Credit Suisse AG 12.1% annual rate, payable monthly if each index closes at or above the 75% threshold on the relevant observation date due 8/29/2023

Credit Suisse AG 0.00% due 6/8/2026

Credit Suisse AG 0.00% due 6/2/2027

Credit Suisse AG 15% per year, payable monthly if each stock closes at or above its coupon barrier level on observation date; Coupon barriers: $120.47 for Apple, $204.337 for Microsoft, $100.485 for Amazon; 70% of initial levels due 8/17/2027

Credit Suisse AG 10% annual rate, payable quarterly if each index closes at or above the 70% threshold on the relevant observation date due 7/29/2026

Credit Suisse AG 0.00% due 8/2/2028

Credit Suisse AG 0.00% due 8/2/2027

Credit Suisse AG 11.95% annual rate, payable quarterly if each index closes at or above the 75% threshold on the relevant observation date due 7/27/2026

Credit Suisse AG 11% annual rate, payable quarterly if each index closes at or above the 70% threshold on the relevant observation date due 6/29/2026

Credit Suisse AG 0.00% due 7/7/2025

Credit Suisse AG 0.00% due 7/7/2025

Credit Suisse AG 0.00% due 7/5/2028

Credit Suisse AG 9.2% annual rate, payable quarterly if each index closes at or above the 75% threshold on the relevant observation date due 5/29/2026

Credit Suisse AG 9.5% annual rate, payable quarterly if each index closes at or above the 70% threshold on the relevant observation date due 5/29/2026

Credit Suisse AG 11% annual rate, payable monthly if each index closes at or above the 75% threshold on the relevant observation date due 5/30/2023

Credit Suisse AG 0.00% due 9/5/2023

Credit Suisse AG 9.45% per year, payable quarterly if each index closes at or above its coupon barrier level on observation date; Coupon barriers: 1,323.6195 for Russell, 2,956.11 for S&P, 23,946.465 for Dow; 75% of initial levels due 5/29/2026

Credit Suisse AG 16.7% per year, payable monthly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $56.546 for Energy, $48.02 for Biotech; 70% of initial levels due 5/16/2025

Credit Suisse AG 11.1% per year, payable monthly if each ETF closes at or above its coupon barrier level on observation date; Coupon barriers: $90.02 for Health, $42.399 for Banking, $53.865 for Consumer; 70% of initial levels due 5/16/2025

Credit Suisse AG 0.00% due 5/18/2027

Credit Suisse AG 0.00% due 10/12/2023

Credit Suisse AG 0.00% due 4/3/2023

Credit Suisse AG 0.00% due 3/3/2028

Credit Suisse AG 0.00% due 2/9/2024

Credit Suisse AG 0.00% due 1/4/2028

Credit Suisse AG 8.25% annual rate, payable monthly if each index closes at or above the 75% threshold level on the relevant observation date due 11/30/2022

Credit Suisse AG 0.00% due 11/3/2025

Credit Suisse AG 0.00% due 11/3/2027

Credit Suisse AG 8.15% annual rate, payable quarterly if each fund closes at or above the threshold on the observation date for that quarter due 10/27/2023

Credit Suisse AG 0.00% due 10/5/2027

Credit Suisse AG 12.35% annual rate, payable quarterly if each index closes at or above the 75% threshold on the relevant observation date due 9/29/2025

Credit Suisse AG 11% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that period due 8/27/2025

Credit Suisse AG 9% annualized, payable monthly if each ETF closes at or above 75% coupon threshold on observation date for that period due 3/29/2022

Credit Suisse AG 7.25% annual rate, payable quarterly if each index closes at or above the 70% threshold on the observation date for that quarter due 3/20/2025

Credit Suisse AG 7.25% annual rate, payable quarterly if funds close above threshold levels on observation date due 2/29/2024

Credit Suisse AG 9%, payable quarterly if each index closes at or above the 75% threshold on the observation date for that quarter due 2/27/2025

Credit Suisse AG 0.00% due 3/2/2026

Credit Suisse AG 6.8% annualized, payable quarterly if each ETF closes at or above coupon threshold on observation date for that period; Coupon thresholds: $18.912 for Financial, $39.414 for Staples, $26.802 for Energy; 60% of initial levels due 2/15/2024

