Obbligazione Swiss Credit 9.6% ( US22549Y6932 ) in USD

Emittente Swiss Credit
Prezzo di mercato 100 USD  ▲ 
Paese  Svizzera
Codice isin  US22549Y6932 ( in USD )
Tasso d'interesse 9.6% per anno ( pagato 2 volte l'anno)
Scadenza 11/08/2022 - Obbligazione è scaduto



Prospetto opuscolo dell'obbligazione Credit Suisse US22549Y6932 in USD 9.6%, scaduta


Importo minimo 1 000 USD
Importo totale /
Cusip 22549Y693
Standard & Poor's ( S&P ) rating N/A
Moody's rating N/A
Descrizione dettagliata Credit Suisse è stata una grande banca svizzera, fallita nel marzo 2023 e acquisita da UBS.

The Obbligazione issued by Swiss Credit ( Switzerland ) , in USD, with the ISIN code US22549Y6932, pays a coupon of 9.6% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 11/08/2022







424B2 1 dp102214_424b2-u3620.htm FORM 424B2
PRICING SUPPLEMENT No. U3620

Filed Pursuant to Rule 424(b)(2)/424(b)(8)
Registration Statement No. 333-218604-02
Dated February 7, 2019
Cre dit Suisse AG $ 4 ,6 8 7 ,7 0 0 T rigge r Ca lla ble Cont inge nt Y ie ld N ot e s
(da ily c oupon obse rva t ion)
Linked to the performance of the Least Performing Underlying between the S&P 500® Index, the Russell 2000® Index and the
EURO STOXX 50® Index due on August 11, 2022
I nve st m e nt De sc ript ion
Trigger Callable Contingent Yield Notes (the "Notes") are senior, unsecured obligations of Credit Suisse AG, acting through its
London branch ("Credit Suisse" or the "Issuer") linked to the performance of the Least Performing Underlying between the S&P
500® Index, the Russell 2000® Index and the EURO STOXX 50® Index (each an "Underlying" and together the "Underlyings").
Credit Suisse will pay you a Contingent Coupon if the Closing Levels of all the Underlyings on each trading day during the
applicable Quarterly Observation Period are equal to or greater than their respective Coupon Barriers. Otherwise, no Contingent
Coupon will be payable with respect to that Quarterly Observation Period. Credit Suisse may, at its election, call the Notes prior to
maturity on any Quarterly Observation End Date (other than the Final Valuation Date) regardless of the Closing Level of any
Underlying. If the Notes are called by Credit Suisse at its election, Credit Suisse will pay you the principal amount of your Notes
plus any Contingent Coupon payable on the Coupon Payment Date immediately following the applicable Quarterly Observation End
Date (the "Issuer Call Date"), and no further amounts will be owed to you under the Notes. If the Notes are not called by Credit
Suisse at its election prior to maturity and the Final Underlying Level of the Least Performing Underlying is equal to or greater than
its Downside Threshold, Credit Suisse will pay you a cash payment at maturity equal to the principal amount of your Notes and, if
the Closing Level of each Underlying is equal to or greater than its respective Coupon Barrier on each trading day during the
immediately preceding Quarterly Observation Period, the Contingent Coupon payable on the Maturity Date. If the Notes are not
called by Credit Suisse at its election prior to maturity and the Final Underlying Level of the Least Performing Underlying is less
than its Downside Threshold, Credit Suisse will pay you less than the full principal amount of your Notes, if anything, resulting in a
loss on your principal that is proportionate to the depreciation of the Underlying with the greatest percentage decline from its Initial
Underlying Level to its Final Underlying Level (the "Least Performing Underlying"). In that case, you will lose a significant portion
and possibly all of your investment. I nve st ing in t he N ot e s involve s signific a nt risk s. Y ou w ill lose som e or a ll of
your inve st m e nt if t he N ot e s a re not c a lle d by Cre dit Suisse a t it s e le c t ion on a ny Qua rt e rly Obse rva t ion
End Da t e a nd t he Fina l U nde rlying Le ve l of t he Le a st Pe rform ing U nde rlying is le ss t ha n it s Dow nside
T hre shold. T he Dow nside T hre shold is obse rve d only on t he Fina l V a lua t ion Da t e a nd t he c ont inge nt
re pa ym e nt of princ ipa l a pplie s only if you hold t he N ot e s t o m a t urit y. Y ou m a y not re c e ive som e or a ll of t he
Cont inge nt Coupons during t he t e rm of t he N ot e s. Y ou w ill be e x pose d t o t he m a rk e t risk of e a c h
U nde rlying on e a c h da y during t he Qua rt e rly Obse rva t ion Pe riods a nd on t he Fina l V a lua t ion Da t e , a nd a ny
de c line in t he le ve l of one U nde rlying m a y ne ga t ive ly a ffe c t your re t urn a nd w ill not be offse t or m it iga t e d
by a le sse r de c line or a ny pot e nt ia l inc re a se in t he le ve ls of t he ot he r U nde rlyings. Ge ne ra lly, t he highe r t he
Cont inge nt Coupon Ra t e on a N ot e , t he gre a t e r t he risk of loss on t ha t N ot e . Cre dit Suisse m a y c a ll t he
N ot e s, a t it s e le c t ion, on a ny Qua rt e rly Obse rva t ion End Da t e (ot he r t ha n t he Fina l V a lua t ion Da t e )
re ga rdle ss of t he Closing Le ve l of a ny U nde rlying. Any pa ym e nt on t he N ot e s, inc luding a ny re pa ym e nt of
princ ipa l, is subje c t t o t he a bilit y of Cre dit Suisse t o pa y it s obliga t ions a s t he y be c om e due . I f Cre dit
Suisse w e re t o de fa ult on it s obliga t ions, you m a y not re c e ive a ny a m ount s ow e d t o you unde r t he N ot e s.
Fe a t ure s
K e y Da t e s

