch 6.6% per year, payable quarterly unless either underlying asset closes below coupon barrier on observation date for quarter; Coupon/knock-in barriers: 1,238.915 for S&P, $40.395 for Biotech ETF; 50% of initial levels due 7/31/2020
Credit Suisse AG, London Branch 8.6% per yearpayable quarterly unless either underlying asset closes below coupon barrier on observation date for quarter; Coupon barriers: 1,486.698 for S&P, $48.474 for Biotech ETF, $32.754 for Banking ETF; 60% of initial levels due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 10/19/2018
Credit Suisse AG, London Branch 0.00% due 7/30/2021
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $40.305 for Biotech, $16.315 for Oil & Gas Exploration & Production; 50% of initial levels due 1/31/2019
Credit Suisse AG, London Branch 0.00% due 10/30/2018
Credit Suisse AG, London Branch 0.00% due 1/30/2019
Credit Suisse AG, London Branch 7.9% per year, payable quarterly unless any index closes below coupon barrier on observation date for quarter; Coupon barriers: 1,728.937 for S&P, 1,006.6385 for Russell, 2,417.219 for Euro Stoxx; 70% of initial levels due 7/26/2019
Credit Suisse AG, London Branch 6.15%, payable monthly due 7/26/2018
Credit Suisse AG, London Branch 6.2%, payable monthly due 7/26/2018
Credit Suisse AG, London Branch 7.25%, payable monthly due 7/26/2018
Credit Suisse AG, London Branch 0.00% due 8/22/2018
Credit Suisse AG, London Branch 6.10% due 7/26/2019
Credit Suisse AG, London Branch 8.15%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $198.044, 70% of initial price due 10/26/2018
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in: $198.044, 75% of initial price due 10/26/2018
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $165.135, 75% of initial price due 10/26/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $44.07, 79.2% of initial share price due 8/8/2018
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 7.5% per year unless either index closes below knock-in levels on observation date for that period due 7/27/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 9.1% per year unless either index closes below knock-in levels on observation date for that period due 7/27/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in levels on observation date for that period due 7/27/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 7.5% per year unless either index closes below knock-in levels on observation date for that period due 7/27/2020
Credit Suisse AG, London Branch 0.00% due 7/26/2023
Credit Suisse AG, London Branch 0.00% due 7/26/2023
Credit Suisse AG, London Branch 0.00% due 1/9/2019
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,607.15 for S&P, 933.285 for Russell and 2,243.61 for Stoxx; 65% of initial levels due 7/28/2020
Credit Suisse AG, London Branch 7.9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,730.778 for S&P, 1,005.0873 for Russell and 2,416.197 for Stoxx; 70% of initial levels due 7/28/2020
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,854.405 for S&P, 1,076.879 for Russell and 2,588.783 for Stoxx; 75% of initial levels due 7/28/2020
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,607.15 for S&P, 933.295 for Russell and 2,243.61 for Stoxx; 65% of initial levels due 7/28/2020
Credit Suisse AG, London Branch 0.00% due 1/27/2020
Credit Suisse AG, London Branch 0.00% due 10/25/2018
Credit Suisse AG, London Branch 12.50% due 7/24/2020
Credit Suisse AG, London Branch 0.00% due 10/24/2018
Credit Suisse AG, London Branch 0.00% due 8/23/2018
Credit Suisse AG, London Branch 0.00% due 8/27/2018
Credit Suisse AG, London Branch 0.00% due 10/23/2018
Credit Suisse AG, London Branch 0.00% due 10/23/2018
Credit Suisse AG, London Branch 8% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,599.3965 for S&P, 927.9491 for Russell, $50.843 for Biotech ETF; 65% of initial levels due 7/23/2018
Credit Suisse AG, London Branch 7.35% per year, payable quarterly, unless any index closes below 70% coupon barrier level on observation date for quarter due 7/19/2019
Credit Suisse AG, London Branch 12.25% due 7/20/2018
Credit Suisse AG, London Branch 9.396% per year, payable monthly, if each index closes at or above 70% coupon barrier level on observation date for period due 10/22/2018
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $70.326, 60% of initial price due 10/19/2018
Credit Suisse AG, London Branch 0.00% due 7/26/2018
Credit Suisse AG, London Branch 0.00% due 11/5/2018
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/downside threshold: $21.84, 69.5% of initial price due 7/17/2020
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/downside threshold: $43.21, 74.5% of initial price due 7/17/2020
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/downside threshold: $72.97, 65.5% of initial price due 7/17/2020
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 5.15% due 1/18/2019
Credit Suisse AG, London Branch 0.00% due 7/18/2019
Credit Suisse AG, London Branch 20.85% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter; Coupon barriers/knock-in levels: $103.439 for Apple, $50.239 for Microsoft, $112.441 for Nvidia; 70% of initial levels due 7/20/2020
Credit Suisse AG, London Branch 0.00% due 8/16/2018
Credit Suisse AG, London Branch 0.00% due 1/16/2020
Credit Suisse AG, London Branch 10.35% per year, payable quarterly if each index closes at or above coupon barrier on every day during that quarter; Coupon barriers: 1,130.42 for Russell, 1,940.42 for S&P and 2,771.58 for Stoxx: 80% of initial levels due 1/16/2020
Credit Suisse AG, London Branch 13.75% due 7/16/2018
Credit Suisse AG, London Branch 16.28% due 7/12/2018
Credit Suisse AG, London Branch 6.05% due 10/12/2018
Credit Suisse AG, London Branch 6.15% due 10/12/2018
Credit Suisse AG, London Branch 5.00% due 10/12/2018
Credit Suisse AG, London Branch 10%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $734.07, 75% of initial price due 10/12/2018
Credit Suisse AG, London Branch 7.65%, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Coupon barrier: $120.001, 70% of initial price due 10/12/2018
Credit Suisse AG, London Branch 7.65% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $28.791 for Emerging Markets, $96.432 for PowerShares QQQ; 70% of initial levels due 7/12/2018
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: $38.066 for Technology, $38.794 for Regional Banking, 2,423.442 for Stoxx; 70% of initial levels due 4/12/2021
Credit Suisse AG, London Branch 9.2% per year, payable quarterly unless any index closes below coupon barrier on observation date for quarter; Coupon barriers: 1,566.3375 for S&P, 910.52975 for Russell, 2,250.339 for Euro Stoxx; 65% of initial levels due 1/11/2021
Credit Suisse AG, London Branch 13.15% due 7/10/2018
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,817.56 for S&P 500, 1,061.519 for Russell 2000 and 2,581.41 for Euro Stoxx 50; 75% of initial levels due 10/9/2018
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 7/6/2022
Credit Suisse AG, London Branch 0.00% due 7/6/2022
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 1/4/2019
Credit Suisse AG, London Branch 8.5% per year, payable monthly, if each index closes at or above 70% coupon barrier level on observation date for month due 10/9/2018
Credit Suisse AG, London Branch 7% per year, payable monthly, if each index closes at or above 70% coupon barrier level on observation date for month due 10/9/2018
Credit Suisse AG, London Branch 7.5% per year, payable semiannually, if each index closes at or above 72% coupon barrier level on observation date for period due 7/6/2020
Credit Suisse AG, London Branch 7% per year, payable quarterly, if each index closes at or above 70% coupon barrier level on observation date for quarter due 7/6/2020
Credit Suisse AG, London Branch 6.75% per year, payable quarterly, unless either index closes below 60% coupon barrier level on observation date for quarter due 7/6/2022
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each component closes at or above 60% coupon barrier on observation date for that quarter due 7/6/2020
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch 8.54% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,575.22 for S&P 500, 919.983 for Russell 2000 and 2,237.22 for Euro Stoxx 50; 65% of initial levels due 1/7/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on observation date that quarter; Coupon barriers: 1,696.39 for S&P 500, 990.751 for Russell 2000 and 1,318.23 for MSCI EAFE; 70% of initial levels due 4/6/2022
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch 6.4%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/5/2018
Credit Suisse AG, London Branch 6%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 10/5/2018
Credit Suisse AG, London Branch 7.25%, payable monthly, if stock closes at or above 55% coupon barrier on review date for that month due 10/5/2018
Credit Suisse AG, London Branch 11.80% due 12/29/2017
Credit Suisse AG, London Branch 7.55% per year, payable quarterly, unless any index closes below 70% coupon barrier level on observation date for quarter due 7/3/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly, unless any index closes below 75% coupon barrier level on observation date for quarter due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 6/30/2022
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 8/1/2018
Credit Suisse AG, London Branch 0.00% due 7/2/2019
Credit Suisse AG, London Branch 0.00% due 7/2/2019
Credit Suisse AG, London Branch 6.55% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,122.8176, 80% of initial level due 12/30/2017
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level on observation date for that month due 6/30/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,052.6415 for Russell 2000 and 2,653.74 for Euro Stoxx 50, 75% of initial levels due 9/28/2018
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,052.6415 for Russell 2000 and 1,814.535 for S&P 500, 75% of initial levels due 12/31/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $38.635 for Biotech, $15.565 for Oil & Gas Exploration & Production; 50% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 11.4% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier/knock-in prices: $54.089 for Biotech, $37.492 for Banking; 70% of initial levels due 6/28/2019
Credit Suisse AG, London Branch 7.25% per year, payable monthly if index closes at or above its barrier level on observation date; Barrier: 991.0845; 70% of initial level due 7/12/2027
Credit Suisse AG, London Branch 7.25% per year, payable monthly if index closes at or above its barrier level on observation date; Barrier: 982.4654; 70% of initial level due 6/30/2027
Credit Suisse AG, London Branch 8.25% per year, payable quarterly, unless any index closes below 65% coupon barrier level on observation date for quarter due 12/30/2020
Credit Suisse AG, London Branch 5.5% per year, payable quarterly, unless either index closes below 60% coupon barrier level on observation date for quarter due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level on observation date for that month; coupon is 7% per annum initially, stepping up to 8% on June 30, 2022 and to 12% on June 30, 2025; Barrier levels: 982.4654 for Russell, 1,693.566 for S&P, 70% of initial level due 6/30/2027
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level, 70% of its initial level, on observation date for that month; coupon is 8% per annum initially, stepping up to 12% on June 30, 2022 due 6/30/2027
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 14.00% due 6/28/2018
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 1/2/2019
Credit Suisse AG, London Branch 0.00% due 12/28/2018
Credit Suisse AG, London Branch 0.00% due 12/28/2018
Credit Suisse AG, London Branch 8.55% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,061.084 for Russell, 1,828.73 for S&P and 2,657.76 for Stoxx: 75% of initial levels due 1/2/2019
Credit Suisse AG, London Branch 0.00% due 9/27/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/28/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5.7% per year unless either index closes below knock-in levels on observation date for that quarter due 6/28/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year unless either index closes below knock-in levels on observation date for that quarter due 6/30/2020
Credit Suisse AG, London Branch 9.1% per year, payable semiannually, if each index at or above 70% coupon barrier on observation date for period due 6/30/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 6.85% per year unless either index closes below knock-in levels on observation date for that period due 12/28/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 7.5% per year unless either index closes below knock-in levels on observation date for that period due 6/30/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in levels on observation date for that period due 6/30/2020
Credit Suisse AG, London Branch Each six months, notes pay contingent coupon at rate of 8.5% per year unless either index closes below knock-in levels on observation date for that period due 12/28/2020
Credit Suisse AG, London Branch 8.4% per year, payable quarterly, unless any index closes below coupon barrier level on observation date for quarter; Coupon barrier levels: 1,584.895 for S&P, 919.6057 for Russell, 2,303.392 for Euro Stoxx; 65% of initial levels due 12/28/2020
Credit Suisse AG, London Branch 0.00% due 1/4/2019
Credit Suisse AG, London Branch 0.00% due 1/4/2019
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $685.55, 68.3% of initial price due 6/25/2020
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $107.52, 73.5% of initial price due 6/25/2020
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon/downside threshold: $22.84, 66.8% of initial price due 6/25/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly, unless any index closes below coupon barrier level on observation date for quarter; Coupon barrier levels: 1,704.15 for S&P, 983.177 for Russell, 2,489.03 for Euro Stoxx; 70% of initial levels due 6/27/2019
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,704.15 for S&P 500, 938.177 for Russell 2000 and 2,489.03 for Euro Stoxx 50; 70% of initial levels due 12/31/2019
Credit Suisse AG, London Branch 6.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/24/2018
Credit Suisse AG, London Branch 6.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/24/2018
Credit Suisse AG, London Branch 7.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/24/2018
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,594.75 for S&P 500, 921.753 for Russell 2000 and 2,326.73 for Euro Stoxx 50; 65% of initial levels due 6/26/2020
Credit Suisse AG, London Branch 13.10% due 6/21/2018
Credit Suisse AG, London Branch 8.5%, payable monthly if shares close above knock-in level on observation date for the month due 9/21/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly, unless any index closes below coupon barrier level on observation date for quarter; Coupon barrier levels: 1,824.86 for S&P, 1,055.046 for Russell, 2,657.91 for Euro Stoxx; 75% of initial levels due 6/21/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch 6.4%, payable quarterly if each index closes at or above barrier on quarterly observation date; Barrier/thresholds: 1,703.21 for S&P and 2,480.72 for Stoxx; 70% of initial levels due 6/19/2020
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Barriers/thresholds: 1,581.55 for S&P 500, 914.373 for Russell 2000 and 2,303.52 for Euro Stoxx 50; 65% of initial levels due 6/23/2020
Credit Suisse AG, London Branch 7.00% due 6/20/2018
Credit Suisse AG, London Branch 0.00% due 6/18/2020
Credit Suisse AG, London Branch 9.00% due 6/19/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly, unless any index closes below 60% coupon barrier level on observation date for quarter due 6/14/2024
Credit Suisse AG, London Branch 0.00% due 6/12/2020
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,066.28 for Russell, 1,823.83 for S&P and 2,689.55 for Stoxx: 75% of initial levels due 6/13/2019
Credit Suisse AG, London Branch 0.00% due 9/12/2018
Credit Suisse AG, London Branch 6.75%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 9/14/2018
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: $49.954 for ETF, 1,702.239 for S&P, 2,510.249 for Stoxx; 70% of initial levels due 3/15/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 6/27/2018
Credit Suisse AG, London Branch 11% per year, payable quarterly if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $22.827, 70% of initial share price due 9/14/2018
Credit Suisse AG, London Branch 12.05% per year, payable quarterly if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $24.46, 75% of initial share price due 6/27/2018
Credit Suisse AG, London Branch 17.5% per year, payable monthly if Marathon Oil shares close at or above downside threshold level on determination date for that month due 12/14/2017
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,702.24 for S&P 500, 995.195 for Russell 2000 and 1,325.08 for MSCI EAFE; 70% of initial levels due 12/16/2021
Credit Suisse AG, London Branch 12.00% due 6/13/2018
Credit Suisse AG, London Branch 0.00% due 6/13/2022
Credit Suisse AG, London Branch 12.50% due 6/10/2019
Credit Suisse AG, London Branch 8.50% due 6/11/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.6% per year unless any index closes below knock-in level on observation date for that quarter due 6/25/2018
Credit Suisse AG, London Branch 10.5% annualized if each underling component closes at or above knock-in level on observation date for that quarter; otherwise, 1% for that quarter due 6/10/2019
Credit Suisse AG, London Branch 10.5% annualized if each underling component closes at or above knock-in level on observation date for that quarter; otherwise, 1% for that quarter due 6/10/2019
Credit Suisse AG, London Branch 0.00% due 7/10/2019
Credit Suisse AG, London Branch 0.00% due 6/10/2019
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barriers/knock-ins: 710.56 for MSCI Emerging Markets, 4,117.02 for Russell 2000 and 2,514.27 for Euro Stoxx 50; 70% of initial levels due 6/7/2022
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 983.7709 for Russell 2000 and 2,514.274 for Euro Stoxx 50, 70% of initial levels due 6/7/2018
Credit Suisse AG, London Branch 10% per year, payable monthly if each asset closes at or above its coupon barrier level on monthly observation date; Coupon barrier/buffers: 1,871.1462 for index, $53.5766 for ETF; 77% of initial levels due 6/8/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.27% per year unless any index closes below knock-in level on observation date for that quarter due 12/7/2020
Credit Suisse AG, London Branch 12.2% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $13.56 for Gold ETF, $41.748 for Biotech ETF; 60% of initial levels due 12/7/2020
Credit Suisse AG, London Branch 0.00% due 6/6/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2022
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 12/5/2018
Credit Suisse AG, London Branch 8.3% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,027.656 for Russell, 2,665.94 for Stoxx, 1,808.85 for S&P; 75% of initial levels due 6/5/2019
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above 75% coupon barrier on a monthly observation date due 9/5/2018
Credit Suisse AG, London Branch 11.5%, payable monthly if stock closes at or above 65% coupon barrier on a monthly observation date due 9/5/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.75% per year unless either index closes below knock-in level on observation date for that month due 9/5/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.25% per year unless either index closes below knock-in level on observation date for that month due 9/5/2018
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 6/25/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.75% per year unless either underlying component closes below knock-in level on observation date for that quarter due 6/5/2020
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,567.67 for S&P 500, 890.635 for Russell 2000 and 2,310.48 for Euro Stoxx 50; 65% of initial levels due 6/8/2020
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 0.00% due 6/2/2020
Credit Suisse AG, London Branch 9.25% annualized if each underling component closes at or above knock-in level on observation date for that quarter; otherwise, 1% for that quarter due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 2/4/2019
Credit Suisse AG, London Branch 0.00% due 12/2/2019
Credit Suisse AG, London Branch 12% per year, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 5/29/2020
Credit Suisse AG, London Branch 14.8% per year, payable quarterly if each component closes at or above 80% coupon barrier on observation date for that quarter due 11/30/2017
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if stock closes at or above 75% coupon barrier level on observation date for that quarter due 6/13/2018
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 6/3/2019
Credit Suisse AG, London Branch 0.00% due 8/29/2018
Credit Suisse AG, London Branch 0.00% due 6/13/2018
Credit Suisse AG, London Branch 0.00% due 6/2/2022
Credit Suisse AG, London Branch 0.00% due 6/2/2022
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes at or above barrier on quarterly observation date; Barrier/thresholds: 1,382.244 for Russell and 3,579.02 for Stoxx; 51.5% of initial levels due 5/28/2027
Credit Suisse AG, London Branch 0.00% due 6/4/2019
Credit Suisse AG, London Branch 0.00% due 6/4/2019
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,691.07 for S&P 500, 967.571 for Russell 2000 and 2,505.31 for Euro Stoxx 50; 70% of initial levels due 12/5/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,570.28 for S&P 500, 898.459 for Russell 2000 and 2,326.36 for Euro Stoxx 50; 65% of initial levels due 6/5/2020
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 5/31/2022
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 0.00% due 6/1/2020
Credit Suisse AG, London Branch 14.75% due 5/31/2018
Credit Suisse AG, London Branch 0.00% due 6/28/2018
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barriers/knock-in levels: 1,037.541 for Russell, 2,688.4125 for Stoxx 75% of initial levels due 8/31/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 5.5% per year unless either index closes below knock-in levels on observation date for that month due 5/31/2022
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each component closes at or above 65% coupon barrier on observation date for that quarter due 5/29/2020
Credit Suisse AG, London Branch For the first quarter, notes pay coupon of 12% annualized; thereafter notes pay contingent quarterly coupon unless any index closes below coupon barrier on observation date for that quarter; annualized rate is 12% from Aug. 31, 2017 to May 31, 2018, then 11% until May 31, 2019, then 10% through maturity; Coupon barrier: 1,803.29 for S&P 500, 1,037.541 for Russell 2000 and 2,688.4125 for Euro Stoxx 50; 75% of initial levels due 5/28/2027
Credit Suisse AG, London Branch Notes pay contingent quarterly coupon unless either index closes below coupon barrier on observation date for that quarter; annualized rate is 8% until May 31, 2022, then 12% through maturity 8% until May 31, 2022, then 12% through maturity; Coupon barrier: 968.3716 for Russell 2000 and 2,509.185 for Euro Stoxx 50; 70% of initial levels due 5/28/2027
Credit Suisse AG, London Branch 0.00% due 12/1/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 7.50% due 6/8/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level on observation date for that month; coupon is 7% per annum initially, stepping up to 10% on May 31, 2022; Barrier levels: 968.3716 for Russell, 1,690.549 for S&P, 70% of initial level due 5/28/2027
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each asset closes at or above its barrier level on observation date; Barriers/knock-ins: 967.7563 for Russell, 2,510.634 for Stoxx, $28.973 for ETF, 70% of initial levels due 5/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.7% per year unless any index closes below knock-in level on observation date for that quarter due 5/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.2% per year unless any index closes below knock-in level on observation date for that quarter due 5/30/2019
Credit Suisse AG, London Branch 6.75% due 8/27/2018
Credit Suisse AG, London Branch 6.00% due 8/27/2018
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/29/2019
Credit Suisse AG, London Branch 11% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $44.37, 80% of initial share price due 6/11/2018
Credit Suisse AG, London Branch 6.50% due 8/27/2018
Credit Suisse AG, London Branch 6.00% due 8/27/2018
Credit Suisse AG, London Branch 0.00% due 6/26/2018
Credit Suisse AG, London Branch 9.25% due 8/24/2018
Credit Suisse AG, London Branch 9.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,786.30 for S&P 500, 1,025.498 for Russell 2000 and 2,690.26 for Euro Stoxx 50; 75% of initial levels due 11/22/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year unless either index closes below knock-in levels on observation date for that quarter due 5/26/2020
Credit Suisse AG, London Branch 6.5% per year, payable semiannually if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 957.131 for Russell, 1,667.211 for S&P; 70% of initial levels due 5/26/2020
Credit Suisse AG, London Branch 11.2% per year, payable quarterly if each ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $21.312 for Oil & Gas ETF, $41.484 for Biotech ETF; 60% of initial levels due 11/24/2020
Credit Suisse AG, London Branch 0.00% due 5/26/2023
Credit Suisse AG, London Branch 0.00% due 5/24/2022
Credit Suisse AG, London Branch 0.00% due 5/27/2022
Credit Suisse AG, London Branch 8.5%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 2,510.91 for Euro Stoxx 50 and 957.131 for Russell 2000; 70% of initial levels due 5/22/2020
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,509.381 for Euro Stoxx 50, 949.1223 for Russell 2000 and 1,649.921 for S&P 500; 70% of initial levels due 5/26/2020
Credit Suisse AG, London Branch 0.00% due 5/22/2020
Credit Suisse AG, London Branch 5.75% due 8/20/2018
Credit Suisse AG, London Branch 8.00% due 5/21/2018
Credit Suisse AG, London Branch 6%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 8/20/2018
Credit Suisse AG, London Branch 0.00% due 2/18/2021
Credit Suisse AG, London Branch 0.00% due 5/18/2020
Credit Suisse AG, London Branch 0.00% due 5/31/2018
Credit Suisse AG, London Branch 14.4% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter due 5/17/2018
Credit Suisse AG, London Branch 7% per year, payable monthly if each asset closes at or above its coupon barrier level on monthly observation date; Coupon barrier/buffers: 2,673.5772 for Stoxx 50, $30.2967 for ETF; 73.5% of initial levels due 5/18/2020
Credit Suisse AG, London Branch 0.00% due 7/16/2018
Credit Suisse AG, London Branch 0.00% due 6/5/2019
Credit Suisse AG, London Branch 0.00% due 6/1/2020
Credit Suisse AG, London Branch 6.45% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 12,551.652 for Dow, 834.1176 for Russell, 1,436.664 for S&P; 60% of initial levels due 5/18/2020
Credit Suisse AG, London Branch 7.2%, payable quarterly if each index closes at or above 70% coupon barrier on observation date due 5/16/2019
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,679.74 for S&P 500, 979.712 for Russell 2000 and 2,552.02 for Euro Stoxx; 70% of initial levels due 5/18/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: 1,679.74 for S&P 500, 979.712 for Russell 2000 and 1,303.95 for MSCI EAFE; 70% of initial levels due 11/17/2021
Credit Suisse AG, London Branch 15.60% due 5/14/2018
Credit Suisse AG, London Branch 7.00% due 8/13/2018
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier/knock-in price: $115.4925, 75% of initial share price due 8/13/2018
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier/knock-in price: $16.786, 70% of initial share price due 8/13/2018
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier/knock-in price: $17.985, 75% of initial share price due 8/13/2018
Credit Suisse AG, London Branch 6.5%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier/knock-in price: $105.336, 70% of initial share price due 8/13/2018
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier price on a monthly observation date; Coupon barrier/knock-in price: $94.476, 60% of initial share price due 8/13/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each ETF closes at or above barrier on quarterly observation date due 5/12/2020
Credit Suisse AG, London Branch 0.00% due 6/8/2018
Credit Suisse AG, London Branch 0.00% due 11/8/2018
Credit Suisse AG, London Branch 0.00% due 5/23/2018
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date; Coupon barriers: 698.498 for Russell, 1,829.40 for Euro Stoxx; 50% of initial levels due 5/11/2027
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers: 1,559.54 for S&P, 908.047 for Russell, 2,378.21 for Euro Stoxx; 65% of initial levels due 5/11/2020
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 0.00% due 6/7/2018
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch 0.00% due 5/7/2019
Credit Suisse AG, London Branch 16.6% per year, payable quarterly if each stock closes at or above its barrier level on observation date for that quarter due 5/9/2019
Credit Suisse AG, London Branch 0.00% due 4/5/2019
Credit Suisse AG, London Branch 0.00% due 1/6/2023
Credit Suisse AG, London Branch 0.00% due 5/3/2022
Credit Suisse AG, London Branch 0.00% due 5/1/2020
Credit Suisse AG, London Branch 0.00% due 5/1/2020
Credit Suisse AG, London Branch 6.00% due 5/3/2018
Credit Suisse AG, London Branch 0.00% due 11/1/2018
Credit Suisse AG, London Branch 0.00% due 5/1/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,788.25 for S&P 500, 1,050.321 for Russell 2000 and 2,669.69 for Euro Stoxx 50; 75% of initial levels due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 5/16/2018
Credit Suisse AG, London Branch 6.2% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barriers: 1,050.321 for Russell, 2,669.6925 for Stoxx 75% of initial levels due 5/3/2019
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each fund closes at or above its barrier level on quarterly observation date; Barrier prices: $17.6475 for Financial Select, $30.045 for Emerging Markets; 75% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level on observation date for that month due 5/4/2020
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 840.2568 for Russell, 1,430.52 for S&P; 60% of initial levels due 8/3/2018
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 980.2996 for Russell, 1,668.94 for S&P; 70% of initial levels due 8/3/2018
Credit Suisse AG, London Branch 9% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,430.52 for S&P 500, $42.864for Biotech ETF; 60% of initial levels due 5/4/2020
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 980.2996 for Russell, 1,668.94 for S&P; 70% of initial levels due 5/4/2020
Credit Suisse AG, London Branch 0.00% due 5/1/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers/triggers: 1,552.70 for S&P, 921.133 for Russell, 2,316.14 for Euro Stoxx; 65% of initial levels due 11/4/2019
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers/triggers: 1,767.69 for S&P, 1,048.674 for Russell, 2,636.83 for Euro Stoxx; 74% of initial levels due 11/4/2019
Credit Suisse AG, London Branch 6.75% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 1,135.5448, 80% of initial level due 10/28/2017
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 22% per year, payable monthly due 10/30/2017
Credit Suisse AG, London Branch 0.00% due 2/1/2019
Credit Suisse AG, London Branch 0.00% due 4/27/2022
Credit Suisse AG, London Branch 9%, payable quarterly if shares close at or above coupon barrier on quarterly observation date; Coupon barrier: $61.72, 68.4% of initial price due 4/29/2020
Credit Suisse AG, London Branch 7%, payable quarterly if shares close at or above coupon barrier on quarterly observation date; Coupon barrier: $148.25, 78.2% of initial price due 4/29/2020
Credit Suisse AG, London Branch 0.00% due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 4/28/2022
Credit Suisse AG, London Branch 0.00% due 4/29/2019
Credit Suisse AG, London Branch 0.00% due 5/30/2018
Credit Suisse AG, London Branch 0.00% due 4/29/2019
Credit Suisse AG, London Branch 0.00% due 4/29/2019
Credit Suisse AG, London Branch 0.00% due 4/29/2020
Credit Suisse AG, London Branch 9% per year, payable monthly if each stock closes at or above its barrier level on observation date for that month due 4/29/2019
Credit Suisse AG, London Branch 7% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 978.5594 for Russell, 2,504.166 for Stoxx; 70% of initial levels due 7/27/2018
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,048.4565 for Russell, 1,780.6125 for S&P; 75% of initial levels due 7/27/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,424.29 for S&P 500, $41.496 for Biotech ETF; 60% of initial levels due 4/27/2020
Credit Suisse AG, London Branch 6% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 838.7652 for Russell, 1,424.49 for S&P; 60% of initial levels due 4/27/2022
Credit Suisse AG, London Branch 0.00% due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 4/29/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level on observation date for that month; coupon is 8% per annum initially, stepping up to 10% on April 28, 2022 and to 12% on April 28, 2025; Barrier levels: 908.6623 for Russell, 2,325.297 for Stoxx, 65% of initial level due 4/28/2027
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level on observation date for that month; coupon is 7% per annum initially, stepping up to 10% on April 28, 2022 and to 12% on April 28, 2025 due 4/28/2027
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless index closes below barrier level on observation date for that month; coupon is 7% per annum initially, stepping up to 13% April 28, 2022; Barrier level: 978.5594, 70% of initial level due 4/28/2027
Credit Suisse AG, London Branch 0.00% due 4/29/2019
Credit Suisse AG, London Branch 0.00% due 4/28/2020
Credit Suisse AG, London Branch 0.00% due 5/9/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7% per annum unless either index closes below barrier level on observation date for that month; Barrier/knock-in levels: 965.8978 for Russell, 1,644.083 for S&P, 70% of initial level due 4/28/2020
Credit Suisse AG, London Branch 0.00% due 10/29/2018
Credit Suisse AG, London Branch 0.00% due 10/24/2018
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barriers/triggers: 1,526.65 for S&P, 896.905 for Russell, 2,236.18 for Euro Stoxx; 65% of initial levels due 10/28/2019
Credit Suisse AG, London Branch 8.50% due 7/24/2018
Credit Suisse AG, London Branch 0.00% due 4/26/2019
Credit Suisse AG, London Branch 0.00% due 4/26/2019
Credit Suisse AG, London Branch 8.9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 7/24/2018
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $83.384, 80% of initial share price due 4/24/2018
Credit Suisse AG, London Branch 7.15%, payable quarterly if each index closes at or above barrier on quarterly observation date; Barrier/thresholds; 674.00 for Emerging Markets, 1,245.90 for EAFE; 70% of initial levels due 4/20/2020
Credit Suisse AG, London Branch 10.50% due 4/18/2018
Credit Suisse AG, London Branch 15.75% due 4/18/2018
Credit Suisse AG, London Branch 8% per year, payable monthly if each asset closes at or above its barrier level on observation date; Barrier/knock-in levels: $44.5055 for ETF, 1,513.8175 for S&P; 65% of initial levels due 7/18/2018
Credit Suisse AG, London Branch 10.5% per year per quarterly period if both ETFs close at or above coupon barrier levels during that quarter; Coupon barrier levels: $25.431 for Oil, $17.178 for Gold, 70% of initial levels due 4/18/2018
Credit Suisse AG, London Branch 0.00% due 5/2/2018
Credit Suisse AG, London Branch 9.1%, payable quarterly if each index closes above threshold level on observation date for that quarter due 4/22/2019
