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Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.


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Credit Suisse AG, Nassau Branch variable monthly coupon based on the notional option premiums received from the sale of the covered call options on the SPDR Gold Trust shares each month; amount could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.00% due 5/11/2028

Credit Suisse AG, Nassau Branch As of first coupon valuation date, sun of net cash dividends or distributions that a reference holder would have been entitled to and as of another other coupon valuation date an amount equal to the sum of the net cash dividends that a reference holder would have been entitled to on the record date from the immediately preceding coupon valuation date to and including the coupon valuation date due 5/16/2036

Credit Suisse AG, Nassau Branch May pay variable monthly coupon linked to any net cash distributions of index constituents due 7/11/2036

Credit Suisse AG, Nassau Branch 0.00% due 5/11/2028

Credit Suisse AG, Nassau Branch 0.00% due 6/4/2021

Credit Suisse AG, Nassau Branch 0.00% due 11/29/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/29/2020

Credit Suisse AG, Nassau Branch 0.00% due 11/21/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/21/2020

Credit Suisse AG, Nassau Branch 0.00% due 5/13/2021

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/11/2028

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/6/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 4/5/2023

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 3/7/2023

Credit Suisse AG, Nassau Branch 0.00% due 3/5/2021

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 3/4/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/27/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/22/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/22/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/21/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/5/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/5/2019

Credit Suisse AG, Nassau Branch 0.00% due 2/13/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 2/6/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 10/24/2018

Credit Suisse AG, Nassau Branch 0.00% due 9/14/2037

Credit Suisse AG, Nassau Branch 0.00% due 9/14/2037

Credit Suisse AG, Nassau Branch 0.00% due 9/12/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 2% for the first three years, stepping up to 3% on July 31, 2020, to 5% on July 31, 2021 and to 6% on July 31, 2022; payable quarterly due 7/31/2022

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 2.75% on June 30, 2020 and to 3% on June 30, 2022; payable semiannually due 6/30/2023

Credit Suisse AG, Nassau Branch 2.75% initially, stepping up to 3% on June 30, 2021, to 4% on June 30, 2024, to 5% on June 30, 2025 and to 6% on June 30, 2026; payable semiannually due 6/30/2027

Credit Suisse AG, Nassau Branch 1.75% initially, stepping up to 2% on Dec. 30, 2018, to 2.15% on June 30, 2019 and to 2.5% on Dec. 30, 2019; payable semiannually due 6/30/2022

Credit Suisse AG, Nassau Branch 2.05% initially, stepping up to 3.25% on May 31, 2020 and to 5.25% on May 31, 2021; payable semiannually due 5/31/2022

Credit Suisse AG, Nassau Branch 2% initially stepping up to 2.5% on May 19, 2019 and to 3% on May 19, 2020; payable semiannually due 11/19/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on the notional option premiums received from the sale of monthly call options on the U.S. Oil shares; could be zero due 4/24/2037

Credit Suisse AG, Nassau Branch 2% initially stepping up to 2.5% on April 27, 2019 and to 3% on April 27, 2020; payable semiannually due 10/27/2020

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 3% on March 31, 2020, to 4% on March 31, 2021 and to 5% on March 31, 2022; payable semiannually due 9/30/2022

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 3% on March 31, 2020, to 3.5% on March 31, 2021, to 4% on March 31, 2022, to 5% on March 31, 2023 and to 6% on Sept. 30, 2023; payable semiannually due 3/31/2024

Credit Suisse AG, Nassau Branch 2% initially, stepping up to 3% on March 29, 2019 and to 4% on March 29, 2020; payable semiannually due 9/29/2020

Credit Suisse AG, Nassau Branch 2.75% initially, stepping up to 3.25% on Feb. 24, 2020 and to 4% on Feb. 24, 2023; payable semiannually due 2/24/2024

Credit Suisse AG, Nassau Branch 2% initially, stepping up to 3% on Feb. 21, 2019 and to 4% on Feb. 21, 2020; payable semiannually due 8/21/2020

Credit Suisse AG, Nassau Branch 0.00% due 3/9/2018

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 3% on Jan. 31, 2020, to 4.5% on Jan. 31, 2021 and to 5% on July 31, 2021; payable semiannually due 1/31/2022

Credit Suisse AG, Nassau Branch 2.25% initially, stepping up to 3% on Dec. 29, 2019 and to 5.5% on Dec. 29, 2020; payable semiannually due 12/30/2020

Credit Suisse AG, Nassau Branch 2.75% initially, stepping up to 3% on Dec. 29, 2020, to 4% on Dec. 29, 2021 and to 5% on Dec. 29, 2022; payable semiannually due 12/29/2023

Credit Suisse AG, Nassau Branch 3% initially, stepping up to 4% on Dec. 22, 2020, to 5% on Dec. 22, 2023 and to 6% on Dec. 22, 2025; payable semiannually due 12/22/2026

Credit Suisse AG, Nassau Branch 1% initially, stepping up to 1.2% on June 8, 2018 and to 1.4% on Dec. 8, 2017; payable semiannually due 6/8/2018

Credit Suisse AG, Nassau Branch 2.25% initially, stepping up to 3% on Nov. 29, 2019 and to 4% on Nov. 29, 2020; payable semiannually due 11/29/2021

Credit Suisse AG, Nassau Branch 2% initially, stepping up to 2.5% on Nov. 29, 2019 and to 3.5% on Nov. 29, 2020; payable semiannually due 11/29/2021

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 2.75% on Nov. 29, 2019, to 4% on Nov. 29, 2021 and to 5% on Nov. 29, 2022; payable semiannually due 11/29/2023

Credit Suisse AG, Nassau Branch 0.00% due 11/28/2023

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 2% for the first two years, stepping up to 2.25% on Oct. 28, 2018 and to 3% on Oct. 28, 2020; payable quarterly due 10/28/2021

Credit Suisse AG, Nassau Branch 3% for the first five years, stepping up to 3.5% on Oct. 28, 2021, to 4% on Oct. 28, 2024, to 4.5% on Oct. 28, 2027 and to 5% on Oct. 28, 2030; payable quarterly due 10/28/2031

Credit Suisse AG, Nassau Branch 0.00% due 10/30/2023

Credit Suisse AG, Nassau Branch 4% for the first three years; after that, 10-year dollar ICE swap rate, floor of zero; payable quarterly due 10/20/2026

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 2% for the first three years, stepping up to 3% on Sept. 30, 2019, to 4% on Sept. 30, 2022, to 6% on Sept. 30, 2024 and to 8% on Sept. 30, 2025; payable quarterly due 9/30/2026

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 9/26/2024

Credit Suisse AG, Nassau Branch 2% in years one through four, 3% from Sept. 27, 2020 to Sept. 26, 2022; 5% from Sept. 27, to March 26, 2023; 6% from March 27, 2023 to Sept. 26, 2023; 7% from Sept. 27, 2023 to March 26, 2024; and 8% from March 27, 2024 through maturity due 9/27/2024

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 2% in years one through three, 2.5% in years four and five, 3.5% in year six and 4.5% in year seven; payable semiannually due 9/22/2023

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 2% in years one and two, 2.25% in years three and four and 2.5% in year five; payable semiannually due 9/20/2021

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 2% initially, stepping up to 2.5% on Sept. 15, 2019, to 3% on Sept. 15, 2021, to 3.5% on Sept. 15, 2022 and to 4% on March 15, 2023; payable semiannually due 9/15/2023

Credit Suisse AG, Nassau Branch 15% per year, payable monthly if U.S. Steel shares close at or above barrier price on monthly observation date; Barrier/knock-in price: $8.715, 50% of initial share price due 9/15/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 2% for the first three years, stepping up to 2.25% on Aug. 31, 2019 and to 2.5% on Aug. 26, 2020; payable semiannually due 8/31/2021

Credit Suisse AG, Nassau Branch 2% for the first two years, stepping up to 2.5% on Feb. 26, 2019, to 3% on Feb. 26, 2021, to 3.5% on Feb. 26, 2022, to 4% on Feb. 26, 2023, to 6% on Feb. 26, 2024 and to 8% on Aug. 26, 2024; payable semiannually due 8/26/2024

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch May pay variable monthly coupon linked to any net cash distributions of index constituents due 7/11/2036

Credit Suisse AG, Nassau Branch 2% for the first two years, stepping up to 2.5% on Dec. 30, 2018, to 3% on Dec. 30, 2020, to 3.5% on Dec. 30, 2022, to 4% on June 20, 2023, to 5% on Dec. 30, 2023 and to 7% on June 30, 2024; payable semiannually due 6/30/2024

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 3.28% in years one through three, 3.53% in years four through six, 3.78% in years seven and eight, 4.03% in years nine and 10, 4.28% in years 11 and 12, 4.53% in year 13 and 5.28% in year 14; payable semiannually due 5/31/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 5/27/2021

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Applicable rate multiplied by proportion of days that index closes at or above accrual barrier level and Libor is within rate range. Applicable rate is 5% per year for first five years, 5.1% per year for the next five years and 5.5% per year for the final five years. Rate range is 0% to 4% for first five years, 0% to 5% for next five years, 0% to 6% for final five years; payable quarterly due 5/20/2031

Credit Suisse AG, Nassau Branch 5% for first three years; after that, 10-year CMS rate; payable quarterly due 4/28/2026

Credit Suisse AG, Nassau Branch 0.00% due 4/29/2021

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 5% for first two years; after that, Libor plus 125 bps, subject to cap of 5% and floor of 0%; payable quarterly due 4/14/2026

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 5% for first three years; after that, 10-year CMS rate; payable quarterly due 3/30/2026

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.00% due 3/25/2021

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 2/8/2036

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 4% for first three years; after that, 10-year CMS rate; payable quarterly due 2/10/2026

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 11/1/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 7/30/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 9.5%, payable quarterly if each index closes at or above 55% of its initial level on the observation date for that quarter due 1/28/2019

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 1/29/2021

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.00% due 4/22/2021

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.00% due 1/10/2023

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 7/2/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.50% due 12/27/2022

Credit Suisse AG, Nassau Branch 4% initially; beginning Dec. 23, 2017, equal to the 10-year CMS rate; payable quarterly due 12/23/2025

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 5/30/2023

Credit Suisse AG, Nassau Branch 1.50% due 11/28/2025

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 11/28/2023

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 11/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 1.50% due 10/31/2025

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/29/2021

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Sum of the net cash dividends or distributions that a reference holder of the index constituents would have been entitled to receive for those constituents during the relevant coupon period, reduced by the accrued tracking fee; payable monthly due 9/28/2035

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/8/2022

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/10/2018

Credit Suisse AG, Nassau Branch 14.4%, payable quarterly if stock closes at or above its coupon barrier level on the determination date for that quarter; Barrier level: $14.14, 70% of initial price due 8/12/2016

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 8/9/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch Initially 7% multiplied by the proportion of days on which the index closes at or above the index reference level, stepping up on July 31, 2020 to 8% multiplied by the proportion of days on which the index closes at or above the index reference level, and stepping up on July 31, 2025 to 10% multiplied by the proportion of days on which the index closes at or above the index reference level; Index reference level: 857.2193, 70% of initial level due 7/31/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 7/24/2018

Credit Suisse AG, Nassau Branch 0.00% due 7/20/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 7/6/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/29/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 9% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter; Barrier levels: 1,378.806 for S&P, 835.0394 for Russell, 2,242.7925 for Stoxx; 65% of initial levels due 6/25/2018

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/15/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Underlying rate multiplied by proportion of days on which six-month Libor is 5% or less and index closes at or above index reference level; underlying rate is 5% per year in years one through five, 6.5% in years six through 10 and 9% in years 11 through 15; payable quarterly due 5/29/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 5/7/2025

