<SEC-DOCUMENT>0000950103-22-014405.txt : 20220824
<SEC-HEADER>0000950103-22-014405.hdr.sgml : 20220824
<ACCEPTANCE-DATETIME>20220824162121
ACCESSION NUMBER:		0000950103-22-014405
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		8
FILED AS OF DATE:		20220824
DATE AS OF CHANGE:		20220824

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CREDIT SUISSE AG
		CENTRAL INDEX KEY:			0001053092
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			V8
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-238458-02
		FILM NUMBER:		221191814

	BUSINESS ADDRESS:	
		STREET 1:		PARADEPLATZ 8
		CITY:			ZURICH
		STATE:			V8
		ZIP:			8001
		BUSINESS PHONE:		01141 44 333 1111

	MAIL ADDRESS:	
		STREET 1:		P.O. BOX 1
		CITY:			ZURICH
		STATE:			V8
		ZIP:			8070

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CREDIT SUISSE / /FI
		DATE OF NAME CHANGE:	20050607

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CREDIT SUISSE FIRST BOSTON /                            /FI
		DATE OF NAME CHANGE:	19980115
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B2
<SEQUENCE>1
<FILENAME>dp179107_424b2-u6888.htm
<DESCRIPTION>FORM 424B2
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    <TD STYLE="width: 37%; font-size: 10pt"><IMG SRC="image_001.jpg" ALT="" STYLE="height: 59px; width: 234px"></TD></TR>
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    <TD STYLE="border: Black 1pt solid; width: 37%; text-align: right; font-size: 12pt; font-weight: bold"><FONT STYLE="color: White">FINANCIAL
    PRODUCTS</FONT></TD></TR>
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    <TD STYLE="width: 63%; font-size: 10pt"><B>Pricing Supplement No. U6888</B><BR>
To the Underlying Supplement dated June 18, 2020,<BR>
Product Supplement No. I-B dated June 18, 2020,<BR>
Prospectus Supplement dated June 18, 2020 and<BR>
Prospectus dated June 18, 2020</TD>
    <TD STYLE="width: 37%; text-align: right; font-size: 10pt">Filed Pursuant to Rule 424(b)(2)<BR>
Registration Statement No. 333-238458-02<BR>
August 22, 2022</TD></TR>
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<P STYLE="font: 20pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">$847,000</P>

<P STYLE="font: 20pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 28pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Contingent Coupon Autocallable Yield Notes due August 25, 2026</P>