Credit Suisse AG 12.5% annualized, payable quarterly if fund closes at or above coupon threshold on observation date for that period; Coupon threshold: $27.1725; 75% of initial level due 2/9/2023

Credit Suisse AG 9.55% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that period due 7/28/2022

Credit Suisse AG 10.25% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that period due 1/29/2024

Credit Suisse AG 10.4% annualized, payable quarterly if each ETF closes at or above coupon threshold on observation date for that period; Coupon thresholds: $85.826 for Technology, $19.201 for Financial, $42.536 for Staples, $26.4355 for Energy; 65% of initial levels due 1/29/2024

Credit Suisse AG 11.5% annualized, payable monthly if each ETF closes at or above coupon threshold on observation date for that period; Coupon thresholds: $24.206 for or Gold Miners, $17.304 for Silver; 70% of initial levels due 1/29/2024

Credit Suisse AG 7.25% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that period due 1/24/2025

Credit Suisse AG 8.4% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that period due 1/21/2025

Credit Suisse AG 11.75% annualized, payable quarterly if each fund closes at or above coupon threshold on observation date for that period; Coupon thresholds: $90.93 for Technology Select, $99.519 for Biotech; 70% of initial levels due 12/29/2023

Credit Suisse AG 13.65% annualized, payable monthly if each fund closes at or above coupon threshold on observation date for that period; Coupon thresholds: $25.018 for gold, $17.073 for silver; 70% of initial levels due 12/29/2023

Credit Suisse AG 10.4% annualized, payable semiannually if each fund closes at or above 75% coupon threshold on observation date for that period due 12/27/2023

Credit Suisse AG 8.65% annualized, payable semiannually if each index closes at or above 75% coupon threshold on observation date for that period due 12/21/2022

Credit Suisse AG 7.75% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that period due 12/19/2025

Credit Suisse AG 5.75% annualized, payable quarterly if each index closes at or above coupon barrier on related quarterly review date; Coupon barriers: 2,535.141 for S&P, 1,273.8712 for Russell and 20,747.048 for Dow, 70% of initial price due 11/30/2022

Credit Suisse AG 8% annualized, payable quarterly if each index closes at or above 75% coupon threshold on observation date for that quarter due 10/20/2022

Credit Suisse AG 7.2% annualized, payable quarterly if each index closes at or above 70% coupon threshold on observation date for that quarter due 9/28/2023

Credit Suisse AG 9% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2427.69 for S&P, 1088.5935 for Russell, 20072.3475 for Dow; 75% of initial levels due 9/27/2024

Credit Suisse AG 9.25% annualized, payable quarterly if each index closes at or above downside threshold on observation date for that quarter due 7/21/2022

Credit Suisse AG 8.8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,131.017 for S&P, 975.8245 for Russell, 17,768.177 for Dow; 70% of initial levels due 5/30/2024

Credit Suisse AG 8.65% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 1861.405 for S&P, 817.0448 for Russell, 15395.523 for Dow; 65% of initial levels due 5/20/2024

Credit Suisse AG 10.2% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2184.3225 for S&P, 982.998 for Russell, 18259.29 for Dow; 75% of initial levels due 4/29/2024

Credit Suisse AG 9% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 1985.718 for S&P, 863.1371 for Russell, 1966.349 for Stoxx; 70% of initial levels due 4/29/2024

Credit Suisse AG 9.4% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,092.192 for S&P, 860.3686 for Russell, 2,021.81 for Stoxx; 70% of initial levels due 4/22/2024

Credit Suisse AG 9.8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 2,092.365 for S&P, 935.0445 for Russell, 2,169.5925 for Stoxx; 75% of initial levels due 4/14/2022

Credit Suisse AG 12.5% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 1,969.9875 for S&P, 868.73775 for Russell, 2,074.215 for Stoxx; 75% of initial levels due 3/28/2024

Credit Suisse AG 26% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that quarter; Coupon thresholds: 1918.48 for S&P, 792.928 for Russell, 1908.656 for Stoxx; 80% of initial levels due 3/21/2024