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch Underlying rate multiplied by proportion of days on which six-month Libor is 5% or less and index closes at or above index reference level; underlying rate is 4% per year in years one through five and 8% in years six through 15; payable quarterly; Index reference level: 1,581.69, 75% of initial level due 4/30/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 4/2/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.00% due 9/14/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 3/2/2018

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/25/2022

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 1.5% initially, stepping up to 2.75% on Feb. 28, 2018 and to 4% on Feb. 28, 2019; payable quarterly due 2/27/2020

Credit Suisse AG, Nassau Branch 2% initially, stepping up to 2.25% on Feb. 28, 2018, to 3% on Feb. 28, 2019, to 4% on Feb. 28, 2020 and to 5.5% on Feb. 28, 2021; payable semiannually due 2/27/2022

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 4% on Feb. 28, 2021, to 5% on Feb. 28, 2023 and to 6% on Feb. 28, 2024; payable quarterly due 2/27/2025

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/12/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 1/29/2021

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Underlying rate multiplied by proportion of days on which six-month Libor is 5% or less and index closes at or above index reference level; underlying rate is 5% per year in years one through five, 5.5% per year in years six through 10 and 6% per year in years 11 through 15; payable quarterly due 1/30/2030

Credit Suisse AG, Nassau Branch 2.25% in years one through three, 3% in years four and five and 4% in years six through eight; payable quarterly due 1/30/2023

Credit Suisse AG, Nassau Branch 1.875% initially, stepping up to 2.875% on July 31, 2017; payable semiannually due 1/30/2020

Credit Suisse AG, Nassau Branch 2.5% initially, stepping up to 3% on Jan. 31, 2018, to 4% on Jan. 31, 2021, to 5% on Jan. 31, 2023 and to 6% on Jan. 31, 2024.; payable semiannually due 1/30/2025

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 1/12/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2022

Credit Suisse AG, Nassau Branch 0.00% due 12/28/2021

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 15% per year, payable monthly if Vipshop shares close at or above coupon barrier level on observation date for that month due 12/14/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/14/2022

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 6% per year multiplied by proportion of days on which Libor is 5% or less and index closes at or above accrual barrier level; payable quarterly; Accrual barrier level: 1,556.53, 75% of initial index level due 12/10/2029

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch equal to the reference distribution amount minus the accrued investor fee, each calculated as of the corresponding coupon valuation date due 12/4/2034

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 11/24/2017

Credit Suisse AG, Nassau Branch 3% initially, stepping up to 3.75% on Feb. 26, 2022, to 5.5% on Feb. 26, 2023 and to 7% on Feb. 26, 2024; payable quarterly due 11/26/2024

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6% for each day that index closes at or above reference level and Libor is at or below the reference rate; payable quarterly; Reference level: 1,529.865, 75% of initial level due 11/19/2029

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/15/2033

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 2.75% in years one through six, 3.5% in years seven and eight, 4.25% in year nine and 6% in year 10; payable quarterly due 10/30/2034

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 10/20/2017

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/13/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 9% per year unless any underlying component closes at or below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 7/11/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 7/8/2019

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 8.00% due 6/23/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9% per year unless any underlying component closes at or below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 12/18/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2019

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 2.375% initially, stepping up to 4.75% on May 30, 2019; payable semiannually due 5/30/2022

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 3% initially, stepping up to 4% on May 28, 2019 and to 6% on May 28, 2024; payable semiannually due 5/28/2026

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 2% initially, stepping up to 2.5% on May 22, 2015, to 3% on May 22, 2016, to 3.5% on May 22, 2017, to 4% on May 22, 2018, to 4.5% on May 22, 2019, to 5% on May 22, 2020, to 5.5% on May 22, 2021, to 6% on May 22, 2022, to 6.5% on May 22, 2023, to 7% on May 22, 2024, to 7.5% on May 22, 2025, to 8% on May 22, 2026, to 8.5% on May 22, 2027 and to 9% on May 22, 2028; payable quarterly due 5/22/2029

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 3% initially, stepping up to 4.25% on April 30, 2019; payable semiannually due 4/30/2024

Credit Suisse AG, Nassau Branch 3.25% initially, stepping up to 4.5% on April 30, 2020, to 5% on April 30, 2025 and to 7% on April 30, 2027; payable semiannually due 4/30/2029

Credit Suisse AG, Nassau Branch 1.5% for the first three years, stepping up to 3.25% on April 28, 2017, to 4% on April 30, 2018, to 4.75% on April 30, 2019 and to 5.5% on April 30, 2020; payable quarterly due 4/30/2021

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 8.00% due 3/5/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/4/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.00% due 3/5/2015

Credit Suisse AG, Nassau Branch 8.00% due 3/5/2015

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/11/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 12/28/2021

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 12.00% due 12/16/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.00% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/15/2033

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 6/4/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 2.00% due 10/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 11/8/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 2.00% due 10/22/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/22/2018

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 9/29/2017

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 11% per year unless any underlying component closes at or below knock-in level during life of notes, in which case coupon will be 1% from then on; payable quarterly due 3/20/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/11/2017

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/30/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 8/30/2019

Credit Suisse AG, Nassau Branch 0.000% due 8/30/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/20/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 8/24/2015

Credit Suisse AG, Nassau Branch 0.00% due 9/4/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 8/3/2017

Credit Suisse AG, Nassau Branch 12.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 2/5/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/31/2018

Credit Suisse AG, Nassau Branch 6.65% per year for each day that index closes above barrier level; payable monthly due 4/30/2019

Credit Suisse AG, Nassau Branch 9.75% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/3/2015

Credit Suisse AG, Nassau Branch 10.40% due 2/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 7/31/2017

Credit Suisse AG, Nassau Branch 0.00% due 7/31/2017

Credit Suisse AG, Nassau Branch 12.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 1/30/2015

Credit Suisse AG, Nassau Branch 0.00% due 10/20/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 7/31/2017

Credit Suisse AG, Nassau Branch For each day that indexes closes at or above barrier level, 10% for the first four years, stepping up to 12% on July 31, 2017 and to 14% on July 30, 2020; payable quarterly; Accrual barriers: 790.635 for Russell, 2,055.2175 for Euro Stoxx; 75% of initial levels due 7/31/2023

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.00% due 7/26/2019

Credit Suisse AG, Nassau Branch 7.4% per year if each index closes at or above barrier level on semiannual observation date due 7/26/2016

Credit Suisse AG, Nassau Branch 7.1% for each quarter that index closes at or above coupon barrier level on quarterly observation date due 7/26/2019

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 1.00% due 7/10/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 7/7/2017

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 12% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 1/5/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/29/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 7/14/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2018

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2016

Credit Suisse AG, Nassau Branch 7% multiplied by proportion of days in monthly observation period on which each index closes at or above 60% of its initial level; payable monthly due 6/28/2023

Credit Suisse AG, Nassau Branch 6.3% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that period due 7/2/2018

Credit Suisse AG, Nassau Branch 11.75% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that period; Barrier/knock-in levels: 1,202.44 for S&P 500, 722.87 for Russell 2000, 1,964.89 for Euro Stoxx 50; 75% of initial levels due 7/3/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 6.15% per year if index level is at or above initial index level on annual observation date; otherwise 1.5%; payable annually due 6/28/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/30/2016

Credit Suisse AG, Nassau Branch 0.00% due 3/30/2017

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2018

Credit Suisse AG, Nassau Branch 6.35% per year for each day that index closes above barrier level; payable monthly due 3/28/2019

Credit Suisse AG, Nassau Branch Applicable rate multiplied by proportion of days in quarterly observation period on which each index closes at or above 75% of its initial level; applicable rate is 10% initially, stepping up to 12% on June 29, 2017 and to 14% on June 30, 2020; payable quarterly due 6/28/2023

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 12% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 12/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/27/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2019

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2016

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2016

Credit Suisse AG, Nassau Branch 0.00% due 6/28/2016

Credit Suisse AG, Nassau Branch 6.8% for each quarter that index closes at or above coupon barrier level on quarterly observation date due 6/28/2019

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 12.5% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 12/26/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2018

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 10% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.5% per year for each day that each index closes at or above its accrual barrier; payable quarterly due 6/19/2023

Credit Suisse AG, Nassau Branch 0.00% due 6/20/2016

Credit Suisse AG, Nassau Branch 5.00% due 12/19/2014

Credit Suisse AG, Nassau Branch 8.10% due 6/19/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/18/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/30/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/15/2033

Credit Suisse AG, Nassau Branch 0.00% due 6/15/2033

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8% per year for each day that index closes above barrier level; payable monthly due 6/12/2023

Credit Suisse AG, Nassau Branch 8% per year for each day that index closes above barrier level; payable monthly due 6/12/2023

Credit Suisse AG, Nassau Branch 8.5% per year for each day that each index closes at or above its accrual barrier; payable monthly due 6/12/2023

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 7/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 6/8/2017

Credit Suisse AG, Nassau Branch 0.00% due 6/4/2018

Credit Suisse AG, Nassau Branch 0.00% due 6/8/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/8/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/5/2017

Credit Suisse AG, Nassau Branch 0.00% due 6/18/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/5/2017

Credit Suisse AG, Nassau Branch 10% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 12/5/2014

Credit Suisse AG, Nassau Branch 14% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 12/5/2014

Credit Suisse AG, Nassau Branch 11.5% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 12/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.000% due 9/4/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/3/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/31/2016

Credit Suisse AG, Nassau Branch 6.25% per year if each index closes above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 6/4/2018

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 5.75% per year if index level is at or above initial index level on annual observation date; otherwise 1.5%; payable annually due 5/31/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/3/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/30/2016

Credit Suisse AG, Nassau Branch 0.00% due 12/3/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/31/2018

Credit Suisse AG, Nassau Branch 6.05% per year for each day that index closes above barrier level; payable monthly due 2/28/2019

Credit Suisse AG, Nassau Branch 6.80% due 8/19/2014

Credit Suisse AG, Nassau Branch 5.00% due 9/4/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/31/2017

Credit Suisse AG, Nassau Branch 10.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 11/28/2014

Credit Suisse AG, Nassau Branch 8.5% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 8/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/3/2019

Credit Suisse AG, Nassau Branch 6.2% per year if each index closes at or above barrier level on semiannual observation date; otherwise, no coupon will be paid that period due 6/3/2016

Credit Suisse AG, Nassau Branch 6.35% for each quarter that index closes at or above coupon barrier level on quarterly observation date; Barrier level: 688.996; 70% of initial level due 6/3/2019

Credit Suisse AG, Nassau Branch 0.00% due 6/13/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/31/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.00% due 11/20/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/27/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 4.5% per year if each index closes above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 5/28/2015

Credit Suisse AG, Nassau Branch 0.000% due 5/26/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.00% due 11/24/2014

Credit Suisse AG, Nassau Branch 8.00% due 5/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/4/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.00% due 5/21/2014

Credit Suisse AG, Nassau Branch 7.00% due 5/20/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/18/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.45% annualized for each quarter that Petrobras shares close at or above barrier level due 11/17/2014

Credit Suisse AG, Nassau Branch 8.7% annualized for each quarter that Transocean shares close at or above barrier level due 11/17/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 3/25/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/27/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 11/6/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.00% due 5/9/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/21/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 11/6/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.2% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 5/7/2018

Credit Suisse AG, Nassau Branch 0.00% due 5/6/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/3/2017

Credit Suisse AG, Nassau Branch 11% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 11/3/2014