<P STYLE="font: 28pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Linked to the Performance of the Lowest Performing of Three Underlyings</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>The securities do not guarantee any return of principal at maturity and do not provide for the regular payment of interest.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>If these securities have not been previously automatically redeemed and if a Coupon Barrier Event has not occurred on an Observation
Date, we will pay a contingent coupon on the immediately following Contingent Coupon Payment Date in an amount of $6.50 (equivalent to
approximately 7.80% per annum) per $1,000 principal amount of securities. However, if a Coupon Barrier Event has occurred on an Observation
Date, no contingent coupon will be paid with respect to that Observation Date. Contingent coupons should not be viewed as ordinary periodic
interest payments.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>If an Autocall Event occurs, the securities will be automatically redeemed and you will receive a cash payment equal to the principal
amount of the securities you hold plus the contingent coupon payable on the immediately following Contingent Coupon Payment Date. No further
payments will be made following an Automatic Redemption. Payment will be made in respect of such Automatic Redemption on the Contingent
Coupon Payment Date immediately following the relevant Autocall Observation Date. Any payment on the securities is subject to our ability
to pay our obligations as they become due.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Investors should be willing to (i) forgo dividends and the potential to participate in any appreciation of any Underlying and (ii)
lose some or all of their investment if a Knock-In Event has occurred.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Senior unsecured obligations of Credit Suisse maturing August 25, 2026. Any payment on the securities is subject to our ability to
pay our obligations as they become due.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Minimum purchase of $1,000. Minimum denominations of $1,000 and integral multiples of $1,000 in excess thereof.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>The offering price for the securities was determined on August 22, 2022 (the &ldquo;Trade Date&rdquo;), and the securities are expected
to settle on August 25, 2022 (the &ldquo;Settlement Date&rdquo;). Delivery of the securities in book-entry form only will be made through
The Depository Trust Company.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>The securities will not be listed on any exchange.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Investing in the securities involves a number of risks. See &ldquo;Selected
Risk Considerations&rdquo; beginning on page 10 of this pricing supplement and &ldquo;Risk Factors&rdquo; beginning on page PS-3 of any
accompanying product supplement.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Neither the Securities and Exchange Commission nor any state securities
commission has approved or disapproved of the securities or passed upon the accuracy or the adequacy of this pricing supplement or the
accompanying underlying supplement, the product supplement, the prospectus supplement and the prospectus. Any representation to the contrary
is a criminal offense.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
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    <TD STYLE="vertical-align: top; width: 24%; border: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 24%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Price to Public<SUP>(1)</SUP></B></FONT></TD>
    <TD STYLE="width: 28%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underwriting Discounts and Commissions<SUP>(2)</SUP></B></FONT></TD>
    <TD STYLE="width: 24%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Proceeds to Issuer</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Per security</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$1,000</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$16</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$984</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Total</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$847,000</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$5,984</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$841,016</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><SUP>(1)</SUP> Certain fiduciary
accounts may pay a purchase price of at least $984 per $1,000 principal amount of securities. </FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><SUP>(2)</SUP> We or one of our
affiliates will pay varying discounts and commissions of up to $16 per $1,000 principal amount of securities, for total discounts and
commissions of $5,984. CSSU or another broker or dealer will forgo some or all discounts and commissions with respect to the sales of
securities into certain fiduciary accounts. For more detailed information, please see &ldquo;Supplemental Plan of Distribution (Conflicts
of Interest)&rdquo; in this pricing supplement. </FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white">The agent for this offering, Credit
Suisse Securities (USA) LLC (&ldquo;CSSU&rdquo;), is our affiliate. For more information, see &ldquo;Supplemental Plan of Distribution
(Conflicts of Interest)&rdquo; in this pricing supplement.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><B>Credit Suisse currently estimates
the value of each $1,000 principal amount of the securities on the Trade Date is $965.60 (as determined by reference to our pricing models
and the rate we are currently paying to borrow funds through issuance of the securities (our &ldquo;internal funding rate&rdquo;)). See
&ldquo;Selected Risk Considerations&rdquo; in this pricing supplement.</B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><I>The securities are not deposit
liabilities and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency of the United
States, Switzerland or any other jurisdiction.</I></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<P STYLE="font: bold 18pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">Credit Suisse</P>

<P STYLE="font: bold 18pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center">August 22, 2022</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"></P>


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<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Key Terms</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>