Trade Date
February 7, 2019
? Contingent Coupon -- Subject to Issuer Call, Credit
Settlement Date
February 12, 2019
Suisse will pay you a Contingent Coupon if the Closing
Quarterly Observation End
See page 9
Level of each Underlying on each trading day during the

Dates*
applicable Quarterly Observation Period is equal to or
Final Valuation Date*
August 8, 2022
greater than its respective Coupon Barrier. Otherwise, no
Maturity Date*
August 11, 2022
coupon will be paid for that quarter.
* Subject to postponement as set forth in any accompanying

? Issuer Callable -- Credit Suisse may, at its election, call
product supplement under "Description of the Securities--

the Notes on any Quarterly Observation End Date (other
Postponement of calculation dates." If the Maturity Date is
than the Final Valuation Date) upon written notice to the
not a business day, the Redemption Amount will be payable
trustee regardless of the Closing Level of any Underlying
on the first following business day, unless that business day
and Credit Suisse will pay you the principal amount of your
falls in the next calendar month, in which case payment will
Notes plus any Contingent Coupon for that quarter on the
be made on the first preceding business day.
Coupon Payment Date immediately following the applicable
Quarterly Observation End Date. If the Notes are not called
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by Credit Suisse at its election, investors may be exposed to
the depreciation of the Least Performing Underlying from its
Initial Underlying Level to its Final Underlying Level.
? Contingent Repayment of Principal Amount at
M a t urit y -- If the Notes have not been called by Credit
Suisse at its election and the Final Underlying Level of the
Least Performing Underlying is equal to or greater than its
Downside Threshold, Credit Suisse will pay you the full
principal amount at maturity. If the Final Underlying Level of
the Least Performing Underlying is less than its Downside
Threshold, Credit Suisse will pay you less than your
principal amount, if anything, resulting in a loss of your
principal that will be proportionate to the full depreciation of
the Least Performing Underlying from its Initial Underlying
Level to its Final Underlying Level. The Downside Threshold
is observed on the Final Valuation Date and the contingent
repayment of your principal applies only at maturity. Any
payment on the Notes, including any repayment of principal,
is subject to the ability of Credit Suisse to pay its obligations
as they become due.
N OT I CE T O I N V EST ORS: T H E N OT ES ARE SI GN I FI CAN T LY RI SK I ER T H AN CON V EN T I ON AL DEBT
I N ST RU M EN T S. T H E I SSU ER I S N OT N ECESSARI LY OBLI GAT ED T O PAY T H E FU LL PRI N CI PAL AM OU N T OF
T H E N OT ES AT M AT U RI T Y , AN D T H E N OT ES CAN EX POSE Y OU R I N V EST M EN T T O T H E FU LL
DEPRECI AT I ON OF T H E LEAST PERFORM I N G U N DERLY I N G FROM I T S I N I T I AL U N DERLY I N G LEV EL T O I T S
FI N AL U N DERLY I N G LEV EL. T H I S M ARK ET RI SK I S I N ADDI T I ON T O T H E CREDI T RI SK I N H EREN T I N
PU RCH ASI N G A DEBT OBLI GAT I ON OF CREDI T SU I SSE. Y OU SH OU LD N OT PU RCH ASE T H E N OT ES I F Y OU
DO N OT U N DERST AN D OR ARE N OT COM FORT ABLE WI T H T H E SI GN I FI CAN T RI SK S I N V OLV ED I N
I N V EST I N G I N T H E N OT ES. Y OU SH OU LD CAREFU LLY CON SI DER T H E RI SK S DESCRI BED U N DER "K EY
RI SK S" BEGI N N I N G ON PAGE 1 0 AN D U N DER "RI SK FACT ORS" BEGI N N I N G ON PAGE PS-3 OF AN Y
ACCOM PAN Y I N G PRODU CT SU PPLEM EN T BEFORE PU RCH ASI N G AN Y N OT ES. EV EN T S RELAT I N G T O AN Y
OF T H OSE RI SK S, OR OT H ER RI SK S AN D U N CERT AI N T I ES, COU LD ADV ERSELY AFFECT T H E M ARK ET
V ALU E OF, AN D T H E RET U RN ON , Y OU R N OT ES. Y OU M AY LOSE SOM E OR ALL OF Y OU R I N I T I AL
I N V EST M EN T I N T H E N OT ES. T H E N OT ES WI LL N OT BE LI ST ED ON AN Y EX CH AN GE.
Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of the Notes or
passed upon the accuracy or the adequacy of this pricing supplement or the accompanying underlying supplement, any product
supplement, the prospectus supplement and the prospectus. Any representation to the contrary is a criminal offense.
N ot e Offe ring
These key terms relate to Notes linked to the performance of the Least Performing Underlying between the Underlyings set forth in
the table below. The Notes are offered at a minimum investment of 100 Notes at $10 per Note (representing a $1,000 investment),
and integral multiples of $10 in excess thereof.
Cont inge nt
I nit ia l
Coupon
U nde rlying
Dow nside
Coupon
U nde rlyings
T ic k e rs
Ra t e
Le ve ls
T hre sholds
Ba rrie rs
CU SI P
I SI N
S&P 500®
SPX
2706.05
1758.93
1758.93
Index
<Index>
(Approximately
(Approximately
65% of the Initial
65% of the Initial
Underlying Level)
Underlying Level)
Russell 2000®
RTY
1505.625
978.656
978.656
<Index>
9.60% per
Index
(Approximately
(Approximately
22549Y693 US22549Y6932
annum
65% of the Initial
65% of the Initial
Underlying Level)
Underlying Level)
EURO STOXX
SX5E
3150.76
2047.99
2047.99
50® Index
<Index>
(Approximately
(Approximately
65% of the Initial
65% of the Initial
Underlying Level)
Underlying Level)
Cre dit Suisse c urre nt ly e st im a t e s t he va lue of e a c h $ 1 0 princ ipa l a m ount of t he N ot e s on t he T ra de Da t e is
$ 9 .8 8 5 (a s de t e rm ine d by re fe re nc e t o our pric ing m ode ls a nd t he ra t e w e a re c urre nt ly pa ying t o borrow
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funds t hrough issua nc e of t he N ot e s (our "int e rna l funding ra t e ")). Se e "K e y Risk s" in t his pric ing
supple m e nt .
Se e "Addit iona l I nform a t ion a bout Cre dit Suisse a nd t he N ot e s" on pa ge 2 . T he N ot e s w ill ha ve t he t e rm s
se t fort h in a ny a c c om pa nying produc t supple m e nt , prospe c t us supple m e nt a nd prospe c t us a nd t his pric ing
supple m e nt .
The Notes are not deposit liabilities and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other
governmental agency of the United States, Switzerland or any other jurisdiction.
Offe ring of N ot e s
Pric e t o Public
U nde rw rit ing
Proc e e ds t o Cre dit
Disc ount a nd
Suisse AG
Com m issions(1)