Credit Suisse AG, Nassau Branch 13% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 11/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.50% due 11/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Equal to the applicable rate for each day that the closing index level is greater than or equal to 75% of initial level; applicable rate is 8.5% initially, stepping up to 9% on April 28, 2017 and to 10% on April 30, 2020; payable monthly due 4/28/2023

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 5.3% per year if index level is at or above initial index level on annual observation date; otherwise 1.5%; payable annually due 4/30/2018

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/31/2016

Credit Suisse AG, Nassau Branch 0.00% due 4/30/2018

Credit Suisse AG, Nassau Branch 6% per year for each day that index closes above barrier level; payable monthly due 1/30/2019

Credit Suisse AG, Nassau Branch 0.00% due 5/1/2017

Credit Suisse AG, Nassau Branch 0.00% due 4/28/2017

Credit Suisse AG, Nassau Branch 11% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/30/2014

Credit Suisse AG, Nassau Branch 9% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/30/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch If index closes at or above coupon barrier level on monthly observation date, a contingent interest payment will be made; otherwise, no coupon will be paid that month; coupon is 6.75% up to but excluding Sept. 28, 2015 and 8% from Sept. 28, 2015 until maturity; Coupon barrier level: 653.877; 70% of initial level due 4/27/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 4% per year if each index closes above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 10/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 11.25% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable monthly due 4/27/2015

Credit Suisse AG, Nassau Branch 5% per year unless either underlying component closes at or below its knock-in level during life of notes, in which case coupon will be 1% from then on; payable monthly due 4/27/2015

Credit Suisse AG, Nassau Branch 7% per year unless either underlying component closes at or below its knock-in level during life of notes, in which case coupon will be 1% from then on; payable monthly due 10/27/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 4/26/2019

Credit Suisse AG, Nassau Branch 6.25% per year if each index closes at or above barrier level on quarterly observation date due 4/26/2016

Credit Suisse AG, Nassau Branch 6.11% per year if index closes at or above barrier level on quarterly observation date due 4/26/2019

Credit Suisse AG, Nassau Branch 3.25% each quarter that LinkedIn stock closes at or above downside threshold level on determination date due 4/22/2016

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.00% due 4/25/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 9% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 7/23/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 11.25% due 10/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on iShares Silver Trust shares; could be zero due 4/21/2033

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/1/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/16/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 10/16/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/15/2014

Credit Suisse AG, Nassau Branch 0.00% due 12/15/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/27/2015

Credit Suisse AG, Nassau Branch 0.00% due 4/3/2017

Credit Suisse AG, Nassau Branch 10% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 10/3/2014

Credit Suisse AG, Nassau Branch 10.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 3/27/2015

Credit Suisse AG, Nassau Branch 0.00% due 5/1/2014

Credit Suisse AG, Nassau Branch 0.00% due 4/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/21/2015

Credit Suisse AG, Nassau Branch 0.00% due 5/18/2015

Credit Suisse AG, Nassau Branch 0.00% due 2/17/2015

Credit Suisse AG, Nassau Branch 9% per year unless either underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 10/2/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/28/2016

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2016

Credit Suisse AG, Nassau Branch Equal to the applicable rate for each day that the closing index level is greater than or equal to 75% of initial level; applicable rate is 7.5% initially, stepping up to 8% on March 28, 2017 and to 9% on March 30, 2020; payable monthly due 3/28/2023

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/29/2016

Credit Suisse AG, Nassau Branch 6.25% due 9/29/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2017

Credit Suisse AG, Nassau Branch 9% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 9/29/2014

Credit Suisse AG, Nassau Branch 7.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 9/29/2014

Credit Suisse AG, Nassau Branch 9.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 9/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2016

Credit Suisse AG, Nassau Branch 6% per year for each day closing index level is greater than or equal to 80% of initial level; payable monthly due 12/27/2018

Credit Suisse AG, Nassau Branch 6% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 3/27/2018

Credit Suisse AG, Nassau Branch 8% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 3/27/2018

Credit Suisse AG, Nassau Branch 11% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable monthly due 3/27/2015

Credit Suisse AG, Nassau Branch 0.00% due 3/27/2018

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/23/2015

Credit Suisse AG, Nassau Branch 10% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 3/26/2015

Credit Suisse AG, Nassau Branch 9.75% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 3/24/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6.00% due 9/22/2014

Credit Suisse AG, Nassau Branch 6.34% per year if each index closes at or above barrier level on observation date for that semiannual period; otherwise, no coupon will be paid that period due 3/22/2016

Credit Suisse AG, Nassau Branch 8% per year if each index closes at or above barrier level on quarterly observation date; otherwise, no coupon will be paid that quarter due 3/20/2015

Credit Suisse AG, Nassau Branch 9% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 9/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 11% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable monthly due 3/19/2015

Credit Suisse AG, Nassau Branch 7% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable monthly due 3/19/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 12.5% annualized, payable quarterly if VMware shares close at or above barrier price on observation date for that quarter due 3/18/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 4/14/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/14/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/26/2014

Credit Suisse AG, Nassau Branch 10.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 9/15/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 5.00% due 3/12/2014

Credit Suisse AG, Nassau Branch 0.00% due 9/11/2014

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 5.10% due 3/13/2015

Credit Suisse AG, Nassau Branch 8.5% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable monthly due 9/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.25% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 6/9/2014

Credit Suisse AG, Nassau Branch 5.75% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/8/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/1/2015

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/17/2016

Credit Suisse AG, Nassau Branch 0.00% due 3/6/2017

Credit Suisse AG, Nassau Branch 6.00% due 9/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/6/2017

Credit Suisse AG, Nassau Branch 0.00% due 3/6/2017

Credit Suisse AG, Nassau Branch 10.5% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 9/5/2014

Credit Suisse AG, Nassau Branch 10.5% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 9/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/29/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 10% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 9/2/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/29/2016

Credit Suisse AG, Nassau Branch 6.00% due 8/28/2014

Credit Suisse AG, Nassau Branch 0.00% due 2/28/2017

Credit Suisse AG, Nassau Branch 8.5% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/28/2014

Credit Suisse AG, Nassau Branch 10% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 8/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 9% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 5/27/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/26/2015

Credit Suisse AG, Nassau Branch 10% per year, payable quarterly if Deutsche Bank shares close at or above barrier price on quarterly observation date due 2/26/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 3/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/15/2015

Credit Suisse AG, Nassau Branch 0.00% due 8/19/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/27/2014

Credit Suisse AG, Nassau Branch 10% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 5/27/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 8% annualized per quarter if no underlying stock closes below its 80% coupon barrier level on the observation date for that quarter due 2/26/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 6.00% due 2/21/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 2/25/2015

Credit Suisse AG, Nassau Branch 0.00% due 2/27/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/22/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/17/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 9.25% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/13/2014

Credit Suisse AG, Nassau Branch 10.25% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable monthly due 8/13/2014

Credit Suisse AG, Nassau Branch 0.00% due 2/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/8/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/15/2015

Credit Suisse AG, Nassau Branch 16% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable monthly due 8/8/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 4/10/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/5/2015

Credit Suisse AG, Nassau Branch 0.00% due 2/5/2015

Credit Suisse AG, Nassau Branch 0.00% due 2/5/2015

Credit Suisse AG, Nassau Branch 6.50% due 2/5/2015

Credit Suisse AG, Nassau Branch 8.00% due 2/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 2/6/2017

Credit Suisse AG, Nassau Branch 9% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/5/2014

Credit Suisse AG, Nassau Branch 7% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.75% per year unless any underlying component closes at or below its knock-in level during the life of the notes, in which case coupon will be 1% from then on; payable quarterly due 5/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/1/2016

Credit Suisse AG, Nassau Branch 0.00% due 1/29/2016

Credit Suisse AG, Nassau Branch 7.75% per year unless any underlying component closes below its knock-in level on the observation date for that quarter, in which case no interest will be paid that quarter due 8/3/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 1/29/2016

Credit Suisse AG, Nassau Branch 0.00% due 1/30/2015

Credit Suisse AG, Nassau Branch Variable monthly coupon based on premiums received from sale of monthly call options on SPDR Gold Trust shares; could be zero due 2/2/2033

Credit Suisse AG, Nassau Branch 0.00% due 1/31/2017

Credit Suisse AG, Nassau Branch 0.00% due 1/31/2017

Credit Suisse AG, Nassau Branch 10% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/31/2014

Credit Suisse AG, Nassau Branch 6% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/31/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 7/27/2015

Credit Suisse AG, Nassau Branch 0.000% due 1/26/2015

Credit Suisse AG, Nassau Branch 10% per year, payable quarterly if U.S. Steel shares close at or above barrier price on quarterly observation date due 1/26/2015

Credit Suisse AG, Nassau Branch 0.00% due 1/27/2015

Credit Suisse AG, Nassau Branch 0.000% due 7/24/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 12% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 7/22/2014

Credit Suisse AG, Nassau Branch 0.00% due 7/23/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/10/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/15/2015

Credit Suisse AG, Nassau Branch 2.00% due 1/17/2017

Credit Suisse AG, Nassau Branch 0.00% due 1/15/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 7/11/2014

Credit Suisse AG, Nassau Branch 0.00% due 7/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/28/2014

Credit Suisse AG, Nassau Branch 0.00% due 1/23/2014

Credit Suisse AG, Nassau Branch 0.00% due 1/23/2014

Credit Suisse AG, Nassau Branch 0.00% due 1/9/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 7/9/2014

Credit Suisse AG, Nassau Branch 0.00% due 1/23/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 5% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 8/7/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.1% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/7/2014

Credit Suisse AG, Nassau Branch 8.1% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/7/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/31/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/1/2017

Credit Suisse AG, Nassau Branch 0.00% due 12/30/2016

Credit Suisse AG, Nassau Branch 12% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/30/2014

Credit Suisse AG, Nassau Branch 6.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/30/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/31/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/25/2014

Credit Suisse AG, Nassau Branch 0.00% due 12/29/2014

Credit Suisse AG, Nassau Branch 5.40% due 6/30/2014

Credit Suisse AG, Nassau Branch 0.00% due 12/31/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 6/25/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/25/2014

Credit Suisse AG, Nassau Branch 8.75% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 6/22/2015

Credit Suisse AG, Nassau Branch 0.00% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 7/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 7/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 1/13/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/21/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/18/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/13/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 1/8/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/26/2013

Credit Suisse AG, Nassau Branch 4.75% if neither component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/12/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 12/11/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/12/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/4/2014

Credit Suisse AG, Nassau Branch 0.00% due 12/5/2016

Credit Suisse AG, Nassau Branch 13% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/5/2014

Credit Suisse AG, Nassau Branch 7.5% if neither component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 3/5/2014

Credit Suisse AG, Nassau Branch 7% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/31/2014

Credit Suisse AG, Nassau Branch 0.00% due 1/31/2014

Credit Suisse AG, Nassau Branch 8.50% due 2/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 12/13/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 5/30/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 11/30/2017

Credit Suisse AG, Nassau Branch 0.00% due 5/30/2014

Credit Suisse AG, Nassau Branch 0.00% due 12/2/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/30/2017

Credit Suisse AG, Nassau Branch 7% per year for each day index closes at or above 75% barrier level, payable quarterly due 11/30/2016

Credit Suisse AG, Nassau Branch 0.00% due 11/30/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 9% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 11/29/2013

Credit Suisse AG, Nassau Branch 11.5% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/28/2014

Credit Suisse AG, Nassau Branch 6% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 5/30/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/30/2015

Credit Suisse AG, Nassau Branch 9% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/28/2014

Credit Suisse AG, Nassau Branch 7.5% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 6/26/2014

Credit Suisse AG, Nassau Branch 8.550% due 11/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 11/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10% annualized, payable quarterly, if JPMorgan shares closed at or above barrier price due 5/21/2014