<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Issuer</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Credit Suisse AG (&ldquo;Credit Suisse&rdquo;), acting
through its London branch</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Underlyings</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities are linked to the performance of the lowest
performing of the Underlyings set forth below. For more information on the Underlyings, see &ldquo;The Reference Indices&mdash; The S&amp;P
Dow Jones Indices&mdash; The S&amp;P U.S. Indices&mdash; The S&amp;P 500<SUP>&reg;</SUP> Index,&rdquo; &ldquo;The Reference Indices&mdash;The
FTSE Russell Indices&mdash;The Russell Indices&mdash;The Russell 2000<SUP>&reg;</SUP> Index&rdquo; and &ldquo;The Reference Indices&mdash;The
S&amp;P Dow Jones Indices&mdash;The Dow Jones Industrial Average<SUP>TM</SUP>&rdquo; in the accompanying underlying supplement. Each Underlying
is identified in the table below, together with its Reuters ticker symbol, Initial Level, Knock-In Level, Coupon Barrier Level and Autocall
Level:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: white">
    <TD STYLE="width: 22%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Ticker</B></FONT></TD>
    <TD STYLE="width: 14%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Initial Level</B></FONT></TD>
    <TD STYLE="width: 17%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Knock-In Level</B></FONT></TD>
    <TD STYLE="width: 17%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Coupon Barrier Level</B></FONT></TD>
    <TD STYLE="width: 17%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Autocall Level</B></FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&nbsp;S&amp;P 500<SUP>&reg;</SUP> Index</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">SPX &lt;Index&gt;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4137.99</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2482.794 (60% of Initial Level)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">2482.794 (60% of Initial Level)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">4137.99 (100% of Initial Level)</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&nbsp;Russell 2000<SUP>&reg;</SUP> Index</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">RTY &lt;Index&gt;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1915.743</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1149.4458 (60% of Initial Level)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1149.4458 (60% of Initial Level)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">1915.743 (100% of Initial Level)</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&nbsp;Dow Jones Industrial Average<SUP>TM</SUP></FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">DJI &lt;Index&gt;</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">33063.61</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">19838.166 (60% of Initial Level)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">19838.166 (60% of Initial Level)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">33063.61 (100% of Initial Level)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Contingent Coupons</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">If these securities have not been previously automatically
redeemed and if a Coupon Barrier Event has not occurred on an Observation Date, we will pay the Contingent Coupon Amount on the immediately
following Contingent Coupon Payment Date. However, if a Coupon Barrier Event has occurred on an Observation Date, no contingent coupon
will be paid with respect to that Observation Date. If any Contingent Coupon Payment Date is not a business day, the contingent coupon
will be payable on the first following business day, unless that business day falls in the next calendar month, in which case payment
will be made on the first preceding business day. The amount of any contingent coupon will not be adjusted with respect to any postponement
of a Contingent Coupon Payment Date and no interest or other payment will be payable hereon because of any such postponement of a Contingent
Coupon Payment Date. No contingent coupons will be payable following an Automatic Redemption. Contingent coupons, if any, will be payable
on the applicable Contingent Coupon Payment Date to the holder of record at the close of business on the business day immediately preceding
the applicable Contingent Coupon Payment Date; provided that the contingent coupon payable on the Automatic Redemption Date or Maturity
Date, as applicable, will be payable to the person to whom the Automatic Redemption Amount or the Redemption Amount, as applicable, is
payable.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Contingent Coupon Amount</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">$6.50 (equivalent to approximately 7.80% per annum) per
$1,000 principal amount of securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Coupon Barrier Event</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">A Coupon Barrier Event will occur if, on any Observation
Date, the closing level of any Underlying on such Observation Date is less than its Coupon Barrier Level.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


<!-- Field: Page; Sequence: 2; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Redemption Amount</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">If these securities have not been previously automatically
redeemed, the Redemption Amount you will receive at maturity will depend on the individual performance of each Underlying and whether
a Knock-In Event has occurred. For each $1,000 principal amount of securities, the Redemption Amount will be determined as follows:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 145.45pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>If a Knock-In Event has not occurred, $1,000. <B>Therefore, you will not participate in any appreciation of any Underlying.</B></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 145.45pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>If a Knock-In Event has occurred, $1,000 multiplied by the sum of one plus the Security Performance Factor. <B>In this case, the Redemption
Amount will be less than $600 per $1,000 principal amount of securities. You could lose your entire investment.</B></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Any payment on the securities is subject to our ability
to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Automatic Redemption</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">If an Autocall Event occurs, the securities will be automatically
redeemed and you will receive a cash payment equal to the principal amount of the securities you hold (the &ldquo;Automatic Redemption
Amount&rdquo;) and the contingent coupon payable on the immediately following Contingent Coupon Payment Date (the &ldquo;Automatic Redemption
Date&rdquo;). No further payments will be made following an Automatic Redemption. Payment will be made with respect to such Automatic
Redemption on the Contingent Coupon Payment Date immediately following the relevant Autocall Observation Date. Any payment on the securities
is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Autocall Event</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">An Autocall Event will occur if, on any Autocall Observation
Date, the closing level of each Underlying on such Autocall Observation Date is equal to or greater than its respective Autocall Level.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Knock-In Event</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">A Knock-In Event will occur if the Final Level of any Underlying
is less than its Knock-In Level.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Security Performance Factor</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The Security Performance Factor is expressed as a percentage
and is equal to the lesser of (i) zero and (ii) the Underlying Return of the Lowest Performing Underlying.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Lowest Performing Underlying</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The Underlying with the lowest Underlying Return.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Underlying Return</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt"><FONT STYLE="font-weight: normal">For each Underlying, an
amount calculated as follows:</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 3in; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 11pt"><IMG SRC="image_002.jpg" ALT="" STYLE="height: 31px; width: 127px"></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 3in; text-align: center">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Initial Level</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">For each Underlying, the closing level of such Underlying
on the Trade Date, as set forth in the table above.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Final Level</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">For each Underlying, the closing level of such Underlying
on the Valuation Date.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="width: 22%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Trade Date</B></FONT></TD>
    <TD STYLE="width: 32%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 22, 2022</FONT></TD>
    <TD STYLE="width: 46%; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Settlement Date</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Expected to be August 25, 2022</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Valuation Date</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 20, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Subject to postponement as set forth in any accompanying product supplement under &ldquo;Description of the Securities&mdash;Postponement of calculation dates.&rdquo;</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Maturity Date</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">August 25, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Subject to postponement as set forth in any accompanying product supplement under &ldquo;Description of the Securities&mdash;Postponement of calculation dates.&rdquo; If the Maturity Date is not a business day, the Redemption Amount will be payable on the </FONT></TD></TR>
  </TABLE>

