EFTA01387507.pdf

From Stewart Oldfield Sent: 1.0/12/2018 9:34:34 AM To: Martin Zeman Subject: RE: Paul -> Offering Launched: At least [12.00]% p.a. Callable Yield Note with Contingent Coupon Happy to be on a call if you need From: Martin Zeman Sent: Friday, October 12, 2018 9:34 AM To: 'Paul Barrett Cc: Stewart Oldfield < >; Alan Brody < ; A Sferrazza <=- Subject: Paul -> Offering Launched: At least [12.00J% p.a. Callable Yield Note with Contingent Coupon 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 (12.0)% 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 Cusip: 22551LFJ4 Trade Date: October 17, 2018, orders by 3 PM ET Maturity: 2 years Coupon: At least [12.00J% 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 75% of initial index levels (-25% decline), observed on the final valuation date. If the Barrier: barrier is breached by any underlying, full downside risk of least performing index (100% loss potential), otherwise full return or principal. Initial Index Levels: S&P 500, Russell 2000 and NASDAQ 100 set on 10/17/18 close Fees: Target 1.50% up-front CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0090292 CONFIDENTIAL SDNY_GM_00236476 EFTA01387507