Credit Suisse AG, Nassau Branch 9% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 11/21/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/23/2016

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 11/15/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 11/27/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/12/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 11/19/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 11/6/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 5/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 5/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/5/2014

Credit Suisse AG, Nassau Branch 10.50% due 2/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/4/2016

Credit Suisse AG, Nassau Branch 0.00% due 11/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/5/2014

Credit Suisse AG, Nassau Branch 7.75% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 2/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/31/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/31/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/14/2013

Credit Suisse AG, Nassau Branch 0.00% due 4/30/2014

Credit Suisse AG, Nassau Branch 8.20% due 4/30/2015

Credit Suisse AG, Nassau Branch 7% per year for each day closing index level is greater than or equal to 75% of initial level; payable quarterly due 10/31/2016

Credit Suisse AG, Nassau Branch 0.00% due 5/1/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/31/2016

Credit Suisse AG, Nassau Branch 0.00% due 1/31/2017

Credit Suisse AG, Nassau Branch 12% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 10/31/2013

Credit Suisse AG, Nassau Branch 12% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/31/2014

Credit Suisse AG, Nassau Branch 6.25% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 4/30/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/28/2014

Credit Suisse AG, Nassau Branch 5% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 1/27/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/27/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/27/2014

Credit Suisse AG, Nassau Branch 0.00% due 11/24/2014

Credit Suisse AG, Nassau Branch 6.50% due 4/28/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/27/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/26/2016

Credit Suisse AG, Nassau Branch 0.00% due 1/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/23/2015

Credit Suisse AG, Nassau Branch 0.00% due 11/5/2013

Credit Suisse AG, Nassau Branch 5% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 4/23/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9% if neither component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 4/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 10/17/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/30/2013

Credit Suisse AG, Nassau Branch 0.00% due 10/30/2013

Credit Suisse AG, Nassau Branch 8.65% annualized, payable quarterly, if Wells Fargo shares closed at or above barrier price due 4/17/2014

Credit Suisse AG, Nassau Branch 10.5% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 4/17/2014

Credit Suisse AG, Nassau Branch 0.00% due 4/16/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 4/16/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 10/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/14/2014

Credit Suisse AG, Nassau Branch 0.00% due 6/12/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 4/11/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/14/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 3/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/17/2013

Credit Suisse AG, Nassau Branch 10.000% due 10/3/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/3/2016

Credit Suisse AG, Nassau Branch 11% if a knock-in event never occurs; otherwise, 1% for that interest period and each subsequent interest period due 1/3/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2014

Credit Suisse AG, Nassau Branch 9.000% due 12/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 9/28/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 13% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.00% due 3/27/2014

Credit Suisse AG, Nassau Branch 6% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 12/27/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/29/2014

Credit Suisse AG, Nassau Branch 6.60% due 12/30/2013

Credit Suisse AG, Nassau Branch 0.00% due 10/9/2013

Credit Suisse AG, Nassau Branch 0.00% due 3/28/2014

Credit Suisse AG, Nassau Branch 0.00% due 9/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 12/26/2014

Credit Suisse AG, Nassau Branch 0.00% due 9/25/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 7% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/25/2013

Credit Suisse AG, Nassau Branch 10.75% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 10/8/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 9/22/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/17/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/25/2013

Credit Suisse AG, Nassau Branch 0.00% due 9/25/2013

Credit Suisse AG, Nassau Branch 0.00% due 9/25/2013

Credit Suisse AG, Nassau Branch 0.00% due 3/12/2014

Credit Suisse AG, Nassau Branch 0.000% due 9/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 9/10/2014

Credit Suisse AG, Nassau Branch 0.000% due 9/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/11/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/18/2013

Credit Suisse AG, Nassau Branch 0.00% due 3/12/2014

Credit Suisse AG, Nassau Branch 0.000% due 3/12/2014

Credit Suisse AG, Nassau Branch 0.00% due 9/10/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 3/5/2014

Credit Suisse AG, Nassau Branch 0.000% due 3/5/2014

Credit Suisse AG, Nassau Branch 10.500% due 12/5/2013

Credit Suisse AG, Nassau Branch 8.000% due 6/5/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/29/2014

Credit Suisse AG, Nassau Branch 0.00% due 8/29/2014

Credit Suisse AG, Nassau Branch 0.00% due 9/8/2015

Credit Suisse AG, Nassau Branch 10% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 12/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 3/11/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/4/2015

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/28/2014

Credit Suisse AG, Nassau Branch 0.00% due 8/31/2015

Credit Suisse AG, Nassau Branch 11% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/30/2013

Credit Suisse AG, Nassau Branch 8% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 11/29/2013

Credit Suisse AG, Nassau Branch 0.000% due 3/7/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 8/31/2016

Credit Suisse AG, Nassau Branch 0.000% due 9/1/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/24/2016

Credit Suisse AG, Nassau Branch 0.00% due 8/29/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 2/23/2015

Credit Suisse AG, Nassau Branch 0.00% due 8/21/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 8/28/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/14/2014

Credit Suisse AG, Nassau Branch 0.00% due 2/14/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 2/8/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/8/2017

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/5/2014

Credit Suisse AG, Nassau Branch 0.00% due 8/5/2014

Credit Suisse AG, Nassau Branch 11.50% due 11/4/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/3/2016

Credit Suisse AG, Nassau Branch 10% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 11/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.00% due 8/14/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/14/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/4/2014

Credit Suisse AG, Nassau Branch 0.00% due 8/14/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 7/31/2014

Credit Suisse AG, Nassau Branch 0.00% due 7/31/2015

Credit Suisse AG, Nassau Branch 0.000% due 7/31/2015

Credit Suisse AG, Nassau Branch 0.000% due 1/31/2014

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 12% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 7/31/2013

Credit Suisse AG, Nassau Branch 6.5% if no index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/6/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 8/29/2013

Credit Suisse AG, Nassau Branch 0.00% due 1/27/2014

Credit Suisse AG, Nassau Branch 0.00% due 1/27/2014

Credit Suisse AG, Nassau Branch 9.00% due 4/29/2013

Credit Suisse AG, Nassau Branch 6.5% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 10/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 8/7/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/7/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch An annual coupon equal to basket return on the valuation date immediately preceding coupon payment date, floor of 0.5%; a basket component's return on any valuation day is equal to a fixed percentage of 5% if its underlying stock return is at least zero; otherwise, return will equal be the stock return, floor of negative 30% due 7/20/2017

Credit Suisse AG, Nassau Branch 0.00% due 7/24/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 7/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 7/31/2013

Credit Suisse AG, Nassau Branch 0.00% due 1/23/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.500% due 1/7/2013

Credit Suisse AG, Nassau Branch 7.000% due 1/7/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 7.25% if no index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 1/6/2014

Credit Suisse AG, Nassau Branch 0.00% due 7/3/2015

Credit Suisse AG, Nassau Branch 9.50% due 7/3/2013

Credit Suisse AG, Nassau Branch 0.00% due 7/5/2016

Credit Suisse AG, Nassau Branch 11% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 10/3/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/30/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/30/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 11.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/28/2013

Credit Suisse AG, Nassau Branch 7.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 6/30/2014

Credit Suisse AG, Nassau Branch 8.000% due 9/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.30% due 9/30/2013

Credit Suisse AG, Nassau Branch 0.00% due 9/30/2013

Credit Suisse AG, Nassau Branch 0.00% due 6/29/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 15% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/24/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/3/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 8.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/20/2013

Credit Suisse AG, Nassau Branch 9.500% due 12/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch Amount payable annually equal to basket return, subject to minimum of 0.5%; if basket component's underlying return is zero or positive, its component return will be 5%; otherwise, its component return will be the greater of its underlying return and negative 30% due 6/8/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 6/5/2013

Credit Suisse AG, Nassau Branch 10%, payable semiannually if index closes at or above contingent coupon knock-in level on observation date for that period; Coupon knock-in level: 761.82 due 6/5/2014

Credit Suisse AG, Nassau Branch 11% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 9/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6.25% due 6/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 5/29/2015

Credit Suisse AG, Nassau Branch 8.000% due 5/30/2014

Credit Suisse AG, Nassau Branch 0.000% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 5/29/2015

Credit Suisse AG, Nassau Branch 0.00% due 6/12/2013

Credit Suisse AG, Nassau Branch 0.00% due 5/31/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 7% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 8/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 5/30/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0% due 5/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6.70% due 5/24/2013

Credit Suisse AG, Nassau Branch 7.20% due 8/26/2013

Credit Suisse AG, Nassau Branch 0.00% due 5/25/2016

Credit Suisse AG, Nassau Branch 0.00% due 5/23/2017

Credit Suisse AG, Nassau Branch 0.00% due 5/22/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 12.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 5/21/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 10.300% due 11/18/2013

Credit Suisse AG, Nassau Branch 0.000% due 6/17/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 10% per year unless a knock-in event occurs during a quarterly interest period, in which case no interest will be paid for that quarter due 11/15/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 11/7/2013

Credit Suisse AG, Nassau Branch 11.000% due 5/9/2013

Credit Suisse AG, Nassau Branch 0.000% due 5/22/2013

Credit Suisse AG, Nassau Branch 14.15% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 5/9/2013

Credit Suisse AG, Nassau Branch 0.000% due 5/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Amount payable annually equal to basket return, subject to minimum of 0.5%; if basket component's underlying return is zero or positive, its component return will be 5%; otherwise, its component return will be the greater of its underlying return and negative 30% due 5/5/2017

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 7.50% due 5/2/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.500% due 8/1/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 4/30/2014

Credit Suisse AG, Nassau Branch 10.00% due 7/30/2013

Credit Suisse AG, Nassau Branch 8.00% due 4/30/2014

Credit Suisse AG, Nassau Branch 6.00% due 10/30/2013

Credit Suisse AG, Nassau Branch 4.00% due 5/2/2016

Credit Suisse AG, Nassau Branch 7.5% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 7/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch An annual contingent coupon equal to basket return on the valuation date immediately preceding coupon payment date, floor of zero; a basket component’s return on any valuation day is equal to a fixed percentage of 10% if its underlying stock return is at least zero; otherwise, return will equal be the stock return, floor of negative 20% due 4/25/2016

Credit Suisse AG, Nassau Branch 9.00% due 7/25/2013

Credit Suisse AG, Nassau Branch 7.00% due 7/29/2013

Credit Suisse AG, Nassau Branch 0.00% due 7/29/2013

Credit Suisse AG, Nassau Branch 0.00% due 4/27/2016

Credit Suisse AG, Nassau Branch 0.00% due 4/30/2013

Credit Suisse AG, Nassau Branch 8.75% due 1/23/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 4/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/18/2013

Credit Suisse AG, Nassau Branch 12.00% due 4/18/2013

Credit Suisse AG, Nassau Branch 0.00% due 5/1/2013

Credit Suisse AG, Nassau Branch 11% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 4/18/2013

Credit Suisse AG, Nassau Branch 0% due 4/17/2015

Credit Suisse AG, Nassau Branch 0.00% due 10/17/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/18/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6.500% due 1/14/2013

Credit Suisse AG, Nassau Branch 10.25% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 7/15/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.00% due 7/15/2013

Credit Suisse AG, Nassau Branch 7.1% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 4/11/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 10/10/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 4/4/2014

Credit Suisse AG, Nassau Branch 0.00% due 10/9/2013

Credit Suisse AG, Nassau Branch 0.00% due 4/17/2013

Credit Suisse AG, Nassau Branch 0.00% due 4/17/2013

Credit Suisse AG, Nassau Branch 0.00% due 4/2/2014

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 9/30/2013

Credit Suisse AG, Nassau Branch 0.00% due 3/30/2015

Credit Suisse AG, Nassau Branch 0.00% due 3/31/2014

Credit Suisse AG, Nassau Branch 7% per year unless either index closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 3/29/2013

