EFTA01425307.pdf

Subject: Paul -> Offering Launched: At least [12.001% p.a. Callable Yield Note with Contingent Coupon From: Martin Zeman < la> Date: Fri, 12 Oct 2018 09:33:35 -0400 To: "Paul Barrett (Ma" < II> Cc: Stewart Oldfield >, Alan Brody Davide-A Sferrazza Paul, We are launching the below note next Wednesday. Do you have any interest to join? Happy to get on a call and walk through the details... We are launching a 2 year Callable Yield Note (CYN) which offers investors at least [12.01% Contingent Coupons and is linked to the least of S&P 500 (SPX), Russell 2000 (RTY) and Nasdaq 100 Stock Index (NDX) for broad subscription through October 17, 2018 at 3 PM ET. The issuer for the note will be Credit Suisse. This version of the CYN is linked to, among other US indices, the NASDAQ 100 Stock Index (NDX) which introduces additional market exposure to some of our more favored US sectors - technology (-45%), healthcare (-12%) and Financials (—8%). The CYN offers clients a way to invest in the equity markets while diversifying risk within their investment portfolios. CYNs linked to US benchmark equity indices present an opportunity to monetize current market volatility provided the attractive yield potential and contingent capital preservation features. Offering Summary: Callable Yield Note with Contingent Coupon Issuer: Credit Suisse EFTA01425307 Cusip: 22551LFJ4 Trade Date: October 17, 2018, orders by 3 PM ET Maturity: 2 years Coupon: At least [12.001% p.a., paid each quarter in which all 3 underlyings close above coupon barrier (observed daily). Coupon rate determined on trade date Callable Feature: Callable quarterly at issuer discretion, at par Underlying: Least performing of S&P 500 (SPX), Russell 2000 (RTY) and NASDAQ 100 Stock Index (NDX) Coupon Barrier: 75% of initial index levels (-25% decline), observed daily at close. Coupon will be lost in any quarter where the least performing index breaches the barrier Final Reference Barrier: 75% of initial index levels (-25% decline), observed on the final valuation date. If the barrier is breached by any underlying, full downside risk of least performing index (100% loss potential), otherwise full return or principal. EFTA01425308 Initial Index Levels: S&P 500, Russell 2000 and NASDAQ 100 set on 10/17/18 close Fees: Target 1.50% up-front Callable Yield Note Overview: Callable Yield Notes with Contingent Coupon are considered equity alternatives, which pay a coupon on a quarterly basis, provided none of the underlying indexes breach the pre-defined coupon barrier during any quarter (observed daily, on closing index levels). On final valuation day, if the least performing underlying index closes below the final barrier, investors will incur a loss of principal that is proportionate to the decline of that underlying index (max loss potential 100%). The issuer has the right to call the notes at par on a quarterly basis. All note terms, including coupon payments, and final redemption payment, are subject to the solvency of the note issuer. Product Risk Categorization: Callable Yield Notes with Contingent Coupon are categorized as Product Risk Level 3, "Contingently Protected Notes." Product Risk Level categorizations 1-4 are detailed on the Structured Products Agreement & Approval Form (DBTCA & DBSI versions enclosed), which, prior to any purchase of a structured product, must be completed by the client. This is not an offer, recommendation or solicitation to buy or sell, nor is it an official confirmation of terms. It is based on information from sources believed to be reliable. No representation is made that it is accurate or complete or that any returns indicated will be achieved. Changes to assumptions may have a material impact on any returns detailed. Past performance is not indicative of future returns. 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Martin {cid:[email protected]} Martin Zeman Director I Key Client Partners Deutsche Bank Wealth Management DB Securities Inc 345 Park Avenue, 10154-0004 New York, NY, USA Tel. Mobil Email KCP products and services are intended and available only for persons who EFTA01425311 are sophisticated institutional investors within the meaning of the FINRA Rule 4512(C)(3), and who are capable of evaluating the strategies, characteristics and investment risks of, and exercising independent judgment in evaluating, the ideas and products discussed herein. Trades and transactions are subject to relevant internal approvals of DBSI or its affiliates prior to execution, and the execution of any transaction or idea discussed herein is conditional on your becoming a client of Deutsche Bank. Key Client Partners (KCP) products, investment ideas and solutions and related matters discussed herein are provided for discussion purposes only, and strictly on a non-advisory basis. 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Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA01425312