Credit Suisse AG 9% annualized, payable quarterly if fund closes at or above threshold barrier on observation date for that quarter; Threshold level: $32.7525, 75% of initial level due 2/16/2023

Credit Suisse AG 9% annualized, payable quarterly if fund closes at or above threshold barrier on observation date for that quarter; Threshold level: $33.6075, 75% of initial level due 1/27/2023

Credit Suisse AG 11.1% annualized, payable quarterly if fund closes at or above 75% threshold barrier on observation date for that quarter due 4/28/2022

Credit Suisse AG 0.00% due 11/4/2022

Credit Suisse AG 9.25% annualized, payable quarterly if fund closes at or above 75% threshold barrier on observation date for that quarter due 10/21/2021

Credit Suisse AG 8.3% per year, payable quarterly if each underlying asset closes at or above its 75% coupon barrier level on observation date; due 10/19/2023

Credit Suisse AG 15.25% per year, payable monthly if stock closes at or above downside threshold level on observation date for that month due 10/10/2019

Credit Suisse AG 13% per year, payable quarterly if index closes at or above downside threshold level on observation date for that quarter due 1/3/2020

Credit Suisse AG 13% annualized, payable quarterly if ETF closes at or above 75% threshold price on observation date for that quarter due 12/17/2020

Credit Suisse AG 8% annualized, payable quarterly if each index closes at or above coupon threshold on observation date for that period; Coupon/downside thresholds: 1,916.432 for S&P, 2,221.912 for Stoxx, 1,067.7709 for Russell, 70% of initial levels due 11/30/2022

Credit Suisse AG 6.8%, payable quarterly if fund closes above its threshold price on the related observation date. due 11/30/2020

Credit Suisse AG 9.4%, payable quarterly if stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: $11.42, 80% of initial price due 10/15/2021

Credit Suisse AG 7.15%, payable quarterly if each index closes at or above the 70% threshold on the observation date for that quarter due 9/29/2022

Credit Suisse AG 11% per year, payable quarterly if each stock closes at or above coupon barrier on determination date; Coupon barriers: $124.44 for Apple, $163.08 for Nvidia; 65% of initial share prices due 7/25/2019

Credit Suisse AG 12%, payable quarterly if stock closes at or above 65% coupon barrier on observation date for that quarter due 7/11/2019

Credit Suisse AG 5% per year, payable each month that stock closes at or above barrier level on observation date; Barrier/knock-in level: $5.73, 50% of initial level due 1/10/2019

Credit Suisse AG 9.8% per year, payable quarterly if index closes at or above coupon barrier every day that quarter; Coupon barrier/downside threshold: 86.50; 75% of initial level due 9/17/2020

Credit Suisse AG 7.7% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Barriers: 2,041.85 for S&P and 5,197.474 for Nasdaq; 75% of initial levels due 11/21/2019

Credit Suisse AG 17.5% per year, payable monthly if stock closes at or above coupon barrier on related observation date; Coupon barrier/downside threshold: $147.0375; 50% of initial share price due 11/1/2018

Credit Suisse AG 6.1% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 1,735.59 for S&P, 1,016.681 for Russell, 4,334.04 for Nasdaq; 65% of initial levels due 7/25/2019

Credit Suisse AG 10% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Barriers/downside thresholds: 2,031.48 for S&P, 1,187.672 for Russell, 5,124.91 for Nasdaq; 75% of initial levels due 10/22/2020

Credit Suisse AG 11% per year, payable quarterly if Amazon stock closes at or above coupon barrier on quarterly observation date; Coupon barrier/downside threshold: $1,073.09; 75% of initial share price due 4/16/2021

Credit Suisse AG 10.5% per year, payable quarterly if Facebook stock closes at or above coupon barrier on quarterly observation date; Coupon barrier/downside threshold: $110.04; 70% of initial share price due 4/9/2021

Credit Suisse AG 9.8% per year, payable quarterly if each index closes at or above coupon barrier on observation date that quarter; Coupon barriers: 1,980.65 for S&P, 5,292.46 for FTSE, 15,869.31 for Nikkei; 75% of initial levels due 4/2/2020

Credit Suisse AG 9.75% per year, payable quarterly if each stock closes at or above coupon barrier on determination date; Coupon barriers: $107.21 for Apple, $18.96 for BofA; 65% of initial share prices due 3/26/2021