Credit Suisse AG, Nassau Branch 0.00% due 3/31/2015

Credit Suisse AG, Nassau Branch 10.25% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/29/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 3/28/2013

Credit Suisse AG, Nassau Branch 7.120% due 7/1/2013

Credit Suisse AG, Nassau Branch 0.00% due 7/1/2013

Credit Suisse AG, Nassau Branch 0.00% due 3/31/2014

Credit Suisse AG, Nassau Branch 0.00% due 3/31/2016

Credit Suisse AG, Nassau Branch 0.00% due 4/10/2013

Credit Suisse AG, Nassau Branch 0.00% due 4/10/2013

Credit Suisse AG, Nassau Branch 9.10% due 3/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/27/2013

Credit Suisse AG, Nassau Branch 12.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/27/2013

Credit Suisse AG, Nassau Branch 10% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/27/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch An annual contingent coupon equal to basket return on the valuation date immediately preceding coupon payment date, floor of 0.5%; a basket component’s return on any valuation day is equal to a fixed percentage of 6.35% if its underlying stock return is at least zero; otherwise, return will equal be the stock return, floor of negative 30% due 3/24/2017

Credit Suisse AG, Nassau Branch 6.100% due 9/26/2012

Credit Suisse AG, Nassau Branch 12.1% if all of the underlying components remain above their knock-in levels during the quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/26/2013

Credit Suisse AG, Nassau Branch 5.6% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/26/2013

Credit Suisse AG, Nassau Branch 9.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/26/2013

Credit Suisse AG, Nassau Branch 9.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 6/26/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 3/20/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 10.000% due 9/14/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 4/11/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 9.000% due 3/12/2013

Credit Suisse AG, Nassau Branch 0.000% due 3/18/2013

Credit Suisse AG, Nassau Branch 13.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/12/2013

Credit Suisse AG, Nassau Branch 9.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/12/2013

Credit Suisse AG, Nassau Branch 7.5% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 3/12/2013

Credit Suisse AG, Nassau Branch 12.25% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 3/12/2013

Credit Suisse AG, Nassau Branch 8% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 12/12/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/20/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/2/2013

Credit Suisse AG, Nassau Branch 15% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/5/2013

Credit Suisse AG, Nassau Branch 17.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 3/5/2013

Credit Suisse AG, Nassau Branch 15% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 6/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.00% due 3/13/2013

Credit Suisse AG, Nassau Branch 11.00% due 2/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 3/13/2013

Credit Suisse AG, Nassau Branch 0.00% due 5/30/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6.00% due 2/28/2013

Credit Suisse AG, Nassau Branch 7.00% due 8/28/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 13.5% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/28/2013

Credit Suisse AG, Nassau Branch 9.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 6.120% due 5/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 5/24/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/26/2016

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 11% if neither index or the fund falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/21/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 6/22/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2016

Credit Suisse AG, Nassau Branch 8.000% due 11/21/2012

Credit Suisse AG, Nassau Branch 8.000% due 2/21/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/20/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/20/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 12.5% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 2/21/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2014

Credit Suisse AG, Nassau Branch 0.000% due 8/17/2015

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 2/13/2015

Credit Suisse AG, Nassau Branch 0.000% due 2/27/2013

Credit Suisse AG, Nassau Branch 8.25% due 8/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/27/2013

Credit Suisse AG, Nassau Branch 0.00% due 8/20/2013

Credit Suisse AG, Nassau Branch 0.00% due 2/27/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 5.500% due 2/11/2013

Credit Suisse AG, Nassau Branch 7.500% due 2/11/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 2/9/2032

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 7.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 2/8/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/8/2016

Credit Suisse AG, Nassau Branch 0.000% due 2/8/2017

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.50% due 2/4/2013

Credit Suisse AG, Nassau Branch 10.000% due 8/3/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/13/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/13/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/13/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/13/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.00% due 7/31/2013

Credit Suisse AG, Nassau Branch 7.00% due 7/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 10% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/31/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.600% due 1/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 1/27/2014

Credit Suisse AG, Nassau Branch 7.50% due 1/28/2013

Credit Suisse AG, Nassau Branch 0.00% due 1/29/2013

Credit Suisse AG, Nassau Branch 0.00% due 1/27/2016

Credit Suisse AG, Nassau Branch 0.00% due 2/6/2013

Credit Suisse AG, Nassau Branch 10.100% due 1/25/2013

Credit Suisse AG, Nassau Branch 0.00% due 2/6/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.100% due 1/23/2013

Credit Suisse AG, Nassau Branch 10.100% due 1/23/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/26/2013

Credit Suisse AG, Nassau Branch 0.000% due 1/23/2014

Credit Suisse AG, Nassau Branch 7.100% due 1/23/2013

Credit Suisse AG, Nassau Branch 10.100% due 1/23/2013

Credit Suisse AG, Nassau Branch 0.00% due 1/23/2014

Credit Suisse AG, Nassau Branch 0.000% due 1/25/2013

Credit Suisse AG, Nassau Branch 0.00% due 2/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 1/25/2013

Credit Suisse AG, Nassau Branch 11.1% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/23/2013

Credit Suisse AG, Nassau Branch 18% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/23/2013

Credit Suisse AG, Nassau Branch 7.6% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/23/2013

Credit Suisse AG, Nassau Branch 11.1% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/23/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 1/13/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 12.750% due 1/7/2013

Credit Suisse AG, Nassau Branch 13.000% due 1/7/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 10% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/7/2013

Credit Suisse AG, Nassau Branch 16% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 1/7/2013

Credit Suisse AG, Nassau Branch 18% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 1/7/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 7.50% due 12/31/2012

Credit Suisse AG, Nassau Branch 9% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 12/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 12/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 1/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 1/4/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.00% due 1/25/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 7.5% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 12/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 12.00% due 12/21/2012

Credit Suisse AG, Nassau Branch 15.00% due 12/21/2012

Credit Suisse AG, Nassau Branch 0.00% due 1/22/2013

Credit Suisse AG, Nassau Branch 0.00% due 1/22/2013

Credit Suisse AG, Nassau Branch 0.00% due 12/21/2015

Credit Suisse AG, Nassau Branch 15% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 12/21/2012

Credit Suisse AG, Nassau Branch 14.5% if neither index or fund falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable monthly due 12/21/2012

Credit Suisse AG, Nassau Branch 16.25% if neither index or fund falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 12/21/2012

Credit Suisse AG, Nassau Branch 0.00% due 6/26/2013

Credit Suisse AG, Nassau Branch 11.25% due 6/20/2012

Credit Suisse AG, Nassau Branch 8.25% due 6/20/2012

Credit Suisse AG, Nassau Branch 23.25% if any component ever falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 12/20/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 10.500% due 6/15/2012

Credit Suisse AG, Nassau Branch 12% if any component ever falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 12/17/2012

Credit Suisse AG, Nassau Branch 13.00% due 12/17/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/24/2012

Credit Suisse AG, Nassau Branch 9.25% per year unless a knock-in event occurs during a quarterly interest period, in which case no interest will be paid for that or any subsequent quarter due 12/12/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 12/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 14% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 12/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 11.5% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 11/30/2012

Credit Suisse AG, Nassau Branch 10.000% due 5/30/2012

Credit Suisse AG, Nassau Branch 12.5% if any component does not fall to or below 50% of its initial level during a monthly observation period; otherwise, 1% for that period and thereafter; payable monthly due 5/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 13.4% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 11/28/2012

Credit Suisse AG, Nassau Branch 10% if either index never falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 11/28/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 11/25/2016

Credit Suisse AG, Nassau Branch 0.000% due 11/25/2014

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/5/2012

Credit Suisse AG, Nassau Branch 12.500% due 11/23/2012

Credit Suisse AG, Nassau Branch 10.000% due 11/23/2012

Credit Suisse AG, Nassau Branch 10.200% due 11/28/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/28/2012

Credit Suisse AG, Nassau Branch 0.000% due 11/30/2015

Credit Suisse AG, Nassau Branch 12.5% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 11/23/2012

Credit Suisse AG, Nassau Branch 0.00% due 5/28/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 11/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 14% if either index never falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 11/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 18.25% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 11/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 6.000% due 5/15/2012

Credit Suisse AG, Nassau Branch 11.250% due 11/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.750% due 11/13/2012

Credit Suisse AG, Nassau Branch 13.000% due 11/7/2012

Credit Suisse AG, Nassau Branch 12% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 5/7/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 11/15/2012

Credit Suisse AG, Nassau Branch 17.500% due 5/2/2012

Credit Suisse AG, Nassau Branch 11.500% due 11/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/3/2012

Credit Suisse AG, Nassau Branch 0.000% due 11/3/2015

Credit Suisse AG, Nassau Branch 12% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 11/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 12.00% due 10/31/2012

Credit Suisse AG, Nassau Branch 8.25% due 10/31/2012

Credit Suisse AG, Nassau Branch 0.00% due 10/31/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 10.100% due 10/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/28/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 11.60% due 4/23/2012

Credit Suisse AG, Nassau Branch 22.35% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 10/22/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/31/2012

Credit Suisse AG, Nassau Branch 13.5% if no component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 10/19/2012

Credit Suisse AG, Nassau Branch 11.1% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 10/19/2012

Credit Suisse AG, Nassau Branch 15.5% if no component falls to or below knock-in level during bi-monthly observation period; otherwise, 4% for that period and afterward; payable bi-monthly due 4/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/14/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 7% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 10/17/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 14.00% due 10/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 15.5% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 1% per year for that and each subsequent interest period; payable quarterly due 10/10/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 4/9/2012

Credit Suisse AG, Nassau Branch 14% if neither index falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 10/9/2012

Credit Suisse AG, Nassau Branch 15.500% due 4/6/2012

Credit Suisse AG, Nassau Branch 11.250% due 10/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/17/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/4/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/5/2015

Credit Suisse AG, Nassau Branch 18% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 3% per year for that and each subsequent interest period; payable quarterly due 4/5/2012

Credit Suisse AG, Nassau Branch 13.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 10/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/8/2013

Credit Suisse AG, Nassau Branch 10.000% due 1/8/2013

Credit Suisse AG, Nassau Branch 9.500% due 4/8/2013

Credit Suisse AG, Nassau Branch 0.000% due 9/22/2031

Credit Suisse AG, Nassau Branch 18% if no component falls to or below knock-in level during bimonthly observation period; otherwise, 4% for that period and afterward; payable every two months due 3/30/2012

Credit Suisse AG, Nassau Branch 11.5% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/28/2012

Credit Suisse AG, Nassau Branch Greater of basket return on coupon valuation date and zero; payable annually due 10/1/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.00% due 9/30/2013

Credit Suisse AG, Nassau Branch 0.00% due 9/30/2013

Credit Suisse AG, Nassau Branch 10.56% due 12/31/2012

Credit Suisse AG, Nassau Branch 0.00% due 9/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 9/22/2031

Credit Suisse AG, Nassau Branch 11.300% due 3/26/2013

Credit Suisse AG, Nassau Branch 11.000% due 3/21/2012

Credit Suisse AG, Nassau Branch 11.25% if neither index falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 9/21/2012

Credit Suisse AG, Nassau Branch 15.5% if no component falls to or below knock-in level during monthly observation period; otherwise, 4% for that period and afterward; payable monthly due 3/21/2012

Credit Suisse AG, Nassau Branch 19% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 9/21/2012