Credit Suisse AG, London Branch 0.00% due 8/3/2018
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level each day that quarter; Coupon barrier levels: 1,513.82 for S&P, 874.409 for Russell, 2,241.37 for Euro Stoxx; 65% of initial levels due 4/24/2020
Credit Suisse AG, London Branch 7.15% due 7/16/2018
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above 55% coupon barrier on observation date for that month due 7/16/2018
Credit Suisse AG, London Branch 0.00% due 10/16/2019
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,648.88 for S&P 500, 955.194 for Russell 2000 and 2,447.06 for Euro Stoxx 50; 70% of initial levels due 4/14/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if ETF closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $33.69, 79.5% of initial share price due 4/25/2018
Credit Suisse AG, London Branch 0.00% due 5/10/2018
Credit Suisse AG, London Branch 0.00% due 7/11/2018
Credit Suisse AG, London Branch 0.00% due 4/9/2020
Credit Suisse AG, London Branch 10.00% due 4/10/2018
Credit Suisse AG, London Branch 0.00% due 11/8/2018
Credit Suisse AG, London Branch 0.00% due 2/7/2019
Credit Suisse AG, London Branch 0.00% due 6/6/2019
Credit Suisse AG, London Branch 0.00% due 4/5/2022
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above knock-in level on observation date for that quarter due 4/3/2019
Credit Suisse AG, London Branch 12% per year, payable monthly due 4/5/2018
Credit Suisse AG, London Branch 5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 831.552 for Russell, 1,417.632 for S&P; 60% of initial levels due 7/5/2018
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 970.144 for Russell, 1,653.904 for S&P; 70% of initial levels due 7/5/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 970.144 for Russell, 1,653.904 for S&P; 70% of initial levels due 4/6/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each component closes at or above its 60% coupon barrier on review date for that quarter due 4/6/2020
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2022
Credit Suisse AG, London Branch 0.00% due 5/25/2018
Credit Suisse AG, London Branch 28% per year, payable monthly if each stock closes at or above its barrier level for that month due 10/3/2017
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 7.4% per year if coupon barrier event does not occur during that quarter; otherwise, coupon will be 1% per year for that interest period and each subsequent interest period; Coupon barrier event: Either fund finishes below coupon barrier level; Coupon barrier levels: $38.6325 for utilities fund, $29.31785 for China fund; 75% of initial levels due 1/3/2019
Credit Suisse AG, London Branch 0.00% due 2/1/2019
Credit Suisse AG, London Branch 8.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon levels: 2,432.69 for Stoxx, 960.152 for Russell, 70% of initial levels due 4/2/2027
Credit Suisse AG, London Branch 8.7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 960.152 for Russell, 2,432.69 for Stoxx; 70% of initial levels due 4/2/2027
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 5/25/2018
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 4/6/2020
Credit Suisse AG, London Branch 0.00% due 6/1/2018
Credit Suisse AG, London Branch 0.00% due 4/2/2019
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 0.00% due 4/2/2020
Credit Suisse AG, London Branch 5.6% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 1,093.8088, 80% of initial level due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 8.5% per year, payable monthly if each stock closes at or above its barrier level for that month due 3/29/2019
Credit Suisse AG, London Branch 10% per year, payable monthly if each stock closes at or above its barrier level for that month due 3/29/2019
Credit Suisse AG, London Branch 7% per year, payable quarterly if each as index set closes at or above its barrier level on observation date; Barrier/knock-in levels: 957.0827 for Russell, 2,425.549 for Stoxx; 70% of initial levels due 9/28/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each as index set closes at or above its barrier level on observation date; Barrier/knock-in levels: 957.0827 for Russell, 2,425.549 for Stoxx; 70% of initial levels due 3/31/2022
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its barrier level on observation date; Barrier/knock-in levels: 957.08275 for Russell, 2,425.549 for Stoxx; 70% of initial levels due 6/29/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 12.607% per year unless any stock closes below barrier level on observation date for that month due 3/30/2018
Credit Suisse AG, London Branch 6% per year, payable quarterly if each as index set closes at or above its barrier level on observation date; Barrier/knock-in levels: 1,025.44575 for Russell, 1,768.9275 for S&P; 75% of initial levels due 3/31/2020
Credit Suisse AG, London Branch 6% per year, payable monthly if each as index set closes at or above its barrier level on monthly observation date; Barrier/knock-in levels: 1,025.44575 for Russell, 1,768.9275for S&P; 75% of initial levels due 6/29/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if index closes at or above its barrier level on observation date; Barrier: 957.0827; 70% of initial level due 3/31/2027
Credit Suisse AG, London Branch 6% per year, payable quarterly if each as index set closes at or above its barrier level on observation date; Barrier/knock-in levels: 820.3566 for Russell, 1,415.142 for S&P; 60% of initial levels due 3/31/2022
Credit Suisse AG, London Branch 8.6% per year, payable quarterly if each component closes at or above its 60% coupon barrier on review date for that quarter due 3/31/2020
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level on observation date for that month; coupon is 9% per annum initially, stepping up to 15% March 31, 2022; Barrier levels: 70% of initial levels due 3/31/2027
Credit Suisse AG, London Branch Each month, notes pay contingent coupon unless either index closes below barrier level on observation date for that month; coupon is 7% per annum initially, stepping up to 15% March 31, 2022; Barrier levels: 65% of initial levels due 3/31/2027
Credit Suisse AG, London Branch If no coupon barrier event occurs, contingent coupon will be paid at rate of 7% per year for that quarter; if coupon barrier event does occur, no coupon will be paid that quarter; Coupon barriers: 1,709.9334 for S&P and 2,512.5074 for Euro Stoxx 50; 72.95% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 4/13/2018
Credit Suisse AG, London Branch 0.00% due 3/31/2022
Credit Suisse AG, London Branch 0.00% due 4/1/2019
Credit Suisse AG, London Branch 0.00% due 4/1/2019
Credit Suisse AG, London Branch 0.00% due 6/28/2018
Credit Suisse AG, London Branch If the index does not close below the coupon barrier level during a monthly observation period, the notes will pay a contingent coupon that month at a rate of 5.31% per year; otherwise, no coupon will be paid for that month or any subsequent month; only payable during the first year; Coupon barrier: 2,140.425, 90% of initial level due 3/23/2020
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 12.75% due 3/29/2018
Credit Suisse AG, London Branch 18.75% per year, payable quarterly if each stock closes at or above its barrier level for that quarter due 3/29/2019
Credit Suisse AG, London Branch 7.25% per year, payable semiannually if each as index closes at or above its 70% coupon barrier on review date for that period due 3/31/2020
Credit Suisse AG, London Branch 10.47% per year, payable quarterly if each as index closes at or above its barrier level on observation date that quarter; Barrier/knock-in levels: 1,757.985 for S&P, 1,015.9815 for Russell, 2,583.1125 for Stoxx; 75% of initial levels due 3/29/2019
Credit Suisse AG, London Branch 8.86% per year, payable quarterly if each as index closes at or above its barrier level on observation date that quarter; Barrier/knock-in levels: 1,640.786 for S&P, 948.2494 for Russell, 2,410.905 for Stoxx; 70% of initial levels due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 10/1/2018
Credit Suisse AG, London Branch 0.00% due 6/27/2018
Credit Suisse AG, London Branch 7% per year, payable each month stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $47.94, 69% of initial price due 3/28/2022
Credit Suisse AG, London Branch 6.5% per year, payable each month stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $22.44, 75.5% of initial price due 3/28/2022
Credit Suisse AG, London Branch 8% per year, payable each month stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $45.23, 67% of initial price due 3/28/2022
Credit Suisse AG, London Branch 8% per year, payable each month stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $45.23, 67% of initial price due 3/28/2022
Credit Suisse AG, London Branch 7% per year, payable each month stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $45.48, 78% of initial price due 3/28/2022
Credit Suisse AG, London Branch 8.5%, payable quarterly if each index closes at or above barrier on quarterly observation date; Barrier/thresholds; 948.249 for Russell, 2,410.91 for Stoxx; 70% of initial levels due 3/30/2020
Credit Suisse AG, London Branch 8.40% due 3/28/2018
Credit Suisse AG, London Branch 10.50% due 6/28/2018
Credit Suisse AG, London Branch 7.15% due 6/25/2018
Credit Suisse AG, London Branch 18.1% per year, payable monthly due 3/26/2018
Credit Suisse AG, London Branch 6.00% due 3/23/2018
Credit Suisse AG, London Branch 8.00% due 3/23/2018
Credit Suisse AG, London Branch 8.00% due 3/23/2018
Credit Suisse AG, London Branch 11.50% due 6/25/2018
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 9/27/2019
Credit Suisse AG, London Branch If the index does not close below the coupon barrier level during a monthly observation period, the notes will pay a contingent coupon that month at a rate of 5.31% per year; otherwise, no coupon will be paid for that month or any subsequent month; only payable during the first year; Coupon barrier: 2,140.425, 90% of initial level due 3/23/2020
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 974.0668 for Russell, 1,664.775 for S&P, for ETF; $39.578, 70% of initial levels due 3/22/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.5% per year unless any index closes below barrier level on observation date for that quarter due 3/22/2019
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 10.55% per year if knock-in event does not occur during that quarter; otherwise, coupon will be 1% per year for that interest period and each subsequent interest period due 3/22/2019
Credit Suisse AG, London Branch 7.25% due 3/21/2019
Credit Suisse AG, London Branch 8.6%, payable quarterly if each index closes above 65% coupon barrier on each day for that quarter due 9/20/2019
Credit Suisse AG, London Branch 8.00% due 3/20/2019
Credit Suisse AG, London Branch 6.50% due 3/15/2018
Credit Suisse AG, London Branch 14.55% per year; if any stock closes below its barrier level on a monthly observation date, no contingent coupon will be paid that month; if each stock closes at or above its coupon barrier level on a monthly observation date, the notes will pay the continent coupon for that month and all prior unpaid contingent coupons, if any; Coupon barriers: $97.153 for Facebook, $602.9835 for Alphabet, $596.722 for Amazon, $69.384 for Nvidia; 70% of initial prices due 3/15/2018
Credit Suisse AG, London Branch 8.05% per year, payable quarterly if each index closes at or above its 65% barrier on review date for that quarter due 3/15/2022
Credit Suisse AG, London Branch 10.00% due 12/15/2017
Credit Suisse AG, London Branch 0.00% due 6/13/2018
Credit Suisse AG, London Branch 0.00% due 6/13/2018
Credit Suisse AG, London Branch 7.6%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,660.82 for S&P, 2,391.39 for Euro Stoxx; 70% of initial levels due 3/13/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 9/17/2019
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 3/17/2020
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 9/17/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 956.2273 for Russell, 1,654.086 for S&P; 70% of initial levels due 7/13/2018
Credit Suisse AG, London Branch 5.05% due 4/13/2018
Credit Suisse AG, London Branch 7.50% due 3/13/2018
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 962.4132 for Russell, 1,657.873 for S&P; 70% of initial levels due 9/10/2018
Credit Suisse AG, London Branch 15.40% due 3/8/2018
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each fund closes at or above its barrier level on any monthly observation date; Barrier/knock-in prices: $97.055 for iShares Russell 2000, $24.598 for SPDR Euro Stoxx 50; 70% of initial levels due 6/8/2018
Credit Suisse AG, London Branch 0.00% due 9/6/2018
Credit Suisse AG, London Branch 4% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 2,024.63, 85% of initial index level due 9/7/2018
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if each index closes at or above its downside threshold level on each day during that quarter due 3/11/2019
Credit Suisse AG, London Branch 8.5%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/6/2018
Credit Suisse AG, London Branch 7.25%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/6/2018
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above knock-in price on a monthly observation date due 3/6/2018
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 0.00% due 3/3/2022
Credit Suisse AG, London Branch 9.20% due 3/5/2018
Credit Suisse AG, London Branch 10.25% due 6/4/2018
Credit Suisse AG, London Branch 0.00% due 3/27/2020
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 12.05% per year, payable monthly if each stock closes at or above its 70% coupon barrier on review date for that month due 3/5/2018
Credit Suisse AG, London Branch 5.25% per year, payable quarterly if each index closes at or above its 60% coupon barrier on review date for that quarter due 6/4/2018
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above its 70% coupon barrier on review date for that month due 6/4/2018
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above its 70% coupon barrier on review date for that quarter due 3/3/2020
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if each as index closes at or above its 70% coupon barrier on review date for that period due 3/3/2020
Credit Suisse AG, London Branch 10.25% per year, payable quarterly if each component closes at or above its 70% coupon barrier on review date for that quarter due 3/3/2020
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 7.25% annualized if each underling component closes at or above 70% coupon barrier level on observation date for that quarter; otherwise, 1% for that quarter due 12/3/2018
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 6.6% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 1,893.872, 80% of initial level due 8/28/2024
Credit Suisse AG, London Branch 0.00% due 3/4/2019
Credit Suisse AG, London Branch 10.65% per year, payable quarterly if each index closes at or above its barrier level on the observation date that quarter; Barrier levels: 1,657.14 for S&P, 976.168 for Russell, 2,312.86 for Euro Stoxx 50; 70% of initial levels due 2/26/2027
Credit Suisse AG, London Branch 10.2% per year, payable quarterly if each index closes at or above its trigger level each day for that quarter due 9/3/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 2/28/2022
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch 0.00% due 2/25/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch 9% per year, payable monthly if each stocks set closes at or above its knock-in level on observation date due 2/28/2019
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each as index set closes at or above its barrier level on monthly observation date; Barrier/knock-in levels: 976.2361 for Russell, 2,333.72 for Stoxx; 70% of initial levels due 5/29/2018
Credit Suisse AG, London Branch 8.337% per year, payable monthly if each stocks set closes at or above its knock-in level on observation date due 2/28/2018
Credit Suisse AG, London Branch 6.5% per year, payable monthly if each index closes at or above its barrier level on monthly observation date; Barrier/knock-in levels: 1,045.96725 for Russell, 1,772.8575 for S&P; 75% of initial levels due 5/9/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.2% per year unless any index closes below barrier level on observation date for that quarter due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 8/27/2020
Credit Suisse AG, London Branch 0.00% due 2/26/2021
Credit Suisse AG, London Branch 0.00% due 2/21/2019
Credit Suisse AG, London Branch 0.00% due 2/25/2019
Credit Suisse AG, London Branch Applicable coupon paid monthly if index closes at or above barrier level on observation date for that month; coupon is 7% initially, stepping up to 10% on Feb. 22, 2022; Barrier level: 1,654.667, 70% of initial level due 2/26/2027
Credit Suisse AG, London Branch 6.00% due 2/27/2018
Credit Suisse AG, London Branch 6.60% due 2/27/2018
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above 70% knock-in level on a monthly observation date due 2/27/2018
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if each fund closes at or above its barrier level on any quarterly observation date due 5/24/2018
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each as index closes at or above its barrier level on every day during the quarter; Barrier/knock-in levels: 1,655.766 for S&P, 987.2408 for Russell, 2,337.531 for Stoxx; 70% of initial levels due 5/24/2018
Credit Suisse AG, London Branch 0.00% due 2/26/2019
Credit Suisse AG, London Branch 0.00% due 3/26/2018
Credit Suisse AG, London Branch 0.00% due 2/23/2022
Credit Suisse AG, London Branch 6.5%, payable monthly if shares close above knock-in level on observation date for the month due 2/23/2018
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each as index closes at or above its 70% coupon barrier on quarterly observation date due 2/27/2020
Credit Suisse AG, London Branch 0.00% due 8/24/2018
Credit Suisse AG, London Branch 0.00% due 3/22/2018
Credit Suisse AG, London Branch 0.00% due 2/27/2023
Credit Suisse AG, London Branch 0.00% due 2/27/2023
Credit Suisse AG, London Branch 0.00% due 3/7/2018
Credit Suisse AG, London Branch 8.15% per year, payable quarterly if each index closes at or above its trigger level on observation date for that quarter due 8/23/2021
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its trigger level on observation date for that quarter due 8/26/2019
Credit Suisse AG, London Branch 7% per year if each underlier closes at or above coupon barrier level on observation date for that quarter; otherwise, interest rate for that quarter will be 1% per year; Coupon barriers: 1,597.49 for index and $46.9948 for ETF, or 68% of initial levels due 8/21/2018
Credit Suisse AG, London Branch 0.00% due 6/5/2018
Credit Suisse AG, London Branch 0.00% due 6/5/2018
Credit Suisse AG, London Branch 15.2% per year, payable monthly if each stocks set closes at or above its barrier level on observation date due 2/20/2018
Credit Suisse AG, London Branch 9.3% per year, payable quarterly if each index closes at or above coupon barrier every day that quarter; Barriers/ thresholds: 14,534.20 for Nikkei, 3,920.015 for Nasdaq, 1,737.08 for S&P, 75% of initial levels due 2/15/2019
Credit Suisse AG, London Branch 8.4%, payable quarterly if each index closes above 65% coupon barrier on each day for that quarter due 2/14/2019
Credit Suisse AG, London Branch 10.5%, payable monthly if shares close above knock-in level on observation date for the month due 2/15/2019
Credit Suisse AG, London Branch 8%, payable monthly if shares close above knock-in level on observation date for the month due 2/15/2019
Credit Suisse AG, London Branch 10% per year, payable monthly if stock closes at or above 73% coupon barrier on observation date due 2/28/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if Bank of America stock closes at or above 73% coupon barrier level on observation date for that quarter due 2/28/2018
Credit Suisse AG, London Branch 10.50% due 2/15/2018
Credit Suisse AG, London Branch 0.00% due 5/16/2018
Credit Suisse AG, London Branch 0.00% due 11/14/2018
Credit Suisse AG, London Branch 8.35% per year, payable quarterly if each as index closes at or above its barrier level on quarterly observation date; Barrier levels: 884.690 for Russell, 1,490.502 for S&P, 2,103.212 for Stoxx; 65% of initial levels due 2/14/2022
Credit Suisse AG, London Branch 8% per year, payable quarterly if each component closes at or above its 68.5% coupon barrier on quarterly observation date due 2/10/2020
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 956.662 for Russell, 1,604.792 for S&P; 70% of initial levels due 5/9/2018
Credit Suisse AG, London Branch 4.5% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date due 8/9/2018
Credit Suisse AG, London Branch 9.00% due 5/8/2018
Credit Suisse AG, London Branch 14.1%, payable quarterly if each index closes above barrier every day that quarter due 2/7/2019
Credit Suisse AG, London Branch 11.8% per year, payable quarterly if ETF closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: $30.51; 75% of initial levels due 2/22/2018
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each as index closes at or above its 70% coupon barrier on quarterly observation date due 2/10/2020
Credit Suisse AG, London Branch 0.00% due 4/6/2018
Credit Suisse AG, London Branch 0.00% due 2/21/2018
Credit Suisse AG, London Branch 0.00% due 5/9/2018
Credit Suisse AG, London Branch 0.00% due 5/9/2018
Credit Suisse AG, London Branch 0.00% due 8/6/2018
Credit Suisse AG, London Branch 5.70% due 8/7/2018
Credit Suisse AG, London Branch 8.30% due 2/6/2019
Credit Suisse AG, London Branch 0.00% due 2/4/2021
Credit Suisse AG, London Branch 15.75% per year, payable monthly if each stock closes at or above its barrier level for that month due 2/6/2018
Credit Suisse AG, London Branch 0.00% due 2/3/2022
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 8.00% due 2/5/2018
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 0.00% due 8/3/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 953.2768 for Russell, 1,595.209 for S&P; 70% of initial levels due 5/3/2018
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 817.0944 for Russell, 1,367.322 for S&P; 60% of initial levels due 5/3/2018
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 953.2768 for Russell, 1,595.209 for S&P; 70% of initial levels due 2/3/2020
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its 60% coupon barrier on review date beginning July 31, 2017 due 2/3/2020
Credit Suisse AG, London Branch 0.00% due 3/5/2018
Credit Suisse AG, London Branch 0.00% due 2/5/2020
Credit Suisse AG, London Branch 9.35% annualized, payable quarterly if each index closes at or above threshold level on observation date for that quarter due 2/4/2019
Credit Suisse AG, London Branch 5.75% due 2/2/2018
Credit Suisse AG, London Branch 9.9% per year, payable quarterly if each index closes at or above knock-in level on the observation date that quarter due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 0.00% due 3/2/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 11.05%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 2,477.50 for Stoxx, 1,028.028 for Russell, 1,721.02 for S&P; 75% of initial levels due 2/2/2022
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if each index closes at or above its coupon barrier level each day for that quarter; Coupon barrier levels: 2,147.16 for Euro Stoxx 50, 890.958 for Russell 2000, 1,491.55 for S&P 500; 65% of initial levels due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 3/29/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 0.00% due 1/30/2020
Credit Suisse AG, London Branch 5.25% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 1,837.344, 80% of initial level due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 3/29/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above its 70% coupon barrier on quarterly observation date due 4/30/2018
Credit Suisse AG, London Branch 6.85% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,031.69625 for Russell, 1,722.51 for S&P; 75% of initial levels due 4/30/2018
Credit Suisse AG, London Branch 7.25% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,031.69625 for Russell, 1,722.51 for S&P; 75% of initial levels due 4/30/2018
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above its 70% coupon barrier on quarterly observation date due 1/31/2020
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above its 60% coupon barrier on quarterly observation date due 1/31/2022
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its 60% coupon barrier on review date beginning July 31, 2017 due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch For the first year, interest is payable quarterly at 12% per year; after that, notes pay a contingent coupon on a quarter only if each index closes at or above its coupon barrier on observation date for that quarter; contingent coupon rate will be 12% for year two and 10% for years three through 10; Barrier levels: 1,722.51 for S&P, 1031.69625 for Russell, 2,489.3475 for Stoxx; 75% of initial levels due 1/29/2027
Credit Suisse AG, London Branch Contingent coupon payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 9% per year the first five years stepping up to 12%, per year on Jan. 31, 2022 and to 15% per year on Jan. 31, 2025; Coupon barriers: 2,323.391 for Stoxx and 962.9165 for Russell; 75% of initial levels due 1/29/2027
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter. Coupon is 7% per annum initially, stepping up to 10% on Jan. 31, 2022 and to 12% on Jan. 31, 2025; Barrier levels: 1,378.008 for S&P, 825.357 for Russell, 60% of initial levels due 1/29/2027
Credit Suisse AG, London Branch Contingent coupon payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 7% per year the first five years, then 10% per year beginning on Jan. 31, 2022; Coupon barrier: 1,607.676; 70% of initial levels due 1/29/2027
Credit Suisse AG, London Branch 0.00% due 1/30/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2018
Credit Suisse AG, London Branch 11.00% due 4/27/2018
Credit Suisse AG, London Branch 10.6% per year, payable quarterly if each index closes at or above its coupon barrier level each day for that quarter; Coupon barrier levels: 2,132.99 for Euro Stoxx 50, 889.987 for Russell 2000, 1,482.05 for S&P 500; 65% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 1/28/2020
Credit Suisse AG, London Branch 0.00% due 1/29/2019
Credit Suisse AG, London Branch 0.00% due 2/27/2018
Credit Suisse AG, London Branch 9.50% due 1/22/2018
Credit Suisse AG, London Branch 6.00% due 1/25/2018
Credit Suisse AG, London Branch 8.75% due 1/25/2018
Credit Suisse AG, London Branch 11.50% due 1/25/2018
Credit Suisse AG, London Branch 13.3%, payable quarterly if each index closes above barrier every day that quarter; Barrier levels: 1,703.48 for S&P, 1,013.886 for Russell, 2,474.58 for Stoxx, 75% of initial levels due 1/25/2019
Credit Suisse AG, London Branch 14.55% per year, payable quarterly if Celgene stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $90.13, 80% of initial share price due 2/7/2018
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each underlying component closes at or above its 70% coupon barrier on quarterly observation date due 1/27/2020
Credit Suisse AG, London Branch 7.75% per year, payable quarterly if each index closes at or above its 70% coupon barrier on quarterly observation date due 1/27/2020
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each index closes at or above its 70% coupon barrier on quarterly observation date due 4/25/2018
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 9.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 2,309.61 for Stoxx, 946.294 for Russell, 1,589.92 for S&P; 70% of initial levels due 1/27/2027
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above knock-in level on the observation date that quarter due 4/23/2018
Credit Suisse AG, London Branch 0.00% due 5/23/2018
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 7.7% per year per quarter if both indexes close at or above coupon barrier levels on each day of that quarter, otherwise 1% per year; Coupon barrier: 2,305.80 for Stoxx, 950.9892 for Russell, 70% of initial levels due 7/23/2018
Credit Suisse AG, London Branch 7.50% due 1/22/2018
Credit Suisse AG, London Branch 8.25% due 1/22/2018
Credit Suisse AG, London Branch 8.00% due 1/22/2018
Credit Suisse AG, London Branch 0.00% due 2/26/2018
Credit Suisse AG, London Branch 9.65% per year, payable each quarter that each index closes at or above its barrier level on observation date that quarter; Barrier/knock-in levels: 1,474.1285 for S&P, 879.0106 for Russell, 2,135.276 for Euro Stoxx; 65% of initial levels due 1/21/2020
Credit Suisse AG, London Branch 0.00% due 4/20/2018
Credit Suisse AG, London Branch 0.00% due 1/19/2022
Credit Suisse AG, London Branch 5.80% due 7/19/2018
Credit Suisse AG, London Branch 12.6% per year, payable monthly if each stock closes at or above its barrier level for that month due 1/19/2018
Credit Suisse AG, London Branch 11.35% per year, payable quarterly if Citigroup stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $44.72, 75% of initial share price due 1/31/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 0.00% due 7/18/2018
Credit Suisse AG, London Branch 0.00% due 5/3/2018
Credit Suisse AG, London Branch 0.00% due 5/3/2018
Credit Suisse AG, London Branch 0.00% due 8/3/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 15.15% per year, payable quarterly if each stocks set closes at or above its barrier level on quarterly observation date due 1/21/2020
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if each index closes at or above its coupon barrier level each day for that quarter; Coupon barrier levels: 2,149.04 for Euro Stoxx 50, 891.088 for Russell 2000, 1,474.79 for S&P 500; 65% of initial levels due 7/17/2019
Credit Suisse AG, London Branch 0.00% due 2/15/2018
Credit Suisse AG, London Branch 0.00% due 7/12/2018
Credit Suisse AG, London Branch 9.15% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,588.23 for S&P, 950.2437 for Russell; 70% of initial levels due 4/12/2018
Credit Suisse AG, London Branch 6.55% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,361.34 for S&P, 814.4946 for Russell, 1,985.382 for Euro Stoxx; 60% of initial levels due 7/12/2018
Credit Suisse AG, London Branch 7.2% per year per quarter if both funds close at or above coupon barrier levels on each day of that quarter, otherwise 1% per year; Coupon barriers: $30.382 for Regional Banking, $156.354 for biotech, 55% of initial levels due 7/12/2018
Credit Suisse AG, London Branch 5.75% due 7/11/2018
Credit Suisse AG, London Branch 15.15% per year, payable quarterly if each stocks set closes at or above its barrier level on quarterly observation date due 1/11/2018
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,367.281 for S&P, 957.0967 for Russell; 70% of initial levels due 1/13/2020
Credit Suisse AG, London Branch 0.00% due 1/24/2018
Credit Suisse AG, London Branch 0.00% due 4/12/2018
Credit Suisse AG, London Branch 0.00% due 4/12/2018
Credit Suisse AG, London Branch 9.8%, payable quarterly if each index closes at or above barrier on each trading day during the observation period for that quarter due 1/14/2019
Credit Suisse AG, London Branch 5.7% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,589.525 for S&P, 971.5678 for Russell; 70% of initial levels due 7/9/2018
Credit Suisse AG, London Branch 0.00% due 1/4/2022
Credit Suisse AG, London Branch 0.00% due 1/4/2022
Credit Suisse AG, London Branch 0.00% due 1/5/2021
Credit Suisse AG, London Branch 0.00% due 1/7/2019
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 6.25% per year, payable monthly if each as index set closes at or above its barrier level on observation date for month; Barrier/knock-in levels: 1,343.298 for S&P 500, 814.278 for Russell 2000; 60% of initial levels due 4/5/2018
Credit Suisse AG, London Branch 8.75% per year, payable monthly if each as index set closes at or above its barrier level on observation date for month; Barrier/knock-in levels: 1,567.181 for S&P 500, 949.991 for Russell 2000; 70% of initial levels due 4/5/2018
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,343.298 for S&P 500, $35.514 for Biotech ETF; 60% of initial levels due 1/6/2020
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,567.181 for S&P 500, 949.991 for Russell 2000; 70% of initial levels due 1/6/2020
Credit Suisse AG, London Branch 0.00% due 1/5/2021
Credit Suisse AG, London Branch 11.1% per year, payable quarterly if each index closes at or above knock-in level every day that quarter due 1/3/2019
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 12.9%, payable quarterly if each index closes above barrier every day that quarter due 1/3/2019
Credit Suisse AG, London Branch 7.00% due 1/4/2019
Credit Suisse AG, London Branch 0.00% due 4/5/2018
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 7.50% due 1/3/2018
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch 14.35% due 12/29/2017
Credit Suisse AG, London Branch 10.00% due 12/29/2017
Credit Suisse AG, London Branch 0.00% due 1/2/2019
Credit Suisse AG, London Branch 0.00% due 1/2/2019
Credit Suisse AG, London Branch 0.00% due 2/28/2018
Credit Suisse AG, London Branch 7.25% per year, payable monthly if each as index set closes at or above its barrier level on any monthly observation date due 3/30/2018
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,134.44 for S&P 500, $30.475 for Biotech ETF; 50% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 10.75% per year, payable quarterly if each asset closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,361.328 for S&P 500, $36.57 for Biotech ETF; 60% of initial levels due 12/30/2019
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each as index set closes at or above its barrier level on quarterly observation date; Barrier/knock-in levels: 1,361.328 for S&P, 826.6242 for Russell; 60% of initial levels due 12/30/2021
Credit Suisse AG, London Branch 0.00% due 7/2/2020
Credit Suisse AG, London Branch 0.00% due 12/30/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.7% per year unless either index closes below barrier level on observation date for that quarter due 1/3/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.6% per year unless any index closes below barrier level on observation date for that quarter due 12/30/2019
Credit Suisse AG, London Branch 0.00% due 7/2/2018
Credit Suisse AG, London Branch 0.00% due 1/3/2023
Credit Suisse AG, London Branch 14% per year, payable quarterly if each index closes at or above its barrier level on each trading day that quarter due 1/3/2019
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,288.757 for Stoxx, 953.8613 for Russell; 70% of initial levels due 12/28/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 12/28/2026
Credit Suisse AG, London Branch 0.00% due 1/25/2018
Credit Suisse AG, London Branch 9.35% per year, payable quarterly if each index closes at or above knock-in level every day that quarter due 12/27/2017
Credit Suisse AG, London Branch 0.00% due 12/31/2018
Credit Suisse AG, London Branch 9.75% due 12/26/2017
Credit Suisse AG, London Branch 7.25% due 12/26/2017
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 15.25% per year, payable monthly if stocks close at or above barrier levels on observation date for that month due 12/19/2017
Credit Suisse AG, London Branch 0.00% due 12/20/2019
Credit Suisse AG, London Branch 0.00% due 1/12/2018
Credit Suisse AG, London Branch 0.00% due 6/22/2018
Credit Suisse AG, London Branch 0.00% due 1/4/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11% per year unless either fund closes below barrier level on observation date for that quarter due 12/23/2019
Credit Suisse AG, London Branch 0.00% due 12/17/2020
Credit Suisse AG, London Branch 0.00% due 1/19/2018
Credit Suisse AG, London Branch 0.00% due 3/21/2018
Credit Suisse AG, London Branch 0.00% due 1/4/2018
Credit Suisse AG, London Branch 0.00% due 12/20/2018
