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The amounts in Column B represent the applicable initial weighted value for each basket underlier, and the amounts in Column C represent the products of the percentages in Column A times the corresponding amounts in Column B. Use of proceeds and hedging: Accordingly, it is possible that regulations or other guidance may be issued that require holders of the notes to recognize income in respect of the notes prior to receipt of any payments thereunder or sale thereof. Since the hypothetical final basket level of The greater the expected volatility with respect to the basket underliers on the trade date, the higher the expectation as of the trade date that the final basket level could be less than the buffer level, indicating a higher expected risk of loss on the notes. These other factors include our internal funding rate, customary bid and ask spreads and other transaction costs, changes in market conditions and any deterioration or improvement in our creditworthiness.

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In Noticethe IRS and the Treasury Department stated they are considering issuing new regulations or other guidance on whether holders of an instrument such as the notes should be required to accrue income during the term of the instrument.

While we or our affiliates may from time to time own securities of companies included in the basket, we and our affiliates do not control any company included in any basket underlier.

Holder generally will not be subject to U. As a result, any return on the basket — and thus on your notes — may be reduced or eliminated, which will have the effect of reducing the amount payable in respect of your notes at maturity.

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Use of proceeds and hedging: Neither the Securities and Exchange Commission nor any other regulatory body has approved or disapproved of these securities or passed upon the accuracy ps35-b/cbl adequacy of this pricing supplement, the accompanying product supplement, the accompanying underlying supplement, the accompanying prospectus supplement or the accompanying prospectus.

In addition, the impact of the buffer level and the cap level on the return on your investment will depend upon the price you pay for your notes relative to face amount. Holder should not recognize any gain or loss with respect to the note other than with ps5-bc/bl to cash received in lieu of fractional shares or units, as described below.


The impact of any of the factors set forth above may enhance or offset some or all of any change resulting from another factor or factors. In addition, because the basket underliers are not equally weighted, increases in the lower weighted basket graphix may be offset by even small decreases in the more heavily weighted basket underliers.

The gross estate of a Non-U.

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p35-bc/bl The issue price gtaphic the notes in the subsequent sale may differ substantially higher or lower from the original issue price you paid as provided on the cover of this pricing supplement. You will not receive any interest payments on your notes.

Holder or 2 in the case of an individual, such individual is present in the United States for days or more in the taxable year of the sale or other disposition and certain other conditions are met. If the final basket level declines by more than Holder or establishes proof of another applicable exemption, and otherwise complies with applicable requirements of the backup withholding rules.

We may decide to sell additional notes after the date of this pricing supplement, at issue prices and with underwriting discounts and net proceeds that differ from the amounts set forth above. A portion of the net proceeds from the sale of the notes will be used by CSSU or one of its affiliates in connection with hedging our obligations under the notes. Description of Debt Securities. For example, pursuant to Swiss banking laws, the Swiss Financial Market Supervisory Authority FINMA may open resolution proceedings if there are justified concerns that Credit Suisse is over-indebted, has serious liquidity problems or no longer fulfills capital adequacy requirements.

Such gain or loss will be long-term capital gain or loss in the case of a U. Back to Search Results.

A holder of the securities whether a U. For purposes of the notes offered by this pricing supplement, all references to each of the following defined terms used in the 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:.

You should consult your ps53-bc/bl advisor as to the specific tax consequences to you of owning and disposing of the notes, including the application of federal, state, local and foreign income and other tax laws based on your particular facts and circumstances. That higher price reflects our projected profit and costs that were included in the original issue price, and that higher price may also be initially used for account statements or otherwise.


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Stores Availability Store Hours. Holder either a specified individual or specified ps35b-c/bl entity does not file such form, the statute of limitations on the assessment and collection of U.

For example, pursuant to Swiss banking laws, the Swiss Financial Market Supervisory Authority FINMA may open resolution proceedings if there are justified concerns that Credit Suisse is over-indebted, has serious liquidity problems or no gra;hic fulfills capital adequacy requirements.

This pricing supplement supersedes any conflicting provisions of the accompanying product supplement or the accompanying prospectus supplement. For example, it gfaphic possible that the IRS could assert that a reconstitution or rebalancing of the underlying is a significant modification of the notes due to an exercise of discretion with respect to such reconstitution or rebalancing and, therefore, a deemed issuance of the notes upon the occurrence of such event.

The gross estate of a Non-U. Initial TOPIX level to be set on the trade date and may be higher or lower than the actual closing level of such basket underlier on the trade date: In the absence of an administrative or judicial ruling to the contrary, we and, by acceptance of the securities, you agree to treat the securities for all tax purposes in accordance with such characterization. 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, product supplement, prospectus supplement or prospectus, the terms described in this pricing supplement will control.

Because the amount payable on the notes, if any, depends on the performance of the basket underliers, you will bear the risk that any of the basket underliers will perform poorly.