Credit Suisse AG, Nassau Branch 13.25% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 9/21/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/25/2013

Credit Suisse AG, Nassau Branch 14.250% due 3/21/2012

Credit Suisse AG, Nassau Branch 11.500% due 9/20/2012

Credit Suisse AG, Nassau Branch 0.000% due 9/19/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 9/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 9/8/2015

Credit Suisse AG, Nassau Branch 0.000% due 3/11/2013

Credit Suisse AG, Nassau Branch 11.500% due 9/6/2012

Credit Suisse AG, Nassau Branch 9.00% due 3/6/2012

Credit Suisse AG, Nassau Branch 0.00% due 9/6/2016

Credit Suisse AG, Nassau Branch 14% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 3% beginning that period; payable quarterly due 9/6/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/11/2013

Credit Suisse AG, Nassau Branch 0.000% due 3/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 13.25% due 8/31/2012

Credit Suisse AG, Nassau Branch 10.000% due 2/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 23% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/31/2012

Credit Suisse AG, Nassau Branch 13% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 8/31/2012

Credit Suisse AG, Nassau Branch 12.75% if either fund never falls to or below knock-in level during quarterly observation period; otherwise, 4% for that period and afterward; payable quarterly due 8/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 18% if either fund never falls to or below knock-in level during quarterly observation period; otherwise, 4% for that period and afterward; payable quarterly due 8/27/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/26/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 2/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 8/23/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/22/2013

Credit Suisse AG, Nassau Branch 11.500% due 2/22/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.000% due 8/20/2012

Credit Suisse AG, Nassau Branch 9.500% due 2/21/2012

Credit Suisse AG, Nassau Branch 8.100% due 8/20/2012

Credit Suisse AG, Nassau Branch 11.000% due 2/21/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 8/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 11.350% due 8/16/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 18% if no component falls to or below knock-in level during quarterly observation period; otherwise, 1% for that period and afterward; payable quarterly due 8/15/2012

Credit Suisse AG, Nassau Branch 26% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 1% from then on; payable quarterly due 8/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 13.20% due 2/13/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.500% due 2/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 18.000% due 8/8/2012

Credit Suisse AG, Nassau Branch 7.000% due 8/9/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 15.4% if no component falls to or below knock-in level during monthly observation period; otherwise, 4% for that period and afterward; payable monthly due 8/6/2012

Credit Suisse AG, Nassau Branch 15.000% due 8/6/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.100% due 8/3/2012

Credit Suisse AG, Nassau Branch 9.250% due 8/3/2012

Credit Suisse AG, Nassau Branch 9.500% due 2/3/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/3/2016

Credit Suisse AG, Nassau Branch 0.000% due 8/3/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 14.50% due 7/30/2012

Credit Suisse AG, Nassau Branch 8.70% due 8/2/2012

Credit Suisse AG, Nassau Branch 9.20% due 1/31/2012

Credit Suisse AG, Nassau Branch 12.75% if no knock-in event occurs, otherwise 4% due 7/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 8/8/2012

Credit Suisse AG, Nassau Branch 7.250% due 10/29/2012

Credit Suisse AG, Nassau Branch 5.650% due 10/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/8/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2015

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2015

Credit Suisse AG, Nassau Branch 9.600% due 7/26/2012

Credit Suisse AG, Nassau Branch 9.000% due 1/26/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 6.000% due 12/20/2011

Credit Suisse AG, Nassau Branch 7.150% due 7/20/2012

Credit Suisse AG, Nassau Branch 13.500% due 1/20/2012

Credit Suisse AG, Nassau Branch 10.750% due 1/20/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/22/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.300% due 7/16/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10% unless any stock closes below 50% of its initial price on a quarterly observation date, in which case 0%; payable quarterly due 7/20/2015

Credit Suisse AG, Nassau Branch 12% unless any stock closes below 50% of its initial price on a quarterly observation date, in which case 0%; payable quarterly due 7/20/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 7/25/2012

Credit Suisse AG, Nassau Branch 9.500% due 7/6/2012

Credit Suisse AG, Nassau Branch 9.250% due 1/6/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/6/2016

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/5/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.400% due 6/29/2012

Credit Suisse AG, Nassau Branch 11.500% due 6/29/2012

Credit Suisse AG, Nassau Branch 10.500% due 12/30/2011

Credit Suisse AG, Nassau Branch 9.500% due 12/30/2011

Credit Suisse AG, Nassau Branch 8.000% due 12/30/2011

Credit Suisse AG, Nassau Branch 0.000% due 6/30/2017

Credit Suisse AG, Nassau Branch 0.000% due 6/30/2016

Credit Suisse AG, Nassau Branch 13% if either fund never falls to or below knock-in level during quarterly observation period; otherwise, 4% for that period and afterward; payable quarterly due 6/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/26/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 7/26/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.000% due 9/24/2012

Credit Suisse AG, Nassau Branch 5.220% due 9/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 6/24/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/21/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 5.600% due 6/22/2012

Credit Suisse AG, Nassau Branch 6.250% due 6/20/2012

Credit Suisse AG, Nassau Branch 12.750% due 12/20/2011

Credit Suisse AG, Nassau Branch 10.250% due 12/20/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 8.600% due 12/15/2011

Credit Suisse AG, Nassau Branch 8.700% due 6/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 6/4/2012

Credit Suisse AG, Nassau Branch 8.750% due 12/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 6/3/2016

Credit Suisse AG, Nassau Branch 9.5% if either index never falls to or below knock-in level during quarterly observation period; otherwise, 3% for that period and afterward; payable quarterly due 6/4/2012

Credit Suisse AG, Nassau Branch 17% if either fund never falls to or below knock-in level during quarterly observation period; otherwise, 4% for that period and afterward; payable quarterly due 6/4/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 6/13/2012

Credit Suisse AG, Nassau Branch 0.000% due 11/30/2012

Credit Suisse AG, Nassau Branch 8.000% due 12/1/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/30/2012

Credit Suisse AG, Nassau Branch 11.500% due 11/30/2011

Credit Suisse AG, Nassau Branch 7.000% due 11/30/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/31/2017

Credit Suisse AG, Nassau Branch 0.000% due 5/31/2016

Credit Suisse AG, Nassau Branch 14% if either fund never falls to or below knock-in level during quarterly observation period; otherwise, 4% for that period and afterward; payable quarterly due 5/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch Equal to the sum of weighted basket component returns, with overall floor of zero; each commodity has floor of negative 25% and cap of 15% due 5/31/2016

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 11.6% unless either index or the fund closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 5/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 11.30% due 5/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 5/27/2015

Credit Suisse AG, Nassau Branch 7.000% due 8/27/2012

Credit Suisse AG, Nassau Branch 12.050% due 5/25/2012

Credit Suisse AG, Nassau Branch 5.250% due 8/27/2012

Credit Suisse AG, Nassau Branch 8.500% due 5/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 11% if either component does not fall to or below 70% of its initial level during a quarterly observation period; otherwise, 3% for that period and thereafter; payable quarterly due 5/25/2012

Credit Suisse AG, Nassau Branch 8.000% due 5/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 5/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 8.600% due 5/21/2012

Credit Suisse AG, Nassau Branch 11.000% due 5/21/2012

Credit Suisse AG, Nassau Branch 9.000% due 11/21/2011

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 11.25% unless index or either fund closes at or below its knock-in level, in which case 3% from then on; payable quarterly due 2/21/2012

Credit Suisse AG, Nassau Branch 7.200% due 5/21/2012

Credit Suisse AG, Nassau Branch 7.250% due 11/19/2012

Credit Suisse AG, Nassau Branch 10.000% due 11/21/2011

Credit Suisse AG, Nassau Branch 13.000% due 11/21/2011

Credit Suisse AG, Nassau Branch 0.000% due 8/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 6/11/2012

Credit Suisse AG, Nassau Branch 5.100% due 11/10/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.600% due 5/7/2012

Credit Suisse AG, Nassau Branch 9.600% due 5/7/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 9.500% due 5/4/2012

Credit Suisse AG, Nassau Branch 9.750% due 11/4/2011

Credit Suisse AG, Nassau Branch 10.75% per year unless either index closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 5/4/2012

Credit Suisse AG, Nassau Branch 10.35% unless either underlying index closes at or above knock-in level, in which case 3% for that and each subsequent interest period; payable quarterly due 5/3/2012

Credit Suisse AG, Nassau Branch 9.850% due 11/3/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 10.600% due 4/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 8.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 9.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 9.600% due 4/30/2012

Credit Suisse AG, Nassau Branch 8.500% due 10/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/29/2016

Credit Suisse AG, Nassau Branch 9.75% per year unless either index closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 4/30/2012

Credit Suisse AG, Nassau Branch 13.5% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 4/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/28/2015

Credit Suisse AG, Nassau Branch 7.300% due 7/30/2012

Credit Suisse AG, Nassau Branch 5.700% due 7/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 5/9/2012

Credit Suisse AG, Nassau Branch Equal to the sum of weighted basket component returns, with overall floor of zero; each commodity has floor of negative 25% and cap of 16% due 4/27/2015

Credit Suisse AG, Nassau Branch 0.000% due 5/2/2012

Credit Suisse AG, Nassau Branch 10.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 8.500% due 9/30/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/25/2017

Credit Suisse AG, Nassau Branch 8.800% due 4/30/2012

Credit Suisse AG, Nassau Branch 7.000% due 4/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 11.500% due 4/23/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 12% per year unless either index or the fund closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 4/23/2012

Credit Suisse AG, Nassau Branch 8.000% due 4/20/2012

Credit Suisse AG, Nassau Branch 8.000% due 10/20/2011

Credit Suisse AG, Nassau Branch 7.500% due 4/20/2012

Credit Suisse AG, Nassau Branch 9.000% due 4/20/2012

Credit Suisse AG, Nassau Branch 10.000% due 10/20/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/2/2012

Credit Suisse AG, Nassau Branch 0.000% due 5/2/2012

Credit Suisse AG, Nassau Branch 21% per year unless the index or either fund closes at or below its knock-in level, in which case coupon will be 3% from then on; payable monthly due 4/20/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 4/19/2012

Credit Suisse AG, Nassau Branch 9.350% due 10/17/2011

Credit Suisse AG, Nassau Branch 10.500% due 10/17/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/17/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.250% due 4/9/2012

Credit Suisse AG, Nassau Branch 8.000% due 10/5/2011

Credit Suisse AG, Nassau Branch 11.250% due 4/5/2012

Credit Suisse AG, Nassau Branch 10.000% due 10/5/2011

Credit Suisse AG, Nassau Branch 11% per year unless either index closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 4/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/9/2012

Credit Suisse AG, Nassau Branch If knock-in event occurs, zero; otherwise, 13% due 4/15/2015

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 4/2/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 10.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 10.500% due 9/30/2011

Credit Suisse AG, Nassau Branch 8.500% due 9/30/2011

Credit Suisse AG, Nassau Branch 9.000% due 3/30/2012

Credit Suisse AG, Nassau Branch 8.000% due 3/30/2012

Credit Suisse AG, Nassau Branch 9.350% due 3/30/2012

Credit Suisse AG, Nassau Branch 9.500% due 9/30/2011

Credit Suisse AG, Nassau Branch If knock-in event occurs, zero; otherwise, 15%; payable quarterly due 4/13/2015

Credit Suisse AG, Nassau Branch 9.750% due 3/30/2012

Credit Suisse AG, Nassau Branch 13.5% if neither fund falls to or below 75% of its initial level during a quarterly observation period; otherwise, 4% for that period and thereafter; payable quarterly due 3/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 4/10/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/10/2012