<!-- Field: Page; Sequence: 3; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="width: 22%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 32%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 46%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">first following business day, unless that business day falls in the next calendar month, in which case payment will be made on the first preceding business day.</FONT></TD></TR>
  </TABLE>
<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Events of Default</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">With respect to these securities, the first bullet of the
first sentence of &ldquo;Description of Debt Securities&mdash;Events of Default&rdquo; in the accompanying prospectus is amended to read
in its entirety as follows:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 145.45pt"></TD><TD STYLE="width: 17.85pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>a default in payment of the principal or any premium on any debt security of that series when due, and such default continues for
30 days;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">CUSIP</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">22553QGT8</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">Key Dates</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Each Observation Date, Autocall Observation Date and Contingent
Coupon Payment Date is set forth in the table below. The Key Dates are subject to postponement as set forth in any accompanying product
supplement under &ldquo;Description of the Securities&mdash;Postponement of calculation dates.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: bottom; background-color: #DADADA">
    <TD STYLE="width: 34%; border-bottom: Black 1pt solid; text-align: center"><B>Observation Dates</B></TD>
    <TD STYLE="width: 33%; border-bottom: Black 1pt solid; text-align: center"><B>Autocall Observation Dates</B></TD>
    <TD STYLE="width: 33%; border-bottom: Black 1pt solid; text-align: center"><B>Contingent Coupon Payment Dates</B></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">September 21, 2022</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">September 26, 2022</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">October 20, 2022</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">October 25, 2022</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">November 21, 2022</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">November 25, 2022</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">December 21, 2022</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">December 27, 2022</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">January 20, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">January 25, 2023</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">February 22, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">February 27, 2023</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">March 22, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">March 27, 2023</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">April 20, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">April 25, 2023</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">May 22, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">May 25, 2023</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">June 21, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">June 26, 2023</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">July 20, 2023</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">July 25, 2023</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">August 22, 2023</TD>
    <TD STYLE="text-align: center">August 22, 2023</TD>
    <TD STYLE="text-align: center">August 25, 2023</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">September 20, 2023</TD>
    <TD STYLE="text-align: center">September 20, 2023</TD>
    <TD STYLE="text-align: center">September 25, 2023</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">October 20, 2023</TD>
    <TD STYLE="text-align: center">October 20, 2023</TD>
    <TD STYLE="text-align: center">October 25, 2023</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">November 21, 2023</TD>
    <TD STYLE="text-align: center">November 21, 2023</TD>
    <TD STYLE="text-align: center">November 27, 2023</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">December 20, 2023</TD>
    <TD STYLE="text-align: center">December 20, 2023</TD>
    <TD STYLE="text-align: center">December 26, 2023</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">January 22, 2024</TD>
    <TD STYLE="text-align: center">January 22, 2024</TD>
    <TD STYLE="text-align: center">January 25, 2024</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">February 21, 2024</TD>
    <TD STYLE="text-align: center">February 21, 2024</TD>
    <TD STYLE="text-align: center">February 26, 2024</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">March 20, 2024</TD>
    <TD STYLE="text-align: center">March 20, 2024</TD>
    <TD STYLE="text-align: center">March 25, 2024</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">April 22, 2024</TD>
    <TD STYLE="text-align: center">April 22, 2024</TD>
    <TD STYLE="text-align: center">April 25, 2024</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">May 22, 2024</TD>
    <TD STYLE="text-align: center">May 22, 2024</TD>
    <TD STYLE="text-align: center">May 28, 2024</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">June 20, 2024</TD>
    <TD STYLE="text-align: center">June 20, 2024</TD>
    <TD STYLE="text-align: center">June 25, 2024</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">July 22, 2024</TD>
    <TD STYLE="text-align: center">July 22, 2024</TD>
    <TD STYLE="text-align: center">July 25, 2024</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">August 21, 2024</TD>
    <TD STYLE="text-align: center">August 21, 2024</TD>
    <TD STYLE="text-align: center">August 26, 2024</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">September 20, 2024</TD>
    <TD STYLE="text-align: center">September 20, 2024</TD>
    <TD STYLE="text-align: center">September 25, 2024</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">October 22, 2024</TD>
    <TD STYLE="text-align: center">October 22, 2024</TD>
    <TD STYLE="text-align: center">October 25, 2024</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">November 20, 2024</TD>
    <TD STYLE="text-align: center">November 20, 2024</TD>
    <TD STYLE="text-align: center">November 25, 2024</TD></TR>
  </TABLE>