T ot a l
Pe r N ot e
T ot a l
Pe r N ot e
T ot a l
Pe r N ot e
Notes linked to the performance of the Least Performing
$4,687,700
$10
$46,877
$0.10
$4,640,823
$9.90
Underlying between the S&P 500® Index, the Russell 2000®
Index and the EURO STOXX 50® Index
(1) UBS Financial Services Inc. will act as distributor for the Notes. The distributor will receive a fee from Credit Suisse or one of
our affiliates of $0.10 per $10 principal amount of Notes. For more detailed information, please see "Supplemental Plan of
Distribution" in this pricing supplement.
U BS Fina nc ia l Se rvic e s I nc .
1

Addit iona l I nform a t ion a bout Cre dit Suisse a nd t he N ot e s
You should read this pricing supplement together with the underlying supplement dated April 19, 2018, the product supplement
dated June 30, 2017, the prospectus supplement dated June 30, 2017 and the prospectus dated June 30, 2017, relating to our
Medium-Term Notes of which these Notes are a part. You may access these documents on the SEC website at www.sec.gov as
follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

¨
Underlying Supplement dated April 19, 2018:
https://www.sec.gov/Archives/edgar/data/1053092/000095010318004962/dp89590_424b2-underlying.htm

¨
Product Supplement No. I­B dated June 30, 2017:
http://www.sec.gov/Archives/edgar/data/1053092/000095010317006316/dp77781_424b2-ib.htm

¨
Prospectus Supplement and Prospectus dated June 30, 2017:
http://www.sec.gov/Archives/edgar/data/1053092/000104746917004364/a2232566z424b2.htm

Our Central Index Key, or CIK, on the SEC website is 1053092. As used in this pricing supplement, "we," "us," or "our" refers to
Credit Suisse.

The Notes are senior, unsecured obligations of Credit Suisse and will rank pari passu with all of our other senior unsecured
obligations.

In the event the terms of the Notes described in this pricing supplement differ from, or are inconsistent with, the terms described in
the underlying supplement, any product supplement, the prospectus supplement or prospectus, the terms described in this pricing
supplement will control.

This pricing supplement, together with the documents listed above, contains the terms of the Notes and supersedes all other prior
or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, fact
sheets, correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of
ours. We may, without the consent of the registered holder of the Notes and the owner of any beneficial interest in the Notes,
amend the Notes to conform to its terms as set forth in this pricing supplement and the documents listed above, and the trustee is
authorized to enter into any such amendment without any such consent. You should carefully consider, among other things, the
matters set forth in "Key Risks" in this pricing supplement, "Risk Factors" in any accompanying product supplement, "Foreign
Currency Risks" in the accompanying prospectus and any risk factors we describe in the combined Annual Report on Form 20-F of
Credit Suisse Group AG and us incorporated by reference therein, and any additional risk factors we describe in future filings we
make with the SEC under the Securities Exchange Act of 1934, as amended, as the Notes involve risks not associated with
conventional debt securities. You should consult your investment, legal, tax, accounting and other advisors before deciding to invest
in the Notes.
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Prohibit ion of Sa le s t o EEA Re t a il I nve st ors

The Notes may not be offered, sold or otherwise made available to any retail investor in the European Economic Area. For the
purposes of this provision:

(a) the expression "retail investor" means a person who is one (or more) of the following:

(i) a retail client as defined in point (11) of Article 4(1) of Directive 2014/65/EU (as amended, "MiFID II"); or

(ii) a customer within the meaning of Directive 2002/92/EC, where that customer would not qualify as a professional client
as defined in point (10) of Article 4(1) of MiFID II; or

(iii) not a qualified investor as defined in Directive 2003/71/EC; and

(b) the expression "offer" includes the communication in any form and by any means of sufficient information on the terms of the
offer and the Notes offered so as to enable an investor to decide to purchase or subscribe the Notes.