Credit Suisse AG, Nassau Branch Equal to sum of basket commodities’ weighted components returns, subject to floor of zero; payable annually due 3/31/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 6/30/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/31/2015

Credit Suisse AG, Nassau Branch 0.000% due 3/28/2017

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 9/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 9/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/25/2015

Credit Suisse AG, Nassau Branch 6.820% due 3/23/2012

Credit Suisse AG, Nassau Branch 8.600% due 9/23/2011

Credit Suisse AG, Nassau Branch 8.800% due 9/23/2011

Credit Suisse AG, Nassau Branch 11.250% due 3/23/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 9/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/21/2017

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.000% due 3/19/2012

Credit Suisse AG, Nassau Branch 9.750% due 3/19/2012

Credit Suisse AG, Nassau Branch 12.000% due 9/19/2011

Credit Suisse AG, Nassau Branch 11.5% per year unless any underlying component closes at or below its knock-in level, in which case coupon will be 3% from then on; payable quarterly due 3/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/18/2013

Credit Suisse AG, Nassau Branch 12.500% due 3/16/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 11.250% due 3/14/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2031

Credit Suisse AG, Nassau Branch 0.000% due 6/9/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 3/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/4/2013

Credit Suisse AG, Nassau Branch 8.000% due 9/6/2011

Credit Suisse AG, Nassau Branch 10.500% due 3/5/2012

Credit Suisse AG, Nassau Branch 12.000% due 9/6/2011

Credit Suisse AG, Nassau Branch 12% per year unless either index closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 3/5/2012

Credit Suisse AG, Nassau Branch 9.000% due 3/2/2012

Credit Suisse AG, Nassau Branch 11% unless any stock closes below 50% of its initial price on a quarterly observation date, in which case 0%; payable quarterly due 3/11/2015

Credit Suisse AG, Nassau Branch 0.000% due 3/14/2012

Credit Suisse AG, Nassau Branch 0.000% due 5/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 3/14/2012

Credit Suisse AG, Nassau Branch 0.000% due 3/1/2013

Credit Suisse AG, Nassau Branch 0.000% due 3/28/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/31/2012

Credit Suisse AG, Nassau Branch 8.500% due 8/29/2011

Credit Suisse AG, Nassau Branch 9.000% due 8/29/2011

Credit Suisse AG, Nassau Branch 10.500% due 2/28/2012

Credit Suisse AG, Nassau Branch 8.000% due 8/29/2011

Credit Suisse AG, Nassau Branch 9.050% due 8/29/2011

Credit Suisse AG, Nassau Branch 10.5% if knock-in event never occurs; otherwise, 3% for that quarter and thereafter; payable quarterly due 2/29/2012

Credit Suisse AG, Nassau Branch 13.5% if knock-in event never occurs; otherwise, 4% for that quarter and thereafter; payable quarterly due 2/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/27/2011

Credit Suisse AG, Nassau Branch 0.000% due 8/25/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 8/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/27/2015

Credit Suisse AG, Nassau Branch 7.200% due 8/31/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/29/2012

Credit Suisse AG, Nassau Branch 11.500% due 2/17/2012

Credit Suisse AG, Nassau Branch 9.250% due 8/16/2011

Credit Suisse AG, Nassau Branch 9.000% due 8/16/2011

Credit Suisse AG, Nassau Branch 10.750% due 2/16/2012

Credit Suisse AG, Nassau Branch 7.500% due 2/16/2012

Credit Suisse AG, Nassau Branch 9.000% due 2/16/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/16/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/16/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 8.600% due 8/15/2011

Credit Suisse AG, Nassau Branch 9.750% due 2/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.000% due 1/31/2012

Credit Suisse AG, Nassau Branch 9.000% due 7/29/2011

Credit Suisse AG, Nassau Branch 7.000% due 2/10/2012

Credit Suisse AG, Nassau Branch 11.000% due 2/9/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 8/3/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/3/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/5/2013

Credit Suisse AG, Nassau Branch 10.000% due 8/3/2011

Credit Suisse AG, Nassau Branch 8.000% due 8/3/2011

Credit Suisse AG, Nassau Branch 10.000% due 2/3/2012

Credit Suisse AG, Nassau Branch 10.000% due 2/3/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/15/2012

Credit Suisse AG, Nassau Branch 13.000% due 2/2/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 2/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/15/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2016

Credit Suisse AG, Nassau Branch 7.000% due 7/29/2011

Credit Suisse AG, Nassau Branch 9.000% due 7/29/2011

Credit Suisse AG, Nassau Branch 9.000% due 1/31/2012

Credit Suisse AG, Nassau Branch 8.500% due 7/29/2011

Credit Suisse AG, Nassau Branch 9.000% due 7/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 13.5% if knock-in event never occurs; otherwise, 4% for that quarter and thereafter; payable quarterly due 1/31/2012

Credit Suisse AG, Nassau Branch 7.000% due 7/27/2011

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2013

Credit Suisse AG, Nassau Branch 7.100% due 4/30/2012

Credit Suisse AG, Nassau Branch 18.4% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 1/26/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 9.700% due 1/25/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 16.000% due 1/20/2012

Credit Suisse AG, Nassau Branch 7.500% due 1/20/2012

Credit Suisse AG, Nassau Branch 9.250% due 7/20/2011

Credit Suisse AG, Nassau Branch 9.000% due 7/20/2011

Credit Suisse AG, Nassau Branch 7.000% due 1/20/2012

Credit Suisse AG, Nassau Branch 8.000% due 1/20/2012

Credit Suisse AG, Nassau Branch 0.000% due 1/20/2012

Credit Suisse AG, Nassau Branch 11.500% due 1/20/2012

Credit Suisse AG, Nassau Branch 8.500% due 1/20/2012

Credit Suisse AG, Nassau Branch 8.400% due 7/19/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 8.100% due 1/17/2012

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 6/30/2016

Credit Suisse AG, Nassau Branch 0.000% due 9/28/2012

Credit Suisse AG, Nassau Branch 9.400% due 12/30/2011

Credit Suisse AG, Nassau Branch 6.250% due 12/30/2011

Credit Suisse AG, Nassau Branch 10.000% due 12/28/2011

Credit Suisse AG, Nassau Branch 9.250% due 12/28/2011

Credit Suisse AG, Nassau Branch 9.000% due 6/28/2011

Credit Suisse AG, Nassau Branch 10.000% due 6/28/2011

Credit Suisse AG, Nassau Branch 10.500% due 12/28/2011

Credit Suisse AG, Nassau Branch 9.000% due 6/28/2011

Credit Suisse AG, Nassau Branch 9.250% due 6/28/2011

Credit Suisse AG, Nassau Branch 8.250% due 6/28/2011

Credit Suisse AG, Nassau Branch 8.000% due 6/28/2011

Credit Suisse AG, Nassau Branch 15.5% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 5% from then on; payable quarterly due 12/28/2011

Credit Suisse AG, Nassau Branch 10% per year unless either index closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 12/28/2011

Credit Suisse AG, Nassau Branch 9.000% due 3/27/2012

Credit Suisse AG, Nassau Branch 14% unless any stock closes below 50% of its initial price on a quarterly observation date, in which case 0%; payable quarterly due 1/5/2015

Credit Suisse AG, Nassau Branch 11.75% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 12/27/2011

Credit Suisse AG, Nassau Branch 11.25% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 4% from then on; payable quarterly due 12/27/2011

Credit Suisse AG, Nassau Branch 14% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 5% from then on; payable on Feb. 28, 2011, April 27, 2011 and at maturity due 6/27/2011

Credit Suisse AG, Nassau Branch 9.000% due 12/22/2011

Credit Suisse AG, Nassau Branch 17% per year unless either ETF closes at or below its knock-in level, in which case coupon will be 5% for that and each subsequent interest period; payable quarterly due 12/22/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/29/2011

Credit Suisse AG, Nassau Branch 8.750% due 12/15/2011

Credit Suisse AG, Nassau Branch 7.500% due 12/15/2011

Credit Suisse AG, Nassau Branch 10.000% due 6/15/2011

Credit Suisse AG, Nassau Branch 10.750% due 6/15/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 3/13/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 7.000% due 12/9/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 6.750% due 4/6/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/3/2012

Credit Suisse AG, Nassau Branch 10.000% due 6/3/2011

Credit Suisse AG, Nassau Branch 9.500% due 12/5/2011

Credit Suisse AG, Nassau Branch 9.000% due 6/3/2011

Credit Suisse AG, Nassau Branch 9.500% due 12/5/2011

Credit Suisse AG, Nassau Branch 11.250% due 12/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 12/4/2030

Credit Suisse AG, Nassau Branch 0.000% due 5/31/2016

Credit Suisse AG, Nassau Branch 0.000% due 11/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/29/2012

Credit Suisse AG, Nassau Branch 10.000% due 11/29/2011

Credit Suisse AG, Nassau Branch 9.000% due 11/29/2011

Credit Suisse AG, Nassau Branch 9.000% due 5/31/2011

Credit Suisse AG, Nassau Branch 8.250% due 11/29/2011

Credit Suisse AG, Nassau Branch 9.500% due 5/31/2011

Credit Suisse AG, Nassau Branch 10.000% due 5/31/2011

Credit Suisse AG, Nassau Branch 10.000% due 5/31/2011

Credit Suisse AG, Nassau Branch 8.000% due 11/29/2011

Credit Suisse AG, Nassau Branch 9.500% due 11/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 14.75% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 5% from then on; payable quarterly due 11/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/29/2013

Credit Suisse AG, Nassau Branch 0.000% due 5/29/2013

Credit Suisse AG, Nassau Branch 0.000% due 12/7/2011

Credit Suisse AG, Nassau Branch 4% for first seven years; 4.125% for years eight to 10, then 4.25% for years 11 to 13; 4.5% for years 14 to 16 and 5% thereafter; payable semiannually due 11/24/2025

Credit Suisse AG, Nassau Branch 6.850% due 11/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/21/2013

Credit Suisse AG, Nassau Branch 6.000% due 2/18/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 11/19/2012

Credit Suisse AG, Nassau Branch 11.250% due 5/17/2011

Credit Suisse AG, Nassau Branch 10.500% due 5/17/2011

Credit Suisse AG, Nassau Branch 8.150% due 11/17/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/15/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 12.000% due 5/9/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 5/3/2012

Credit Suisse AG, Nassau Branch 7.750% due 11/3/2011

Credit Suisse AG, Nassau Branch 9.000% due 11/3/2011

Credit Suisse AG, Nassau Branch 7.500% due 11/3/2011

Credit Suisse AG, Nassau Branch 10.000% due 5/3/2011

Credit Suisse AG, Nassau Branch 8.500% due 11/3/2011

Credit Suisse AG, Nassau Branch 9.500% due 11/3/2011

Credit Suisse AG, Nassau Branch 9.500% due 11/3/2011

Credit Suisse AG, Nassau Branch 7.000% due 2/3/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/16/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 17.5% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 6% from then on; payable quarterly due 11/3/2011

Credit Suisse AG, Nassau Branch 12% unless any stock closes below 50% of its initial price on a quarterly observation date, in which case 0%; payable quarterly due 11/12/2014

Credit Suisse AG, Nassau Branch 10.000% due 11/1/2011

Credit Suisse AG, Nassau Branch 7.000% due 11/1/2011

Credit Suisse AG, Nassau Branch 10.250% due 10/31/2011

Credit Suisse AG, Nassau Branch 10.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 8.500% due 10/31/2011

Credit Suisse AG, Nassau Branch 8.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 9.500% due 4/29/2011