Credit Suisse AG 9.95% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 2,033.953 for S&P, 1,184.48 for Russell, 5,140.09 for Nikkei; 75% of initial levels due 9/24/2020

Credit Suisse AG 11% per year, payable quarterly if stock closes at or above coupon barrier on determination date; Coupon barrier: $38.78; 70% of initial share price due 3/21/2019

Credit Suisse AG 9% per year, payable quarterly if stock closes at or above coupon barrier on determination date; Coupon barrier: $74.52; 75% of initial share price due 3/19/2021

Credit Suisse AG 14% per year, payable monthly if stock closes at or above coupon barrier on determination date; Coupon barrier: $232.01; 70% of initial share price due 9/13/2018

Credit Suisse AG 10.35% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 2,089.93 for S&P, 1,197.857 for Russell, 16,101.9 for Nikkei; 75% of initial levels due 6/12/2020

Credit Suisse AG 14% per year, payable quarterly if stock closes at or above coupon barrier on determination date; Coupon barrier: $195.68, 65% of initial share price due 3/7/2019

Credit Suisse AG 0.00% due 3/7/2022

Credit Suisse AG 8.1% per year, payable each quarter that index closes at or above barrier level on observation date for that quarter; Coupon barrier: 2,570.10, 75% of initial level due 2/22/2028

Credit Suisse AG 18.5% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 1,997.21 for S&P, 1,121.21 for Russell, 98.75 for Stoxx Banks, 75% of initial levels due 8/19/2020

Credit Suisse AG 17.15% per year, payable quarterly if each index closes at or above coupon barrier on each day that quarter; Coupon barriers: 2,209.70 for S&P, 1,237.818 for Russell, 110.72 for Stoxx Banks, 80% of initial levels due 8/6/2020

Credit Suisse AG 13% per year, payable monthly if stock closes at or above coupon barrier on determination date for that month; Coupon barrier: $46.10, 80% of initial share price due 7/31/2018

Credit Suisse AG 9.5% per year, payable quarterly if each ETF closes at or above coupon barrier on each day that quarter; Coupon barriers: $224.33 for S&P, $126.88 for Russell, $50.42 for Regional Banking, 80% of initial share price due 7/23/2020

Credit Suisse AG 16% per year, payable monthly if stock closes at or above 80% coupon barrier on determination date for that month; due 7/17/2018

Credit Suisse AG 10.5% per year, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 1/10/2019

Credit Suisse AG 0.00% due 12/31/2020

Credit Suisse AG 16% per year, payable monthly if stock closes at or above 80% coupon barrier on determination date for that month; due 6/20/2018

Credit Suisse AG 12% per year, payable quarterly if stock closes at or above 60% coupon barrier on determination date for that quarter due 12/20/2018

Credit Suisse AG 10.25% per year, payable quarterly if stock closes at or above 50% coupon barrier on determination date for that quarter due 11/30/2020

Credit Suisse AG 14.75% per year, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 5/8/2018

Credit Suisse AG 10.75% per year, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 11/8/2018

Credit Suisse AG 0.00% due 4/28/2023

Credit Suisse AG 12% per year, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 10/18/2018

Credit Suisse AG 10.75% per year, payable quarterly if stock closes at or above 55% coupon barrier on determination date for that quarter due 9/13/2018

Credit Suisse AG 11.5% per year, payable quarterly if stock closes at or above 65% coupon barrier on determination date for that quarter due 8/22/2019

Credit Suisse AG 11.7% per year, payable quarterly if stock closes at or above 50% coupon barrier on determination date for that quarter due 8/14/2020

Credit Suisse AG 11%, payable quarterly if each stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: $740.69 for Amazon and $127.72 for Facebook, 75% of initial price due 8/8/2019

Credit Suisse AG 8% per year, payable quarterly if stock closes at or above 80% coupon barrier on determination date for that quarter due 8/7/2020

Credit Suisse AG 8.25%, payable quarterly if stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: $801.45, 80% of initial price due 7/17/2020

Credit Suisse AG 9% per year, payable quarterly if GM shares close at or above coupon barrier level on determination date for that quarter; Coupon barrier level: $27.26, 75% of initial share price due 7/17/2020