2

I nve st or Suit a bilit y

T he N ot e s m a y be suit a ble for you if:
T he N ot e s m a y not be suit a ble for you if:
¨ You fully understand the risks inherent in an investment in
¨ You do not fully understand the risks inherent in an
the Notes, including the risk of loss of your entire initial
investment in the Notes, including the risk of loss of your
investment.
entire initial investment.


¨ You can tolerate a loss of all or a substantial portion of your
¨ You seek an investment designed to provide a full return of
investment and you are willing to make an investment that
principal at maturity.
may be exposed to the depreciation of the Least

Performing Underlying from its Initial Underlying Level to its
¨ You cannot tolerate a loss of all or a substantial portion of
Final Underlying Level.
your investment and you are not willing to make an

investment that may be exposed to the depreciation of the
¨ You are willing to accept the individual market risk of each
Least Performing Underlying from its Initial Underlying
Underlying on each trading day during the Quarterly
Level to its Final Underlying Level.
Observation Periods and on the Final Valuation Date, and

you understand that any decline in the level of one
¨ You are unwilling to accept the individual market risk of
Underlying will not be offset or mitigated by a lesser
each Underlying on each trading day during the Quarterly
decline or any potential increase in the levels of the other
Observation Periods and on the Final Valuation Date, and
Underlyings.
you understand that any decline in the level of one

Underlying will not be offset or mitigated by a lesser
¨ You understand and accept that you will not participate in
decline or any potential increase in the levels of the other
any appreciation in the levels of the Underlyings, which
Underlyings.
may be significant, and that your potential return is limited

to the Contingent Coupons, if any.
¨ You seek an investment that participates in the full

appreciation in the level of the Underlyings, and whose
¨ You are willing to invest in the Notes based on the
return is not limited to the Contingent Coupons, if any.
Contingent Coupon Rate, Downside Thresholds and

Coupon Barriers specified on the cover hereof.
¨ You are unwilling to invest in the Notes based on the

Contingent Coupon Rate, Downside Thresholds and
¨ You are willing to forgo any dividends paid on the equity
Coupon Barriers specified on the cover hereof.
securities included in the Underlyings.


¨ You seek guaranteed current income from your investment.
¨ You do not seek guaranteed current income from your

investment.
¨ You prefer to receive the dividends paid on the equity

securities included in the Underlyings.
¨ You are willing to invest in notes that may be called early at

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the election of Credit Suisse regardless of the Closing
¨ You are unable or unwilling to hold notes that may be
Level of any Underlying and are otherwise willing to hold
called early at the election of Credit Suisse regardless of
such notes to maturity, and you accept that there may be
the Closing Level of any Underlying or are otherwise
little or no secondary market for the Notes.
unable or unwilling to hold such notes to maturity, or you

seek an investment for which there will be an active
¨ You understand and accept the risks associated with the
secondary market for the Notes.
Underlyings.


¨ You do not understand or accept the risks associated with
¨ You are willing to assume the credit risk of Credit Suisse for
the Underlyings.
all payments under the Notes, and you understand that the

payment of any amount due on the Notes is subject to the
¨ You are unwilling to assume the credit risk of Credit Suisse
credit risk of Credit Suisse.
for all payments under the Notes.


T he suit a bilit y c onside ra t ions ide nt ifie d a bove a re not e x ha ust ive . Whe t he r or not t he N ot e s a re a suit a ble
inve st m e nt for you w ill de pe nd on your individua l c irc um st a nc e s a nd you should re a c h a n inve st m e nt
de c ision only a ft e r you a nd your inve st m e nt , le ga l, t a x , a c c ount ing a nd ot he r a dvisors ha ve c a re fully
c onside re d t he suit a bilit y of a n inve st m e nt in t he N ot e s in light of your pa rt ic ula r c irc um st a nc e s. Y ou
should a lso re vie w c a re fully t he "K e y Risk s" be ginning on pa ge 9 of t his pric ing supple m e nt for risk s re la t e d
t o a n inve st m e nt in t he N ot e s. For m ore inform a t ion on t he U nde rlyings, se e "T he U nde rlyings" in t his
pric ing supple m e nt .