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each index closes at or above its barrier level on each trading day that quarter due 12/24/2018
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 8.9% per year, payable quarterly if each index closes at or above knock-in level on observation date that quarter due 12/19/2018
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 4/4/2018
Credit Suisse AG, London Branch 7.50% due 12/18/2017
Credit Suisse AG, London Branch 6.50% due 12/18/2017
Credit Suisse AG, London Branch 8.00% due 12/18/2017
Credit Suisse AG, London Branch 0.00% due 3/16/2018
Credit Suisse AG, London Branch 7.8% per year, payable quarterly if index closes at or above its barrier level on quarterly observation date; Barrier level: 1,579.87, 70% of initial level due 12/14/2026
Credit Suisse AG, London Branch 8.60% due 12/15/2017
Credit Suisse AG, London Branch 9.20% due 12/15/2017
Credit Suisse AG, London Branch 8.30% due 12/15/2017
Credit Suisse AG, London Branch 0.00% due 12/28/2017
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if both indexes close at or above barrier levels on quarterly observation date; Barrier levels: 1,581.671 for S&P, 971.6511 for Russell, 70% of initial levels due 3/14/2018
Credit Suisse AG, London Branch Contingent monthly coupon at 3.928% per year unless index closes below barrier level on any day during a month, in which case no coupon will be paid that month or any subsequent month; Barrier/knock-in level: 1,920.6005, 85% of initial level due 1/14/2020
Credit Suisse AG, London Branch 0.00% due 3/14/2018
Credit Suisse AG, London Branch 0.00% due 6/13/2018
Credit Suisse AG, London Branch 0.00% due 3/14/2018
Credit Suisse AG, London Branch 8.5%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,581.67 for S&P, 2,238.28 for Stoxx, 70% of initial levels due 12/13/2019
Credit Suisse AG, London Branch 7.4%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,581.67 for S&P, 971.651 for Russell, 70% of initial levels due 12/13/2019
Credit Suisse AG, London Branch 10.55% per year, payable quarterly if each index closes at or above its coupon barrier level on each trading day that quarter; Coupon barrier levels: 1,460.024 for S&P, 901.139 for Russell and 2,070.764 for Stoxx; 65% of initial levels due 12/16/2019
Credit Suisse AG, London Branch 0.00% due 12/17/2021
Credit Suisse AG, London Branch 0.00% due 12/9/2021
Credit Suisse AG, London Branch 10% per year, payable quarterly if CVS stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $62.10, 80% of initial share price due 12/20/2017
Credit Suisse AG, London Branch 10.3% per year, payable quarterly if Facebook stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $86.55, 80% of initial share price due 12/20/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless any index closes below barrier level on observation date for that quarter due 6/7/2018
Credit Suisse AG, London Branch 0.00% due 6/6/2018
Credit Suisse AG, London Branch 0.00% due 3/7/2018
Credit Suisse AG, London Branch 0.00% due 11/8/2018
Credit Suisse AG, London Branch 0.00% due 11/8/2018
Credit Suisse AG, London Branch 6% per year, payable quarterly if both indexes close at or above barrier levels on quarterly observation date; Barrier/knock-in levels: 1,533.756 for S&P, 919.6621 for Russell, 70% of initial levels due 6/6/2018
Credit Suisse AG, London Branch 12.1%, payable quarterly if each index closes at or above barrier on each day during quarter due 12/7/2017
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 0.00% due 12/3/2021
Credit Suisse AG, London Branch 7.50% due 12/5/2017
Credit Suisse AG, London Branch 10.25% due 12/5/2017
Credit Suisse AG, London Branch 0.00% due 6/4/2018
Credit Suisse AG, London Branch 0.00% due 6/4/2018
Credit Suisse AG, London Branch 8.5% per year payable monthly if both indexes close at or above barrier levels on observation date that month due 3/5/2018
Credit Suisse AG, London Branch 6% per year payable monthly if both indexes close at or above barrier levels during that month due 3/5/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.5% per year unless either asset closes below coupon barrier level on observation date for that quarter; coupon barrier levels: 1,319.286 for S&P 500, $37.602 for ETF, 60% of initial levels due 12/5/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless either index closes below barrier level on observation date for that quarter due 12/5/2019
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch 9.70% due 12/5/2017
Credit Suisse AG, London Branch 14.25% per year, payable quarterly, unless any index closes below knock-in level on observation date for that quarter due 12/3/2018
Credit Suisse AG, London Branch 0.00% due 1/4/2018
Credit Suisse AG, London Branch 0.00% due 12/4/2018
Credit Suisse AG, London Branch 0.00% due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 11/29/2021
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 9.50% due 11/29/2017
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 11/28/2018
Credit Suisse AG, London Branch 8% per year per quarter if both indexes close at or above coupon barrier levels during that quarter; Coupon barrier levels: 939.4658 for Russell, 2,122.498 for Euro Stoxx, 70% of initial levels due 11/29/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if both indexes close at or above barrier levels on quarterly observation date due 11/29/2019
Credit Suisse AG, London Branch 5% per year, payable monthly if both indexes close at or above barrier levels on monthly observation date due 2/28/2018
Credit Suisse AG, London Branch 7.25% per year, payable monthly if both indexes close at or above barrier levels on monthly observation date due 2/28/2018
Credit Suisse AG, London Branch 6.5% per year, payable monthly, unless either index closes below knock-in level on observation date for that month due 11/29/2021
Credit Suisse AG, London Branch 10.5% per year, payable quarterly, unless either asset closes below knock-in level on observation date for that quarter due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 11/29/2021
Credit Suisse AG, London Branch 0.00% due 2/28/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter. Coupon is 7% per annum initially, stepping up to 10% on Nov. 30, 2021 and to 12% on Nov. 29, 2024 due 11/30/2026
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 11/21/2018
Credit Suisse AG, London Branch 0.00% due 11/21/2019
Credit Suisse AG, London Branch 0.00% due 11/22/2019
Credit Suisse AG, London Branch 8.00% due 11/28/2017
Credit Suisse AG, London Branch 8.50% due 11/28/2017
Credit Suisse AG, London Branch 8.25% due 11/28/2017
Credit Suisse AG, London Branch 9.00% due 11/28/2017
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 11/26/2018
Credit Suisse AG, London Branch 7.75% due 11/27/2017
Credit Suisse AG, London Branch 0.00% due 11/26/2021
Credit Suisse AG, London Branch 0.00% due 11/27/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above coupon barrier on each day during quarter; Coupon barrier levels: 1,428.82 for S&P, 859.452 for Russell, 1,971.43 for Stoxx; 65% of initial levels due 5/29/2019
Credit Suisse AG, London Branch 0.00% due 11/23/2018
Credit Suisse AG, London Branch 0.00% due 9/21/2018
Credit Suisse AG, London Branch 6.00% due 5/29/2018
Credit Suisse AG, London Branch Each semiannual period, notes pay contingent coupon at rate of 7.9% per year unless either index closes below knock-in level on observation date for that period due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 5/25/2018
Credit Suisse AG, London Branch 11%, payable quarterly if each index closes at or above coupon barrier on each day during quarter; Coupon barrier levels: 1,421.63 for S&P, 851.165 for Russell, 1,977.16 for Stoxx; 65% of initial levels due 11/25/2019
Credit Suisse AG, London Branch 0.00% due 12/21/2017
Credit Suisse AG, London Branch 0.00% due 3/5/2018
Credit Suisse AG, London Branch 0.00% due 10/19/2018
Credit Suisse AG, London Branch 0.00% due 11/22/2019
Credit Suisse AG, London Branch 7.00% due 11/20/2017
Credit Suisse AG, London Branch 9.00% due 11/20/2017
Credit Suisse AG, London Branch 0.00% due 11/19/2020
Credit Suisse AG, London Branch 0.00% due 5/4/2018
Credit Suisse AG, London Branch 7.25% per year per quarterly period if both indexes close at or above coupon barrier levels, 65% of initial level, during that quarter due 2/16/2018
Credit Suisse AG, London Branch 7.08% per year per quarter if both funds close at or above coupon barrier levels on each day of that quarter, otherwise 1% per year; Coupon barriers: $25.032 for iShares China, $35.315 for Consumer Staples, 70% of initial levels due 5/17/2018
Credit Suisse AG, London Branch 10.18% per year, payable quarterly if Amazon stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $554.26, 75% of initial share price due 11/28/2017
Credit Suisse AG, London Branch 10% per year, payable quarterly if Apple stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $86.74, 80% of initial share price due 11/28/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13.8% per year unless any index closes below knock-in level on any trading day during that quarter due 11/16/2018
Credit Suisse AG, London Branch 8%, payable quarterly if the ETF closes at or above coupon barrier on observation date; Coupon/downside threshold: $97.43, 76.5% of initial level due 11/19/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above coupon barrier on each day during quarter; Coupon barriers: 1,406.89 for S&P, 833.556 for Russell and 1,969.51 for Stoxx; 65% of initial levels due 11/20/2018
Credit Suisse AG, London Branch 0.00% due 11/21/2018
Credit Suisse AG, London Branch 0.00% due 11/16/2020
Credit Suisse AG, London Branch 0.00% due 11/16/2018
Credit Suisse AG, London Branch 0.00% due 11/13/2020
Credit Suisse AG, London Branch 0.00% due 11/14/2018
Credit Suisse AG, London Branch 6.60% due 11/8/2017
Credit Suisse AG, London Branch 11.15% per year, payable quarterly if Bristol-Myers stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $38.26, 75% of initial share price due 11/22/2017
Credit Suisse AG, London Branch 9.7% per year, payable quarterly if Home Depot stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $96.73, 80% of initial share price due 11/22/2017
Credit Suisse AG, London Branch 0.00% due 5/9/2018
Credit Suisse AG, London Branch 0.00% due 2/7/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that quarter due 11/7/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that quarter due 11/7/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that quarter due 11/7/2019
Credit Suisse AG, London Branch 5%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter; Coupon barriers: 765.663 for Russell, 1,372.62 for S&P and 1,965.05 for Stoxx; 65% of initial levels due 8/11/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.25% per year unless either index closes below knock-in level on observation date for that quarter due 2/8/2018
Credit Suisse AG, London Branch 0.00% due 8/21/2018
Credit Suisse AG, London Branch 0.00% due 10/9/2018
Credit Suisse AG, London Branch 0.00% due 11/3/2021
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2018
Credit Suisse AG, London Branch 0.00% due 5/3/2018
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 8.5% per year, payable each month both indexes close at or above coupon barrier levels during that month; Barrier levels: 1,488.305 for S&P 500, 833.9716 for Russell 2000, 70% of initial levels due 2/2/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12% per year unless either asset closes below barrier level on observation date for that quarter; Knock-in/barrier levels: 1,275.69 for S&P 500, $33.69 for ETF, 60% of initial levels due 11/1/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless either index closes below barrier level on observation date for that quarter due 11/1/2019
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.25% per year unless either index closes below coupon barrier on observation date for that quarter; Coupon barriers: 1,488.487 for S&P 500 and 831.3291 for Russell 2000; 70% of initial levels due 11/2/2021
Credit Suisse AG, London Branch 0.00% due 5/2/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 0.00% due 11/2/2018
Credit Suisse AG, London Branch 0.00% due 3/2/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that quarter due 11/2/2018
Credit Suisse AG, London Branch 7.86%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 10/31/2019
Credit Suisse AG, London Branch 9.8%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter; due 11/5/2018
Credit Suisse AG, London Branch 0.00% due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 10/31/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2018
Credit Suisse AG, London Branch 7.1% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 963.7992, 80% of initial level due 4/30/2024
Credit Suisse AG, London Branch 7.25% annualized for each day that index closes at or above accrual barrier level; payable monthly; Barrier level: 1,497.601, 70% of initial level due 10/30/2026
Credit Suisse AG, London Branch 10% for first year; beginning Oct. 31, 2017, 10% per year multiplied by proportion of days on which each index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,497.601 for S&P 500 and 843.3243 for Russell 2000; 70% of initial levels due 10/31/2031
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: 1,604.5725 for S&P, 903.56175 for Russell, 75% of initial levels due 10/31/2019
Credit Suisse AG, London Branch 7.5% per year, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in levels: 1,604.5725 for S&P, 903.56175 for Russell, 75% of initial levels due 1/31/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 5% per year unless either index closes below knock-in level on observation date for that quarter due 1/31/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.5% per year unless either underlying component closes below knock-in level on observation date for that quarter due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 0.00% due 10/29/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon unless either index closes below barrier level on observation date for that quarter. Coupon is 8% per annum initially, stepping up to 9% on Oct. 29, 2021 and to 10% on Oct. 31, 2024; Barrier levels: 1,390.6295 for S&P, 783.08685 for Russell, 65% of initial levels due 10/30/2026
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 9.00% due 10/30/2017
Credit Suisse AG, London Branch 6.25% due 10/30/2017
Credit Suisse AG, London Branch 7.00% due 10/30/2017
Credit Suisse AG, London Branch 9.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless any index closes below barrier level on observation date for that quarter due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 0.00% due 10/28/2020
Credit Suisse AG, London Branch 0.00% due 10/28/2020
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 6% per year, payable quarterly if Disney stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $74.424, 80% of initial share price due 10/26/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.7% per year unless either index closes below barrier level on observation date for that quarter due 10/28/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.4% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,605.87 for S&P, 913.572 for Russell, 75% of initial levels due 4/30/2018
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch 8.25%, payable quarterly if indexes close at or above coupon barrier on quarterly observation date; Coupon barriers: 852.667 for Russell, 1,498.81 for S&P; 70% of initial levels due 10/29/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below barrier level on observation date for that quarter due 10/25/2021
Credit Suisse AG, London Branch 8.50% due 10/20/2017
Credit Suisse AG, London Branch 21% per year per semiannual period if both stocks close at or above coupon barrier levels during that quarter; Coupon barrier/knock-in levels: $10.128 for Twitter, $75.834 for GW, 60% of initial levels due 10/19/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.3% per year unless either index closes below coupon barrier on observation date for that quarter; Coupon barriers: 2,117.633 for Euro Stoxx 50 and 848.6856 for Russell 2000; 70% of initial levels due 10/19/2021
Credit Suisse AG, London Branch 0.00% due 2/5/2018
Credit Suisse AG, London Branch 0.00% due 11/16/2017
Credit Suisse AG, London Branch 9.25% per year, payable quarterly if Bristol-Myers closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in level: $39.64, 80% of initial level due 10/16/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.7% per year unless either index closes below knock-in level on observation date for that quarter due 10/30/2019
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter; Coupon barrier: 812.997 for Russell, 1,406.38 for S&P and 1,973.24 for Stoxx; 65% of initial levels due 4/17/2019
Credit Suisse AG, London Branch 6.90% due 10/18/2017
Credit Suisse AG, London Branch 8.90% due 10/18/2017
Credit Suisse AG, London Branch 14% per year, payable quarterly if Bristol-Myers stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $45.87, 82.75% of initial share price due 10/25/2017
Credit Suisse AG, London Branch 10% per year, payable quarterly if Eli Lilly stock closes at or above barrier level on observation date for that quarter; Coupon barrier/knock-in price: $57.46, 70% of initial share price due 10/25/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 14.6% per year unless any stock closes below barrier level on observation date for that month due 10/13/2017
Credit Suisse AG, London Branch 0.00% due 4/11/2018
Credit Suisse AG, London Branch 0.00% due 1/10/2018
Credit Suisse AG, London Branch 0.00% due 10/25/2017
Credit Suisse AG, London Branch 7%, payable quarterly if the ETF closes at or above coupon barrier on observation date; Coupon/downside threshold: $85.98, 70% of initial level due 10/11/2019
Credit Suisse AG, London Branch 7.15% due 10/12/2017
Credit Suisse AG, London Branch 0.00% due 8/9/2018
Credit Suisse AG, London Branch 0.00% due 11/9/2017
Credit Suisse AG, London Branch 0.00% due 9/11/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above knock-in level every day that quarter due 10/10/2019
Credit Suisse AG, London Branch 6.00% due 4/11/2018
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: 1,295.838 for S&P, 749.0226 for Russell, 60% of initial levels due 10/11/2019
Credit Suisse AG, London Branch 0.00% due 10/9/2019
Credit Suisse AG, London Branch 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: 1,397.8185 for S&P, 805.8557 for Russell, 65% of initial levels due 4/9/2018
Credit Suisse AG, London Branch 0.00% due 10/8/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2021
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 4/3/2018
Credit Suisse AG, London Branch 0.00% due 4/3/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year unless either index closes below knock-in level on observation date for that month due 10/5/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.4% per year unless either index closes below knock-in level on observation date for that quarter due 10/7/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.1% per year unless either index closes below knock-in level on observation date for that quarter due 10/7/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.2% per year unless either underlying component closes below knock-in level on observation date for that quarter due 10/7/2019
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 10/5/2021
Credit Suisse AG, London Branch 0.00% due 4/3/2018
Credit Suisse AG, London Branch 0.00% due 10/18/2017
Credit Suisse AG, London Branch 9.10% due 10/5/2017
Credit Suisse AG, London Branch 8.40% due 10/5/2017
Credit Suisse AG, London Branch 0.00% due 11/27/2017
Credit Suisse AG, London Branch 0.00% due 11/22/2017
Credit Suisse AG, London Branch 0.00% due 9/28/2018
Credit Suisse AG, London Branch 0.00% due 9/27/2019
Credit Suisse AG, London Branch 9% per year per quarter if both indexes close at or above coupon barrier levels on each day of that quarter, otherwise 1% per year; Coupon barrier: 1,398.2345 for the S&P 500, 804.53815 for the Russell 2000, 65% of initial levels due 4/4/2018
Credit Suisse AG, London Branch 0.00% due 9/28/2018
Credit Suisse AG, London Branch 0.00% due 10/13/2017
Credit Suisse AG, London Branch 8.00% due 10/3/2017
Credit Suisse AG, London Branch 8.00% due 1/3/2018
Credit Suisse AG, London Branch 0.00% due 11/3/2017
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 1/3/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.6% per year if shares close at or above downside threshold level on observation date for that quarter due 9/28/2018
Credit Suisse AG, London Branch 8.3%, payable quarterly if each index closes at or above 70% coupon barrier on each day during the observation period for that quarter due 8/3/2018
Credit Suisse AG, London Branch 0.00% due 9/30/2021
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 10/2/2018
Credit Suisse AG, London Branch 0.00% due 10/2/2018
Credit Suisse AG, London Branch 0.00% due 9/28/2018
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 17.5% per year unless any stock closes below barrier level on observation date for that month due 9/29/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.25% per year unless either index closes below knock-in level on observation date for that month due 12/29/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year unless either index closes below knock-in level on observation date for that quarter due 9/30/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 14.5% per year unless any stock closes below barrier level on observation date for that month due 9/29/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year unless either underlying component closes below knock-in level on observation date for that quarter due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch 0.00% due 4/1/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2021
Credit Suisse AG, London Branch 0.00% due 5/31/2018
Credit Suisse AG, London Branch Contingent coupon payable monthly if each index closes at or above coupon barrier level on observation date for that month; contingent coupon rate is 7% per year in years one through five, 10% per year in years six through eight and 12% per year in years nine and 10; Coupon barriers: 1,079.965 for S&P 500 and 623.1905 for Russell 2000; 50% of initial levels due 9/30/2026
Credit Suisse AG, London Branch 0.00% due 9/30/2026
Credit Suisse AG, London Branch 0.00% due 9/28/2021
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 6.75% due 9/28/2017
Credit Suisse AG, London Branch 8.50% due 9/28/2017
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 9.60% due 3/28/2018
Credit Suisse AG, London Branch 0.00% due 3/28/2018
Credit Suisse AG, London Branch 0.00% due 11/8/2017
Credit Suisse AG, London Branch 7.25% per year for each day that the index closes at or above the accrual barrier; payable monthly; Accrual barrier: 1,515.283, 70% of initial level due 9/28/2026
Credit Suisse AG, London Branch 10.65% per year, payable monthly if worst-performing stock closes at or above barrier price on valuation date for that month; Barrier prices: $50.645 for Wal-Mart, $65.289 for Disney and $564.025 for Amazon; 70% of initial share prices due 9/28/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.15% per year unless any index closes below knock-in level on observation date for that quarter due 9/28/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12% per year unless either asset closes below knock-in level on observation date for that quarter due 9/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.35% per year unless either index closes below knock-in level on observation date for that quarter due 3/30/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.9% per year unless either index closes below knock-in level on observation date for that quarter due 9/28/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.5% per year unless either asset closes below knock-in level on observation date for that quarter due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 0.00% due 9/30/2022
Credit Suisse AG, London Branch 0.00% due 3/28/2018
Credit Suisse AG, London Branch 0.00% due 3/28/2018
Credit Suisse AG, London Branch 0.00% due 12/28/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that month due 9/28/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that month due 9/28/2021
Credit Suisse AG, London Branch 8.50% due 9/27/2017
Credit Suisse AG, London Branch 6.90% due 9/27/2017
Credit Suisse AG, London Branch 8.00% due 9/27/2017
Credit Suisse AG, London Branch 0.00% due 12/28/2017
Credit Suisse AG, London Branch 9.25% due 9/25/2017
Credit Suisse AG, London Branch 0.00% due 9/26/2017
Credit Suisse AG, London Branch 5.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: 1,390.428 for S&P, 801.1419 for Russell, 65% of initial levels due 3/23/2018
Credit Suisse AG, London Branch 16.456% per year, payable monthly if U.S. Steel stock closes at or above coupon barrier level on observation date for that month; Coupon barrier/knock-in price: $8.32, 50% of initial share price due 9/24/2018
Credit Suisse AG, London Branch 0.00% due 10/25/2017
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each index closes at or above knock-in level every day that quarter due 9/24/2018
Credit Suisse AG, London Branch 7.3% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in levels: 1,390.428 for S&P, 801.1419 for Russell, 65% of initial levels due 12/22/2017
Credit Suisse AG, London Branch 0.00% due 3/19/2020
Credit Suisse AG, London Branch 0.00% due 9/20/2018
Credit Suisse AG, London Branch 5.60% due 3/23/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.25% per year unless either index closes below knock-in level on observation date for that quarter due 3/23/2018
Credit Suisse AG, London Branch 0.00% due 3/21/2018
Credit Suisse AG, London Branch 0.00% due 7/19/2018
Credit Suisse AG, London Branch 0.00% due 9/21/2018
Credit Suisse AG, London Branch 10.75%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 9/24/2018
Credit Suisse AG, London Branch 16.25%, payable quarterly if each index closes at or above 75% coupon barrier on each day during the observation period for that quarter due 9/24/2018
Credit Suisse AG, London Branch 0.00% due 1/20/2023
Credit Suisse AG, London Branch 0.00% due 3/20/2018
Credit Suisse AG, London Branch 8.80% due 9/20/2017
Credit Suisse AG, London Branch 0.00% due 9/27/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year unless any index closes below knock-in level on observation date for that quarter due 3/20/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11.7% per year unless any index closes below knock-in level on observation date for that quarter due 9/20/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.1% per year unless any index closes below knock-in level on observation date for that quarter due 9/20/2019
Credit Suisse AG, London Branch 0.00% due 7/20/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that quarter due 9/21/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 9/24/2018
Credit Suisse AG, London Branch 6.85% due 3/19/2018
Credit Suisse AG, London Branch 5.15%, payable monthly if each index closes at or above barrier level on observation date for that month; Barrier/knock-in levels: 1,488.914 for S&P 500 and 848.624 for Russell 2000; 70% of initial level due 4/13/2017
Credit Suisse AG, London Branch 0.00% due 9/18/2018
Credit Suisse AG, London Branch 15.03% per year, payable quarterly if Gilead stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $62.44, 80% of initial share price due 9/27/2017
Credit Suisse AG, London Branch 0.00% due 3/14/2018
Credit Suisse AG, London Branch 0.00% due 3/14/2018
Credit Suisse AG, London Branch 0.00% due 12/13/2017
Credit Suisse AG, London Branch 11.6%, payable quarterly if each index closes at or above downside threshold on each day during the observation period for that quarter due 9/18/2017
Credit Suisse AG, London Branch 0.00% due 9/13/2018
Credit Suisse AG, London Branch 0.00% due 10/12/2017
Credit Suisse AG, London Branch 0.00% due 7/9/2018
Credit Suisse AG, London Branch 0.00% due 9/25/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year unless any index closes below barrier level on observation date for that quarter due 9/10/2018
Credit Suisse AG, London Branch 0.00% due 10/12/2017
Credit Suisse AG, London Branch 10% per year, payable quarterly if Nike stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $45.98, 79.25% of initial share price due 9/20/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 11% per year unless either index closes below knock-in level on observation date for that quarter due 9/20/2017
Credit Suisse AG, London Branch 0.00% due 2/27/2018
Credit Suisse AG, London Branch 0.00% due 9/12/2022
Credit Suisse AG, London Branch 0.00% due 3/7/2018
Credit Suisse AG, London Branch 0.00% due 3/7/2018
Credit Suisse AG, London Branch 0.00% due 12/6/2017
Credit Suisse AG, London Branch 0.00% due 7/6/2018
Credit Suisse AG, London Branch 11.25%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 3/11/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.4% per year unless either asset closes below knock-in level on observation date for that quarter due 9/9/2019
Credit Suisse AG, London Branch 0.00% due 9/6/2018
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 12.50% due 9/6/2017
Credit Suisse AG, London Branch 0.00% due 3/5/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8% per year unless either index closes below knock-in level on observation date for that month due 9/6/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.25% per year unless either index closes below knock-in level on observation date for that quarter due 9/6/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13% per year unless either underlying component closes below knock-in level on observation date for that quarter due 9/6/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 12/5/2017
Credit Suisse AG, London Branch 7.90% due 9/5/2017
Credit Suisse AG, London Branch 9.25% due 9/5/2017
Credit Suisse AG, London Branch 8.25% due 9/5/2017
Credit Suisse AG, London Branch 6.00% due 9/5/2017
Credit Suisse AG, London Branch 0.00% due 3/2/2018
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 7.3%, payable quarterly if indexes close at or above downside threshold levels on observation date for that quarter due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/30/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2019
Credit Suisse AG, London Branch 0.00% due 10/4/2017
Credit Suisse AG, London Branch 0.00% due 6/1/2018
Credit Suisse AG, London Branch 7.25% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 990.4248, 80% of initial level due 2/29/2024
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 12.1%, payable quarterly if stock closes at or above its barrier level on the determination date for that quarter due 9/13/2017
Credit Suisse AG, London Branch 7%, payable each quarter that each index closes at or above its coupon barrier level on the observation date for that quarter; Barrier levels: 1,518.328 for S&P 500, 866.6217 for Russell 2000; 70% of initial levels due 8/31/2021
Credit Suisse AG, London Branch 7%, payable each month that each index closes at or above its coupon barrier level on the observation date for that month; Barrier/knock-in levels: 1,626.78 for the S&P 500, 928.523 for the Russell 2000; 75% of initial levels due 8/31/2017
Credit Suisse AG, London Branch 7% per year, payable quarterly if both indexes close at or above coupon barrier levels during that quarter; Barrier/knock-in level: 1,626.78 for the S&P 500, 928.523 for the Russell 2000, 75% of initial levels due 8/30/2019
Credit Suisse AG, London Branch 8% per year, payable each quarter that both indexes close at or above coupon barrier levels on observation date for that quarter; Barrier/knock-in levels: 1,518.328 for the S&P 500, 866.6217 for the Russell 2000; 70% of initial levels due 8/30/2019
Credit Suisse AG, London Branch 10.25%, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter; Barrier/knock-in levels: 1,301.424 for index, $36.666 for ETF; 60% of initial levels due 8/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.2% per year unless any index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 804.720 for Russell, 1,409.88 for S&P and 1,956.73 for Stoxx; 65% of initial levels due 8/30/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.75% per year unless any index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 804.720 for Russell, 1,409.88 for S&P and 1,956.73 for Stoxx; 65% of initial levels due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 2/28/2018
Credit Suisse AG, London Branch 0.00% due 11/29/2017
Credit Suisse AG, London Branch 0.00% due 2/28/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 8/31/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above coupon barrier on each day during the observation period for that quarter; Barrier/downside thresholds: 804.720 for Russell, 1,409.88 for S&P and 1,956.73 for Stoxx; 65% of initial levels due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 8/27/2021
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 10/27/2017
Credit Suisse AG, London Branch 9.6%, payable quarterly if each index closes at or above 65% coupon barrier on each day during the observation period for that quarter due 3/4/2019
Credit Suisse AG, London Branch 9.00% due 8/29/2017
Credit Suisse AG, London Branch 6.75% due 8/29/2017
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/26/2019
Credit Suisse AG, London Branch 0.00% due 8/26/2020
Credit Suisse AG, London Branch 0.00% due 8/26/2020
Credit Suisse AG, London Branch 6.75% per year, payable on a quarter if both indexes close at or above coupon barrier levels during that quarter; Barrier/knock-in level: 1,528.71 for the S&P 500, 865.74 for the Russell 2000, 70% of initial levels due 11/24/2017
Credit Suisse AG, London Branch 7% per year per semiannual period if both indexes close at or above coupon barrier levels during that quarter; Coupon barrier: 1,419.52 for the S&P 500, 803.9 for the Russell 2000, 65% of initial levels due 11/24/2017
Credit Suisse AG, London Branch Contingent quarterly coupon at 6.75% per year unless index closes below barrier level on any day during a quarter, in which case no coupon will be paid that quarter or any subsequent quarter; Barrier/knock-in level: 1,921.8056, 88% of initial level due 8/24/2021
Credit Suisse AG, London Branch 9.2% per year, payable semiannually if both indexes close at or above coupon barrier levels during that semiannual period; Barrier/knock-in level: 2,077.74 for Euro Stoxx, 865.7383 for the Russell 2000; 70% of initial levels due 8/26/2019
Credit Suisse AG, London Branch 0.00% due 2/27/2018
Credit Suisse AG, London Branch 7.6%, payable quarterly if the ETF closes at or above coupon barrier on observation date; Coupon/downside threshold: $98.35, 80% of initial level due 8/24/2018
Credit Suisse AG, London Branch 6.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,309.332 for S&P, 736.6092 for Russell, 60% of initial levels due 8/23/2021
Credit Suisse AG, London Branch 0.00% due 6/21/2018
Credit Suisse AG, London Branch 0.00% due 12/5/2017
Credit Suisse AG, London Branch 0.00% due 8/24/2020
Credit Suisse AG, London Branch 8.65% due 8/18/2017
Credit Suisse AG, London Branch 6.50% due 8/18/2017
Credit Suisse AG, London Branch 7.60% due 8/18/2017
Credit Suisse AG, London Branch Each month notes pay contingent coupon at rate of 8.25% per year unless either index closes below knock-in level on observation date for that month due 8/17/2017
Credit Suisse AG, London Branch 11.25% due 8/16/2017
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 12.1% per year if knock-in event does not occur during that quarter; otherwise, coupon will be 1% per year for that interest period and each subsequent interest period due 8/13/2018
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 9% per year if knock-in event does not occur during that quarter; otherwise, coupon will be 1% per year for that interest period and each subsequent interest period due 8/13/2018