Credit Suisse AG 12% per year, payable quarterly if lululemon shares close at or above downside threshold level on determination date for that quarter due 6/19/2020

Credit Suisse AG 10.5%, payable quarterly if stock closes at or above coupon barrier level on determination date for that quarter; Coupon barrier level: $18.83, 65% of initial price due 5/10/2018

Credit Suisse AG 10.5% per year, payable quarterly if shares close at or above barrier level on observation date for that quarter due 5/3/2018

Credit Suisse AG 9% annualized, payable quarterly if each index closes at or above 75% threshold on observation date for that quarter due 5/2/2019

Credit Suisse AG 12.6% per year, payable quarterly if each index closes at or above barrier level every day that quarter due 4/8/2019

Credit Suisse AG 9.5% per year, payable quarterly if shares close at or above barrier level on observation date for that quarter due 4/3/2020

Credit Suisse AG 0.00% due 10/5/2018

Credit Suisse AG 10.25% per year, payable quarterly if Biogen shares close at or above barrier level on observation date for that quarter due 3/29/2018

Credit Suisse AG 8% per year, payable quarterly if Goldman Sachs shares close at or above barrier level on observation date for that quarter due 3/27/2020

Credit Suisse AG 12% per year, payable monthly if Netflix shares close at or above barrier level on observation date for that month due 9/28/2017

Credit Suisse AG 13.6% per year, payable each quarter that index closes at or above barrier level on observation date for that quarter; Barrier/knock-in level: 88.1, 70% of initial level due 3/21/2019

Credit Suisse AG 10.75% per year, payable quarterly if Netflix shares close at or above barrier level on observation date for that quarter due 3/20/2020

Credit Suisse AG 10% per year, payable quarterly if Halliburton shares close at or above barrier level on observation date for that quarter due 3/13/2020

Credit Suisse AG 8% per year, payable quarterly if Facebook shares close at or above barrier level on observation date for that quarter due 3/4/2020

Credit Suisse AG 18.5% per year, payable quarterly if each index closes at or above 80% coupon barrier on each trading day during that determination period for that quarter due 9/3/2019

Credit Suisse AG 0.00% due 9/4/2018

Credit Suisse AG 14.5% per year, payable quarterly if American Airlines shares close at or above downside threshold level on observation date for that quarter due 2/23/2018

Credit Suisse AG 13.4% per year, payable monthly if Netflix shares close at or above barrier level on observation date for that month due 8/22/2017

Credit Suisse AG 11.6% per year, payable quarterly if Netflix shares close at or above barrier level on observation date for that quarter due 2/21/2020

Credit Suisse AG 10.5% per year, payable quarterly if Bank of America shares close at or above downside threshold level on observation date for that quarter due 2/6/2020

Credit Suisse AG 9.3% per year, payable quarterly if Halliburton shares close at or above downside threshold level on observation date for that quarter due 2/8/2018

Credit Suisse AG Each quarter, contingent coupon at an annual rate of 8% if CBS shares close at or above the coupon barrier on observation date for that quarter; Barrier/downside threshold: $51.43, 80% of initial price due 1/9/2020

Credit Suisse AG Each quarter, contingent coupon at an annual rate of 14.5% if Marathon Oil shares close at or above the coupon barrier on observation date for that quarter; Coupon barrier: $12.52, 70% of initial price due 7/11/2017

Credit Suisse AG 0.00% due 1/23/2018

Credit Suisse AG 10% for the first year; after that, at 10 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above reference level, up to a cap of 10%, floor of zero; payable monthly; Reference level: 1,695.72, 75% of initial index level due 12/28/2026

Credit Suisse AG 8.76%, payable quarterly if stock closes at or above barrier level on determination date for that quarter due 12/19/2019

Credit Suisse AG 12.5% per year, payable quarterly if Blackstone units close at or above barrier level on quarterly observation date; Barrier/knock-in level: $20.69; 80% of initial price due 12/7/2017

Credit Suisse AG 12.7% per year, payable quarterly if Netflix shares close at or above barrier level on quarterly observation date; Barrier/knock-in level: $78.53; 65% of initial price due 12/5/2019