3

K e y T e rm s
Issuer
Credit Suisse AG ("Credit Suisse"), acting

Cont inge nt Coupon (pe r N ot e )
through its London branch.
S& P 5 0 0 ® I nde x , Russe ll 2 0 0 0 ® I nde x
Principal
$10 per Note
a nd EU RO ST OX X 5 0 ® I nde x
Amount

$0.24 per quarter
Term
Approximately three years and six months,

Cont inge nt Coupons on t he N ot e s a re
unless called earlier. In the event that we make
not gua ra nt e e d. Cre dit Suisse w ill not
any change to the expected Settlement Date, the
pa y you t he Cont inge nt Coupon for a ny
calculation agent may adjust (i) the Quarterly
Qua rt e rly Obse rva t ion Pe riod on w hic h
Observation End Dates to ensure that the term
t he Closing Le ve l of a ny U nde rlying on
between each Quarterly Observation End Date
a ny t ra ding da y during t ha t Qua rt e rly
remains the same and/or (ii) Final Valuation
Obse rva t ion Pe riod is le ss t ha n it s
Date and Maturity Date to ensure that the stated
Coupon Ba rrie r.
term of the Notes remains the same.
Contingent The Contingent Coupon Rate is 9.60% per annum
Underlyings The S&P 500® Index, the Russell 2000® Index
Coupon
for Notes linked to the performance of the Least
and the EURO STOXX 50® Index.
Rate
Performing Underlying between the S&P 500®
Contingent
I f t he Closing Le ve l of e a c h U nde rlying
Index, the Russell 2000® Index and the EURO
Coupon
is e qua l t o or gre a t e r t ha n it s
STOXX 50® Index.
re spe c t ive Coupon Ba rrie r on e a c h
Issuer Call The Notes may be called by Credit Suisse at its
t ra ding da y during a Qua rt e rly
election on any Quarterly Observation End Date
Obse rva t ion Pe riod, Credit Suisse will pay
(other than the Final Valuation Date) regardless of
you the Contingent Coupon applicable to such
the Closing Level of any Underlying on such
Quarterly Observation Period on the Coupon
Quarterly Observation End Date.
Payment Date immediately following the
If the Notes are called on any Quarterly
applicable Quarterly Observation End Date.
Observation End Date, on the Coupon Payment
I f t he Closing Le ve l of a ny U nde rlying is
Date immediately following such Quarterly
le ss t ha n it s re spe c t ive Coupon Ba rrie r
Observation End Date (the "Issuer Call Date"),
on a ny t ra ding da y during a Qua rt e rly
Credit Suisse will pay you a cash payment per
Obse rva t ion Pe riod, the Contingent Coupon
Note equal to your principal amount plus any
applicable to such Quarterly Observation Period
Contingent Coupon payable on that Coupon
will not be paid and you will not receive any
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Payment Date. No further amounts will be owed
payment in respect of such Quarterly
to you under the Notes. If Credit Suisse elects to
Observation Period on the immediately following
call the Notes on a Quarterly Observation End
Coupon Payment Date or on any other date.
Date, it will deliver written notice to The
The table below sets forth the Contingent
Depository Trust Company ("DTC") on that
Coupon amount (based on the Contingent
Quarterly Observation End Date.
Coupon Rate of 9.60% per annum) that would be
applicable to each Quarterly Observation Period
during which the Closing Level of each
Underlying is greater than or equal to its
respective Coupon Barrier on each trading day.

4

K e y T e rm s
Payment
I f t he N ot e s ha ve not pre viously be e n
Initial
For each Underlying, the Closing Level of such
at
c a lle d by Cre dit Suisse a t it s e le c t ion
Underlying
Underlying on the Trade Date, as specified on
Maturity
a nd t he Fina l U nde rlying Le ve l of t he
Level
the cover of this pricing supplement.
(per Note)
Le a st Pe rform ing U nde rlying is e qua l t o
Final
The Closing Level of each Underlying on the
or gre a t e r t ha n it s Dow nside T hre shold,
Underlying
Final Valuation Date, as determined by the
on the Maturity Date Credit Suisse will pay you a
Level
calculation agent.
cash payment per Note equal to $10 and, if the
Closing Level of each Underlying is equal to or
Closing
The Closing Level of the S&P 500® Index, the
greater than its respective Coupon Barrier on
Level
each trading day during the immediately
Russell 2000® Index and the EURO STOXX
preceding Quarterly Observation Period, the
50® Index on any trading day will be the closing
Contingent Coupon payable.
level of such Underlying on such trading day, as
I f t he N ot e s ha ve not pre viously be e n
determined by the calculation agent by reference
c a lle d by Cre dit Suisse a t it s e le c t ion
to (i) Bloomberg Financial Services
a nd t he Fina l U nde rlying Le ve l of t he
("Bloomberg") or any successor reporting
Le a st Pe rform ing U nde rlying is le ss t ha n
service, or (ii) if Bloomberg or such successor
it s Dow nside T hre shold, on the Maturity
reporting service does not publish the closing
Date, Credit Suisse will pay you less than the
level on such trading day, the index sponsor.
principal amount, if anything, resulting in a loss
Quarterly
With respect to each Coupon Payment Date, the
on your initial investment that is proportionate to
Observation period from but excluding the second
the Underlying Return of the Least Performing
Period
immediately preceding Quarterly Observation
Underlying, for an amount equal to:
End Date (or in the case of the first Coupon
$10 + ($10 x Underlying Return of the Least
Payment Date, from but excluding the Trade
Performing Underlying)
Date) to and including the immediately
You will lose some or all of your principal amount
preceding Quarterly Observation End Date. The
if the Notes are not called and the Final
first Quarterly Observation End Date will occur
Underlying Level of the Least Performing
on May 7, 2019; Quarterly Observation End
Underlying is less than its Downside Threshold.
Dates will occur quarterly thereafter as listed in
Least
The Underlying with the lowest Underlying
the "Quarterly Observation Periods, Quarterly
Performing Return.
Observation End Dates and Coupon Payment
Underlying
Dates" section below. The final Quarterly
Observation End Date, August 8, 2022, will be
Underlying For each Underlying, calculated as follows:
the "Final Valuation Date."
Return
Final Underlying Level ­ Initial Underlying Level
Initial Underlying Level
Coupon
The first Coupon Payment Date will occur on
Payment
May 9, 2019; Coupon Payment Dates will occur
Downside
A percentage of the Initial Underlying Level of
Dates
quarterly thereafter as listed in the "Quarterly
Threshold
each Underlying, as specified on the cover of this
Observation Periods, Quarterly Observation End
pricing supplement.
Dates and Coupon Payment Dates" section
below, except that the Coupon Payment Date
Coupon
A percentage of the Initial Underlying Level of
for the final Quarterly Observation Period is the
Barrier
each Underlying, as specified on the cover of this
Maturity Date.
pricing supplement.