Credit Suisse AG, London Branch 0.00% due 4/9/2020
Credit Suisse AG, London Branch 0.00% due 11/8/2017
Credit Suisse AG, London Branch 0.00% due 2/7/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that quarter due 8/8/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year if shares close at or above downside threshold level on observation date for that quarter due 8/8/2019
Credit Suisse AG, London Branch 14.25% per year, payable monthly if each stock closes at or above coupon barrier level on observation date for that month; Barrier/knock-in levels: $87.052 for Facebook, $74.109 for Apple, $45.612 for Skyworks; 70% of initial share prices due 8/9/2017
Credit Suisse AG, London Branch 0.00% due 8/3/2020
Credit Suisse AG, London Branch 0.00% due 8/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2019
Credit Suisse AG, London Branch 0.00% due 2/1/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year unless either index closes below knock-in level on observation date for that quarter due 8/5/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.35% per year unless either index closes below knock-in level on observation date for that quarter due 8/3/2021
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 8.25% per year unless either index closes below knock-in level on observation date for that month due 8/3/2017
Credit Suisse AG, London Branch Contingent semiannual coupon at the rate of 8.1% per year unless the index closes at or below its knock-in level on the observation date for that semiannual period due 8/3/2021
Credit Suisse AG, London Branch 7.7% per year, payable each quarter that index closes at or above barrier level on observation date for that quarter; Coupon barrier: 1,630.20, 75% of initial level due 8/3/2026
Credit Suisse AG, London Branch 0.00% due 8/3/2021
Credit Suisse AG, London Branch 0.00% due 8/3/2020
Credit Suisse AG, London Branch 0.00% due 11/1/2017
Credit Suisse AG, London Branch 0.00% due 11/3/2017
Credit Suisse AG, London Branch 0.00% due 11/3/2017
Credit Suisse AG, London Branch 11.6% per year, payable quarterly if Allergan stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $204.448, 80% of initial share price due 8/2/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if shares close at or above downside threshold level on observation date for that quarter due 8/1/2018
Credit Suisse AG, London Branch 7.2%, payable quarterly if indexes close at or above downside thresholds on quarterly observation date due 8/2/2019
Credit Suisse AG, London Branch 9.4% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 2/4/2019
Credit Suisse AG, London Branch 9.75% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2018
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.25% per year unless either index closes below knock-in level on observation date for that month due 10/30/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in level on observation date for that quarter due 7/29/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.4% per year unless any index closes below knock-in level on observation date for that quarter due 7/29/2019
Credit Suisse AG, London Branch 0.00% due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 7/30/2020
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 7/29/2021
Credit Suisse AG, London Branch 0.00% due 12/22/2017
Credit Suisse AG, London Branch 0.00% due 7/29/2019
Credit Suisse AG, London Branch 0.00% due 7/29/2020
Credit Suisse AG, London Branch 0.00% due 7/29/2019
Credit Suisse AG, London Branch 0.00% due 8/30/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.5% per year unless either index closes below knock-in level on observation date for that quarter due 7/29/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below knock-in level on observation date for that quarter due 8/5/2019
Credit Suisse AG, London Branch 11.75%, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 7/29/2019
Credit Suisse AG, London Branch 0.00% due 1/29/2018
Credit Suisse AG, London Branch 0.00% due 10/25/2017
Credit Suisse AG, London Branch 0.00% due 1/24/2018
Credit Suisse AG, London Branch 10.50% due 7/25/2017
Credit Suisse AG, London Branch 10.50% due 7/25/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 17% per year unless any stock closes below barrier level on observation date for that month due 7/25/2017
Credit Suisse AG, London Branch 0.00% due 5/23/2018
Credit Suisse AG, London Branch 0.00% due 8/23/2017
Credit Suisse AG, London Branch 0.00% due 7/20/2021
Credit Suisse AG, London Branch 0.00% due 10/18/2017
Credit Suisse AG, London Branch 0.00% due 11/3/2017
Credit Suisse AG, London Branch 0.00% due 8/2/2017
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above downside threshold on each day during that quarter due 7/23/2018
Credit Suisse AG, London Branch 15.00% due 7/19/2017
Credit Suisse AG, London Branch 7.00% due 7/17/2017
Credit Suisse AG, London Branch 10.00% due 7/13/2017
Credit Suisse AG, London Branch 8.50% due 7/13/2017
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 6/25/2021
Credit Suisse AG, London Branch 0.00% due 6/26/2020
Credit Suisse AG, London Branch 8.50% due 7/10/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in level on observation date for that quarter due 7/7/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year unless either index closes below knock-in level on observation date for that quarter due 7/7/2021
Credit Suisse AG, London Branch 0.00% due 8/4/2017
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 7/6/2021
Credit Suisse AG, London Branch 0.00% due 1/4/2018
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above barrier level each trading day that quarter; Knock-in/barrier levels: 1,718.84 for Euro Stoxx 50, 691.154 for Russell 2000 and 1,259.32 for S&P 500; 60% of initial levels due 7/5/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below knock-in level on observation date for that quarter due 7/6/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.9% per year unless either index closes below knock-in level on observation date for that quarter due 7/6/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.7% per year unless either index closes below coupon barrier on observation date for that quarter; Coupon barriers: 1,259.316 for S&P 500 and 691.1538 for Russell 2000; 60% of initial levels due 7/6/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless either index closes below knock-in level on observation date for that quarter due 7/8/2019
Credit Suisse AG, London Branch 0.00% due 7/3/2020
Credit Suisse AG, London Branch 0.00% due 10/4/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13% per year unless any stock closes below barrier level on observation date for that quarter due 7/5/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.1% per year unless any index closes below knock-in level on observation date for that quarter due 7/5/2019
Credit Suisse AG, London Branch 0.00% due 7/1/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2017
Credit Suisse AG, London Branch 9.75% annualized, payable monthly if stock closes at or above 80% coupon barrier level on observation date for that month due 7/3/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.7% per year unless either index closes below barrier level on observation date for that quarter; Knock-in/barrier levels: 1,221.654 for S&P and 1,655.202 for Euro Stoxx; 60% of initial levels due 7/2/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless any index closes below knock-in level on observation date for that quarter due 7/1/2019
Credit Suisse AG, London Branch 5.35% due 12/1/2017
Credit Suisse AG, London Branch 0.00% due 1/2/2020
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 7/2/2018
Credit Suisse AG, London Branch 7.51% annualized for each day that index closes at or above barrier level; payable monthly due 12/29/2023
Credit Suisse AG, London Branch 20.41% per year, payable monthly if each stock closes at or above barrier level on observation date for that month due 6/30/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.75% per year unless either index closes below barrier level on observation date for that month due 9/29/2017
Credit Suisse AG, London Branch 0.00% due 7/1/2021
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 7.60% due 6/30/2017
Credit Suisse AG, London Branch 7.40% due 6/30/2017
Credit Suisse AG, London Branch 8.80% due 6/30/2017
Credit Suisse AG, London Branch 7.00% due 6/28/2017
Credit Suisse AG, London Branch 5.00% due 6/28/2017
Credit Suisse AG, London Branch 10.00% due 6/28/2017
Credit Suisse AG, London Branch 0.00% due 6/29/2021
Credit Suisse AG, London Branch 0.00% due 6/25/2021
Credit Suisse AG, London Branch 8.00% due 9/25/2017
Credit Suisse AG, London Branch 0.00% due 7/26/2017
Credit Suisse AG, London Branch 0.00% due 6/24/2019
Credit Suisse AG, London Branch 0.00% due 6/24/2021
Credit Suisse AG, London Branch 11.50% due 6/22/2017
Credit Suisse AG, London Branch 11.00% due 6/22/2017
Credit Suisse AG, London Branch 0.00% due 6/24/2020
Credit Suisse AG, London Branch 11% per year, payable monthly if each stock closes at or above coupon barrier level on observation date for that month; Barrier/knock-in levels: $44.975 for Capital One, $43.351 for American Express, $65.856 for MasterCard; 70% of initial share prices due 6/22/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year unless any index closes below barrier level on observation date for that quarter due 6/22/2018
Credit Suisse AG, London Branch 9.75%, payable semiannually if each index closes at or above barrier level on observation date for that semiannual period; Barrier/knock-in levels: 1,994.419 for Euro Stoxx and 801.2886 for Russell 2000; 70% of initial levels due 6/24/2019
Credit Suisse AG, London Branch 12.75%, payable semiannually if each underlying closes at or above barrier level on observation date for that semiannual period; Barrier/knock-in levels: 1,242.732 for index, $31.998 for ETF; 60% of initial levels due 6/24/2019
Credit Suisse AG, London Branch 0.00% due 12/26/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if ETF's shares close at or above downside threshold level on observation date for that quarter due 6/22/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if ETF's shares close at or above downside threshold level on observation date for that quarter due 6/22/2018
Credit Suisse AG, London Branch 6.50% due 12/21/2017
Credit Suisse AG, London Branch 0.00% due 6/18/2021
Credit Suisse AG, London Branch 12.7% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,556.67 for Euro Stoxx 50, 631.303 for Russell 2000 and 1,141.43 for S&P 500; 55% of initial levels due 12/24/2018
Credit Suisse AG, London Branch 9.05% due 6/19/2017
Credit Suisse AG, London Branch 8.00% due 6/19/2017
Credit Suisse AG, London Branch 6.6%, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier/knock-in levels: 1,455.342 for S&P 500 and 805.4893 for Russell 2000; 70% of initial level due 3/16/2017
Credit Suisse AG, London Branch 7.90% due 6/16/2017
Credit Suisse AG, London Branch 8.80% due 6/16/2017
Credit Suisse AG, London Branch 7.45% due 6/16/2017
Credit Suisse AG, London Branch 0.00% due 6/17/2022
Credit Suisse AG, London Branch 0.00% due 9/20/2017
Credit Suisse AG, London Branch 8.50% due 6/12/2017
Credit Suisse AG, London Branch 6.50% due 6/12/2017
Credit Suisse AG, London Branch 7.25% per year, payable quarterly unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,372.8845 for S&P 500 and 766.98245 for Russell 2000; 65% of initial levels due 12/12/2017
Credit Suisse AG, London Branch 0.00% due 6/21/2017
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 6/11/2018
Credit Suisse AG, London Branch 14.75% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 6/11/2018
Credit Suisse AG, London Branch 10.4% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 6/11/2018
Credit Suisse AG, London Branch 0.00% due 7/7/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 27% per year unless either stock closes below barrier level on observation date for that quarter due 6/6/2017
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2021
Credit Suisse AG, London Branch 0.00% due 12/5/2018
Credit Suisse AG, London Branch 21.65% annualized, payable quarterly if each stock closes at or above 80% coupon barrier level on observation date for that quarter due 6/5/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,467.872 for S&P 500 and 808.3544 for Russell 2000; 70% of initial levels due 6/3/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.75% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,467.872 for S&P 500 and 808.3544 for Russell 2000; 70% of initial levels due 9/5/2017
Credit Suisse AG, London Branch 0.00% due 6/4/2021
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 13.2% per year if fund closes above barrier level on observation date for that quarter; Barrier/knock-in level: $207.1427; 75% of initial share price due 6/2/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.4% per year unless index closes below coupon barrier level on observation date for that quarter; Coupon barrier: 805.315; 70% of initial level due 6/2/2021
Credit Suisse AG, London Branch 0.00% due 6/16/2017
Credit Suisse AG, London Branch 4.70% due 6/3/2019
Credit Suisse AG, London Branch 0.00% due 5/25/2018
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/24/2019
Credit Suisse AG, London Branch 0.00% due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2020
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/25/2018
Credit Suisse AG, London Branch 7%, payable quarterly if indexes close at or above downside thresholds on quarterly observation date due 5/31/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if shares close at or above downside threshold level on observation date for that quarter due 5/31/2018
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 7/31/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6% per year unless either index closes below knock-in level on observation date for that quarter due 5/28/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.2% per year unless either index closes below knock-in level on observation date for that quarter due 5/28/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.55% per year unless either fund closes below barrier level on observation date for that quarter due 5/31/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year unless fund closes below knock-in level on observation date for that quarter due 5/31/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier: 2,143.12 for Euro Stoxx 50 and 798.7168 for Russell 2000; 70% of initial levels due 5/29/2026
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.5% per year unless either index closes below knock-in level on observation date for that quarter due 5/31/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.75% per year unless either index closes below knock-in level on observation date for that quarter due 8/31/2017
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/28/2021
Credit Suisse AG, London Branch 0.00% due 5/29/2026
Credit Suisse AG, London Branch 7.00% due 5/30/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.9% per year unless either index closes below barrier level on observation date for that quarter due 5/27/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.7% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,198.1034 for S&P 500 and 650.149695 for Russell 2000; 58.5% of initial levels due 11/27/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless either index closes below barrier level on observation date for that quarter due 5/28/2019
Credit Suisse AG, London Branch 7.10% due 11/24/2017
Credit Suisse AG, London Branch 9.20% due 5/26/2017
Credit Suisse AG, London Branch 8.10% due 5/26/2017
Credit Suisse AG, London Branch 8.80% due 5/26/2017
Credit Suisse AG, London Branch 0.00% due 5/27/2020
Credit Suisse AG, London Branch 0.00% due 6/21/2017
Credit Suisse AG, London Branch 7.75% per year, payable semiannually if each index closes above its barrier level on the observation date for that period due 5/28/2019
Credit Suisse AG, London Branch 0.00% due 11/28/2017
Credit Suisse AG, London Branch 0.00% due 5/29/2018
Credit Suisse AG, London Branch 0.00% due 6/21/2017
Credit Suisse AG, London Branch 0.00% due 8/30/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 22.6% per year unless any stock closes below barrier level on observation date for that quarter; Barrier level: $69.958 for Celgene, $57.498 for Gilead and $268.31 for Regeneron; 70% of initial share prices due 5/24/2018
Credit Suisse AG, London Branch 0.00% due 10/5/2018
Credit Suisse AG, London Branch 9.75% due 5/23/2017
Credit Suisse AG, London Branch 0.00% due 7/20/2017
Credit Suisse AG, London Branch 13.25% per year, payable monthly if each stock closes at or above coupon barrier level, 70% of its initial level, on observation date for that month due 5/18/2017
Credit Suisse AG, London Branch 0.00% due 11/15/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year if ETF closes at or above downside threshold level on observation date for that quarter due 5/18/2018
Credit Suisse AG, London Branch 0.00% due 5/17/2021
Credit Suisse AG, London Branch 0.00% due 5/18/2020
Credit Suisse AG, London Branch 0.00% due 5/16/2018
Credit Suisse AG, London Branch 0.00% due 6/15/2017
Credit Suisse AG, London Branch 0.00% due 6/15/2017
Credit Suisse AG, London Branch 7.80% due 5/12/2017
Credit Suisse AG, London Branch 7.60% due 5/12/2017
Credit Suisse AG, London Branch 8.70% due 5/12/2017
Credit Suisse AG, London Branch 8.10% due 5/11/2017
Credit Suisse AG, London Branch 13.3% per year, payable monthly if each stock closes at or above 70% of initial level on observation date for that month due 5/11/2017
Credit Suisse AG, London Branch 11% per year, payable quarterly if each index closes at or above its trigger level on each day during that quarter due 5/15/2018
Credit Suisse AG, London Branch 0.00% due 11/10/2017
Credit Suisse AG, London Branch 0.00% due 10/18/2017
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 5.00% due 6/5/2017
Credit Suisse AG, London Branch 0.00% due 5/4/2020
Credit Suisse AG, London Branch 0.00% due 5/4/2021
Credit Suisse AG, London Branch 0.00% due 11/1/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year unless either index closes below barrier level on observation date for that quarter due 5/4/2021
Credit Suisse AG, London Branch 5.8%, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/4/2021
Credit Suisse AG, London Branch 0.00% due 5/4/2020
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 9.5% per year if knock-in event does not occur during that quarter; otherwise, coupon will be 1% per year for that interest period and each subsequent interest period due 11/6/2017
Credit Suisse AG, London Branch 0.00% due 5/17/2017
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch 0.00% due 4/26/2019
Credit Suisse AG, London Branch 0.00% due 4/22/2022
Credit Suisse AG, London Branch 0.00% due 5/12/2017
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch Contingent quarterly coupon at 5.5% per year unless index closes below barrier level on any day during a quarter, in which case no coupon will be paid that quarter or any subsequent quarter; Barrier/knock-in level: 1,780.8775, 85% of initial level due 5/3/2021
Credit Suisse AG, London Branch 17.15% due 10/31/2016
Credit Suisse AG, London Branch 0.00% due 10/30/2019
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if ETF closes at or above downside threshold level on observation date for that quarter due 4/30/2018
Credit Suisse AG, London Branch 7.7%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barriers: 1,466.61 for S&P 500, 2,191.30 for Euro Stoxx, 70% of initial levels due 4/30/2019
Credit Suisse AG, London Branch 0.00% due 4/29/2021
Credit Suisse AG, London Branch 0.00% due 4/29/2021
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch 9.00% due 4/29/2019
Credit Suisse AG, London Branch 7.8% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 920.5824, 80% of initial level due 10/30/2023
Credit Suisse AG, London Branch 0.00% due 4/30/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,464.19 for S&P 500 and 805.5096 for Russell 2000; 70% of initial levels due 4/29/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,464.19 for S&P 500 and 805.5096 for Russell 2000; 70% of initial levels due 4/29/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.25% per year unless any index closes below barrier level on observation date for that quarter due 4/29/2020
Credit Suisse AG, London Branch 12.9% per year unless either underlier closes below barrier level on observation date for that month due 10/28/2016
Credit Suisse AG, London Branch 0.00% due 10/31/2017
Credit Suisse AG, London Branch 0.00% due 4/30/2021
Credit Suisse AG, London Branch 0.00% due 4/30/2026
Credit Suisse AG, London Branch 0.00% due 4/30/2021
Credit Suisse AG, London Branch 0.00% due 4/30/2020
Credit Suisse AG, London Branch 9.00% due 4/28/2017
Credit Suisse AG, London Branch 8.20% due 4/27/2017
Credit Suisse AG, London Branch 0.00% due 4/29/2020
Credit Suisse AG, London Branch 0.00% due 10/26/2017
Credit Suisse AG, London Branch 14.3% per year, payable each quarter if each index closes at or above barrier level on observation date for that quarter; Barrier/knock-in levels: 1,568.69 for S&P 500, 860.018 for Russell 2000 and 2,355.84 for Euro Stoxx 50; 75% of initial levels due 4/26/2018
Credit Suisse AG, London Branch 5.50% due 10/30/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 14.65% per year unless any stock closes below barrier level on observation date for that month due 4/28/2017
Credit Suisse AG, London Branch 8% per year, payable semiannually if each index closes above its barrier level on the observation date for that period due 4/29/2019
Credit Suisse AG, London Branch 0.00% due 10/30/2017
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch 0.00% due 4/29/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8% per year if ETF closes at or above downside threshold level on observation date for that quarter due 4/27/2018
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 14.3% per year unless any stock closes below barrier level on observation date for that month due 4/26/2017
Credit Suisse AG, London Branch 4.00% due 10/28/2019
Credit Suisse AG, London Branch 7.25% due 4/24/2017
Credit Suisse AG, London Branch 7.1%, payable quarterly if the ETF closes at or above coupon barrier on observation date; Coupon/downside threshold: $78.73, 70% of initial level due 4/22/2019
Credit Suisse AG, London Branch 11.00% due 4/22/2019
Credit Suisse AG, London Branch 0.00% due 10/24/2017
Credit Suisse AG, London Branch 24% per year, payable each month if Intrexon closes above its coupon barrier level on the observation date for that month; Barrier/knock-in level: $18.98, 50% of initial level due 4/21/2017
Credit Suisse AG, London Branch 18.5% per year, payable quarterly if each index closes above its coupon barrier level on the observation date for that month; Barrier/knock-in levels: 1,332.227 for S&P, 716.08745 for Russell, 65% of initial levels due 3/28/2019
Credit Suisse AG, London Branch 7.05% annualized, payable quarterly if index closes at or above barrier level on observation date for that quarter due 4/21/2031
Credit Suisse AG, London Branch 7.20% due 4/21/2017
Credit Suisse AG, London Branch 8.05% due 4/21/2017
Credit Suisse AG, London Branch 7.50% due 4/21/2017
Credit Suisse AG, London Branch 6.25% due 4/24/2017
Credit Suisse AG, London Branch 4.25% due 4/24/2017
Credit Suisse AG, London Branch 0.00% due 10/18/2017
Credit Suisse AG, London Branch 5.50% due 4/22/2019
Credit Suisse AG, London Branch 5.00% due 5/18/2017
Credit Suisse AG, London Branch 0.00% due 7/17/2017
Credit Suisse AG, London Branch 0.00% due 7/17/2017
Credit Suisse AG, London Branch 0.00% due 5/17/2017
Credit Suisse AG, London Branch 0.00% due 5/17/2017
Credit Suisse AG, London Branch 0.00% due 5/17/2017
Credit Suisse AG, London Branch 0.00% due 5/17/2017
Credit Suisse AG, London Branch 7.30% due 4/17/2017
Credit Suisse AG, London Branch 7.50% due 4/17/2017
Credit Suisse AG, London Branch 10.3% per year, payable each quarter if the index closes above its coupon barrier level on the observation date for that quarter; Barrier/knock-in level: 2,183.985, 75% of initial level due 4/13/2021
Credit Suisse AG, London Branch 16.25% annualized, payable monthly if each stock closes above its coupon barrier level on the observation date for that month; Barrier levels: $29.718 for Las Vegas Sands and $58.314 for Wynn Resorts; 60% of initial level due 10/18/2017
Credit Suisse AG, London Branch 8.3%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,433.32 for S&P, 768.120 for Russell, 70% of initial levels due 4/12/2019
Credit Suisse AG, London Branch 8.6%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,429.34 for S&P 500, 764.950 for Russell 2000, 70% of initial levels due 4/13/2021
Credit Suisse AG, London Branch 0.00% due 10/12/2017
Credit Suisse AG, London Branch 7.00% due 4/6/2017
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 11.9% per year if Apple shares close at or above barrier price on observation date for that quarter due 4/19/2017
Credit Suisse AG, London Branch 0.00% due 4/18/2017
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 0.00% due 4/5/2021
Credit Suisse AG, London Branch 8.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below barrier level on observation date for that quarter due 4/5/2021
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 10% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 10/5/2017
Credit Suisse AG, London Branch 13.25% due 10/3/2016
Credit Suisse AG, London Branch 0.00% due 10/2/2019
Credit Suisse AG, London Branch 0.00% due 10/2/2019
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/29/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/29/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/29/2019
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if each index closes at or above coupon barrier, 70% of the initial level, on observation date for that quarter due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 9.00% due 3/31/2017
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 8.00% due 3/29/2019
Credit Suisse AG, London Branch 6% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier/knock-in level: 1,222.23, 60% of initial level due 3/31/2021
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 9% per year if Facebook shares close at or above barrier price on observation date for that quarter due 3/30/2018
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier/knock-in levels: 1,080.231for S&P, 756.1617 for Russell; 70% of initial levels due 3/31/2021
Credit Suisse AG, London Branch 0.00% due 10/3/2017
Credit Suisse AG, London Branch 0.00% due 4/1/2021
Credit Suisse AG, London Branch 0.00% due 5/3/2017
Credit Suisse AG, London Branch 0.00% due 3/31/2021
Credit Suisse AG, London Branch 0.00% due 3/31/2020
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 0.00% due 10/12/2017
Credit Suisse AG, London Branch 0.00% due 9/28/2017
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/26/2021
Credit Suisse AG, London Branch 0.00% due 3/25/2022
Credit Suisse AG, London Branch 9.00% due 3/27/2017
Credit Suisse AG, London Branch 0.00% due 3/25/2020
Credit Suisse AG, London Branch 6.25% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier/knock-in levels: 1,229.748 for S&P, 661.0038 for Russell; 60% of initial levels due 3/23/2021
Credit Suisse AG, London Branch 18.1% annualized, payable monthly if stock closes at or above barrier level on observation date for that month; Barrier/knock-in price: $8.425, 50% of initial share price due 3/23/2017
Credit Suisse AG, London Branch 9.25% per year, payable semiannually if each index closes at or above its coupon barrier level on semiannual observation date; Barrier/knock-in levels: 1,434.706 for S&P, 771.1711 for Russell; 70% of initial levels due 3/28/2019
Credit Suisse AG, London Branch 9.5% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date; Barrier/knock-in levels: 1,332.227 for S&P, 716.08745 for Russell; 65% of initial levels due 3/25/2019
Credit Suisse AG, London Branch 0.00% due 9/25/2017
Credit Suisse AG, London Branch 0.00% due 3/26/2018
Credit Suisse AG, London Branch 0.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 3/21/2019
Credit Suisse AG, London Branch 0.00% due 3/21/2019
Credit Suisse AG, London Branch 0.00% due 3/23/2021
Credit Suisse AG, London Branch 8.6%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Trigger/barrier price: $23.28, 75% of initial price due 3/23/2018
Credit Suisse AG, London Branch 5.00% due 3/25/2019
Credit Suisse AG, London Branch 0.00% due 3/22/2019
Credit Suisse AG, London Branch 8.00% due 3/20/2017
Credit Suisse AG, London Branch 0.00% due 9/13/2017
Credit Suisse AG, London Branch 0.00% due 3/29/2017
Credit Suisse AG, London Branch 0.00% due 3/29/2017
Credit Suisse AG, London Branch 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/15/2019
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/15/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/15/2019
Credit Suisse AG, London Branch 8.75% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 3/17/2026
Credit Suisse AG, London Branch 0.00% due 4/13/2017
Credit Suisse AG, London Branch 0.00% due 3/15/2021
Credit Suisse AG, London Branch 9.30% due 3/14/2017
Credit Suisse AG, London Branch 7.00% due 3/14/2017
Credit Suisse AG, London Branch 10.50% due 3/9/2017
Credit Suisse AG, London Branch 0.000% due 9/8/2017
Credit Suisse AG, London Branch 6.4% annualized, payable monthly if each stock closes at or above barrier level on observation date for that month; Barrier levels: $6.75 for Bank of America, $15.11 for GE and $49.58 for Pepsi; 50% of initial levels due 9/11/2017
Credit Suisse AG, London Branch 5.5% initially; beginning March 9, 2017, 7 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the index closes at or above 70% barrier level, capped at 7%; payable monthly due 3/11/2019
Credit Suisse AG, London Branch 0.00% due 3/8/2018
Credit Suisse AG, London Branch 7%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Barrier levels: $150.27, 75% of initial level due 3/9/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter due 3/9/2018
Credit Suisse AG, London Branch 0.00% due 6/8/2017
Credit Suisse AG, London Branch 0.00% due 4/6/2017
Credit Suisse AG, London Branch 8.65% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Barrier/trigger levels: 1,395.38 for S&P 500 and 753.234 for Russell; 70% of initial levels due 3/8/2019
Credit Suisse AG, London Branch 0.00% due 3/7/2019
Credit Suisse AG, London Branch 5.50% due 9/8/2020
Credit Suisse AG, London Branch 7.5% annualized, payable quarterly if each index closes at or above 55% coupon barrier level on observation date for that quarter due 3/3/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.25% per year unless either fund closes below barrier level on observation date for that quarter due 9/5/2017
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 0.00% due 3/3/2021
Credit Suisse AG, London Branch 8.50% due 3/3/2017
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 3/4/2020
Credit Suisse AG, London Branch 11% unless either index closes below knock-in level on observation date; otherwise, 1% for that month; payable quarterly due 9/5/2017
Credit Suisse AG, London Branch 0.00% due 8/31/2017
Credit Suisse AG, London Branch 9.25% due 3/2/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below barrier level on observation date for that quarter due 3/2/2021
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2021
Credit Suisse AG, London Branch 0.00% due 3/1/2021
Credit Suisse AG, London Branch 7% annualized for each day that index closes at or above barrier level; payable monthly; Barrier level: 766.55775, 75% of initial level due 8/29/2023
Credit Suisse AG, London Branch 9% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 1350.86, 70% of initial level due 2/28/2031
Credit Suisse AG, London Branch 0.00% due 3/1/2021
Credit Suisse AG, London Branch 9.00% due 2/24/2017
Credit Suisse AG, London Branch 0.00% due 2/22/2019
Credit Suisse AG, London Branch 9.5% per year unless either index closes below barrier level on a semiannual observation date; Barrier/knock-in levels: 1,342.446 for S&P, 707.0077 for Russell; 70% of initial levels due 2/26/2019
Credit Suisse AG, London Branch 0.00% due 8/28/2017
Credit Suisse AG, London Branch 0.00% due 2/27/2018
Credit Suisse AG, London Branch 0.00% due 2/27/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2022
Credit Suisse AG, London Branch 0.00% due 3/8/2017
Credit Suisse AG, London Branch 0.00% due 3/8/2017
Credit Suisse AG, London Branch 0.00% due 8/23/2017
Credit Suisse AG, London Branch 0.00% due 3/8/2017
Credit Suisse AG, London Branch 0.00% due 3/8/2017
Credit Suisse AG, London Branch 12.40% due 8/24/2018
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above coupon barrier on observation date for that month; Barrier/trigger level: $54.26; 56.5% of initial level due 2/25/2021
Credit Suisse AG, London Branch 9% per year, payable monthly if each index closes at or above coupon barrier on observation date for that month; Barrier/trigger level: $33.54; 58% of initial level due 2/25/2021
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/24/2020
Credit Suisse AG, London Branch 0.00% due 8/23/2017
Credit Suisse AG, London Branch 0.00% due 2/15/2019
Credit Suisse AG, London Branch 10.00% due 2/21/2017
Credit Suisse AG, London Branch 9.50% due 2/21/2017
Credit Suisse AG, London Branch 8.50% due 2/21/2017
Credit Suisse AG, London Branch 7.50% due 2/22/2017
Credit Suisse AG, London Branch 10% per year, payable quarterly if Gilead stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $57.2416, 64% of initial share price due 3/1/2017
Credit Suisse AG, London Branch 0.00% due 3/1/2017
Credit Suisse AG, London Branch 0.00% due 3/1/2017
Credit Suisse AG, London Branch 6% unless either index closes below knock-in level on observation date; otherwise, 1% for that month; payable monthly due 8/18/2016
Credit Suisse AG, London Branch 0.00% due 3/1/2017
Credit Suisse AG, London Branch 0.00% due 12/15/2017
Credit Suisse AG, London Branch 0.00% due 2/15/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2017
Credit Suisse AG, London Branch 0.00% due 2/19/2021
Credit Suisse AG, London Branch 0.00% due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 7/10/2017
Credit Suisse AG, London Branch 0.00% due 2/19/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.45% per year unless any index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,204.736 for S&P, 630.0697 for Russell; 65% of initial levels due 2/11/2019
Credit Suisse AG, London Branch 0.00% due 5/10/2017
Credit Suisse AG, London Branch 9.25% per year per semiannual period if index closes at or above coupon barrier level during that quarter; Coupon barrier: 739.2135, 75% of initial level due 2/10/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.35% per year unless any index closes below barrier level on observation date for that quarter due 2/11/2019
Credit Suisse AG, London Branch 0.00% due 2/8/2018
Credit Suisse AG, London Branch 0.00% due 2/23/2017
Credit Suisse AG, London Branch 13% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/trigger levels: 1,871.60 for Euro Stoxx, 640.652 for Russell, 1,222.03 for S&P; 65% of initial levels due 2/9/2018
Credit Suisse AG, London Branch 13% per year, payable quarterly if each index closes at or above its 65% coupon barrier on each day during that quarter due 2/9/2018
Credit Suisse AG, London Branch 13% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,243.14 for Euro Stoxx 50, 656.694 for Russell 2000 and 1,882.81 for S&P 500; 65% of initial levels due 8/10/2018
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Barrier/trigger levels: 1,222.03 for S&P 500 and 1,871.60 for Euro Stoxx; 65% of initial levels due 2/11/2019
Credit Suisse AG, London Branch 0.00% due 2/7/2019
Credit Suisse AG, London Branch 0.00% due 2/5/2018
Credit Suisse AG, London Branch 0.00% due 2/3/2020