Credit Suisse AG 8.1% per year, payable quarterly if Apple shares close at or above downside threshold level on observation date for that quarter due 11/30/2017

Credit Suisse AG 11.75% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 11/14/2019

Credit Suisse AG 10.75% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 11/16/2017

Credit Suisse AG 15.6% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 11/9/2017

Credit Suisse AG 11% per year, payable quarterly if stock closes at or above knock-in level on observation date for that quarter due 11/9/2017

Credit Suisse AG 12.5% per year, payable monthly if Anadarko shares close at or above downside threshold level on observation date for that month due 5/3/2017

Credit Suisse AG 8.95% per year, payable quarterly if Amazon shares close at or above downside threshold level on observation date for that quarter due 10/17/2019

Credit Suisse AG 7.25% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,628.21, 75% of initial level due 9/3/2026

Credit Suisse AG 0.00% due 7/5/2018

Credit Suisse AG 13% per year, payable quarterly if each index closes at or above barrier level each trading day that quarter; Knock-in/barrier levels: 775.109 for Russell 2000 and 1,425.26 for S&P 500; 70% of initial levels due 7/3/2018

Credit Suisse AG 10.5% per year, payable each quarter that each index closes at or above barrier level on observation date for that quarter; ock-in/barrier levels: 1,346.29 for S&P, 744.054 for Russell, 1,851.96 for Euro Stoxx, 65% of initial levels due 6/21/2018

Credit Suisse AG 5.5% per year, payable each quarter that each index closes at or above barrier level on observation date for that quarter; Barrier levels: 1,446.29 for S&P, 803.112 for Russell, 69% of initial levels due 6/13/2019

Credit Suisse AG 7.5% per year, payable each quarter that index closes at or above barrier level on observation date for that quarter; Coupon barrier: 1,534.96, 75% of initial level due 5/18/2026

Credit Suisse AG 8.5% per year, payable each quarter that index closes at or above barrier level on observation date for that quarter; Coupon barrier: 1,548.98, 75% of initial level due 5/4/2026

Credit Suisse AG 13.5% per year, payable each quarter that each index closes at or above barrier level on observation date for that quarter; Knock-in/barrier levels: 1,548.98 for S&P, 848.134 for Russell, 2,271.16 for Euro Stoxx, 75% of initial levels due 5/2/2018

Credit Suisse AG 9% per year, payable each quarter that each index closes at or above barrier level on observation date for that quarter; Knock-in/barrier levels: 1,342.45 for S&P, 735.049 for Russell, 1,968.34 for Euro Stoxx, 65% of initial levels due 5/3/2018

Credit Suisse AG 10% initially; beginning Oct. 29, 2017, at 12 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above reference level, up to a cap of 10%, floor of zero; payable monthly; Reference level: 1,568.775, 75% of initial index level due 4/29/2031

Credit Suisse AG 10% initially; beginning Jan. 29, 2017, at 10 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 1/29/2031

Credit Suisse AG 0.00% due 1/28/2021

Credit Suisse AG 7% annualized, payable quarterly, if index closes at or above its barrier level on the observation date for that quarter; Coupon barrier: 75% of initial level due 12/4/2025

Credit Suisse AG 7.1% annualized, payable quarterly, if index closes at or above its barrier level on the observation date for that quarter; Coupon barrier: 75% of initial level due 11/4/2025

Credit Suisse AG 10% initially; beginning Oct. 30, 2016, (a) eight times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero due 10/30/2030

Credit Suisse AG 10% initially; beginning Sept. 30, 2016, (a) 7.5 times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 11% per year; payable monthly and cannot be less than zero; Index reference level: 1,448.505, 70% of initial level due 9/30/2030

Credit Suisse AG 10% initially; beginning Sept. 30, 2016, (a) 7.5 times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 11% per year; payable monthly and cannot be less than zero due 9/30/2030

Credit Suisse AG due 9/24/2020

Credit Suisse AG 10% initially; beginning Aug. 28, 2017, (a) seven times spread of 30-year CMS rate over two-year CMS rate multiplied by (b) proportion of days on which index closes at or above index reference level, subject to maximum rate of 10% per year; payable monthly and cannot be less than zero due 8/28/2030

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