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5

Supple m e nt a l T e rm s of t he N ot e s

For purposes of the Notes offered by this pricing supplement, all references to each of the following defined terms used in any
accompanying product supplement will be deemed to refer to the corresponding defined term used in this pricing supplement, as
set forth in the table below:

Produc t Supple m e nt De fine d T e rm
Pric ing Supple m e nt De fine d T e rm
Knock-In Level
Downside Threshold
Lowest Performing Underlying
Least Performing Underlying
Valuation Date
Final Valuation Date
Observation Date
Quarterly Observation End Date
Initial Level
Initial Underlying Level
Final Level
Final Underlying Level


6

I nve st m e nt T im e line

The Contingent Coupon Rate is set, the Initial
Underlying Level of each Underlying is
T ra de Da t e
observed, and the Downside Threshold and
Coupon Barrier for each Underlying are
determined.


If the Closing Level of each Underlying is
equal to or greater than its respective Coupon
Barrier on each trading day during a Quarterly
Observation Period, Credit Suisse will pay
you a Contingent Coupon on the applicable
Coupon Payment Date.
Qua rt e rly

(c a lla ble by
Credit Suisse may, at its election, call the
Cre dit Suisse
Notes prior to maturity on any Quarterly
a t it s
Observation End Date (other than the Final
e le c t ion)
Valuation Date) regardless of the Closing
Level of any Underlying. If the Notes are
called, Credit Suisse will pay you a cash
payment per Note equal to $10 plus any
Contingent Coupon payable on the Issuer Call
Date.


The Final Underlying Level of each
Underlying is observed on the Final Valuation
Date.

If the Notes have not previously been called
by Credit Suisse at its election and the Final
Underlying Level of the Least Performing
Underlying is equal to or greater than its
Downside Threshold, on the Maturity Date
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Credit Suisse will pay you a cash payment
per Note equal to $10 and, if the Closing
Level of each Underlying is equal to or
greater than its respective Coupon Barrier on
each trading day during the immediately
preceding Quarterly Observation Period, the
Contingent Coupon payable.
M a t urit y Da t e

If the Notes have not been called by Credit
Suisse at its election and the Final Underlying
Level of the Least Performing Underlying is
less than its Downside Threshold, Credit
Suisse will pay you less than the principal
amount, if anything, resulting in a loss on
your initial investment proportionate to the
depreciation of the Least Performing
Underlying from its Initial Underlying Level to
its Final Underlying Level, for an amount
equal to:

$ 1 0 + ($ 1 0 x U nde rlying Re t urn of t he
Le a st Pe rform ing U nde rlying)
pe r N ot e


7

I N V EST I N G I N T H E N OT ES I N V OLV ES SI GN I FI CAN T RI SK S. Y OU M AY LOSE SOM E OR ALL OF Y OU R
PRI N CI PAL AM OU N T . AN Y PAY M EN T ON T H E N OT ES, I N CLU DI N G AN Y REPAY M EN T OF PRI N CI PAL, I S
SU BJ ECT T O CREDI T SU I SSE'S ABI LI T Y T O PAY I T S OBLI GAT I ON S AS T H EY BECOM E DU E. I F CREDI T
SU I SSE WERE T O DEFAU LT ON I T S OBLI GAT I ON S, Y OU M AY N OT RECEI V E AN Y AM OU N T S OWED T O Y OU
U N DER T H E N OT ES.

Y ou w ill be e x pose d t o t he m a rk e t risk of e a c h U nde rlying on e a c h da y during t he Qua rt e rly Obse rva t ion
Pe riods a nd on t he Fina l V a lua t ion Da t e , a nd a ny de c line in t he le ve l of one U nde rlying m a y ne ga t ive ly
a ffe c t your re t urn a nd w ill not be offse t or m it iga t e d by a le sse r de c line or a ny pot e nt ia l inc re a se in t he
le ve ls of t he ot he r U nde rlyings. T he N ot e s a re subje c t t o a n I ssue r Ca ll on a ny Qua rt e rly Obse rva t ion End
Da t e (ot he r t ha n t he Fina l V a lua t ion Da t e ) re ga rdle ss of t he Closing Le ve l of a ny U nde rlying on suc h
Qua rt e rly Obse rva t ion End Da t e . I f t he N ot e s a re not c a lle d by Cre dit Suisse a t it s e le c t ion, you w ill lose
som e or a ll of your inve st m e nt a t m a t urit y if t he Fina l U nde rlying Le ve l of t he Le a st Pe rform ing U nde rlying
is le ss t ha n it s Dow nside T hre shold.