Credit Suisse AG, London Branch 0.00% due 2/3/2021
Credit Suisse AG, London Branch 8.00% due 2/2/2017
Credit Suisse AG, London Branch 8.00% due 2/3/2017
Credit Suisse AG, London Branch 0.00% due 2/22/2017
Credit Suisse AG, London Branch 0.00% due 8/2/2018
Credit Suisse AG, London Branch 0.00% due 2/22/2017
Credit Suisse AG, London Branch 10% per year, payable quarterly if Home Depot stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $97.46, 77.5% of initial share price due 2/22/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.75% per year unless any index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,164.144 for S&P, 621.2286 for Russell; 60% of initial levels due 2/3/2021
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7% per year unless any index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,164.144 for S&P, 621.2286 for Russell; 60% of initial levels due 2/3/2021
Credit Suisse AG, London Branch 0.00% due 2/3/2020
Credit Suisse AG, London Branch 0.00% due 8/1/2017
Credit Suisse AG, London Branch 10% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 8/3/2017
Credit Suisse AG, London Branch 0.00% due 8/1/2017
Credit Suisse AG, London Branch 0.00% due 8/3/2016
Credit Suisse AG, London Branch 31.00% due 2/1/2017
Credit Suisse AG, London Branch 31.00% due 2/1/2017
Credit Suisse AG, London Branch 0.00% due 8/2/2017
Credit Suisse AG, London Branch 0.00% due 8/4/2017
Credit Suisse AG, London Branch 0.00% due 2/13/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.35% per year unless any index closes below barrier level on observation date for that quarter due 2/1/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 13.00% due 2/2/2018
Credit Suisse AG, London Branch 8.55% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; oupon barriers: 2,130.43 for Euro Stoxx 50 and 1,318.07 for S&P 500; 70% of initial levels due 1/30/2026
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 10.50% due 1/30/2017
Credit Suisse AG, London Branch 0.00% due 1/29/2018
Credit Suisse AG, London Branch 7.75% annualized for each day that the index closes at or above accrual barrier; payable monthly; Accrual barrier: 814.3792, 80% of initial level due 7/31/2023
Credit Suisse AG, London Branch 8.5% annualized for each day that the index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,332.541, 70% of initial level due 1/29/2031
Credit Suisse AG, London Branch 7% annualized, payable quarterly if index closes at or above barrier level on observation date for that quarter due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 8/2/2017
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/29/2021
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 1/25/2018
Credit Suisse AG, London Branch 8.5% annualized, payable semiannually if each index closes at or above barrier level on observation date for that period due 1/29/2019
Credit Suisse AG, London Branch 8.5% per year unless either index closes below its barrier level, 70% of the initial index level, on the observation date for that period due 1/29/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2017
Credit Suisse AG, London Branch 0.00% due 1/29/2018
Credit Suisse AG, London Branch 0.00% due 1/29/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2022
Credit Suisse AG, London Branch 0.00% due 7/25/2017
Credit Suisse AG, London Branch 0.00% due 7/25/2017
Credit Suisse AG, London Branch 0.00% due 7/25/2017
Credit Suisse AG, London Branch 0.00% due 7/27/2017
Credit Suisse AG, London Branch 0.00% due 2/15/2017
Credit Suisse AG, London Branch 0.00% due 1/25/2018
Credit Suisse AG, London Branch 15.4% per year, payable quarterly if each index’s closing level remains at or above trigger level on each day during that quarter due 7/27/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $169.254 for S&P trust (90% of initial share price) and $89.92 for Russell ETF (91% of initial share price) due 1/25/2017
Credit Suisse AG, London Branch 0.00% due 7/25/2017
Credit Suisse AG, London Branch 11.00% due 1/23/2017
Credit Suisse AG, London Branch 0.00% due 1/16/2018
Credit Suisse AG, London Branch 8.50% due 1/23/2017
Credit Suisse AG, London Branch 13% annualized, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 1/22/2019
Credit Suisse AG, London Branch 9.25% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 1/22/2018
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger levels: $15.85; 74% of initial level due 1/22/2018
Credit Suisse AG, London Branch 11%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger levels: 705.408 for Russell, 2,066.74 for Stoxx; 70% of initial levels due 1/22/2019
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 1/22/2018
Credit Suisse AG, London Branch 0.00% due 1/19/2018
Credit Suisse AG, London Branch 0.00% due 3/19/2018
Credit Suisse AG, London Branch 7.30% due 1/19/2017
Credit Suisse AG, London Branch 13.8% per year, payable quarterly if Caterpillar stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/knock-in price: $48.712, 80% of initial share price due 1/19/2017
Credit Suisse AG, London Branch 10.00% due 1/17/2017
Credit Suisse AG, London Branch 0.00% due 1/18/2018
Credit Suisse AG, London Branch 9.50% due 1/19/2017
Credit Suisse AG, London Branch 10.00% due 1/17/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.7% per year unless either index closes below barrier level on observation date for that quarter due 1/16/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless any index closes below barrier level on observation date for that quarter due 7/13/2018
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/13/2018
Credit Suisse AG, London Branch 8.55% annualized, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/16/2018
Credit Suisse AG, London Branch 9.1% annualized, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/14/2019
Credit Suisse AG, London Branch 0.00% due 1/25/2017
Credit Suisse AG, London Branch 0.00% due 1/14/2019
Credit Suisse AG, London Branch 0.00% due 5/11/2017
Credit Suisse AG, London Branch 0.00% due 1/24/2017
Credit Suisse AG, London Branch 8.05% due 7/11/2017
Credit Suisse AG, London Branch 6.75% due 7/11/2017
Credit Suisse AG, London Branch 0.00% due 7/11/2017
Credit Suisse AG, London Branch 0.00% due 7/11/2017
Credit Suisse AG, London Branch 0.00% due 1/6/2020
Credit Suisse AG, London Branch 0.00% due 1/6/2021
Credit Suisse AG, London Branch 0.00% due 7/3/2018
Credit Suisse AG, London Branch 0.00% due 1/6/2020
Credit Suisse AG, London Branch 9.5% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 7/6/2017
Credit Suisse AG, London Branch 0.00% due 12/5/2017
Credit Suisse AG, London Branch 8.00% due 1/4/2017
Credit Suisse AG, London Branch 0.00% due 7/2/2019
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter due 12/31/2018
Credit Suisse AG, London Branch 7%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter due 12/31/2018
Credit Suisse AG, London Branch 8%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter due 12/31/2018
Credit Suisse AG, London Branch 7.4%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 1/5/2026
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/29/2017
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 7.75% annualized for each day that the index closes at or above accrual barrier; payable monthly; Barrier level: 918.5704, 80% of initial level due 6/30/2023
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2018
Credit Suisse AG, London Branch 8.25% annualized for each day that the index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,548.2175, 75% of initial level due 12/30/2030
Credit Suisse AG, London Branch 10% annualized, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 1/11/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.65% per year unless either index closes below barrier level on observation date for that quarter; Coupon barrier level: 1341.7885 for S&P 500, 749.33105 for Russell 2000, 65% of initial levels due 12/29/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2019
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 6/27/2019
Credit Suisse AG, London Branch 0.00% due 2/24/2017
Credit Suisse AG, London Branch 5.00% due 12/28/2016
Credit Suisse AG, London Branch 8.85% annualized, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/31/2018
Credit Suisse AG, London Branch 0.00% due 12/28/2017
Credit Suisse AG, London Branch 8.50% due 12/27/2016
Credit Suisse AG, London Branch 12.00% due 12/27/2016
Credit Suisse AG, London Branch 13% annualized, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 12/24/2018
Credit Suisse AG, London Branch 12.10% due 12/23/2016
Credit Suisse AG, London Branch 7.8% annualized, payable semiannually if each index closes at or above barrier level on observation date for that period due 12/24/2018
Credit Suisse AG, London Branch 7% annualized, payable monthly if each index closes at or above barrier level on observation date for that month due 12/23/2020
Credit Suisse AG, London Branch 8% annualized, payable semiannually if each index closes at or above barrier level on observation date for that period due 12/28/2018
Credit Suisse AG, London Branch 0.00% due 6/26/2017
Credit Suisse AG, London Branch 0.00% due 3/21/2019
Credit Suisse AG, London Branch 0.00% due 12/26/2017
Credit Suisse AG, London Branch 0.00% due 12/26/2017
Credit Suisse AG, London Branch 0.00% due 12/28/2021
Credit Suisse AG, London Branch 0.00% due 12/28/2021
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier level, 68.4% of the initial price, on observation date for that month due 12/24/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier level, 79.5% of the initial price, on observation date for that month due 12/24/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier level, 77% of the initial price, on observation date for that month due 12/24/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.25% per year unless either index closes below barrier level on observation date for that quarter due 12/24/2018
Credit Suisse AG, London Branch 6.10% due 6/19/2017
Credit Suisse AG, London Branch 9.20% due 12/19/2016
Credit Suisse AG, London Branch 8.80% due 12/19/2016
Credit Suisse AG, London Branch 8.70% due 12/19/2016
Credit Suisse AG, London Branch 7.05% annualized, payable quarterly if each index closes at or above barrier level on observation date for that period; Barrier levels: 65% of initial levels due 12/16/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.05% per year unless either index closes below barrier level on observation date for that quarter due 12/16/2020
Credit Suisse AG, London Branch 9.63% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 12/17/2018
Credit Suisse AG, London Branch 0.00% due 12/14/2018
Credit Suisse AG, London Branch 10.45% due 12/16/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.7% per year unless either index closes below barrier level on observation date for that quarter due 12/16/2016
Credit Suisse AG, London Branch 5.00% due 12/12/2016
Credit Suisse AG, London Branch 0.00% due 6/12/2017
Credit Suisse AG, London Branch 5.16% due 6/12/2017
Credit Suisse AG, London Branch 10.40% due 12/14/2016
Credit Suisse AG, London Branch 0.00% due 6/14/2017
Credit Suisse AG, London Branch 12%, payable quarterly if stock closes at or above its barrier level on the determination date for that quarter due 12/21/2016
Credit Suisse AG, London Branch 12%, payable quarterly if stock closes at or above its barrier level on the determination date for that quarter due 12/21/2016
Credit Suisse AG, London Branch 0.00% due 6/8/2017
Credit Suisse AG, London Branch 0.00% due 6/8/2017
Credit Suisse AG, London Branch 7.6% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 5/3/2017
Credit Suisse AG, London Branch 7.6% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 5/3/2017
Credit Suisse AG, London Branch 0.00% due 6/2/2016
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/10/2025
Credit Suisse AG, London Branch 0.00% due 12/6/2017
Credit Suisse AG, London Branch 0.00% due 12/6/2017
Credit Suisse AG, London Branch 9.00% due 12/5/2016
Credit Suisse AG, London Branch 11.00% due 12/5/2016
Credit Suisse AG, London Branch 9.00% due 12/5/2016
Credit Suisse AG, London Branch 0.00% due 3/6/2017
Credit Suisse AG, London Branch 0.00% due 3/6/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.4% per year unless any index closes below barrier level on observation date for that quarter; Coupon barrier/knock-in levels: 782.7034 for Russell 2000, 1,366.7095 for S&P 500 and 2,261.766 for Euro Stoxx; 65% of initial levels due 12/4/2018
Credit Suisse AG, London Branch 0.00% due 3/6/2018
Credit Suisse AG, London Branch 0.00% due 12/6/2017
Credit Suisse AG, London Branch 0.00% due 12/4/2019
Credit Suisse AG, London Branch 0.00% due 12/3/2020
Credit Suisse AG, London Branch due 6/1/2018
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above barrier level on observation date for that period due 12/3/2025
Credit Suisse AG, London Branch 0.00% due 12/5/2019
Credit Suisse AG, London Branch 9.5% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 6/5/2017
Credit Suisse AG, London Branch 0.00% due 5/27/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/30/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/30/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2017
Credit Suisse AG, London Branch 8% per year multiplied by proportion of days on which index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,566.855, 75% of initial level due 11/29/2030
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9% per year unless index closes below coupon barrier level on observation date for that quarter; Coupon barrier level: 861.8920, 72.5% of initial level due 11/28/2025
Credit Suisse AG, London Branch 0.00% due 11/30/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if index closes at or above trigger level on observation date for that quarter due 11/28/2025
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 11/29/2017
Credit Suisse AG, London Branch 0.00% due 11/25/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.15% per year unless any index closes below barrier level on observation date for that quarter due 11/26/2018
Credit Suisse AG, London Branch Notes pay contingent semiannual coupon at rate of 7.5% per year unless either index closes below barrier level on observation date for that period due 11/30/2018
Credit Suisse AG, London Branch 0.00% due 5/30/2017
Credit Suisse AG, London Branch 0.00% due 11/28/2017
Credit Suisse AG, London Branch 0.00% due 11/28/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2021
Credit Suisse AG, London Branch 0.00% due 5/25/2017
Credit Suisse AG, London Branch 8.35% if index never dips below knock-in level during quarter; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 5/25/2017
Credit Suisse AG, London Branch 5.45% due 3/24/2017
Credit Suisse AG, London Branch 9.00% due 11/21/2016
Credit Suisse AG, London Branch 9.50% due 11/21/2016
Credit Suisse AG, London Branch 0.00% due 11/21/2019
Credit Suisse AG, London Branch 0.00% due 11/21/2019
Credit Suisse AG, London Branch 0.00% due 11/19/2020
Credit Suisse AG, London Branch 0.00% due 5/21/2020
Credit Suisse AG, London Branch 0.00% due 5/18/2017
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/19/2018
Credit Suisse AG, London Branch 8% per year, payable monthly if Facebook stock closes at or above coupon barrier price, 61% of initial level, on observation date for that month due 11/19/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if General Motors stock closes at or above coupon barrier price, 55.5% of initial level, on observation date for that month due 11/19/2020
Credit Suisse AG, London Branch 0.00% due 2/20/2018
Credit Suisse AG, London Branch 11.35% per year per quarter that index closes at or above coupon barrier level during that quarter; Coupon barrier: 85% of initial level due 11/17/2020
Credit Suisse AG, London Branch 0.00% due 11/16/2020
Credit Suisse AG, London Branch 9.40% due 11/16/2016
Credit Suisse AG, London Branch 11.00% due 11/16/2016
Credit Suisse AG, London Branch 6.5% annualized for each quarter that each index closes below barrier level on observation date for that quarter due 11/13/2020
Credit Suisse AG, London Branch 0.00% due 11/12/2019
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2019
Credit Suisse AG, London Branch 0.00% due 11/4/2019
Credit Suisse AG, London Branch 0.00% due 11/4/2020
Credit Suisse AG, London Branch 0.00% due 11/4/2019
Credit Suisse AG, London Branch 10% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 5/4/2017
Credit Suisse AG, London Branch 0.00% due 12/30/2016
Credit Suisse AG, London Branch 0.00% due 12/30/2016
Credit Suisse AG, London Branch 0.00% due 10/26/2018
Credit Suisse AG, London Branch 0.00% due 10/26/2018
Credit Suisse AG, London Branch 15.00% due 11/7/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.8% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barriers: 2,394.763 for Euro Stoxx 50 and 825.1012 for Russell 2000; 70% of initial levels due 10/30/2025
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.1% per year unless either index closes below barrier level on observation date for that quarter; Barrier levels: 1,463.245 for S&P 500 and 825.101 for Russell 2000; 70% of initial levels due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 5/1/2019
Credit Suisse AG, London Branch 7.6% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 5/3/2017
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/30/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 10/30/2017
Credit Suisse AG, London Branch 7.00% due 10/31/2016
Credit Suisse AG, London Branch 8% per year multiplied by proportion of days on which index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,549.42, 75% of initial level due 10/29/2027
Credit Suisse AG, London Branch 7.25% per year multiplied by proportion of days on which index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,652.7120, 80% of initial level due 4/28/2023
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 14.5% per year if Blackstone units close at or above barrier price on observation date for that quarter due 11/1/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.85% per year unless either index closes below barrier level on observation date for that quarter due 10/30/2025
Credit Suisse AG, London Branch ; Coupon barrier level: 801.7037; 70% of initial levelEach quarter, notes pay contingent coupon at rate of 9% per year unless index closes below coupon barrier level on observation date for that quarter due 10/30/2025
Credit Suisse AG, London Branch 0.00% due 5/2/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.25% per year if index closes at or above trigger level on observation date for that quarter due 10/31/2025
Credit Suisse AG, London Branch 0.00% due 10/31/2018
Credit Suisse AG, London Branch 8.3% per year multiplied by proportion of days on which index closes at or above accrual barrier; payable monthly due 10/29/2030
Credit Suisse AG, London Branch 0.00% due 10/31/2017
Credit Suisse AG, London Branch 0.00% due 9/11/2017
Credit Suisse AG, London Branch 0.00% due 10/28/2019
Credit Suisse AG, London Branch 8.00% due 10/28/2016
Credit Suisse AG, London Branch 10.00% due 10/28/2016
Credit Suisse AG, London Branch 8.50% due 10/28/2016
Credit Suisse AG, London Branch 8.00% due 10/28/2016
Credit Suisse AG, London Branch 7.5% per year, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Barrier levels: 70% of initial levels due 10/30/2018
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/28/2020
Credit Suisse AG, London Branch 0.00% due 5/1/2017
Credit Suisse AG, London Branch 2.00% due 10/29/2021
Credit Suisse AG, London Branch 0.00% due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 4/27/2017
Credit Suisse AG, London Branch 8% per year, payable monthly if Intel stock closes at or above coupon barrier price on observation date for that month due 10/29/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if Prudential stock closes at or above coupon barrier price on observation date for that month due 10/29/2020
Credit Suisse AG, London Branch 0.00% due 10/25/2019
Credit Suisse AG, London Branch 0.00% due 10/27/2020
Credit Suisse AG, London Branch 0.00% due 4/25/2019
Credit Suisse AG, London Branch 0.00% due 10/24/2017
Credit Suisse AG, London Branch 8.2% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/22/2025
Credit Suisse AG, London Branch 0.00% due 10/26/2018
Credit Suisse AG, London Branch 0.00% due 8/18/2017
Credit Suisse AG, London Branch 0.00% due 9/29/2020
Credit Suisse AG, London Branch 0.00% due 2/7/2018
Credit Suisse AG, London Branch 0.00% due 10/12/2017
Credit Suisse AG, London Branch 0.00% due 10/12/2017
Credit Suisse AG, London Branch 0.00% due 10/11/2017
Credit Suisse AG, London Branch 0.00% due 10/10/2022
Credit Suisse AG, London Branch 0.00% due 12/2/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12% per year unless any stock closes below barrier level on observation date for that quarter due 10/8/2019
Credit Suisse AG, London Branch 0.00% due 10/5/2017
Credit Suisse AG, London Branch 0.00% due 10/5/2017
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 10/5/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.6% per year unless either index closes below barrier level on observation date for that quarter due 10/5/2018
Credit Suisse AG, London Branch 11.5% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 9.00% due 10/3/2016
Credit Suisse AG, London Branch 7.1% per year, payable for each quarter that each index closes at or above barrier level on observation date for that quarter due 10/2/2020
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.65% per year unless either index closes below barrier level on observation date for that quarter due 10/2/2018
Credit Suisse AG, London Branch 0.00% due 10/1/2020
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at rate of 7.45% per year unless index closes below barrier level on observation date for that month due 9/30/2022
Credit Suisse AG, London Branch 0.00% due 4/1/2019
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/30/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/30/2020
Credit Suisse AG, London Branch 10.5% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 3/28/2019
Credit Suisse AG, London Branch 0.00% due 9/30/2020
Credit Suisse AG, London Branch 16.00% due 9/30/2016
Credit Suisse AG, London Branch 0.00% due 9/29/2017
Credit Suisse AG, London Branch 7.85% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 898.2312, 80% of initial level due 3/30/2023
Credit Suisse AG, London Branch 8.1% per year multiplied by proportion of days on which index closes at or above accrual barrier; payable monthly; Accrual barrier: 1,448.505, 75% of initial level due 9/30/2030
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 6.4% per year if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 965.670 for S&P 500 and 561.395 for Russell 2000; 50% of initial levels due 9/30/2025
Credit Suisse AG, London Branch 9% per year, payable for each quarter that each index closes at or above barrier level on observation date for that quarter due 9/30/2025
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barriers: 2,179.212 for Euro Stoxx 50 and 785.9523 Russell 2000; 70% of initial levels due 9/30/2025
Credit Suisse AG, London Branch 0.00% due 3/29/2018
Credit Suisse AG, London Branch 0.00% due 4/5/2017
Credit Suisse AG, London Branch 0.00% due 3/30/2017
Credit Suisse AG, London Branch due 9/30/2020
Credit Suisse AG, London Branch 0.00% due 9/30/2025
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 11/23/2016
Credit Suisse AG, London Branch 0.00% due 11/23/2016
Credit Suisse AG, London Branch 0.00% due 9/29/2017
Credit Suisse AG, London Branch 0.00% due 9/28/2018
Credit Suisse AG, London Branch 0.00% due 9/22/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.5% per year unless either index closes below barrier level on observation date for that quarter due 9/28/2018
Credit Suisse AG, London Branch 8.50% due 9/26/2016
Credit Suisse AG, London Branch 8.50% due 9/26/2016
Credit Suisse AG, London Branch 0.00% due 9/26/2018
Credit Suisse AG, London Branch 9.20% due 3/24/2017
Credit Suisse AG, London Branch 13.5% per year, payable each quarter unless any index closes below barrier level during quarter; Barrier/knock-in levels: 1,475.23 for S&P, 870.82 for Russell, 2,307.04 for Euro Stoxx; 75% of initial levels due 9/28/2016
Credit Suisse AG, London Branch 0.00% due 3/25/2019
Credit Suisse AG, London Branch 10.50% due 9/23/2016
Credit Suisse AG, London Branch 0.00% due 9/25/2019
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 10.5% per year unless either index closes below barrier level on observation date for that quarter due 9/24/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.7% per year unless either index closes below barrier level on observation date for that quarter due 9/25/2018
Credit Suisse AG, London Branch 2.00% due 9/27/2021
Credit Suisse AG, London Branch 0.00% due 9/27/2021
Credit Suisse AG, London Branch 0.00% due 9/27/2021
Credit Suisse AG, London Branch 9.00% due 9/22/2016
Credit Suisse AG, London Branch 0.00% due 4/24/2017
Credit Suisse AG, London Branch 8.55%, payable quarterly if stock closes at or above its coupon barrier level, 80% of its initial share price, on the determination date for that quarter due 9/21/2016
Credit Suisse AG, London Branch 7.75%, payable quarterly if each index closes at or above its coupon barrier level on the determination date for that quarter; Barrier levels: 60% of initial level due 9/22/2025
Credit Suisse AG, London Branch 19.60% due 9/22/2016
Credit Suisse AG, London Branch 7.00% due 9/19/2016
Credit Suisse AG, London Branch 8% per year, payable monthly if Amgen stock closes at or above coupon barrier price on observation date for that month due 9/17/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if BlackRock stock closes at or above coupon barrier price on observation date for that month due 9/17/2020
Credit Suisse AG, London Branch 9% per year, payable monthly if Facebook stock closes at or above coupon barrier price on observation date for that month due 9/17/2020
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/17/2025
Credit Suisse AG, London Branch 7.25% per year, payable semiannually if each index closes at or above barrier level during that period due 9/17/2018
Credit Suisse AG, London Branch 0.00% due 3/15/2017
Credit Suisse AG, London Branch 0.00% due 9/21/2016
Credit Suisse AG, London Branch 0.00% due 9/21/2016
Credit Suisse AG, London Branch 12%, payable quarterly if stock closes at or above its coupon barrier level on the determination date for that quarter; Barrier level: $12.52, 80% of initial price due 9/21/2016
Credit Suisse AG, London Branch 10%, payable quarterly if stock closes at or above its coupon barrier level, 80% of initial level, on the determination date for that quarter due 9/21/2016
Credit Suisse AG, London Branch 0.00% due 3/15/2017
Credit Suisse AG, London Branch 0.00% due 9/7/2018
Credit Suisse AG, London Branch 0.00% due 9/10/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 17.5% per year unless any index closes below barrier level during that quarter due 9/12/2016
Credit Suisse AG, London Branch 0.00% due 7/7/2017
Credit Suisse AG, London Branch 0.00% due 3/15/2017
Credit Suisse AG, London Branch 0.00% due 9/4/2020
Credit Suisse AG, London Branch 8% per year per quarter that each index closes at or above barrier level during that quarter due 9/4/2025
Credit Suisse AG, London Branch 0.00% due 9/7/2017
Credit Suisse AG, London Branch 0.00% due 9/4/2019
Credit Suisse AG, London Branch 0.00% due 9/5/2019
Credit Suisse AG, London Branch 0.00% due 9/3/2020
Credit Suisse AG, London Branch 0.00% due 9/6/2017
Credit Suisse AG, London Branch 0.00% due 9/2/2020
Credit Suisse AG, London Branch 9% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 3/3/2017
Credit Suisse AG, London Branch 0.00% due 3/5/2019
Credit Suisse AG, London Branch 9.55% per year unless either index closes below barrier level on observation date for that quarter; Barrier levels: 60% of initial levels due 9/4/2018
Credit Suisse AG, London Branch 0.00% due 10/28/2016
Credit Suisse AG, London Branch 0.00% due 10/28/2016
Credit Suisse AG, London Branch 0.00% due 3/1/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2018
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch 0.00% due 9/12/2016
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,296.55 for Euro Stoxx 50 and 807.526 for Russell 2000; 70% of initial levels due 8/29/2025
Credit Suisse AG, London Branch 7.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Coupon barrier levels: 1,391.36 for S&P 500 and 807.526 for Russell; 70% of initial levels due 8/29/2025
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2021
Credit Suisse AG, London Branch 0.00% due 8/29/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2017
Credit Suisse AG, London Branch Each month, notes pay contingent coupon at applicable rate multiplied by proportion of days on which index closes at or above reference level; Reference level: 849.141, 75% of initial level due 8/31/2030
Credit Suisse AG, London Branch 7.25% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 905.7504, 80% of initial level due 2/28/2023
Credit Suisse AG, London Branch 7.3% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 1,358.357, 70% of initial level due 8/30/2030
Credit Suisse AG, London Branch 0.00% due 9/12/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 679.3128 for Russell, 1,902.438 for Euro Stoxx; 60% of initial levels due 8/29/2025
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 9.5% per year unless either index closes below barrier level on observation date for that quarter; Barrier levels: 792.5316 for Russell, 2,219.511 for Euro Stoxx; 70% of initial levels due 8/29/2025
Credit Suisse AG, London Branch 7%, payable monthly if all indexes are at above their 65% coupon barrier level on the monthly observation dates due 8/28/2018
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 10.00% due 8/29/2016
Credit Suisse AG, London Branch 9.00% due 8/29/2016
Credit Suisse AG, London Branch 0.00% due 8/30/2017
Credit Suisse AG, London Branch 4% per year, payable quarterly if each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $8.911 for oil fund and $41.454 for energy fund; 70% of initial prices due 5/31/2022
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.5% per year unless either index closes below barrier level on observation date for that quarter due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2017
Credit Suisse AG, London Branch 9.00% due 8/29/2016
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 10% annualized, payable monthly if Apple stock closes at or above barrier level on review date for that month due 8/27/2018
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 4% per year, payable quarterly if each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $9.26 for oil fund and $44.45 for energy fund; 70% of initial prices due 8/26/2021
Credit Suisse AG, London Branch 7.25% annualized for each semiannual interest period that each index closes at or above barrier level on observation date for period; Barrier levels: 70% of initial levels due 8/28/2018
Credit Suisse AG, London Branch 8.25% annualized for each semiannual interest period that each index closes at or above barrier level on observation date for period; Barrier levels: 70% of initial levels due 8/27/2018
Credit Suisse AG, London Branch 2.00% due 8/30/2021
Credit Suisse AG, London Branch 0.00% due 8/30/2021
Credit Suisse AG, London Branch 0.00% due 8/30/2021
Credit Suisse AG, London Branch 8% per year, payable monthly if Apple stock closes at or above coupon barrier price on observation date for that month; Barrier/trigger price: $69.80, 66% of initial price due 8/27/2020
Credit Suisse AG, London Branch 10.7% per year, payable monthly if Apple stock closes at or above coupon barrier price on observation date for that month; Barrier/trigger price: $84.61, 80% of initial price due 8/27/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if Fortinet stock closes at or above coupon barrier price on observation date for that month due 8/27/2020
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 9.35% per year if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,832.1570 for S&P 500, 1,055.2707 for Russell 2000 and 3,018.1320 for Euro Stoxx 50; 90% of initial levels due 8/25/2025
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 9% per year unless either fund closes below barrier level on any day during that quarter, in which case coupon will be 1% for that quarter due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 12/23/2016
Credit Suisse AG, London Branch 0.00% due 8/27/2018
Credit Suisse AG, London Branch 16.2% annualized, payable quarterly if each stock closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: $19.05 for Joy and for $69.1275 Wynn Resorts, 75% of initial levels due 2/22/2016
Credit Suisse AG, London Branch 7.25% due 8/22/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 850.4195 for Russell, 2,446.766 for Euro Stoxx; 70% of initial levels due 2/26/2018
Credit Suisse AG, London Branch 8.00% due 8/22/2016
Credit Suisse AG, London Branch 0.00% due 2/23/2017
Credit Suisse AG, London Branch 7.7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/20/2025
Credit Suisse AG, London Branch 8.3% annualized for each quarterly interest period that each index closes at or above barrier level on observation date for quarter; Barrier levels: 60% of initial levels due 8/20/2018
Credit Suisse AG, London Branch 0.00% due 8/18/2020
Credit Suisse AG, London Branch 11.60% due 8/15/2016
Credit Suisse AG, London Branch 0.00% due 8/13/2018
Credit Suisse AG, London Branch 6.5%, payable monthly if stock closes at or above coupon barrier level on observation date for that month due 8/13/2020
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above coupon barrier level on observation date for that month due 8/13/2020
Credit Suisse AG, London Branch 0.00% due 8/9/2018
Credit Suisse AG, London Branch 0.00% due 2/9/2017
Credit Suisse AG, London Branch 0.00% due 8/8/2019
Credit Suisse AG, London Branch 0.00% due 2/10/2016
Credit Suisse AG, London Branch 0.00% due 8/3/2018
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 8/3/2017
Credit Suisse AG, London Branch 6.00% due 11/7/2016
Credit Suisse AG, London Branch 0.00% due 2/3/2017
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 11.56% per year if knock-in event does not occur during that quarter; otherwise, coupon will be 1% per year for that interest period; Knock-in event: Either index closes below barrier level on any day during life of notes due 2/6/2017
Credit Suisse AG, London Branch 6.82% if component never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 2/6/2017
Credit Suisse AG, London Branch 0.00% due 9/30/2016
Credit Suisse AG, London Branch 0.00% due 10/7/2016
Credit Suisse AG, London Branch 0.00% due 9/30/2016
Credit Suisse AG, London Branch 0.00% due 9/30/2016
Credit Suisse AG, London Branch 0.00% due 9/30/2016
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 7.8% per year unless either index closes below barrier level on observation date for that quarter; Barrier/knock-in levels: 1,370.6095 for S&P 500 and 800.84615 for Russell 2000; 65% of initial levels due 8/6/2018
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch 0.00% due 7/26/2019
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 7% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date; Barrier levels: 70% of initial levels due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 8/1/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2020
Credit Suisse AG, London Branch 0.00% due 7/31/2017
Credit Suisse AG, London Branch 0.00% due 5/1/2020
Credit Suisse AG, London Branch 7.35% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 979.6792, 80% of initial level due 1/31/2023
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.75% per year unless either index closes below barrier level on observation date for that quarter due 7/31/2025