Credit Suisse AG, Nassau Branch 9.750% due 4/29/2011

Credit Suisse AG, Nassau Branch 8.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 9.500% due 10/31/2011

Credit Suisse AG, Nassau Branch 15% per year unless either underlying component closes at or below its knock-in level, in which case coupon will be 5% from then on; payable quarterly due 10/31/2011

Credit Suisse AG, Nassau Branch 3.5% for first five years; 4.5% for next five years, then 6% for following five years and 7.5% thereafter; payable semiannually due 10/28/2030

Credit Suisse AG, Nassau Branch 0.000% due 10/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 11/9/2011

Credit Suisse AG, Nassau Branch 12.000% due 4/27/2011

Credit Suisse AG, Nassau Branch 7.700% due 10/28/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/9/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 11/9/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/19/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/19/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 9.750% due 10/19/2011

Credit Suisse AG, Nassau Branch 12.550% due 10/19/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/15/2013

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 10.000% due 1/6/2012

Credit Suisse AG, Nassau Branch 0.000% due 10/6/2020

Credit Suisse AG, Nassau Branch 8.500% due 10/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/5/2012

Credit Suisse AG, Nassau Branch 12.000% due 4/5/2011

Credit Suisse AG, Nassau Branch 7.000% due 1/5/2011

Credit Suisse AG, Nassau Branch 8.000% due 10/5/2011

Credit Suisse AG, Nassau Branch 9.000% due 10/5/2011

Credit Suisse AG, Nassau Branch 10.000% due 10/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/5/2015

Credit Suisse AG, Nassau Branch 21% per year unless either underlying component closes at or below its knock-in level of 70%, in which case coupon will be 6% from then on; payable quarterly due 10/5/2011

Credit Suisse AG, Nassau Branch 16.000% due 4/5/2012

Credit Suisse AG, Nassau Branch 7.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 12.000% due 3/30/2011

Credit Suisse AG, Nassau Branch 10.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 9.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 10.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 9.500% due 9/30/2011

Credit Suisse AG, Nassau Branch 17.000% due 9/30/2011

Credit Suisse AG, Nassau Branch 10.000% due 9/27/2011

Credit Suisse AG, Nassau Branch 11.1% unless either fund closes at or below knock-in level, in which case interest drops to 5%; payable quarterly due 9/26/2011

Credit Suisse AG, Nassau Branch 0.000% due 9/24/2012

Credit Suisse AG, Nassau Branch 0.000% due 9/24/2012

Credit Suisse AG, Nassau Branch 8.000% due 9/26/2011

Credit Suisse AG, Nassau Branch 0.000% due 9/21/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/28/2010

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 8.000% due 9/20/2011

Credit Suisse AG, Nassau Branch 0.000% due 9/17/2012

Credit Suisse AG, Nassau Branch 9.250% due 9/9/2011

Credit Suisse AG, Nassau Branch 9.500% due 9/6/2011

Credit Suisse AG, Nassau Branch 12.000% due 3/3/2011

Credit Suisse AG, Nassau Branch 9.000% due 9/6/2011

Credit Suisse AG, Nassau Branch 6.000% due 9/6/2011

Credit Suisse AG, Nassau Branch 19% per year unless either underlying closes at or below its knock-in level, in which case coupon will be 5% from then on; payable quarterly due 9/6/2011

Credit Suisse AG, Nassau Branch 17% plus 17% times return of worst-performing underlying, subject to floor of zero; payable quarterly due 3/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 8.000% due 8/31/2011

Credit Suisse AG, Nassau Branch 10.000% due 2/28/2011

Credit Suisse AG, Nassau Branch 11.000% due 8/31/2011

Credit Suisse AG, Nassau Branch 9.000% due 8/31/2011

Credit Suisse AG, Nassau Branch 6.000% due 8/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 16.5% per year unless either underlying closes at or below 70% of its initial level, in which case coupon will be 5% from then on; payable quarterly due 8/31/2011

Credit Suisse AG, Nassau Branch 14% plus 14% times return of worst-performing underlying, subject to floor of zero; payable quarterly due 2/29/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 6.000% due 11/29/2010

Credit Suisse AG, Nassau Branch 0.000% due 8/27/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/27/2012

Credit Suisse AG, Nassau Branch 8.750% due 8/29/2011

Credit Suisse AG, Nassau Branch 15.7% if knock-in event never occurs due 8/29/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 8/20/2012

Credit Suisse AG, Nassau Branch 10.000% due 8/16/2011

Credit Suisse AG, Nassau Branch 20.250% due 2/9/2011

Credit Suisse AG, Nassau Branch 9.500% due 8/4/2011

Credit Suisse AG, Nassau Branch 6.000% due 8/4/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/4/2011

Credit Suisse AG, Nassau Branch 10.750% due 8/4/2011

Credit Suisse AG, Nassau Branch 9.000% due 2/4/2011

Credit Suisse AG, Nassau Branch 9.000% due 8/4/2011

Credit Suisse AG, Nassau Branch 9.250% due 8/4/2011

Credit Suisse AG, Nassau Branch 20% per year unless either underlying closes at or below 70% of its initial level, in which case coupon will be 5% from then on; payable quarterly due 8/4/2011

Credit Suisse AG, Nassau Branch 17% plus 17% times return of worst-performing underlying, subject to floor of zero; payable quarterly due 2/6/2012

Credit Suisse AG, Nassau Branch 0.000% due 12/18/2014

Credit Suisse AG, Nassau Branch 8.000% due 8/1/2011

Credit Suisse AG, Nassau Branch 0.000% due 7/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/1/2016

Credit Suisse AG, Nassau Branch 9.000% due 1/31/2011

Credit Suisse AG, Nassau Branch 10.000% due 8/1/2011

Credit Suisse AG, Nassau Branch 17% per year unless either underlying closes at or below 70% of its initial level, in which case coupon will be 5% from then on; payable quarterly due 8/1/2011

Credit Suisse AG, Nassau Branch 14% plus 14% times return of worst-performing underlying, subject to floor of zero; payable quarterly due 1/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2016

Credit Suisse AG, Nassau Branch 0.000% due 7/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 7/30/2012

Credit Suisse AG, Nassau Branch 0.000% due 8/16/2011

Credit Suisse AG, Nassau Branch 0.000% due 8/16/2011

Credit Suisse AG, Nassau Branch 0.000% due 1/23/2012

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 7/15/2013

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 20.700% due 1/7/2011

Credit Suisse AG, Nassau Branch 0.000% due 7/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 9.250% due 7/6/2011

Credit Suisse AG, Nassau Branch 9.250% due 1/6/2011

Credit Suisse AG, Nassau Branch 10.250% due 7/6/2011

Credit Suisse AG, Nassau Branch 0.000% due 7/6/2015

Credit Suisse AG, Nassau Branch 12.5% per year unless a knock-in event occurs, in which case the coupon will be 5% per year for that and each subsequent quarter; payable quarterly due 7/6/2011

Credit Suisse AG, Nassau Branch 9.000% due 6/30/2011

Credit Suisse AG, Nassau Branch 10.000% due 6/30/2011

Credit Suisse AG, Nassau Branch 10.750% due 6/30/2011

Credit Suisse AG, Nassau Branch 10.000% due 6/30/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/30/2015

Credit Suisse AG, Nassau Branch 20% per year unless either underlying closes at or below 70% of its initial level, in which case coupon will be 5% from then on; payable quarterly due 6/30/2011

Credit Suisse AG, Nassau Branch due 1/26/2011

Credit Suisse AG, Nassau Branch due 1/26/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/27/2011

Credit Suisse AG, Nassau Branch 0.000% due 12/27/2011

Credit Suisse AG, Nassau Branch 0.000% due 6/14/2013

Credit Suisse AG, Nassau Branch 0.000% due 7/8/2011

Credit Suisse AG, Nassau Branch 8%, after first two quarters, 13% due 12/16/2011

Credit Suisse AG, Nassau Branch 7%, after first two quarters, 11.5% due 12/16/2011

Credit Suisse AG, Nassau Branch due 12/22/2010

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 6/3/2013

Credit Suisse AG, Nassau Branch 0.000% due 6/3/2015

Credit Suisse AG, Nassau Branch 11.000% due 12/3/2010

Credit Suisse AG, Nassau Branch 10.000% due 6/3/2011

Credit Suisse AG, Nassau Branch 10.000% due 6/3/2011

Credit Suisse AG, Nassau Branch 0.000% due 6/3/2015

Credit Suisse AG, Nassau Branch 0.000% due 12/17/2010

Credit Suisse AG, Nassau Branch 0.000% due 6/5/2012

Credit Suisse AG, Nassau Branch 0.000% due 11/30/2015

Credit Suisse AG, Nassau Branch 12.250% due 5/31/2011

Credit Suisse AG, Nassau Branch 15.250% due 12/2/2010

Credit Suisse AG, Nassau Branch 13.000% due 5/31/2011

Credit Suisse AG, Nassau Branch 10.500% due 5/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/30/2015

Credit Suisse AG, Nassau Branch Equal to greater of basket return and 1%, with return of each stock capped at 9.5%; payable annually due 5/31/2016

Credit Suisse AG, Nassau Branch 0.000% due 5/24/2013

Credit Suisse AG, Nassau Branch 0.000% due 11/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/29/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/28/2014

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 16.000% due 11/26/2010

Credit Suisse AG, Nassau Branch 16.000% due 11/26/2010

Credit Suisse AG, Nassau Branch due 12/22/2010

Credit Suisse AG, Nassau Branch 0.000% due 12/3/2010

Credit Suisse AG, Nassau Branch 10.500% due 5/18/2011

Credit Suisse AG, Nassau Branch 11.450% due 5/17/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/18/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 5/14/2013

Credit Suisse AG, Nassau Branch 0.000% due 5/19/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/26/2011

Credit Suisse AG, Nassau Branch 0.000% due 11/10/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 5/3/2013

Credit Suisse AG, Nassau Branch 0.000% due 5/3/2013

Credit Suisse AG, Nassau Branch 7.000% due 5/5/2011

Credit Suisse AG, Nassau Branch 8.000% due 5/5/2011

Credit Suisse AG, Nassau Branch 10.000% due 11/5/2010

Credit Suisse AG, Nassau Branch 5.500% due 5/5/2011

Credit Suisse AG, Nassau Branch 7.500% due 5/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/12/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/5/2015

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 10/27/2010

Credit Suisse AG, Nassau Branch 0.000% due 10/27/2010

Credit Suisse AG, Nassau Branch 0.000% due 10/30/2015

Credit Suisse AG, Nassau Branch 7.500% due 12/30/2010

Credit Suisse AG, Nassau Branch 10.000% due 11/1/2010

Credit Suisse AG, Nassau Branch 8.000% due 5/2/2011

Credit Suisse AG, Nassau Branch 8.750% due 5/2/2011

Credit Suisse AG, Nassau Branch 7.500% due 5/2/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/30/2015

Credit Suisse AG, Nassau Branch 0.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 10/31/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 2/19/2020

Credit Suisse AG, Nassau Branch 0.000% due 5/5/2011

Credit Suisse AG, Nassau Branch 9.150% due 10/26/2010

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/20/2020

Credit Suisse AG, Nassau Branch 0.000% due 4/21/2011

Credit Suisse AG, Nassau Branch 0.000% due 5/2/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/6/2015

Credit Suisse AG, Nassau Branch 12.000% due 10/5/2010

Credit Suisse AG, Nassau Branch 9.00% due 4/5/2011

Credit Suisse AG, Nassau Branch 8.000% due 10/5/2010

Credit Suisse AG, Nassau Branch 8.000% due 4/5/2011

Credit Suisse AG, Nassau Branch 0.000% due 4/6/2015



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