Qua rt e rly Obse rva t ion Pe riods, Qua rt e rly Obse rva t ion End Da t e s (1) a nd Coupon Pa ym e nt Da t e s (2)(3)
Qua rt e rly Obse rva t ion Pe riods Ending on t he Follow ing
Coupon Pa ym e nt Da t e s / I ssue r Ca ll Da t e s (if
Qua rt e rly Obse rva t ion End Da t e s
c a lle d)
May 7, 2019
May 9, 2019
August 7, 2019
August 9, 2019
November 7, 2019
November 12, 2019
February 7, 2020
February 11, 2020
May 7, 2020
May 11, 2020
August 7, 2020
August 11, 2020
November 9, 2020
November 12, 2020
February 8, 2021
February 10, 2021
May 7, 2021
May 11, 2021
August 9, 2021
August 11, 2021
November 8, 2021
November 10, 2021
February 7, 2022
February 9, 2022
May 9, 2022
May 11, 2022
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August 8, 2022*
August 11, 2022*
*
The Notes are not callable on the Final Valuation Date.

(1) Each subject to postponement as described in any accompanying product supplement under "Description of the Securities--
Postponement of calculation dates."

(2) Each subject to the modified following business day convention and subject to postponement as described in any
accompanying product supplement under "Description of the Securities--Postponement of calculation dates."

(3) Contingent Coupons will be payable to the holders of record at the close of business on the business day immediately
preceding the applicable Coupon Payment Date, provided that any Contingent Coupon payable upon Issuer Call or at maturity,
as applicable, will be payable to the person to whom the principal amount upon Issuer Call or the Payment at Maturity, is
payable.

8

K e y Risk s
An investment in the offering of the Notes involves significant risks. Investing in the Notes is not equivalent to investing in the
Underlyings. Some of the risks that apply to the Notes are summarized below, but we urge you to read the more detailed
explanation of risks relating to the Notes in the "Risk Factors" section of any accompanying product supplement. We also urge you
to consult your investment, legal, tax, accounting and other advisors before you invest in the Notes.

¨
Y ou m a y re c e ive le ss t ha n t he princ ipa l a m ount a t m a t urit y -- You may receive less at maturity than you originally
invested in the Notes. If the Final Underlying Level of any Underlying is less than its Downside Threshold, you will be fully
exposed to any depreciation in the Least Performing Underlying from its Initial Underlying Level to its Final Underlying Level
and will incur a loss proportionate to the Underlying Return of the Least Performing Underlying. In this case, at maturity, the
amount Credit Suisse will pay you will be less than the principal amount of the Notes and you could lose your entire
investment. It is not possible to predict whether the Final Underlying Level of the Least Performing Underlying will be less than
its Downside Threshold, and in such event, by how much the level of the Least Performing Underlying has decreased from its
Initial Underlying Level to its Final Underlying Level. Any payment on the Notes is subject to our ability to pay our obligations
as they become due.

¨
Re ga rdle ss of t he a m ount of a ny pa ym e nt you re c e ive on t he N ot e s, your a c t ua l yie ld m a y be diffe re nt in
re a l va lue t e rm s -- Inflation may cause the real value of any payment you receive on the Notes to be less at maturity than
it is at the time you invest. An investment in the Notes also represents a forgone opportunity to invest in an alternative asset
that generates a higher real return. You should carefully consider whether an investment that may result in a return that is
lower than the return on alternative investments is appropriate for you.

¨
T he N ot e s a re subje c t t o t he c re dit risk of Cre dit Suisse -- Investors are dependent on our ability to pay all
amounts due on the Notes and, therefore, if we were to default on our obligations, you may not receive any amounts owed to
you under the Notes. In addition, any decline in our credit ratings, any adverse changes in the market's view of our
creditworthiness or any increase in our credit spreads is likely to adversely affect the value of the Notes prior to maturity.

¨
T he N ot e s w ill not pa y m ore t ha n t he princ ipa l a m ount , plus a ny Cont inge nt Coupons pa ya ble a t
m a t urit y or upon I ssue r Ca ll -- The return potential on the Notes is limited to the Contingent Coupon Rate regardless of
the potential appreciation of the Underlyings. Therefore, the Notes do not provide for a return greater than the principal
amount, plus any Contingent Coupons received up to maturity or upon Issuer Call. Even if the Final Underlying Level of each
Underlying is greater than its respective Initial Underlying Level, you will not participate in the appreciation of any Underlying
despite the potential for full downside exposure to the Least Performing Underlying at maturity. The actual return on the Notes
will depend on the number of Quarterly Observation Periods on which the requirements for the Contingent Coupon are met
and the amount payable per Note may be less than the amount payable on a traditional debt security that pays interest at
prevailing market rates or an investment that allows for participation in any appreciation of the Underlyings.