Credit Suisse AG, London Branch 9.75% annualized for each quarterly interest period that each index closes at or above barrier level on observation date for that period; Coupon barrier levels: 2,487.877 for Euro Stoxx and 857.2193 for Russell, 70% of initial levels due 7/31/2025
Credit Suisse AG, London Branch 6% annualized for each quarterly interest period that each index closes at or above barrier level on observation date for that period; Barrier/knock-in levels: 1,255.95 for S&P and 734.7594 for Russell, 60% of initial levels due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 8/12/2016
Credit Suisse AG, London Branch 0.00% due 7/31/2025
Credit Suisse AG, London Branch 0.00% due 1/30/2017
Credit Suisse AG, London Branch 5.25% due 1/30/2017
Credit Suisse AG, London Branch 0.00% due 8/1/2017
Credit Suisse AG, London Branch 8% annualized for each semiannual interest period that each index closes at or above barrier level on observation date for that period due 7/30/2018
Credit Suisse AG, London Branch 0.00% due 8/1/2017
Credit Suisse AG, London Branch 0.00% due 8/2/2021
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 6.85% annualized for each quarter that each index closes at or above barrier level on observation date for that quarter due 7/31/2018
Credit Suisse AG, London Branch 2.00% due 8/2/2021
Credit Suisse AG, London Branch 0.00% due 8/2/2021
Credit Suisse AG, London Branch 0.00% due 8/2/2021
Credit Suisse AG, London Branch 0.00% due 2/1/2017
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier level on observation date for that month due 7/31/2020
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above coupon barrier level on observation date for that month due 7/31/2020
Credit Suisse AG, London Branch 10.00% due 7/28/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.8% per year unless either index closes below barrier level on observation date for that quarter due 7/27/2020
Credit Suisse AG, London Branch 0.00% due 9/28/2017
Credit Suisse AG, London Branch 11.00% due 7/25/2016
Credit Suisse AG, London Branch 0.00% due 7/22/2020
Credit Suisse AG, London Branch 6.00% due 7/22/2016
Credit Suisse AG, London Branch 8.1% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Coupon barriers: 70% of initial levels due 7/22/2025
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 6.00% due 7/18/2016
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 9.5% per year if each underlying component closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,525.033 for Euro Stoxx 50, 891.3296 for Russell 2000 and $27.139 for ETF; 70% of initial levels due 7/17/2025
Credit Suisse AG, London Branch 0.00% due 7/27/2016
Credit Suisse AG, London Branch 8% per year, payable monthly if Dow stock closes at or above the coupon barrier level on monthly observation date; Trigger/barrier price: $38.56, 75% of initial share price due 7/16/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if Pfizer stock closes at or above the coupon barrier level on monthly observation date; Trigger/barrier price: $28.18, 82% of initial share price due 7/16/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if Philip Morris stock closes at or above the coupon barrier level on monthly observation date; Trigger/barrier price: $64.91, 79% of initial share price due 7/16/2020
Credit Suisse AG, London Branch 7.8% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date; Barrier levels: 1,453.63 for S&P 500, 2,470.17 for Euro Stoxx, 70% of initial levels due 7/16/2025
Credit Suisse AG, London Branch 0.00% due 7/27/2018
Credit Suisse AG, London Branch 11.25%, payable quarterly if stock closes at or above its coupon barrier level on the determination date for that quarter; Barrier level: $73.64, 70% of initial price due 7/14/2016
Credit Suisse AG, London Branch 0.00% due 8/14/2017
Credit Suisse AG, London Branch 0.00% due 7/25/2016
Credit Suisse AG, London Branch 9.5% annualized, payable quarterly if each underlying closes at or above its barrier level on observation date for that quarter; Barrier level: 50% of initial index level due 1/10/2019
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier/knock-in levels: 748.8306 for Russell, 1,248.8040 for S&P, 1,976.5140 for Euro Stoxx; 60% of initial levels due 7/10/2018
Credit Suisse AG, London Branch 10% initially; beginning July 31, 2016, 8 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 10%, floor of zero; payable monthly due 7/31/2030
Credit Suisse AG, London Branch 0.00% due 1/6/2017
Credit Suisse AG, London Branch 11%, payable quarterly if stock closes at or above its coupon barrier level on the determination date for that quarter; Barrier levels: $36.05, 70% of initial price due 7/7/2016
Credit Suisse AG, London Branch 0.00% due 5/4/2017
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 7/6/2020
Credit Suisse AG, London Branch If no coupon barrier event occurs, contingent coupon will be paid at rate of 8% per year for that quarter; if coupon barrier event does occur, no coupon will be paid that quarter; Coupon barriers: 952.99972 for Russell 2000 and 2,602.468 for Euro Stoxx 50; 76% of initial levels due 7/3/2025
Credit Suisse AG, London Branch 9.00% due 7/6/2016
Credit Suisse AG, London Branch 6.00% due 7/6/2016
Credit Suisse AG, London Branch 7.00% due 7/6/2016
Credit Suisse AG, London Branch 7.50% due 7/6/2016
Credit Suisse AG, London Branch 8.25% due 7/6/2016
Credit Suisse AG, London Branch 0.00% due 7/6/2017
Credit Suisse AG, London Branch 9% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 1/6/2017
Credit Suisse AG, London Branch 0.00% due 3/3/2017
Credit Suisse AG, London Branch 0.00% due 7/7/2017
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 1/4/2017
Credit Suisse AG, London Branch 0.00% due 7/13/2016
Credit Suisse AG, London Branch 8% per year, payable monthly if AT&T stock closes at or above the coupon barrier level on monthly observation date due 6/30/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if Intel stock closes at or above the coupon barrier level on monthly observation date due 6/30/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if Yahoo! stock closes at or above the coupon barrier level on monthly observation date due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 8/26/2016
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch 8.00% due 6/30/2016
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch 0.00% due 12/31/2018
Credit Suisse AG, London Branch 7.15% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 1,026.6248, 80% of initial level due 12/30/2022
Credit Suisse AG, London Branch 0.00% due 6/23/2017
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 8.5% per year unless either index closes below barrier level on observation date for that quarter due 6/30/2025
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 6/29/2018
Credit Suisse AG, London Branch 0.00% due 6/29/2018
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch If each index closes at or above barrier level on observation date for that quarter, 9% annualized initially, stepping up to 11% on Sept. 30, 2019 and to 13% on Sept. 29, 2023; Coupon barrier: 2,527.637 for Euro Stoxx, 898.2967 for Russell, 70% of initial level due 6/30/2025
Credit Suisse AG, London Branch 0.00% due 6/30/2025
Credit Suisse AG, London Branch 0.00% due 6/30/2025
Credit Suisse AG, London Branch 0.00% due 6/30/2020
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 6/27/2019
Credit Suisse AG, London Branch 0.00% due 12/29/2016
Credit Suisse AG, London Branch 5.20% due 12/29/2016
Credit Suisse AG, London Branch 0.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 6/27/2017
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 6/26/2019
Credit Suisse AG, London Branch 6.75% per year, payable semiannually unless either index closes below barrier level on observation date for that quarter; Barrier levels: 1,476.993 for S&P 500, 899.2627 for Russell 2000; 70% of initial levels due 6/26/2018
Credit Suisse AG, London Branch 2.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 12/28/2021
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 6/28/2021
Credit Suisse AG, London Branch 0.00% due 12/28/2021
Credit Suisse AG, London Branch 0.00% due 6/26/2017
Credit Suisse AG, London Branch 0.00% due 4/21/2017
Credit Suisse AG, London Branch 0.00% due 12/22/2016
Credit Suisse AG, London Branch 9.25% due 9/22/2016
Credit Suisse AG, London Branch 15.50% due 6/24/2016
Credit Suisse AG, London Branch 10.50% due 6/20/2016
Credit Suisse AG, London Branch 7.75% due 6/20/2016
Credit Suisse AG, London Branch 0.00% due 6/18/2020
Credit Suisse AG, London Branch If no coupon barrier event occurs, contingent coupon will be paid at rate of 7.7% per year for that quarter; if coupon barrier event does occur, no coupon will be paid that quarter; Coupon barriers: 948.7665 for Russell 2000 and 2,627.0775 for Euro Stoxx 50; 75% of initial levels due 6/18/2018
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier/trigger level: $107.10, 75% of initial share price due 6/18/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier/trigger level: $63.03, 77% of initial share price due 6/18/2020
Credit Suisse AG, London Branch 7.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 6/18/2025
Credit Suisse AG, London Branch 0.00% due 12/15/2016
Credit Suisse AG, London Branch 13.00% due 6/15/2016
Credit Suisse AG, London Branch 0.00% due 2/15/2017
Credit Suisse AG, London Branch 0.00% due 6/15/2018
Credit Suisse AG, London Branch 10%, payable quarterly if each stock closes at or above its coupon barrier level on the determination date for that quarter; Barrier/knock-in prices: $30.15 for Oracle, $379.51 for Google, $33.99 for Altria, $49.49 for Kroger; 70% of initial prices due 6/17/2019
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 12% per year if each stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier/knock-in levels: $89.19 for Apple, $36.08 for Starbucks, $56.53 for Philip Morris, $19.77 for Cisco; 70% of initial levels due 6/17/2019
Credit Suisse AG, London Branch 0.00% due 6/23/2016
Credit Suisse AG, London Branch 7.00% due 12/12/2016
Credit Suisse AG, London Branch 0.00% due 12/14/2016
Credit Suisse AG, London Branch 0.00% due 12/14/2016
Credit Suisse AG, London Branch 0.00% due 7/7/2017
Credit Suisse AG, London Branch 0.00% due 6/13/2018
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above barrier price on observation date for that month due 6/11/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above barrier price on observation date for that month due 6/11/2020
Credit Suisse AG, London Branch 6% per year, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier level: $81.92, 81.5% of initial share price due 6/11/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 6/11/2019
Credit Suisse AG, London Branch If no coupon barrier event occurs, contingent coupon will be paid at rate of 9.1% per year for that quarter; if coupon barrier event does occur, no coupon will be paid that quarter; Coupon barrier event: Closing level of either index is less than its coupon barrier level on observation date for that quarter; Coupon barriers: 1,001.029 for Russell 2000 and 2,845.104 for Euro Stoxx 50; 80% of initial levels due 6/11/2018
Credit Suisse AG, London Branch 12.75% due 6/10/2016
Credit Suisse AG, London Branch 11.75% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier/knock-in levels: 1,585.5525 for S&P, 948.4365 for Russell, 2667.285 for Euro Stoxx; 75% of initial levels due 6/12/2017
Credit Suisse AG, London Branch 13.00% due 6/6/2016
Credit Suisse AG, London Branch 0.00% due 6/3/2019
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 0.00% due 6/3/2019
Credit Suisse AG, London Branch 0.00% due 6/3/2020
Credit Suisse AG, London Branch 7.50% due 6/3/2016
Credit Suisse AG, London Branch 0.00% due 12/4/2017
Credit Suisse AG, London Branch 0.00% due 6/2/2017
Credit Suisse AG, London Branch 9% if index never dips below knock-in level; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 12/5/2016
Credit Suisse AG, London Branch 8.30% due 5/12/2016
Credit Suisse AG, London Branch 0.00% due 6/2/2020
Credit Suisse AG, London Branch 0.00% due 6/1/2017
Credit Suisse AG, London Branch 0.00% due 5/24/2019
Credit Suisse AG, London Branch 8.50% due 6/10/2016
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 8.25% per year if Apple shares close at or above barrier price on observation date for that quarter due 5/29/2018
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/31/2018
Credit Suisse AG, London Branch 6% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/31/2018
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/31/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/31/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 6/1/2018
Credit Suisse AG, London Branch 6.10% due 5/31/2016
Credit Suisse AG, London Branch 7.50% due 8/29/2016
Credit Suisse AG, London Branch 10.25% due 5/31/2016
Credit Suisse AG, London Branch 8.15% due 5/31/2016
Credit Suisse AG, London Branch 0.00% due 5/30/2017
Credit Suisse AG, London Branch 8.4% per year multiplied by proportion of days on which each index closes at or above barrier; payable quarterly due 5/29/2025
Credit Suisse AG, London Branch 7.25% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 991.0048, 80% of initial level due 11/29/2022
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 7.5% per year if each index closes at or above barrier level on observation date for that quarter due 5/29/2020
Credit Suisse AG, London Branch 5.75% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier/knock-in levels: 1,262.52 for S&P, 743.2536 for Russell; 60% of initial levels due 5/29/2019
Credit Suisse AG, London Branch 6.75% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier levels: 1,367.73 for S&P, 805.1914 for Russell; 65% of initial levels due 5/28/2021
Credit Suisse AG, London Branch 2.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/30/2019
Credit Suisse AG, London Branch 0.00% due 6/1/2017
Credit Suisse AG, London Branch 0.00% due 6/1/2017
Credit Suisse AG, London Branch For each day that each index closes at or above the accrual barrier, accrual at 9% for the first four years, stepping up to 11% for the next four years and then to 13% after that; payable quarterly; Coupon barriers: 879.5168 for Russell, 2,569.703 for Stoxx; 71% of initial level due 5/29/2025
Credit Suisse AG, London Branch due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/29/2020
Credit Suisse AG, London Branch 0.00% due 5/30/2025
Credit Suisse AG, London Branch 0.00% due 5/27/2021
Credit Suisse AG, London Branch 0.00% due 6/1/2018
Credit Suisse AG, London Branch 0.00% due 5/30/2017
Credit Suisse AG, London Branch 0.00% due 5/28/2019
Credit Suisse AG, London Branch 8.25% per year multiplied by proportion of days on which each index closes at or above barrier; payable quarterly due 5/31/2022
Credit Suisse AG, London Branch 7% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that period; Barrier levels: 1,488.242 for S&P, 876.5568 for Russell; 70% of initial level due 5/29/2018
Credit Suisse AG, London Branch 2.00% due 5/28/2021
Credit Suisse AG, London Branch Fixed rate of 7.5% per year initially; Beginning Feb. 27, 2018, 7.5% per year, payable quarterly if each index closes at or above its barrier level on quarterly observation date; Coupon barriers: 1,598.115 for S&P, 942.553 for Russell, 2,766.54 for Euro Stoxx; 75% of initial levels due 5/28/2030
Credit Suisse AG, London Branch 5.50% due 8/26/2016
Credit Suisse AG, London Branch 9.50% due 5/23/2016
Credit Suisse AG, London Branch 0.00% due 5/26/2017
Credit Suisse AG, London Branch 0.00% due 5/27/2016
Credit Suisse AG, London Branch 0.00% due 5/26/2017
Credit Suisse AG, London Branch 0.00% due 11/28/2016
Credit Suisse AG, London Branch 0.00% due 5/30/2018
Credit Suisse AG, London Branch 8.50% due 5/23/2016
Credit Suisse AG, London Branch 6.15% due 11/22/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 12.75% per year unless any index closes below barrier level on observation date for that quarter due 5/22/2017
Credit Suisse AG, London Branch 8.35% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/21/2020
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/21/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/21/2020
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 5/21/2025
Credit Suisse AG, London Branch 0.00% due 5/15/2020
Credit Suisse AG, London Branch 0.00% due 5/17/2017
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Knock-in/barrier levels: 801.53385 for Russell, 1,364.428 for S&P; 65% of initial levels due 5/15/2018
Credit Suisse AG, London Branch 9.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 5/16/2025
Credit Suisse AG, London Branch 10.3% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 5/16/2025
Credit Suisse AG, London Branch 0.00% due 11/13/2017
Credit Suisse AG, London Branch 8.75% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 5/13/2025
Credit Suisse AG, London Branch 0.00% due 5/25/2016
Credit Suisse AG, London Branch 8.15% due 5/12/2016
Credit Suisse AG, London Branch 10.60% due 5/12/2016
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/14/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/14/2018
Credit Suisse AG, London Branch 7% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/14/2018
Credit Suisse AG, London Branch 0.00% due 1/9/2017
Credit Suisse AG, London Branch 8.05% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 5/9/2025
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 0.00% due 5/3/2018
Credit Suisse AG, London Branch 0.00% due 5/3/2017
Credit Suisse AG, London Branch 9% if knock-in event does not occur; otherwise, 1% for that interest period and each subsequent interest period; payable quarterly due 11/7/2016
Credit Suisse AG, London Branch 0.00% due 2/3/2017
Credit Suisse AG, London Branch 7% per year, payable quarterly if Apple stock closes at or above barrier price on valuation date for that quarter. due 4/30/2018
Credit Suisse AG, London Branch 15.00% due 5/2/2016
Credit Suisse AG, London Branch 0.00% due 11/1/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2018
Credit Suisse AG, London Branch 0.00% due 4/30/2021
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2020
Credit Suisse AG, London Branch 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2020
Credit Suisse AG, London Branch 0.00% due 5/2/2019
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 7/2/2019
Credit Suisse AG, London Branch 0.00% due 5/2/2017
Credit Suisse AG, London Branch 8% per year multiplied by proportion of days on which each index closes at or above barrier level; payable quarterly due 4/30/2025
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 5.65% per year if each index closes at or above barrier level on observation date for that quarter due 4/30/2025
Credit Suisse AG, London Branch 6.5% annualized, payable quarterly if index closes at or above its barrier level on observation date for that quarter due 4/30/2025
Credit Suisse AG, London Branch 10%, payable quarterly if each fund closes at or above barrier level on observation date for that quarter; Barrier/knock-in levels: $11.712 for oil fund, $11.862 for gold fund; 60% of initial prices due 4/28/2017
Credit Suisse AG, London Branch 2.00% due 4/30/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch If each index closes at or above barrier level on observation date for that quarter, 9% annualized initially, stepping up to 11% on July 30, 2019 and to 13% on July 31, 2023; Coupon barrier: 2,640.015 for Euro Stoxx, 876.89 for Russell, 70% of initial level due 4/30/2025
Credit Suisse AG, London Branch 9.00% due 4/29/2016
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 12.1% per year if Delta shares close at or above barrier price on observation date for that quarter due 5/11/2016
Credit Suisse AG, London Branch 10% annualized, payable monthly if each index closes at or above its barrier level on observation date for that month due 4/29/2025
Credit Suisse AG, London Branch 6.7% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 4/29/2020
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 4/29/2022
Credit Suisse AG, London Branch 0.00% due 6/29/2017
Credit Suisse AG, London Branch 0.00% due 4/27/2017
Credit Suisse AG, London Branch 0.00% due 6/24/2016
Credit Suisse AG, London Branch 0.000% due 4/27/2018
Credit Suisse AG, London Branch 0.000% due 4/27/2018
Credit Suisse AG, London Branch 0.000% due 4/27/2018
Credit Suisse AG, London Branch 0.000% due 4/24/2020
Credit Suisse AG, London Branch 0.000% due 4/27/2018
Credit Suisse AG, London Branch 0.000% due 4/28/2017
Credit Suisse AG, London Branch 0.000% due 10/27/2016
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 7% per year if DISH shares close at or above barrier price on observation date for that quarter due 4/24/2020
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 7.25% per year if Gap shares close at or above barrier price on observation date for that quarter due 4/24/2020
Credit Suisse AG, London Branch 9.03% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 4/24/2017
Credit Suisse AG, London Branch 6% annualized, payable quarterly if each underlying closes at or above its barrier level on observation date for that quarter due 4/24/2018
Credit Suisse AG, London Branch 0.00% due 4/26/2021
Credit Suisse AG, London Branch 0.00% due 4/24/2019
Credit Suisse AG, London Branch 8.75% due 4/22/2016
Credit Suisse AG, London Branch 10.00% due 4/22/2016
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 7% per year if each index closes at or above barrier level on observation date for that quarter due 4/22/2025
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 16.5% per year if Valeant shares close at or above barrier price on observation date for that quarter due 5/4/2016
Credit Suisse AG, London Branch Every six months, notes pay contingent coupon at rate of 8.25% per year unless either index closes below barrier level on observation date for that semiannual period due 4/24/2018
Credit Suisse AG, London Branch Every six months, notes pay contingent coupon at rate of 7% per year unless either index closes below barrier level on observation date for that semiannual period due 4/24/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon at rate of 6.75% per year unless either index closes below coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,352.767 for S&P 500 and 813.7077 for Russell 2000; 65% of initial levels due 4/22/2021
Credit Suisse AG, London Branch 2.00% due 4/26/2021
Credit Suisse AG, London Branch 5.5% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 4/23/2018
Credit Suisse AG, London Branch 0.00% due 10/20/2016
Credit Suisse AG, London Branch 8.00% due 4/18/2016
Credit Suisse AG, London Branch 0.00% due 4/18/2019
Credit Suisse AG, London Branch 0.00% due 10/18/2016
Credit Suisse AG, London Branch 0.00% due 10/17/2019
Credit Suisse AG, London Branch 0.00% due 4/17/2020
Credit Suisse AG, London Branch 10.00% due 4/15/2016
Credit Suisse AG, London Branch 9% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 4/17/2017
Credit Suisse AG, London Branch 7% per year, payable quarterly if each stock closes at or above barrier price on observation date for that quarter due 4/22/2019
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 14.45% per year if Endo shares close at or above barrier price on observation date for that quarter due 4/20/2016
Credit Suisse AG, London Branch 0.00% due 6/7/2017
Credit Suisse AG, London Branch 0.00% due 8/31/2016
Credit Suisse AG, London Branch 0.00% due 4/20/2016
Credit Suisse AG, London Branch 0.00% due 6/7/2017
Credit Suisse AG, London Branch 0.00% due 4/13/2018
Credit Suisse AG, London Branch 0.00% due 4/3/2020
Credit Suisse AG, London Branch 10.50% due 4/4/2016
Credit Suisse AG, London Branch 0.00% due 10/5/2016
Credit Suisse AG, London Branch 0.00% due 4/4/2018
Credit Suisse AG, London Branch 9% if neither index falls below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 10/6/2016
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 0.00% due 4/2/2018
Credit Suisse AG, London Branch 0.00% due 10/1/2018
Credit Suisse AG, London Branch 0.00% due 3/31/2020
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/31/2017
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that interest period; Barrier levels: 2,752.343 for Euro Stoxx 50, 923.993 for Russell; 75% of initial levels due 3/31/2025
Credit Suisse AG, London Branch 8.05% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 3/31/2025
Credit Suisse AG, London Branch 5.6% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier levels: 1,233.690 for S&P, 739.194 for Russell; 60% of initial levels due 3/29/2019
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 12.85% per year if Avis shares close at or above barrier price on observation date for that quarter due 4/11/2016
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 6.1% per year if Mosaic shares close at or above barrier price on observation date for that quarter; Barrier/knock-in price: $37.224, 80% of initial price due 3/30/2020
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 8.75% per year if Anadarko shares close at or above barrier price on observation date for that quarter due 3/27/2020
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 11% per year if Avis shares close at or above barrier price on observation date for that quarter due 3/27/2020
Credit Suisse AG, London Branch 7.75%, payable semiannually if index closes at or above its barrier level on observation date for that interest period; Coupon barrier/knock-in: 1,568.625, 75% of initial level due 3/27/2020
Credit Suisse AG, London Branch 8.00% due 3/28/2016
Credit Suisse AG, London Branch 0.00% due 3/28/2017
Credit Suisse AG, London Branch 0.00% due 10/27/2016
Credit Suisse AG, London Branch 0.00% due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 3/29/2021
Credit Suisse AG, London Branch 5.00% due 9/26/2016
Credit Suisse AG, London Branch 7% annualized for each quarter that each stock closes at or above coupon barrier price on observation date for that quarter; Barrier levels: 80% of initial levels due 3/27/2019
Credit Suisse AG, London Branch 13.5% annualized for each quarter that Goodyear shares close at or above coupon barrier price on observation date for that quarter; Barrier level: $20.528, 80% of initial level due 4/13/2016
Credit Suisse AG, London Branch 8.05% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that period; Barrier levels: 2,608.249 for Euro Stoxx, 886.461 for Russell; 70% of initial levels due 3/27/2018
Credit Suisse AG, London Branch 7% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that period; Barrier levels: 1,475.67 for S&P, 886.461 for Russell; 70% of initial levels due 3/27/2018
Credit Suisse AG, London Branch 2.00% due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 3/29/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2016
Credit Suisse AG, London Branch 0.00% due 7/27/2016
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 10% per year if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,129.8528 for Euro Stoxx 50, 720.49108 for Russell 2000 and 1,203.0824 for S&P 500; 58% of initial levels due 3/24/2025
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/23/2020
Credit Suisse AG, London Branch 8.25% due 3/21/2016
Credit Suisse AG, London Branch Each quarter, notes will pay contingent coupon at rate of 12% per year unless any index closes below barrier level on any trading day during that quarter due 3/20/2017
Credit Suisse AG, London Branch 6.80% due 3/17/2016
Credit Suisse AG, London Branch 7.75% due 3/17/2016
Credit Suisse AG, London Branch 11.00% due 3/28/2016
Credit Suisse AG, London Branch 8.50% due 3/14/2016
Credit Suisse AG, London Branch 11.00% due 3/14/2016
Credit Suisse AG, London Branch 12% annualized, payable each quarter that Wynn Resorts shares close at or above coupon barrier price on observation date for that quarter; Barrier price: $90.657, 70% of initial price due 3/13/2020
Credit Suisse AG, London Branch 6.10% due 9/12/2016
Credit Suisse AG, London Branch 6.2% annualized, payable each quarter that Dow Chemical shares close at or above coupon barrier price on observation date for that quarter; Barrier level: $35.9475, 75% of initial level due 3/12/2020
Credit Suisse AG, London Branch 0.00% due 3/12/2020
Credit Suisse AG, London Branch 0.00% due 1/11/2019
Credit Suisse AG, London Branch 0.00% due 3/23/2016
Credit Suisse AG, London Branch 0.00% due 9/14/2016
Credit Suisse AG, London Branch 0.00% due 9/14/2016
Credit Suisse AG, London Branch 0.00% due 3/3/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2017
Credit Suisse AG, London Branch 0.00% due 3/16/2016
Credit Suisse AG, London Branch 6.55% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier levels: 1,367.925 for S&P, 801.6892 for Russell; 65% of initial levels due 3/4/2021
Credit Suisse AG, London Branch 0.00% due 3/3/2020
Credit Suisse AG, London Branch 9% if neither index falls below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/6/2016
Credit Suisse AG, London Branch 0.00% due 5/20/2016
Credit Suisse AG, London Branch 0.00% due 4/29/2016
Credit Suisse AG, London Branch 0.00% due 8/29/2016
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 0.00% due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 2/26/2018
Credit Suisse AG, London Branch 0.00% due 2/24/2017
Credit Suisse AG, London Branch 12.40% due 3/7/2016
Credit Suisse AG, London Branch 0.00% due 3/15/2016
Credit Suisse AG, London Branch 0.00% due 4/29/2016
Credit Suisse AG, London Branch 0.00% due 3/11/2016
Credit Suisse AG, London Branch 0.00% due 8/29/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2021
Credit Suisse AG, London Branch 7.4% per year payable quarterly if each index closes at or above barrier level on observation date for that quarter; coupon barrier is 70% of initial level due 2/28/2025
Credit Suisse AG, London Branch 9.86% per year payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/27/2020
Credit Suisse AG, London Branch 0.00% due 2/27/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 8.50% due 2/29/2016
Credit Suisse AG, London Branch 8.00% due 2/29/2016
Credit Suisse AG, London Branch 0.00% due 2/27/2017
Credit Suisse AG, London Branch 10.50% due 2/29/2016
Credit Suisse AG, London Branch 7.1% per year multiplied by proportion of days on which index closes at or above 80% barrier level; payable monthly due 8/29/2022
Credit Suisse AG, London Branch 7.3% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that interest period; Barrier levels: 1,586.61 for S&P 500, 925.48125 for Russell; 70% of initial levels due 2/27/2025
Credit Suisse AG, London Branch 8.15% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier levels: 2,128.26 for Euro Stoxx, 740.385 for Russell; 60% of initial levels due 2/27/2025
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier levels: 1,269.288 for S&P, 740.385 for Russell; 60% of initial levels due 2/27/2018
Credit Suisse AG, London Branch Applicable coupon paid quarterly if index closes at or above barrier level on observation date for that quarter; coupon is 7% initially, stepping up to 8% on May 27, 2020 and to 9% on May 27, 2025; Barrier level: 1,375.062, 65% of initial level due 2/27/2030
Credit Suisse AG, London Branch 0.00% due 2/28/2025
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 8.8% per year if Tenet shares close at or above coupon barrier price on observation date for that quarter due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 3/1/2021
Credit Suisse AG, London Branch 0.00% due 3/1/2021
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 9.25% per year, payable each quarter if each component closes at or above barrier level on observation date for that quarter; Coupon barriers: 1,477.2100 for index and $13.0550 for fund; 70% of initial levels due 2/25/2020
Credit Suisse AG, London Branch 11.2%, payable annually if index closes at or above its barrier level on observation date for that year; Coupon barrier/knock-in: 3,141.477, 90% of initial level due 2/25/2020
Credit Suisse AG, London Branch 8.35% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that period; Barrier/knock-in levels: 2,443.3710 for Euro Stoxx, 862.2523 for Russell; 70% of initial levels due 2/27/2018
Credit Suisse AG, London Branch 7.05% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that period; Barrier/knock-in levels: 1,477.21 for S&P 500, 862.2523 for Russell; 70% of initial levels due 2/27/2018
Credit Suisse AG, London Branch 0.00% due 8/24/2016
Credit Suisse AG, London Branch 0.00% due 8/24/2016
Credit Suisse AG, London Branch 0.00% due 2/23/2018
Credit Suisse AG, London Branch 12.5% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier/knock-in levels: 1,573.09 for S&P 500, 920.93 for Russell, 2,617.90 for Euro Stoxx; 75% of initial levels due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 2/18/2025
Credit Suisse AG, London Branch 11.25%, payable annually if index closes at or above its barrier level on observation date for that year; Coupon barrier/knock-in: 3,119.22, 90% of initial level due 2/24/2020
Credit Suisse AG, London Branch 9.75%, payable quarterly if each component closes at or above its barrier level on observation date for that quarter; Coupon barriers/knock-in levels: 1,574.76 for S&P, 920.96625 for Russell, $48.2625 for EAFE; 75% of initial levels due 2/24/2020
Credit Suisse AG, London Branch 8.50% due 2/22/2016
Credit Suisse AG, London Branch 0.00% due 8/17/2016
Credit Suisse AG, London Branch 0.00% due 8/17/2016
Credit Suisse AG, London Branch 0.00% due 8/17/2016
Credit Suisse AG, London Branch 0.00% due 8/18/2016
Credit Suisse AG, London Branch 0.00% due 2/20/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 8.75% due 2/16/2016
Credit Suisse AG, London Branch 10.50% due 2/16/2016
Credit Suisse AG, London Branch 0.00% due 2/9/2018
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 4.85% per year if General Electric shares close at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $20.842, 85% of initial share price due 2/10/2020
Credit Suisse AG, London Branch If no coupon barrier event occurs, contingent coupon will be paid at rate of 8% per year for that quarter and all prior quarters for which no contingent coupon was paid; if coupon barrier event does occur, no coupon will be paid that quarter; Coupon barriers: 923.368 for Russell 2000 and 2,647.036 for Euro Stoxx 50; 77.5% of initial levels due 2/9/2023
Credit Suisse AG, London Branch 0.00% due 2/9/2018
Credit Suisse AG, London Branch 10% initially; beginning Feb. 27, 2016, 8 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above barrier level, up to a cap of 10%, floor of zero; payable monthly due 2/27/2030
Credit Suisse AG, London Branch 0.00% due 2/4/2020
Credit Suisse AG, London Branch 0.00% due 8/2/2018
Credit Suisse AG, London Branch 0.00% due 2/4/2019
Credit Suisse AG, London Branch 0.00% due 2/4/2020
Credit Suisse AG, London Branch 12.20% due 2/8/2016
Credit Suisse AG, London Branch 0.00% due 2/6/2017
Credit Suisse AG, London Branch 9% if neither index falls below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/4/2016
Credit Suisse AG, London Branch 0.00% due 10/4/2016
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 0.00% due 11/1/2018
Credit Suisse AG, London Branch 0.00% due 11/1/2018
Credit Suisse AG, London Branch 8.00% due 2/2/2016
Credit Suisse AG, London Branch 0.00% due 7/31/2018
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 11% per year if Tesoro shares close at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $40.685, 50% of initial share price due 1/30/2017
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/2/2021
Credit Suisse AG, London Branch 0.00% due 1/30/2025
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/30/2020
Credit Suisse AG, London Branch 8.32% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 1/31/2025
Credit Suisse AG, London Branch 0.00% due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2019
Credit Suisse AG, London Branch 0.00% due 8/1/2018
Credit Suisse AG, London Branch 0.00% due 1/30/2017
Credit Suisse AG, London Branch 7.3% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 955.7264, 80% of initial level due 7/29/2022
Credit Suisse AG, London Branch 8% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that interest period due 1/30/2025