¨
T he N ot e s a re subje c t t o a pot e nt ia l I ssue r Ca ll prior t o m a t urit y, w hic h w ould lim it your opport unit y t o
be pa id Cont inge nt Coupons ove r t he full t e rm of t he N ot e s -- Credit Suisse may, at its election, call the Notes on
any Quarterly Observation End Date (other than the Final Valuation Date) regardless of the Closing Level of any Underlying,
and Credit Suisse will pay you a cash payment equal to the principal amount of the Notes you hold plus any Contingent
Coupon payable on that Coupon Payment Date, and no further payments will be made in respect of the Notes. If the Notes are
called prior to maturity, you will lose the opportunity to continue to accrue and be paid Contingent Coupons from the date of
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Issuer Call to the scheduled Maturity Date and you may be unable to invest in other Notes with a similar level of risk that
provide you with the opportunity to be paid the same coupons as the Notes. The Notes can be called as early as the first
Quarterly Observation End Date, so the holding period over which you may receive the per annum Contingent Coupon Rate
could be as short as approximately three months.

¨
Our de c ision t o re de e m t he N ot e s m a y de pe nd on t he int e re st w e w ould pa y on a c onve nt iona l fix e d -
ra t e , non -c a lla ble de bt se c urit y of c om pa ra ble m a t urit y -- It is more likely that Credit Suisse will, at its election, call
the Notes prior to maturity during periods when the interest we would pay on a conventional fixed-rate, non-callable debt
security of comparable maturity is less than the Contingent Coupon Rate and when the

9

level of any of the Underlyings is greater than its Coupon Barrier. The greater likelihood of Credit Suisse calling the Notes in
that environment increases the risk that you will not be able to reinvest the proceeds from the called Notes in an equivalent
investment with a similar level of risk that yield as much interest as the Notes. Therefore, the Notes are more likely to remain
outstanding when the expected interest payable on the Notes is less than what would be payable on other comparable
instruments, which includes when the level of any Underlying is less than its Coupon Barrier and your risk of not receiving a
Contingent Coupon is relatively higher.

¨
Y ou m a y not re c e ive a ny Cont inge nt Coupons -- Credit Suisse will not necessarily make periodic coupon payments
on the Notes. If the Closing Level of any one of the Underlyings on any trading day during a Quarterly Observation Period is
less than its respective Coupon Barrier, Credit Suisse will not pay you the Contingent Coupon applicable to such Quarterly
Observation Period. If the Closing Level of any one of the Underlyings is less than its respective Coupon Barrier on any trading
day during each of the Quarterly Observation Periods, Credit Suisse will not pay you any Contingent Coupons during the term
of, and you will not receive a positive return on, your Notes.

¨
Ea c h qua rt e rly Cont inge nt Coupon is ba se d on t he Closing Le ve ls of t he U nde rlyings on e a c h t ra ding da y
during t he a pplic a ble Qua rt e rly Obse rva t ion Pe riod -- Whether a Contingent Coupon will be payable with respect to
a Quarterly Observation Period will be based solely on the Closing Levels of the Underlyings on each trading day during that
Quarterly Observation Period. If the Closing Level of any Underlying on any trading day during a Quarterly Observation Period
is less than its Coupon Barrier, you will not receive any Contingent Coupon with respect to that Quarterly Observation Period.
As a result, a Contingent Coupon for a Quarterly Observation Period may be lost after the first day of such period, but you will
not know whether you will receive a Contingent Coupon for a Quarterly Observation Period until the end of the related period.

¨
M ore fa vora ble t e rm s t o you a re ge ne ra lly a ssoc ia t e d w it h a n U nde rlying w it h gre a t e r e x pe c t e d
vola t ilit y a nd t he re fore c a n indic a t e a gre a t e r risk of loss -- "Volatility" refers to the frequency and magnitude of
changes in the level of an Underlying. The greater the expected volatility with respect to an Underlying on the Trade Date, the
higher the expectation as of the Trade Date that the level of such Underlying could be less than (i) its Coupon Barrier on any
day during a Quarterly Observation Period or (ii) its Downside Threshold on the Final Valuation Date, indicating a higher
expected risk of loss on the Notes. This greater expected risk will generally be reflected in a higher Contingent Coupon Rate
than the yield payable on our conventional debt securities with a similar maturity, or in more favorable terms (such as lower
Coupon Barriers or Downside Thresholds) than for similar notes linked to the performance of an Underlying with a lower
expected volatility as of the Trade Date. You should therefore understand that a relatively higher Contingent Coupon Rate may
indicate an increased risk of loss. Further, relatively lower Coupon Barriers or Downside Thresholds may not necessarily
indicate that you will receive a Contingent Coupon on any Coupon Payment Date or that the Notes have a greater likelihood of
a return of principal at maturity. The volatilities of the Underlyings can change significantly over the term of the Notes. The
levels of the Underlyings for your Notes could fall sharply, which could result in a significant loss of principal. You should be
willing to accept the downside market risk of the Underlyings and the potential to lose a significant amount of your principal at
maturity.

¨
Be c a use t he N ot e s a re link e d t o t he pe rform a nc e of m ore t ha n one U nde rlying, t he re is a gre a t e r risk of
Cont inge nt Coupons not be ing pa id a nd of you sust a ining a signific a nt loss on your inve st m e nt -- The risk
that you will not receive any Contingent Coupons and lose some or all of your initial investment in the Notes at maturity is
greater if you invest in the Notes as opposed to substantially similar notes that are linked to the performance of fewer
Underlyings. With three Underlyings, it is more likely that the Closing Level of any Underlying will be less than its Coupon
Barrier on any trading day during the Quarterly Observation Periods or less than its Downside Threshold on the Final Valuation
Date. Therefore it is more likely that you will not receive any Contingent Coupons and that you will suffer a significant loss on
your investment at maturity.

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