Credit Suisse AG, London Branch If each index closes at or above barrier level on observation date for that quarter, 9% annualized initially, stepping up to 10% on April 30, 2019 and to 12% on April 28, 2023 due 1/30/2025
Credit Suisse AG, London Branch Applicable coupon paid quarterly if index closes at or above barrier level on observation date for that quarter; coupon is 7% initially, stepping up to 8% on April 30, 2020 and to 9% on April 30, 2025; Barrier level: 1,420.685, 70% of initial level due 1/30/2030
Credit Suisse AG, London Branch 0.00% due 1/31/2025
Credit Suisse AG, London Branch 7% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that interest period; Barrier levels: 1,542.8175 for S&P 500, 900.555 for Russell; 70% of initial levels due 1/29/2025
Credit Suisse AG, London Branch 0.00% due 3/30/2017
Credit Suisse AG, London Branch 0.00% due 1/29/2020
Credit Suisse AG, London Branch 0.00% due 1/29/2018
Credit Suisse AG, London Branch 0.00% due 2/1/2021
Credit Suisse AG, London Branch 0.00% due 2/1/2021
Credit Suisse AG, London Branch 8.25% due 1/28/2016
Credit Suisse AG, London Branch 8.25% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that interest period due 1/30/2018
Credit Suisse AG, London Branch 7.3% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that interest period due 1/30/2018
Credit Suisse AG, London Branch 0.00% due 2/1/2021
Credit Suisse AG, London Branch 0.00% due 7/7/2016
Credit Suisse AG, London Branch 0.00% due 4/27/2017
Credit Suisse AG, London Branch 0.00% due 1/30/2020
Credit Suisse AG, London Branch 0.00% due 1/28/2020
Credit Suisse AG, London Branch 4.75% per year, payable quarterly if closing price of McDonald's shares is greater than or equal to barrier price on valuation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 5.1% per year, payable quarterly if closing price of Yum! Brands shares is greater than or equal to barrier price on valuation date for that quarter due 1/27/2020
Credit Suisse AG, London Branch 6.25% due 4/27/2016
Credit Suisse AG, London Branch 7.1%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/28/2020
Credit Suisse AG, London Branch 0.00% due 1/25/2018
Credit Suisse AG, London Branch 0.00% due 5/25/2017
Credit Suisse AG, London Branch 0.00% due 1/25/2018
Credit Suisse AG, London Branch 0.00% due 1/27/2025
Credit Suisse AG, London Branch 10.75% due 1/22/2016
Credit Suisse AG, London Branch 14.8% per year, payable quarterly if closing price of Gilead Sciences shares is greater than or equal to barrier price on valuation date for that quarter due 2/3/2016
Credit Suisse AG, London Branch 0.00% due 2/3/2016
Credit Suisse AG, London Branch 0.00% due 7/20/2016
Credit Suisse AG, London Branch 0.00% due 1/22/2018
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/23/2020
Credit Suisse AG, London Branch 6%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/23/2020
Credit Suisse AG, London Branch 9%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/23/2020
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 1/23/2020
Credit Suisse AG, London Branch 7.25%, payable quarterly if each index closes at or above its coupon barrier level on an observation date for that quarter due 1/23/2025
Credit Suisse AG, London Branch 18.15%, payable quarterly if each component closes at or above its barrier level on observation date for quarter due 1/23/2017
Credit Suisse AG, London Branch 10%, payable quarterly if each stock closes at or above its coupon barrier level on observation date for quarter; Coupon barriers/knock-in levels: $16.702 for GE, $29.841 for Coca-Cola, $73.332 for Johnson & Johnson, 70% of initial levels due 1/22/2018
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 1/26/2018
Credit Suisse AG, London Branch 0.00% due 1/20/2017
Credit Suisse AG, London Branch 0.00% due 1/18/2018
Credit Suisse AG, London Branch 8.25% due 1/14/2016
Credit Suisse AG, London Branch 0.00% due 3/4/2016
Credit Suisse AG, London Branch 0.00% due 1/6/2022
Credit Suisse AG, London Branch 0.00% due 1/6/2023
Credit Suisse AG, London Branch 0.00% due 1/4/2019
Credit Suisse AG, London Branch 0.00% due 1/4/2018
Credit Suisse AG, London Branch 0.00% due 1/4/2022
Credit Suisse AG, London Branch 0.00% due 1/3/2020
Credit Suisse AG, London Branch 0.00% due 9/2/2016
Credit Suisse AG, London Branch 0.00% due 1/5/2017
Credit Suisse AG, London Branch 5.25% if index’s return, measured from its level a year earlier, is zero or positive; otherwise, 2.25%; payable annually due 1/4/2021
Credit Suisse AG, London Branch 0.00% due 6/29/2018
Credit Suisse AG, London Branch 0.00% due 1/4/2018
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 12/31/2020
Credit Suisse AG, London Branch 5.25% due 12/31/2024
Credit Suisse AG, London Branch 0.00% due 2/26/2016
Credit Suisse AG, London Branch 0.00% due 12/22/2017
Credit Suisse AG, London Branch 0.00% due 12/22/2017
Credit Suisse AG, London Branch 0.00% due 12/28/2018
Credit Suisse AG, London Branch 0.00% due 12/28/2018
Credit Suisse AG, London Branch 0.00% due 2/26/2016
Credit Suisse AG, London Branch 0.00% due 12/23/2016
Credit Suisse AG, London Branch 8.50% due 12/29/2015
Credit Suisse AG, London Branch 8.50% due 12/29/2015
Credit Suisse AG, London Branch 7%, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 12/30/2024
Credit Suisse AG, London Branch 15.25% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 6/29/2016
Credit Suisse AG, London Branch 0.00% due 9/11/2017
Credit Suisse AG, London Branch 8.05% per year multiplied by proportion of days on which Libor is 6% or less and index closes at or above accrual barrier level; payable quarterly; Accrual barrier level: 1,454.978, 70% of initial index level due 12/26/2029
Credit Suisse AG, London Branch 0.00% due 12/28/2016
Credit Suisse AG, London Branch Applicable coupon paid quarterly if each index closes at or above barrier level on observation date for that quarter; coupon is 9% initially, stepping up to 11% on March 26, 2021 and to 13% on March 26, 2024; Barrier levels: 2,366.1825 for Euro Stoxx 50 and 901.39575 for Russell 2000, 75% of initial levels due 12/26/2024
Credit Suisse AG, London Branch Applicable coupon paid quarterly if index closes at or above barrier level on observation date for that quarter; coupon is 7% initially, stepping up to 8% on March 26, 2020 and to 9% on March 26, 2025; Barrier level: 1,506.942, 72.5% of initial level due 12/26/2029
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch 7.75% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarterly interest period due 12/31/2024
Credit Suisse AG, London Branch 8.25% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that semiannual interest period due 12/29/2017
Credit Suisse AG, London Branch 7.1% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that semiannual interest period due 12/29/2017
Credit Suisse AG, London Branch 0.00% due 12/29/2020
Credit Suisse AG, London Branch 0.00% due 4/21/2016
Credit Suisse AG, London Branch 0.00% due 12/21/2018
Credit Suisse AG, London Branch 8.5% annualized, payable quarterly if each component closes at or above its barrier level on observation date for quarter due 12/26/2017
Credit Suisse AG, London Branch 24.60% due 12/24/2015
Credit Suisse AG, London Branch 0.00% due 6/23/2016
Credit Suisse AG, London Branch 5.20% due 6/23/2016
Credit Suisse AG, London Branch 9.8% annualized, payable quarterly if each component closes at or above its barrier level on observation date for quarter due 12/19/2017
Credit Suisse AG, London Branch 6.65% annualized, payable quarterly if each index closes at or above its barrier level on observation date for quarter due 12/21/2020
Credit Suisse AG, London Branch 0.00% due 12/20/2017
Credit Suisse AG, London Branch 0.00% due 12/20/2019
Credit Suisse AG, London Branch 11.25% due 12/18/2015
Credit Suisse AG, London Branch 8.50% due 12/17/2015
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/18/2019
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/18/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/18/2019
Credit Suisse AG, London Branch 13.50% due 12/14/2015
Credit Suisse AG, London Branch 7.1%, payable quarterly if each stock closes at or above its coupon barrier level on observation date for quarter due 12/17/2018
Credit Suisse AG, London Branch 7.1%, payable quarterly if each stock closes at or above its coupon barrier level on observation date for quarter due 12/17/2018
Credit Suisse AG, London Branch 7.55%, payable quarterly if each index closes at or above its barrier level on observation date for quarter; Barrier levels: 875.48475 for Russell 2000 and 2,435.99 for Euro Stoxx 50; 75% of initial levels due 12/12/2022
Credit Suisse AG, London Branch 0.00% due 6/10/2016
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if Transocean shares close at or above coupon barrier on determination date for that quarter due 12/11/2017
Credit Suisse AG, London Branch 13% per year, payable quarterly if Transocean shares close at or above coupon barrier on determination date for that quarter due 12/14/2015
Credit Suisse AG, London Branch 0.00% due 6/8/2016
Credit Suisse AG, London Branch 0.00% due 6/16/2016
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/11/2019
Credit Suisse AG, London Branch 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/11/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/11/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 12/11/2019
Credit Suisse AG, London Branch 0.00% due 12/28/2018
Credit Suisse AG, London Branch 0.00% due 12/27/2019
Credit Suisse AG, London Branch 0.00% due 12/7/2017
Credit Suisse AG, London Branch 0.00% due 12/7/2016
Credit Suisse AG, London Branch 0.00% due 12/7/2017
Credit Suisse AG, London Branch 22.70% due 12/7/2015
Credit Suisse AG, London Branch 0.00% due 12/2/2019
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 0.00% due 8/30/2018
Credit Suisse AG, London Branch 8.50% due 12/2/2015
Credit Suisse AG, London Branch 0.00% due 12/1/2016
Credit Suisse AG, London Branch 6.4% annualized, payable quarterly, if each index closes at or above its barrier level on observation date for quarter due 12/1/2020
Credit Suisse AG, London Branch 9.5% if neither index falls below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/2/2016
Credit Suisse AG, London Branch 9% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 12/3/2024
Credit Suisse AG, London Branch 0.00% due 1/29/2016
Credit Suisse AG, London Branch 0.00% due 1/29/2016
Credit Suisse AG, London Branch 5.25% if the index’s return for that year is zero or positive. Otherwise, the coupon will equal 2.25%. The index’s return will be measured from its level a year earlier due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 12/2/2019
Credit Suisse AG, London Branch 0.00% due 11/28/2016
Credit Suisse AG, London Branch 0.00% due 5/30/2018
Credit Suisse AG, London Branch 0.00% due 11/30/2016
Credit Suisse AG, London Branch 0.00% due 9/13/2016
Credit Suisse AG, London Branch 0.00% due 11/30/2016
Credit Suisse AG, London Branch If fund's shares close at or above coupon barrier level on any monthly observation date, 8% per year for that month due 11/29/2019
Credit Suisse AG, London Branch 9% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 11/29/2024
Credit Suisse AG, London Branch 6.48% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 9.25%, payable quarterly if each index closes at or above its barrier level on observation date for quarter due 11/28/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2016
Credit Suisse AG, London Branch 7% annualized for each day that index closes at or above barrier level; payable monthly due 5/31/2022
Credit Suisse AG, London Branch 7.25% annualized, payable quarterly, if each index closes at or above its barrier level on observation date for quarter due 11/29/2024
Credit Suisse AG, London Branch 7% annualized, payable quarterly, if each index closes at or above its barrier level on observation date for quarter; Coupon barriers: 890.205 for Russell and 1,552.0575 for S&P; 75% of initial levels due 11/29/2024
Credit Suisse AG, London Branch 7.5%, payable quarterly if index closes at or above its barrier level on observation date for quarter due 11/29/2019
Credit Suisse AG, London Branch 0.00% due 12/10/2015
Credit Suisse AG, London Branch If each index closes at or above its barrier level on observation date for quarter, 9% initially, stepping up to 11% on Feb. 28, 2020 and to 13% on Feb. 28, 2023; payable quarterly; Coupon barriers: 890.205 for Russell and 2,408.775 for Euro Stoxx; 75% of initial levels due 11/29/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon if index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 7% per year in years one through five, 8% per year in years six through 10 and 9% per year in years 11 through 15; Coupon barrier: 1,552.0575, 75% of initial level due 11/28/2029
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 11/29/2024
Credit Suisse AG, London Branch 0.00% due 12/1/2020
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 16.10% due 12/1/2015
Credit Suisse AG, London Branch 11.25% per year, payable quarterly if LyondellBasell shares close at or above coupon barrier on determination date for that quarter due 12/9/2015
Credit Suisse AG, London Branch 8%, payable semiannually if each index closes at or above its barrier level on observation date for interest period due 12/1/2017
Credit Suisse AG, London Branch 7%, payable semiannually if each index closes at or above its barrier level on observation date for interest period due 12/1/2017
Credit Suisse AG, London Branch 7%, payable quarterly if each index closes at or above its barrier level on observation date for quarter due 11/27/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2020
Credit Suisse AG, London Branch 0.00% due 11/27/2020
Credit Suisse AG, London Branch 9.25% due 11/25/2015
Credit Suisse AG, London Branch 11.50% due 11/24/2015
Credit Suisse AG, London Branch 14.50% due 11/27/2015
Credit Suisse AG, London Branch 13.5% per year, payable quarterly if Keurig stock closes at or above coupon barrier level on observation date for that quarter due 11/21/2016
Credit Suisse AG, London Branch 0.00% due 11/20/2019
Credit Suisse AG, London Branch 0.00% due 11/24/2016
Credit Suisse AG, London Branch 0.00% due 11/22/2016
Credit Suisse AG, London Branch 0.00% due 11/19/2019
Credit Suisse AG, London Branch 0.00% due 5/18/2016
Credit Suisse AG, London Branch 8.00% due 11/18/2015
Credit Suisse AG, London Branch 5.20% due 11/18/2015
Credit Suisse AG, London Branch 0.00% due 11/17/2016
Credit Suisse AG, London Branch 0.00% due 11/16/2016
Credit Suisse AG, London Branch 0.00% due 11/16/2016
Credit Suisse AG, London Branch 16.80% due 11/13/2015
Credit Suisse AG, London Branch 7.50% due 11/13/2015
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 11/15/2019
Credit Suisse AG, London Branch 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 11/15/2019
Credit Suisse AG, London Branch 9.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 11/15/2019
Credit Suisse AG, London Branch 0.00% due 11/9/2017
Credit Suisse AG, London Branch 6.50% due 11/9/2015
Credit Suisse AG, London Branch 0.000% due 11/5/2019
Credit Suisse AG, London Branch 0.00% due 11/5/2018
Credit Suisse AG, London Branch 0.00% due 11/5/2018
Credit Suisse AG, London Branch 8.00% due 11/5/2015
Credit Suisse AG, London Branch 7.50% due 11/5/2015
Credit Suisse AG, London Branch 0.00% due 5/4/2016
Credit Suisse AG, London Branch 8.25%, payable quarterly if index closes at or above its barrier level on observation date for quarter due 11/5/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly unless either index closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 5/5/2016
Credit Suisse AG, London Branch 0.00% due 10/6/2016
Credit Suisse AG, London Branch 0.00% due 12/23/2015
Credit Suisse AG, London Branch 0.00% due 12/23/2015
Credit Suisse AG, London Branch 0.00% due 10/27/2017
Credit Suisse AG, London Branch 0.00% due 10/27/2017
Credit Suisse AG, London Branch 0.00% due 10/27/2017
Credit Suisse AG, London Branch 0.00% due 10/25/2019
Credit Suisse AG, London Branch 0.00% due 10/27/2017
Credit Suisse AG, London Branch 0.00% due 10/27/2017
Credit Suisse AG, London Branch 0.00% due 10/28/2016
Credit Suisse AG, London Branch 8%, payable quarterly if each stock closes at or above its coupon barrier level on observation date for quarter due 11/6/2018
Credit Suisse AG, London Branch 8%, payable quarterly if each stock closes at or above its coupon barrier level on observation date for quarter due 11/6/2018
Credit Suisse AG, London Branch 15.5% per year unless any underlying component closes below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 5/4/2016
Credit Suisse AG, London Branch 0.00% due 10/28/2016
Credit Suisse AG, London Branch 0.00% due 11/16/2015
Credit Suisse AG, London Branch 0.00% due 11/3/2017
Credit Suisse AG, London Branch 5% if index closes above barrier level, otherwise 2%; payable annually due 10/30/2020
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch 10.5% per year unless any underlying component closes at or below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 5/3/2016
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2024
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 11/1/2018
Credit Suisse AG, London Branch 0.00% due 10/30/2018
Credit Suisse AG, London Branch 0.00% due 5/4/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 10/30/2018
Credit Suisse AG, London Branch 6.5% annualized for each day that index closes at or above barrier level; payable monthly due 10/31/2024
Credit Suisse AG, London Branch 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2024
Credit Suisse AG, London Branch 7.75%, payable quarterly if index closes at or above its barrier level on observation date for quarter due 10/31/2019
Credit Suisse AG, London Branch 7.9%, payable quarterly if each component closes at or above its barrier level on observation date for quarter due 11/2/2017
Credit Suisse AG, London Branch 14%, payable quarterly if stock closes at or above its coupon barrier level on observation date for quarter due 11/2/2017
Credit Suisse AG, London Branch 0.00% due 11/2/2016
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon if each index closes at or above its coupon barrier level on observation date for that quarter; contingent coupon rate is 9% per year in years one through four, 11% per year in years five through seven and 13% in years eight through 10; Coupon barriers: 862.089 for Russell 2000 and 2,277.113 for Euro Stoxx 50; 75% of initial levels due 10/31/2024
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon if index closes at or above coupon barrier level on observation date for that quarter; contingent coupon rate is 7% per year in years one through five, 8% per year in years six through 10 and 9% per year in years 11 through 15 due 10/31/2029
Credit Suisse AG, London Branch 0.00% due 10/31/2024
Credit Suisse AG, London Branch 0.00% due 10/31/2024
Credit Suisse AG, London Branch 6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2019
Credit Suisse AG, London Branch 0.00% due 11/1/2017
Credit Suisse AG, London Branch 6% per year multiplied the proportion of days on which index closes at or above barrier level; payable monthly due 4/29/2022
Credit Suisse AG, London Branch 0.00% due 6/2/2016
Credit Suisse AG, London Branch 0.00% due 11/2/2020
Credit Suisse AG, London Branch 15.2%, payable quarter if stock closes at or above its barrier level on observation date for that quarter due 11/12/2015
Credit Suisse AG, London Branch 15.6%, payable quarter if stock closes at or above its barrier level on observation date for that quarter due 10/30/2017
Credit Suisse AG, London Branch 9.375%, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 10/29/2024
Credit Suisse AG, London Branch 8%, payable semiannually if each index closes at or above its barrier level on observation date for that period due 10/31/2017
Credit Suisse AG, London Branch 8.4%, payable semiannually if each index closes at or above its barrier level on observation date for that period due 10/31/2018
Credit Suisse AG, London Branch 6.85%, payable semiannually if each index closes at or above its barrier level on observation date for that period due 10/31/2017
Credit Suisse AG, London Branch 0.00% due 11/2/2020
Credit Suisse AG, London Branch 0.00% due 4/27/2016
Credit Suisse AG, London Branch 0.00% due 11/2/2016
Credit Suisse AG, London Branch 9% per year, payable monthly if units close at or above trigger price on observation date for that month due 10/30/2019
Credit Suisse AG, London Branch 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 10/30/2019
Credit Suisse AG, London Branch Applicable rate multiplied the proportion of days on which index closes at or above barrier level; rate is 7% until Oct. 28, 2019, then 8% until Oct. 28, 2024 and 9% until maturity; payable monthly; Barrier level: 1,572.792, 58.5% of initial level due 10/29/2029
Credit Suisse AG, London Branch 0.00% due 7/26/2018
Credit Suisse AG, London Branch 11.00% due 10/26/2015
Credit Suisse AG, London Branch 12.8% annualized if Weatherford shares close at or above barrier price on observation date for that quarter due 11/6/2015
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 19.3% per year if Anadarko shares close at or above barrier price on observation date for that quarter due 11/4/2015
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 12.5% per year if Ford shares close at or above barrier price on observation date for that quarter due 11/4/2015
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 13.9% per year if Weatherford shares close at or above barrier price on observation date for that quarter due 11/4/2015
Credit Suisse AG, London Branch 0.00% due 11/4/2015
Credit Suisse AG, London Branch 0.00% due 7/12/2016
Credit Suisse AG, London Branch 10.6%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 4/24/2017
Credit Suisse AG, London Branch 10.00% due 10/20/2015
Credit Suisse AG, London Branch 10.00% due 10/20/2015
Credit Suisse AG, London Branch 8.11%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 10/20/2017
Credit Suisse AG, London Branch 8.75% due 10/19/2015
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 10.75% per year if KeyCorp shares close at or above barrier price on observation date for that quarter due 10/28/2015
Credit Suisse AG, London Branch Each quarter, notes pay coupon at rate of 16% per year if Weatherford shares close at or above barrier price on observation date for that quarter due 10/28/2015
Credit Suisse AG, London Branch 13.25%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 10/17/2016
Credit Suisse AG, London Branch 0.00% due 10/28/2015
Credit Suisse AG, London Branch 8.25%, payable quarterly if each index closes at or above its coupon barrier level on observation date for that quarter due 10/17/2024
Credit Suisse AG, London Branch 0.00% due 10/10/2019
Credit Suisse AG, London Branch 0.00% due 4/7/2016
Credit Suisse AG, London Branch 0.00% due 10/6/2017
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/6/2022
Credit Suisse AG, London Branch 0.00% due 10/3/2019
Credit Suisse AG, London Branch 0.00% due 10/3/2018
Credit Suisse AG, London Branch 0.00% due 10/8/2015
Credit Suisse AG, London Branch 5% if index closes above barrier level, otherwise 1.75%; payable annually due 9/30/2020
Credit Suisse AG, London Branch 10.00% due 10/1/2015
Credit Suisse AG, London Branch 0.00% due 3/28/2018
Credit Suisse AG, London Branch 0.00% due 11/28/2016
Credit Suisse AG, London Branch 0.00% due 12/14/2016
Credit Suisse AG, London Branch 0.00% due 9/30/2019
Credit Suisse AG, London Branch 0.00% due 9/26/2018
Credit Suisse AG, London Branch 0.00% due 11/25/2015
Credit Suisse AG, London Branch 0.00% due 9/28/2018
Credit Suisse AG, London Branch 0.00% due 9/29/2017
Credit Suisse AG, London Branch 0.00% due 9/22/2017
Credit Suisse AG, London Branch 0.00% due 9/22/2017
Credit Suisse AG, London Branch 0.00% due 9/27/2019
Credit Suisse AG, London Branch 0.00% due 9/22/2017
Credit Suisse AG, London Branch 0.00% due 9/26/2018
Credit Suisse AG, London Branch 5.6% annualized per day that index closes at or above coupon barrier level; Barrier level: 1,572.792, 80% of initial level due 3/30/2022
Credit Suisse AG, London Branch 0.00% due 9/30/2016
Credit Suisse AG, London Branch 11.05% per year, payable quarterly if each stock closes at or above its respective coupon barrier price on the valuation date for that quarter due 9/30/2016
Credit Suisse AG, London Branch 7%, payable quarterly if each index closes at or above its barrier level on observation date for that period; Barrier levels: 610.6331 for Russell, 1,761.2705 for Stoxx; 55% of initial levels due 9/30/2024
Credit Suisse AG, London Branch 7%, payable quarterly if index closes at or above barrier level on observation date for that quarter due 9/30/2026
Credit Suisse AG, London Branch Initial interest rate is 7%; beginning Sept. 28, 2018, notes will pay contingent coupon at rate of 7% per year if each index closes at or above coupon barrier level on observation date for that quarter due 9/30/2024
Credit Suisse AG, London Branch 8.25% unless knock-in event occurs during any quarterly observation period, in which case coupon for that interest period and each subsequent interest period will be 1%; payable quarterly due 12/30/2015
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon if each index closes at or above its coupon barrier level on observation date for that quarter; contingent coupon rate is 9% per year in years one through five, 10% per year in years six through eight and 12% in years nine and 10 due 9/30/2024
Credit Suisse AG, London Branch 0.00% due 9/28/2017
Credit Suisse AG, London Branch 0.00% due 9/27/2019
Credit Suisse AG, London Branch 8.25% due 9/25/2015
Credit Suisse AG, London Branch 0.00% due 3/28/2016
Credit Suisse AG, London Branch 0.00% due 3/28/2016
Credit Suisse AG, London Branch 0.00% due 9/28/2020
Credit Suisse AG, London Branch 0.00% due 12/28/2015
Credit Suisse AG, London Branch 0.00% due 12/24/2015
Credit Suisse AG, London Branch 0.00% due 12/24/2015
Credit Suisse AG, London Branch 5.40% due 9/26/2016
Credit Suisse AG, London Branch 6.15%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 9/26/2017
Credit Suisse AG, London Branch 6.4%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 3/24/2021
Credit Suisse AG, London Branch 0.00% due 9/28/2020
Credit Suisse AG, London Branch 0.00% due 3/22/2018
Credit Suisse AG, London Branch 10.25% due 9/21/2015
Credit Suisse AG, London Branch 0.00% due 10/6/2016
Credit Suisse AG, London Branch 15.00% due 9/18/2015
Credit Suisse AG, London Branch 6.5%, payable quarterly if index closes at or above its barrier level on observation date for that quarter due 9/21/2020
Credit Suisse AG, London Branch 7.98%, payable quarterly if each index closes at or above its coupon barrier level on a quarterly observation date; otherwise, no coupon will be paid that quarter due 9/18/2024
Credit Suisse AG, London Branch 10.2%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 9/11/2024
Credit Suisse AG, London Branch 0.00% due 9/9/2016
Credit Suisse AG, London Branch 10.03%, payable quarterly only if all indexes close at or above their coupon barriers on observation date for that quarter due 9/11/2024
Credit Suisse AG, London Branch 0.00% due 9/22/2017
Credit Suisse AG, London Branch 9.00% due 9/8/2015
Credit Suisse AG, London Branch 0.00% due 9/4/2019
Credit Suisse AG, London Branch 0.00% due 9/4/2018
Credit Suisse AG, London Branch 0.00% due 12/5/2019
Credit Suisse AG, London Branch 0.00% due 9/4/2018
Credit Suisse AG, London Branch 5.20% due 12/4/2015
Credit Suisse AG, London Branch 0.00% due 10/23/2015
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch Each year, notes will pay 5.56% coupon if at least 14 of the 20 stocks have not decreased in value from pricing date; otherwise, coupon for that year will be 1% due 8/28/2020
Credit Suisse AG, London Branch 0.00% due 8/26/2016
Credit Suisse AG, London Branch 5% if year-over-year index return is positive or zero, otherwise 1.75%; payable annually due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2018
Credit Suisse AG, London Branch 0.00% due 8/28/2019
Credit Suisse AG, London Branch 0.00% due 8/28/2018
Credit Suisse AG, London Branch 0.00% due 8/28/2018
Credit Suisse AG, London Branch 5.6% annualized per day that index closes at or above coupon barrier level; Coupon barrier level: 1,600.016, 80% of initial level due 2/28/2022
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if each stock closes at or above barrier price on observation date for that quarter due 8/29/2016
Credit Suisse AG, London Branch 0.00% due 8/28/2018
Credit Suisse AG, London Branch 8.5% unless knock-in event occurs during any quarterly observation period, in which case coupon for that interest period and each subsequent interest period will be 1%; payable quarterly due 11/30/2015
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon if each index closes at or above its coupon barrier level on observation date for that quarter; contingent coupon rate is 9% per year in years one through five, 10% per year in years six through eight and 12% in years nine and 10; Coupon barriers: 881.3775 for Russell 2000 and 2,398.155 for Euro Stoxx 50; 75% of initial levels due 8/29/2024
Credit Suisse AG, London Branch 7.50% due 8/28/2015
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if DSW stock closes at or above coupon barrier level on observation date for that quarter due 8/28/2019
Credit Suisse AG, London Branch 9.85% per year, payable quarterly if JetBlue stock closes at or above coupon barrier level on observation date for that quarter due 8/28/2019
Credit Suisse AG, London Branch 6.55% per year, payable quarterly if Las Vegas Sands stock closes at or above coupon barrier level on observation date for that quarter due 8/28/2019
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 8/27/2019
Credit Suisse AG, London Branch 0.00% due 8/25/2016
Credit Suisse AG, London Branch 6.2%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 8/29/2017
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 8/29/2018
Credit Suisse AG, London Branch 0.00% due 8/31/2020
Credit Suisse AG, London Branch 0.00% due 9/27/2016
Credit Suisse AG, London Branch 0.00% due 9/10/2015
Credit Suisse AG, London Branch 0.00% due 8/20/2020
Credit Suisse AG, London Branch 0.00% due 8/20/2019
Credit Suisse AG, London Branch 0.00% due 9/2/2015
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if Abercrombie & Fitch stock closes at or above coupon barrier level on observation date for that quarter due 8/20/2015
Credit Suisse AG, London Branch 16.75% per year, payable quarterly if GameStop stock closes at or above coupon barrier level of 70% on observation date for that quarter due 8/20/2015
Credit Suisse AG, London Branch 19.5% per year, payable quarterly if Pandora stock closes at or above coupon barrier level on observation date for that quarter due 8/20/2015
Credit Suisse AG, London Branch The applicable rate, payable quarterly if each index closes at or above its barrier level on observation date for that period; applicable rate is 10.5% initially, stepping up to 12.5% on Aug. 20, 2018 and to 14.5% on Aug. 20, 2021 due 8/20/2024
Credit Suisse AG, London Branch 0.00% due 9/2/2015
Credit Suisse AG, London Branch 0.00% due 8/25/2017
Credit Suisse AG, London Branch 8.50% due 8/14/2015
Credit Suisse AG, London Branch 7.50% due 8/14/2015
Credit Suisse AG, London Branch 7.00% due 8/14/2015
Credit Suisse AG, London Branch 0.00% due 8/13/2019
Credit Suisse AG, London Branch 0.00% due 8/11/2016
Credit Suisse AG, London Branch 6.25% annualized for each quarter that each index closes at or above barrier level due 5/13/2020
Credit Suisse AG, London Branch 8% per year unless any underlying component closes at or below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 8/15/2016
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch 0.00% due 1/22/2016
Credit Suisse AG, London Branch 0.00% due 8/11/2016
Credit Suisse AG, London Branch 0.00% due 8/7/2017
Credit Suisse AG, London Branch 0.00% due 2/8/2019
Credit Suisse AG, London Branch Initially 5.175% per year, stepping up to 7.175% on Aug. 3, 2018 and to 9.175% on Aug. 4, 2021; payable quarterly only if both indexes close at or above their coupon barriers on observation date for that quarter due 8/7/2024
Credit Suisse AG, London Branch 0.00% due 8/5/2019
Credit Suisse AG, London Branch 0.00% due 8/3/2018
Credit Suisse AG, London Branch 0.00% due 2/3/2016
Credit Suisse AG, London Branch 0.00% due 8/3/2018
Credit Suisse AG, London Branch 5% if year-over-year index return is positive or zero, otherwise 1.75%; payable annually due 7/31/2020
Credit Suisse AG, London Branch 6.50% due 11/2/2015
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 8.4% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 7/31/2018
Credit Suisse AG, London Branch 7.65% per year, payable quarterly, if each index closes at or above its barrier level on observation date for that period due 7/31/2024
Credit Suisse AG, London Branch 0.00% due 7/31/2018
Credit Suisse AG, London Branch If each index closes at or above barrier level on observation date for that quarter, 8.5% initially, stepping up to 10% on July 31, 2019 and to 12% on July 29, 2022 due 7/31/2024
Credit Suisse AG, London Branch 0.00% due 5/5/2016
Credit Suisse AG, London Branch 0.00% due 2/3/2020
Credit Suisse AG, London Branch 0.00% due 10/29/2015
Credit Suisse AG, London Branch 0.00% due 9/29/2016
Credit Suisse AG, London Branch 0.00% due 2/23/2016
Credit Suisse AG, London Branch 6.70% due 7/30/2015
Credit Suisse AG, London Branch 0.00% due 7/28/2016
Credit Suisse AG, London Branch The applicable rate, payable quarterly if each index closes at or above its barrier level on observation date for that period; applicable rate is 6.325% initially, stepping up to 7.825% on July 30, 2018 and to 9.825% on July 28, 2021 due 7/29/2024
Credit Suisse AG, London Branch 8% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/28/2016
Credit Suisse AG, London Branch 0.00% due 7/27/2020
Credit Suisse AG, London Branch 0.00% due 7/27/2020
Credit Suisse AG, London Branch 5.00% due 1/25/2016
Credit Suisse AG, London Branch 5.75% annualized, payable semiannually if each index closes at or above its barrier level on observation date for that period due 7/25/2017
Credit Suisse AG, London Branch 0.00% due 1/20/2017
Credit Suisse AG, London Branch 0.00% due 7/21/2016
Credit Suisse AG, London Branch 0.00% due 7/21/2016
Credit Suisse AG, London Branch 0.00% due 7/31/2015
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch 0.00% due 7/28/2017
Credit Suisse AG, London Branch 0.00% due 7/20/2016
Credit Suisse AG, London Branch 8.00% due 7/31/2015
Credit Suisse AG, London Branch 7.15% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date due 7/16/2019
Credit Suisse AG, London Branch 0.00% due 8/3/2015
Credit Suisse AG, London Branch 0.00% due 7/15/2019
Credit Suisse AG, London Branch 10.00% due 7/13/2015
Credit Suisse AG, London Branch 8% per year unless any underlying component closes at or below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 1/11/2016
Credit Suisse AG, London Branch 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/10/2024
Credit Suisse AG, London Branch 0.00% due 8/29/2016
Credit Suisse AG, London Branch 0.00% due 7/20/2017
Credit Suisse AG, London Branch 0.00% due 10/6/2016
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 6.25% annualized per quarter that each index closes at or above its barrier level on observation date for that period due 10/5/2020
Credit Suisse AG, London Branch 0.00% due 7/3/2019
Credit Suisse AG, London Branch 0.00% due 7/5/2018
Credit Suisse AG, London Branch 0.00% due 10/6/2015
Credit Suisse AG, London Branch 0.00% due 7/7/2016
Credit Suisse AG, London Branch 0.00% due 7/2/2018
Credit Suisse AG, London Branch Each quarter, notes pay contingent coupon if each index closes at or above coupon barrier on observation date for that quarter; contingent coupon rate is 7% per year in years one through four, 8.5% per year in years five through seven and 10.5% per year in years eight through 10 due 7/1/2024
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch 0.00% due 6/30/2017
Credit Suisse AG, London Branch 0.00% due 7/5/2016
Credit Suisse AG, London Branch 0.00% due 12/30/2019
Credit Suisse AG, London Branch 0.00% due 12/28/2017
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 0.00% due 6/28/2018
Credit Suisse AG, London Branch 0.00% due 3/29/2018
Credit Suisse AG, London Branch 0.00% due 6/28/2018
Credit Suisse AG, London Branch 11.25% per year, payable monthly if Facebook stock closes at or above barrier level on observation date for that month due 6/30/2016
Credit Suisse AG, London Branch 0.00% due 6/28/2018
Credit Suisse AG, London Branch 9.00% due 6/29/2015
Credit Suisse AG, London Branch 9.00% due 6/29/2015
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date due 3/27/2020
Credit Suisse AG, London Branch 7%, payable monthly unless either index closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 3/27/2017
Credit Suisse AG, London Branch 0.00% due 6/29/2016
Credit Suisse AG, London Branch 0.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 6/29/2020
Credit Suisse AG, London Branch 0.00% due 6/25/2020
Credit Suisse AG, London Branch 7.00% due 6/25/2015
Credit Suisse AG, London Branch 6.25% annualized per quarter that each index closes at or above its barrier level on observation date for that period due 3/25/2020
Credit Suisse AG, London Branch 0.00% due 12/30/2019
Credit Suisse AG, London Branch 0% due 6/30/2017
Credit Suisse AG, London Branch 0.00% due 6/23/2016
Credit Suisse AG, London Branch Payable quarterly if each index closes at or above coupon barrier level on quarterly observation date; annual rate is 8.75% initially, steps up to 10.75% on June 25, 2018 and to 12.75% on June 25, 2021 due 6/25/2024
Credit Suisse AG, London Branch 6.1% annualized per quarter that each index closes at or above its barrier level on observation date for that period due 6/24/2022
Credit Suisse AG, London Branch 0.00% due 6/20/2019
Credit Suisse AG, London Branch 9% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 6/20/2016
Credit Suisse AG, London Branch 0.00% due 12/14/2015
Credit Suisse AG, London Branch 0.000% due 2/23/2016
Credit Suisse AG, London Branch 0.00% due 6/7/2019
Credit Suisse AG, London Branch 7.00% due 6/9/2015
Credit Suisse AG, London Branch 0.00% due 10/6/2016
Credit Suisse AG, London Branch If each index closes at or above coupon barrier level on quarterly observation date, coupon paid that quarter at rate of 6.8% per year due 6/6/2024
Credit Suisse AG, London Branch 0.00% due 1/4/2019
Credit Suisse AG, London Branch 0.00% due 2/6/2018
Credit Suisse AG, London Branch 0.00% due 6/4/2021
Credit Suisse AG, London Branch 0.00% due 6/4/2019
Credit Suisse AG, London Branch 0.00% due 6/4/2018
Credit Suisse AG, London Branch 9.00% due 6/4/2015
Credit Suisse AG, London Branch 8% per year, payable quarterly unless either index closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 12/4/2015
Credit Suisse AG, London Branch 0.00% due 7/31/2015
Credit Suisse AG, London Branch 0.00% due 7/31/2015
Credit Suisse AG, London Branch 0.00% due 5/26/2017
Credit Suisse AG, London Branch 0.00% due 5/26/2017
Credit Suisse AG, London Branch 0.00% due 5/27/2016
Credit Suisse AG, London Branch 8.00% due 6/2/2015
Credit Suisse AG, London Branch 0.00% due 8/30/2019
Credit Suisse AG, London Branch 0.00% due 11/30/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2017
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0.00% due 6/1/2018
Credit Suisse AG, London Branch 0.00% due 5/31/2018
Credit Suisse AG, London Branch 5.1% annualized per day that index closes at or above coupon barrier level; Coupon barrier level: 1,529.528, 80% of initial level due 5/28/2021
Credit Suisse AG, London Branch 9% per year, payable quarterly unless either ETF closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 8/31/2015
Credit Suisse AG, London Branch 0.00% due 6/2/2020
Credit Suisse AG, London Branch 0.00% due 6/2/2020
Credit Suisse AG, London Branch 10% per year, payable quarterly if Hornbeck stock closes at or above barrier level on observation date for that quarter due 5/31/2016
Credit Suisse AG, London Branch 0.00% due 5/31/2019
Credit Suisse AG, London Branch 0% due 6/2/2017
Credit Suisse AG, London Branch 9.50% due 5/28/2015
Credit Suisse AG, London Branch 9% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date due 5/28/2024
Credit Suisse AG, London Branch 8.00% due 5/26/2015
Credit Suisse AG, London Branch If each index closes at or above coupon barrier level on quarterly observation date, coupon paid that quarter at rate of 7.88% per year due 5/22/2024
Credit Suisse AG, London Branch 9.55% due 5/15/2015
Credit Suisse AG, London Branch 7%, payable quarterly if index closes at or above barrier level on observation date for that quarter due 5/14/2024
Credit Suisse AG, London Branch 0.00% due 5/26/2017
Credit Suisse AG, London Branch 10.00% due 5/12/2015
Credit Suisse AG, London Branch 6.3%, payable semiannually if each index closes at or above its barrier level on observation date for that period due 5/9/2017
Credit Suisse AG, London Branch 11.50% due 5/6/2015
Credit Suisse AG, London Branch 0.00% due 5/7/2020
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 0.00% due 5/3/2019
Credit Suisse AG, London Branch 0.00% due 5/3/2018
Credit Suisse AG, London Branch 8%, payable quarterly unless either index closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 11/5/2015
Credit Suisse AG, London Branch 0.00% due 5/4/2018
Credit Suisse AG, London Branch 0.00% due 4/30/2024
Credit Suisse AG, London Branch 0.00% due 7/31/2019
Credit Suisse AG, London Branch 0.00% due 11/1/2017
Credit Suisse AG, London Branch 0.00% due 11/1/2017
Credit Suisse AG, London Branch 9% if each index closes at or above its respective coupon barrier on quarterly observation date; payable quarterly due 4/30/2024
Credit Suisse AG, London Branch 0.00% due 4/30/2019
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/30/2018
Credit Suisse AG, London Branch 8% annualized for each day that index closes at or above coupon barrier level; payable monthly due 4/30/2024
Credit Suisse AG, London Branch 8%, payable quarterly if index closes at or above barrier level on observation date for that quarter due 4/30/2024
Credit Suisse AG, London Branch 9.5% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/30/2015
Credit Suisse AG, London Branch 0.00% due 4/5/2016
Credit Suisse AG, London Branch 0.00% due 6/26/2015
Credit Suisse AG, London Branch 0.00% due 6/26/2015
Credit Suisse AG, London Branch 0.00% due 6/26/2015
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/22/2016
Credit Suisse AG, London Branch 6% annualized for each day that index closes at or above barrier level; payable monthly due 4/29/2020
Credit Suisse AG, London Branch 0.00% due 4/29/2016
Credit Suisse AG, London Branch 0.00% due 6/26/2015
Credit Suisse AG, London Branch 0.00% due 4/27/2018
Credit Suisse AG, London Branch 8% per year if fund closes at or above barrier price on observation date for that quarter due 4/25/2019
Credit Suisse AG, London Branch 0.00% due 5/1/2015
Credit Suisse AG, London Branch 7% per year, payable quarterly if each stock closes at or above its respective coupon barrier price on the valuation date for that quarter due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/24/2020
Credit Suisse AG, London Branch 0.00% due 4/24/2020
Credit Suisse AG, London Branch 0.00% due 4/24/2017
Credit Suisse AG, London Branch 6.6%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 1/23/2020
Credit Suisse AG, London Branch 8.1%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 10/24/2019
Credit Suisse AG, London Branch 0.00% due 4/25/2019
Credit Suisse AG, London Branch 7.30% due 4/17/2015
Credit Suisse AG, London Branch 9.2% per year, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 10/16/2015
Credit Suisse AG, London Branch 0.00% due 4/13/2018
Credit Suisse AG, London Branch 0.00% due 4/13/2018
Credit Suisse AG, London Branch 0.00% due 4/13/2016
Credit Suisse AG, London Branch 8.3%, payable quarterly if index closes at or above barrier level on observation date for that quarter due 4/23/2024
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 0.00% due 4/28/2017
Credit Suisse AG, London Branch 14.5%, payable quarterly if lululemon shares close at or above barrier price on valuation date for that quarter due 4/11/2016
Credit Suisse AG, London Branch 0.00% due 4/22/2015
Credit Suisse AG, London Branch 0.00% due 2/11/2016
Credit Suisse AG, London Branch 12.1% per year, payable quarterly if Tesoro stock closes at or above barrier level on observation date for that quarter due 4/8/2016
Credit Suisse AG, London Branch 0.00% due 4/3/2019
Credit Suisse AG, London Branch 0.00% due 4/4/2018
Credit Suisse AG, London Branch 0.00% due 10/5/2015
Credit Suisse AG, London Branch 9% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 7/3/2015
Credit Suisse AG, London Branch 11% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/5/2015
Credit Suisse AG, London Branch 0.00% due 4/4/2018
Credit Suisse AG, London Branch 0.00% due 10/3/2016
Credit Suisse AG, London Branch 8.5% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/2/2015
Credit Suisse AG, London Branch 0.00% due 7/15/2016
Credit Suisse AG, London Branch 0.00% due 5/29/2015
Credit Suisse AG, London Branch 0.00% due 3/31/2017
Credit Suisse AG, London Branch 0.00% due 3/31/2017
Credit Suisse AG, London Branch 0.00% due 3/31/2017
Credit Suisse AG, London Branch 0.00% due 3/31/2017
Credit Suisse AG, London Branch 8.40% due 4/1/2015
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 9/29/2017
Credit Suisse AG, London Branch 0.00% due 9/29/2017
Credit Suisse AG, London Branch 7.45% per year, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 4/1/2024
Credit Suisse AG, London Branch 0.00% due 3/29/2019
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 0.00% due 3/30/2018
Credit Suisse AG, London Branch 0.00% due 9/29/2017
Credit Suisse AG, London Branch 5.65%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 3/31/2016
Credit Suisse AG, London Branch 9% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/30/2015
Credit Suisse AG, London Branch 6% annualized for each day that index closes at or above barrier level; payable monthly due 6/29/2020
Credit Suisse AG, London Branch 6% annualized for each day that index closes at or above barrier level; payable monthly due 6/29/2020
Credit Suisse AG, London Branch 8%, payable quarterly if index closes at or above its barrier level on observation date for that quarter due 3/28/2024
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 3/30/2020
Credit Suisse AG, London Branch 0.00% due 4/8/2015
Credit Suisse AG, London Branch 0% due 3/28/2017
Credit Suisse AG, London Branch 0.00% due 4/8/2015
Credit Suisse AG, London Branch 6.15%, payable quarterly if index closes at or above barrier level on observation date for that quarter due 3/30/2020
Credit Suisse AG, London Branch 10%, payable quarterly if each index closes at or above its coupon barrier level on observation date for that quarter due 3/26/2024
Credit Suisse AG, London Branch 0.00% due 9/23/2015
Credit Suisse AG, London Branch 7%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 3/26/2019
Credit Suisse AG, London Branch 10%, payable monthly if each index closes at or above its barrier level on observation date for that month due 3/21/2018
Credit Suisse AG, London Branch 8.05%, payable monthly if each index closes at or above its barrier level on observation date for that month due 3/21/2018
Credit Suisse AG, London Branch 0.00% due 3/31/2017
Credit Suisse AG, London Branch 10.00% due 3/20/2015
Credit Suisse AG, London Branch 0.00% due 9/19/2016
Credit Suisse AG, London Branch 8.00% due 3/19/2015
Credit Suisse AG, London Branch 8.75%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 3/19/2024
Credit Suisse AG, London Branch 6.6%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 9/19/2019
Credit Suisse AG, London Branch 0.00% due 3/17/2016
Credit Suisse AG, London Branch 0.00% due 3/16/2017
Credit Suisse AG, London Branch 10.1%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 3/18/2024
Credit Suisse AG, London Branch 9.50% due 3/27/2015
Credit Suisse AG, London Branch 0.00% due 1/18/2016
Credit Suisse AG, London Branch 0.00% due 3/15/2021
Credit Suisse AG, London Branch 10.05% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 3/12/2024
Credit Suisse AG, London Branch 0.000% due 3/5/2019
Credit Suisse AG, London Branch 0.00% due 3/5/2018
Credit Suisse AG, London Branch 9.000% due 3/5/2015
Credit Suisse AG, London Branch 0.00% due 9/2/2015
Credit Suisse AG, London Branch 0.000% due 3/7/2016
Credit Suisse AG, London Branch 7.1%, payable quarterly if each index closes at or above its barrier level on observation date for that period due 3/5/2018
Credit Suisse AG, London Branch 8%, payable quarterly unless either index closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 9/8/2015
Credit Suisse AG, London Branch 0.00% due 4/5/2016
Credit Suisse AG, London Branch 0.00% due 3/18/2015
Credit Suisse AG, London Branch 0.00% due 3/2/2018
Credit Suisse AG, London Branch 0.00% due 4/24/2015
Credit Suisse AG, London Branch 0.00% due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 2/27/2017
Credit Suisse AG, London Branch 0.00% due 2/27/2017
Credit Suisse AG, London Branch 11.00% due 3/4/2015
Credit Suisse AG, London Branch 0.00% due 2/22/2019
Credit Suisse AG, London Branch 0.00% due 2/26/2016
Credit Suisse AG, London Branch 0.00% due 2/26/2016
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 8/30/2017
Credit Suisse AG, London Branch 0.00% due 8/30/2017
Credit Suisse AG, London Branch 0.00% due 3/31/2015
Credit Suisse AG, London Branch 0.00% due 3/1/2018
Credit Suisse AG, London Branch 0.00% due 3/1/2018
Credit Suisse AG, London Branch 11.00% due 2/27/2015
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 0.00% due 2/29/2016
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier/knock-in levels: 1199.328 for S&P, 763.0675 for Russell, 2,052.362 for Euro Stoxx; 65% of initial levels due 2/28/2017
Credit Suisse AG, London Branch 7.6% unless knock-in event occurs during any quarterly observation period, in which case coupon for that interest period and each subsequent interest period will be 1%; payable quarterly due 8/28/2015
Credit Suisse AG, London Branch 9.5% unless knock-in event occurs during any quarterly observation period, in which case coupon for that interest period and each subsequent interest period will be 1%; payable quarterly due 8/28/2015
Credit Suisse AG, London Branch 0.00% due 3/1/2018
Credit Suisse AG, London Branch 0.00% due 2/28/2019
Credit Suisse AG, London Branch 6.3% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 2/27/2020
Credit Suisse AG, London Branch 0.00% due 2/26/2019
Credit Suisse AG, London Branch 0.00% due 2/26/2019
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 3/2/2020
Credit Suisse AG, London Branch 0.00% due 3/11/2015
Credit Suisse AG, London Branch 0.00% due 3/11/2015
Credit Suisse AG, London Branch 6.65%, payable semiannually if each index closes at or above its barrier level on observation date for that period due 2/28/2017
Credit Suisse AG, London Branch 6.5%, payable quarterly if index closes at or above its barrier level on observation date for that quarter due 2/28/2020
Credit Suisse AG, London Branch 0.00% due 2/28/2017
Credit Suisse AG, London Branch 0.00% due 8/26/2015
Credit Suisse AG, London Branch 0.00% due 9/24/2015
Credit Suisse AG, London Branch 0.00% due 3/11/2015
Credit Suisse AG, London Branch 0.00% due 3/11/2015
Credit Suisse AG, London Branch 0.00% due 2/25/2019
Credit Suisse AG, London Branch 0.000% due 2/25/2016
Credit Suisse AG, London Branch 0.00% due 2/22/2019
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes above contingent coupon barrier level on observation date for that period due 2/22/2022
Credit Suisse AG, London Branch 11.00% due 2/20/2015
Credit Suisse AG, London Branch 0.00% due 2/19/2018
Credit Suisse AG, London Branch 0.00% due 2/20/2018
Credit Suisse AG, London Branch 8.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/20/2019
Credit Suisse AG, London Branch 8.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/20/2019
Credit Suisse AG, London Branch 0.00% due 2/19/2016
Credit Suisse AG, London Branch 0.00% due 12/3/2015
Credit Suisse AG, London Branch 0.00% due 2/21/2017
Credit Suisse AG, London Branch 0.00% due 4/24/2015
Credit Suisse AG, London Branch 5.00% due 2/17/2015
Credit Suisse AG, London Branch 15.3% per year, payable quarterly if KB Home stock closes at or above coupon barrier level on observation date for that quarter due 2/25/2015
Credit Suisse AG, London Branch 12% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 2/16/2016
Credit Suisse AG, London Branch 0.00% due 2/25/2015
Credit Suisse AG, London Branch 0.00% due 2/17/2015
Credit Suisse AG, London Branch 8.50% due 2/11/2016
Credit Suisse AG, London Branch 6.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/7/2019
Credit Suisse AG, London Branch 8.50% due 2/6/2015
Credit Suisse AG, London Branch 0.00% due 2/5/2019
Credit Suisse AG, London Branch 0.00% due 2/5/2018
Credit Suisse AG, London Branch 0.00% due 2/5/2016
Credit Suisse AG, London Branch 0.00% due 2/19/2015
Credit Suisse AG, London Branch 0.00% due 2/5/2018
Credit Suisse AG, London Branch 11.5% per year, payable quarterly if Bristol-Myers stock closes at or above coupon barrier level on observation date for that quarter due 2/19/2015
Credit Suisse AG, London Branch 14.35% per year, payable quarterly if KB Home stock closes at or above coupon barrier level on observation date for that quarter due 2/19/2015
Credit Suisse AG, London Branch 9% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/5/2015
Credit Suisse AG, London Branch 8% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/5/2015
Credit Suisse AG, London Branch 0.00% due 10/16/2015
Credit Suisse AG, London Branch 0.00% due 2/19/2015
Credit Suisse AG, London Branch 0.00% due 2/19/2015
Credit Suisse AG, London Branch 0.00% due 2/2/2018
Credit Suisse AG, London Branch 0.00% due 3/27/2015
Credit Suisse AG, London Branch 0.00% due 3/27/2015
Credit Suisse AG, London Branch 0.00% due 3/27/2015
Credit Suisse AG, London Branch 0.00% due 1/27/2017
Credit Suisse AG, London Branch 0.00% due 2/5/2018
Credit Suisse AG, London Branch 0.00% due 2/1/2019
Credit Suisse AG, London Branch 8.50% due 2/3/2015
Credit Suisse AG, London Branch 9.50% due 2/3/2015
Credit Suisse AG, London Branch 0.00% due 7/31/2017
Credit Suisse AG, London Branch 0.00% due 7/31/2017
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 6.25% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Accrual barrier level: 910.592, 80% of initial level due 1/31/2020
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 7.35% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 1,254.75 for S&P 500, 796.768 for Russell, 70% of initial levels due 1/31/2024
Credit Suisse AG, London Branch 8% per year, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Barrier levels: 739.856 for Russell, 1,975.09 for Euro Stoxx, $42.3215 for iShares MSCI EAFE; 65% of initial levels due 1/31/2017
Credit Suisse AG, London Branch 8% if neither fund falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/31/2015
Credit Suisse AG, London Branch 9% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 7/31/2015
Credit Suisse AG, London Branch 0.00% due 7/31/2015
Credit Suisse AG, London Branch 0.00% due 2/2/2016
Credit Suisse AG, London Branch 0.00% due 1/31/2018
Credit Suisse AG, London Branch 0.00% due 1/31/2020
Credit Suisse AG, London Branch 8.45% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/29/2019
Credit Suisse AG, London Branch 6.6% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 1/31/2020
Credit Suisse AG, London Branch 5.00% due 7/24/2015
Credit Suisse AG, London Branch 0.00% due 1/24/2019
Credit Suisse AG, London Branch 0.00% due 2/3/2016
Credit Suisse AG, London Branch 0.00% due 2/9/2015
Credit Suisse AG, London Branch 9.50% due 1/23/2015
Credit Suisse AG, London Branch 11.00% due 1/23/2015
Credit Suisse AG, London Branch 7.00% due 1/23/2015
Credit Suisse AG, London Branch 8% if none of the indexes fall to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/25/2016
Credit Suisse AG, London Branch 9.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 1/22/2024
Credit Suisse AG, London Branch 0.00% due 1/18/2019
Credit Suisse AG, London Branch 0.00% due 1/19/2016
Credit Suisse AG, London Branch 0.00% due 1/17/2017
Credit Suisse AG, London Branch 13.8% per year, payable quarterly if each stock closes at or above barrier level on observation date for that quarter due 1/15/2015
Credit Suisse AG, London Branch 0.00% due 3/27/2015
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/15/2019
Credit Suisse AG, London Branch 0.00% due 1/11/2016
Credit Suisse AG, London Branch 0.00% due 1/2/2018
Credit Suisse AG, London Branch 0.00% due 7/8/2015
Credit Suisse AG, London Branch 8.5% per year if stock closes at or above barrier level on any quarterly observation date; payable quarterly due 1/8/2016
Credit Suisse AG, London Branch 0.00% due 12/21/2015
Credit Suisse AG, London Branch 0.00% due 7/30/2015
Credit Suisse AG, London Branch 0.00% due 1/5/2018
Credit Suisse AG, London Branch 0.000% due 12/29/2017
Credit Suisse AG, London Branch 0.00% due 1/2/2018
Credit Suisse AG, London Branch 0.00% due 7/2/2015
Credit Suisse AG, London Branch 0.00% due 6/29/2017
Credit Suisse AG, London Branch 0.00% due 1/2/2018
Credit Suisse AG, London Branch 7.25% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/2/2015
Credit Suisse AG, London Branch 12.5% if neither fund falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/2/2015
Credit Suisse AG, London Branch 0.00% due 12/31/2018
Credit Suisse AG, London Branch 0.00% due 12/27/2016
Credit Suisse AG, London Branch 0.00% due 1/5/2016
Credit Suisse AG, London Branch 8.50% due 1/9/2015
Credit Suisse AG, London Branch 0.00% due 12/26/2017
Credit Suisse AG, London Branch 0.00% due 12/27/2016
Credit Suisse AG, London Branch 6% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 12/26/2019
Credit Suisse AG, London Branch 0.00% due 12/26/2017
Credit Suisse AG, London Branch 7.85% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 12/30/2019
Credit Suisse AG, London Branch 7.6% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter due 12/24/2018
Credit Suisse AG, London Branch 6% per year, payable semiannually if index closes at or above barrier level on observation date for that period due 12/30/2016
Credit Suisse AG, London Branch 8.45% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/27/2016
Credit Suisse AG, London Branch 0.00% due 6/28/2019
Credit Suisse AG, London Branch 8.25% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 6/26/2015
Credit Suisse AG, London Branch 9.5% per year unless either underlying component closes at or below its knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 12/26/2014
Credit Suisse AG, London Branch 0.00% due 12/24/2015
Credit Suisse AG, London Branch 4.85% due 12/24/2014
Credit Suisse AG, London Branch 0.00% due 12/31/2015
Credit Suisse AG, London Branch 0.00% due 12/21/2015
Credit Suisse AG, London Branch 9.000% due 12/18/2014
Credit Suisse AG, London Branch 0.00% due 12/30/2014
Credit Suisse AG, London Branch 6.000% due 9/17/2015
Credit Suisse AG, London Branch 8.8% per year, payable quarterly if each component closes at or above its 65% coupon barrier level on a quarterly observation date due 9/19/2016
Credit Suisse AG, London Branch 5.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/18/2015
Credit Suisse AG, London Branch 0.00% due 12/13/2018
Credit Suisse AG, London Branch 0.00% due 12/14/2016
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 6/10/2019
Credit Suisse AG, London Branch 8%, payable quarterly, unless any index closes below knock-in level, in which case 1% per year for that and each subsequent interest period due 12/11/2015
Credit Suisse AG, London Branch 6.5% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 6/10/2019
Credit Suisse AG, London Branch 8% per year, payable quarterly if each stock closes at or above its respective coupon barrier price on the valuation date for that quarter due 12/6/2017
Credit Suisse AG, London Branch 0.00% due 12/4/2017
Credit Suisse AG, London Branch 0.00% due 12/3/2015
Credit Suisse AG, London Branch 0.00% due 12/4/2017
Credit Suisse AG, London Branch 6.25% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 12/3/2015
Credit Suisse AG, London Branch 0.00% due 1/30/2015
Credit Suisse AG, London Branch 0.00% due 1/30/2015
Credit Suisse AG, London Branch 0.000% due 12/1/2017
Credit Suisse AG, London Branch 0.000% due 5/30/2017
Credit Suisse AG, London Branch 13.25% per year, payable quarterly if fund closes at or above barrier level on observation date that quarter due 11/30/2015
Credit Suisse AG, London Branch 13% per year unless either underlying component closes at or below its knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 6/2/2015
Credit Suisse AG, London Branch 9.5% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 12/2/2014
Credit Suisse AG, London Branch 0.00% due 11/29/2017
Credit Suisse AG, London Branch 0.00% due 11/29/2018
Credit Suisse AG, London Branch 0.00% due 11/28/2016
Credit Suisse AG, London Branch 0.00% due 8/29/2017
Credit Suisse AG, London Branch 0.00% due 11/29/2016
Credit Suisse AG, London Branch 5.6% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 11/29/2017
Credit Suisse AG, London Branch 0.00% due 11/30/2015
Credit Suisse AG, London Branch 0.00% due 11/29/2017
Credit Suisse AG, London Branch 8.1%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 11/29/2023
Credit Suisse AG, London Branch 6.1% per year, payable quarterly if index closes at or above barrier level on observation date for that quarter due 11/30/2015
Credit Suisse AG, London Branch 0.00% due 12/7/2015
Credit Suisse AG, London Branch 0.00% due 12/2/2019
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 12/2/2016
Credit Suisse AG, London Branch 7.15%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 11/27/2023
Credit Suisse AG, London Branch 0.00% due 6/3/2019
Credit Suisse AG, London Branch 5.00% due 1/22/2015
Credit Suisse AG, London Branch 9.00% due 11/20/2014
Credit Suisse AG, London Branch 0.00% due 5/20/2015
Credit Suisse AG, London Branch 0.00% due 8/20/2015
Credit Suisse AG, London Branch 0.00% due 8/20/2015
Credit Suisse AG, London Branch 8.50% due 11/28/2014
Credit Suisse AG, London Branch 9.00% due 11/14/2014
Credit Suisse AG, London Branch 0.00% due 11/12/2015
Credit Suisse AG, London Branch 0.00% due 5/9/2014
Credit Suisse AG, London Branch 0.00% due 5/6/2015
Credit Suisse AG, London Branch 0.00% due 11/6/2017
Credit Suisse AG, London Branch 0.00% due 11/5/2015
Credit Suisse AG, London Branch 0.00% due 11/5/2015
Credit Suisse AG, London Branch 8% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 5/5/2015
Credit Suisse AG, London Branch 0.00% due 10/31/2016
Credit Suisse AG, London Branch 8% per year, payable quarterly, if index closes at or above barrier level on quarterly observation date due 10/31/2023
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 10/31/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2017
Credit Suisse AG, London Branch 0.00% due 10/31/2016
Credit Suisse AG, London Branch 0.00% due 10/30/2015
Credit Suisse AG, London Branch 0.00% due 10/31/2017
Credit Suisse AG, London Branch 6.55%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 10/31/2023
Credit Suisse AG, London Branch 8.5% per year, payable quarterly if each index closes at or above barrier level on quarterly observation date due 10/31/2023
Credit Suisse AG, London Branch 6% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 4/30/2015
Credit Suisse AG, London Branch 10% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/31/2014
Credit Suisse AG, London Branch 7.00% due 10/30/2014
Credit Suisse AG, London Branch 9.00% due 10/30/2014
Credit Suisse AG, London Branch 0.00% due 11/13/2014
Credit Suisse AG, London Branch 0.00% due 10/30/2018
Credit Suisse AG, London Branch 6.05% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 7/29/2019
Credit Suisse AG, London Branch 0.00% due 10/25/2019
Credit Suisse AG, London Branch 0.00% due 4/24/2015
Credit Suisse AG, London Branch 0.00% due 4/24/2015
Credit Suisse AG, London Branch 6.4%, payable semiannually if each index closes at or above its barrier level on semiannual observation date due 10/25/2016
Credit Suisse AG, London Branch 0.00% due 4/25/2019
Credit Suisse AG, London Branch 8.1% per year, payable quarterly, if each component closes at or above barrier level on quarterly observation date due 10/23/2017
Credit Suisse AG, London Branch 0.00% due 10/24/2016
Credit Suisse AG, London Branch 0.00% due 10/17/2018
Credit Suisse AG, London Branch 0.00% due 10/17/2018
Credit Suisse AG, London Branch 12.00% due 10/17/2014
Credit Suisse AG, London Branch 9.00% due 10/27/2014
Credit Suisse AG, London Branch 5.05% due 10/15/2014
Credit Suisse AG, London Branch 0.00% due 11/13/2014
Credit Suisse AG, London Branch 0.00% due 11/13/2014
Credit Suisse AG, London Branch 0.00% due 2/13/2018
Credit Suisse AG, London Branch 0.00% due 10/31/2014
Credit Suisse AG, London Branch 0.00% due 10/9/2018
Credit Suisse AG, London Branch 10% per year, payable quarterly if each index closes at or above barrier level on quarterly observation date due 10/10/2023
Credit Suisse AG, London Branch 0.00% due 3/25/2015
Credit Suisse AG, London Branch 8% per year, payable quarterly, if each component closes at or above barrier level on quarterly observation date due 10/10/2017
Credit Suisse AG, London Branch 0.00% due 10/22/2014
Credit Suisse AG, London Branch 0.00% due 10/6/2015
Credit Suisse AG, London Branch 0.00% due 10/3/2017
Credit Suisse AG, London Branch 10.25%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 10/7/2015
Credit Suisse AG, London Branch 8% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/3/2014
Credit Suisse AG, London Branch 11.5% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 4/3/2015
Credit Suisse AG, London Branch 6%, payable quarterly if each index closes above contingent coupon barrier level on observation date for that period due 10/4/2021
Credit Suisse AG, London Branch 6.25%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 10/2/2018
Credit Suisse AG, London Branch 0.00% due 1/11/2016
Credit Suisse AG, London Branch 0.00% due 11/26/2014
Credit Suisse AG, London Branch 0.00% due 3/30/2017
Credit Suisse AG, London Branch 6.8% per year for each day that index closes at or above barrier level; payable monthly due 6/28/2019
Credit Suisse AG, London Branch 8.3%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 9/30/2016
Credit Suisse AG, London Branch Libor plus 700 bps, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 9/9/2023
Credit Suisse AG, London Branch 7% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 3/30/2015
Credit Suisse AG, London Branch 10.5% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 3/30/2015
Credit Suisse AG, London Branch 0.00% due 3/27/2019
Credit Suisse AG, London Branch 0.00% due 9/27/2018
Credit Suisse AG, London Branch 6.6% per year, payable quarterly, if index closes at or above barrier level on quarterly observation date due 9/27/2019
Credit Suisse AG, London Branch 8%, payable quarterly if each index closes at or above its barrier level on quarterly observation date due 9/20/2018
Credit Suisse AG, London Branch 0.00% due 7/16/2015
Credit Suisse AG, London Branch 0.00% due 3/13/2017
Credit Suisse AG, London Branch 0.00% due 9/5/2018
Credit Suisse AG, London Branch 0.00% due 9/8/2015
Credit Suisse AG, London Branch 0.00% due 9/4/2015
Credit Suisse AG, London Branch 0.00% due 9/5/2017
Credit Suisse AG, London Branch 7%, payable quarterly, unless either index closes below initial level, in which case 1% per year for that and each subsequent interest period due 9/4/2015
Credit Suisse AG, London Branch 10%, payable quarterly, unless either fund closes below initial level, in which case 1% per year for that and each subsequent interest period due 3/4/2015
Credit Suisse AG, London Branch 0.00% due 10/31/2014
Credit Suisse AG, London Branch 6.6%, payable quarterly, unless either index closes below initial level, in which case 1% per year for that and each subsequent interest period due 9/4/2018
Credit Suisse AG, London Branch 0.00% due 9/11/2014
Credit Suisse AG, London Branch 0.000% due 8/30/2016
Credit Suisse AG, London Branch 5.25%, payable annually, unless index closes below initial level, in which case 2.5% per year for that and each subsequent interest period due 8/30/2018
Credit Suisse AG, London Branch 0.00% due 5/30/2017
Credit Suisse AG, London Branch 0.00% due 5/30/2017
Credit Suisse AG, London Branch 6.75% for first two years; beginning Aug. 26, 2015, 6.75% per year multiplied by proportion of days on which both indexes close at or above their barrier levels; payable monthly due 8/30/2023
Credit Suisse AG, London Branch 0.00% due 8/30/2017
Credit Suisse AG, London Branch 0.00% due 9/1/2015
Credit Suisse AG, London Branch 10%, payable quarterly, unless either fund closes below initial level, in which case 1% per year for that and each subsequent interest period due 2/27/2015
Credit Suisse AG, London Branch 0.00% due 9/11/2014
Credit Suisse AG, London Branch 0.00% due 8/29/2017
Credit Suisse AG, London Branch 0.00% due 8/31/2015
Credit Suisse AG, London Branch 6.35% per year for each day that index closes above barrier level; payable monthly due 5/28/2019
Credit Suisse AG, London Branch 10.25% per year for each day that index closes above barrier level; payable quarterly due 8/29/2023
Credit Suisse AG, London Branch 0.00% due 2/26/2015
Credit Suisse AG, London Branch 0.00% due 8/30/2016
Credit Suisse AG, London Branch 0.00% due 8/28/2015
Credit Suisse AG, London Branch 6.75% per year for each day that index closes above barrier level; payable quarterly; Accrual barrier level: 1,081.275, 65% of initial level due 8/28/2023
Credit Suisse AG, London Branch 5.00% due 2/27/2015
Credit Suisse AG, London Branch 6.8% per year, payable quarterly, if index closes at or above barrier level on quarterly observation date due 8/30/2019
Credit Suisse AG, London Branch 6.5% per year, payable semiannually, if each index closes at or above barrier level on semiannual observation date due 8/30/2016
Credit Suisse AG, London Branch 9.5% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 8/28/2023
Credit Suisse AG, London Branch 0.00% due 5/26/2016
Credit Suisse AG, London Branch 8.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 8/22/2014
Credit Suisse AG, London Branch 0.00% due 12/16/2014
Credit Suisse AG, London Branch 0.00% due 8/17/2015
Credit Suisse AG, London Branch 0.00% due 8/20/2015
Credit Suisse AG, London Branch 0.00% due 8/27/2014
Credit Suisse AG, London Branch 0.00% due 2/12/2015
Credit Suisse AG, London Branch 5.25% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 8/14/2015
Credit Suisse AG, London Branch 0.00% due 11/14/2014
Credit Suisse AG, London Branch 0.00% due 8/5/2015
Credit Suisse AG, London Branch 0.00% due 8/5/2015
Credit Suisse AG, London Branch 8% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 2/5/2015
Credit Suisse AG, London Branch 0.000% due 7/31/2015
Credit Suisse AG, London Branch 0.000% due 8/2/2016
Credit Suisse AG, London Branch 0.000% due 7/31/2017
Credit Suisse AG, London Branch 0.000% due 7/30/2015
Credit Suisse AG, London Branch 6%, payable annually, unless index closes below initial level, in which case 2% per year for that and each subsequent interest period due 7/31/2018
Credit Suisse AG, London Branch 7.75% due 2/3/2014
Credit Suisse AG, London Branch 0.000% due 1/31/2017
Credit Suisse AG, London Branch 0.00% due 1/31/2017
Credit Suisse AG, London Branch 8% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 10/31/2018
Credit Suisse AG, London Branch 8% per year, payable quarterly, unless either component closes below knock-in level, in which case 1% per year for that and each subsequent quarterly interest period due 1/30/2015
Credit Suisse AG, London Branch 6.6% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 7/30/2018
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