<!-- Field: Page; Sequence: 4; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 75%; border-collapse: collapse; margin-left: 127.45pt">
<TR STYLE="vertical-align: bottom; background-color: #DADADA">
    <TD STYLE="width: 34%; border-bottom: Black 1pt solid; text-align: center"><B>Observation Dates</B></TD>
    <TD STYLE="width: 33%; border-bottom: Black 1pt solid; text-align: center"><B>Autocall Observation Dates</B></TD>
    <TD STYLE="width: 33%; border-bottom: Black 1pt solid; text-align: center"><B>Contingent Coupon Payment Dates</B></TD>
</TR>
</TABLE>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: bottom; background-color: #DADADA">
    <TD STYLE="padding-bottom: 1pt; background-color: White; width: 34%; text-align: center">December 20, 2024</TD>
    <TD STYLE="padding-bottom: 1pt; background-color: White; width: 33%; text-align: center">December 20, 2024</TD>
    <TD STYLE="padding-bottom: 1pt; background-color: White; width: 33%; text-align: center">December 26, 2024</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">January 22, 2025</TD>
    <TD STYLE="text-align: center">January 22, 2025</TD>
    <TD STYLE="text-align: center">January 27, 2025</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">February 20, 2025</TD>
    <TD STYLE="text-align: center">February 20, 2025</TD>
    <TD STYLE="text-align: center">February 25, 2025</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">March 20, 2025</TD>
    <TD STYLE="text-align: center">March 20, 2025</TD>
    <TD STYLE="text-align: center">March 25, 2025</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">April 22, 2025</TD>
    <TD STYLE="text-align: center">April 22, 2025</TD>
    <TD STYLE="text-align: center">April 25, 2025</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">May 21, 2025</TD>
    <TD STYLE="text-align: center">May 21, 2025</TD>
    <TD STYLE="text-align: center">May 27, 2025</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">June 20, 2025</TD>
    <TD STYLE="text-align: center">June 20, 2025</TD>
    <TD STYLE="text-align: center">June 25, 2025</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">July 22, 2025</TD>
    <TD STYLE="text-align: center">July 22, 2025</TD>
    <TD STYLE="text-align: center">July 25, 2025</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">August 20, 2025</TD>
    <TD STYLE="text-align: center">August 20, 2025</TD>
    <TD STYLE="text-align: center">August 25, 2025</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">September 22, 2025</TD>
    <TD STYLE="text-align: center">September 22, 2025</TD>
    <TD STYLE="text-align: center">September 25, 2025</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">October 22, 2025</TD>
    <TD STYLE="text-align: center">October 22, 2025</TD>
    <TD STYLE="text-align: center">October 27, 2025</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">November 20, 2025</TD>
    <TD STYLE="text-align: center">November 20, 2025</TD>
    <TD STYLE="text-align: center">November 25, 2025</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">December 22, 2025</TD>
    <TD STYLE="text-align: center">December 22, 2025</TD>
    <TD STYLE="text-align: center">December 26, 2025</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">January 21, 2026</TD>
    <TD STYLE="text-align: center">January 21, 2026</TD>
    <TD STYLE="text-align: center">January 26, 2026</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">February 20, 2026</TD>
    <TD STYLE="text-align: center">February 20, 2026</TD>
    <TD STYLE="text-align: center">February 25, 2026</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">March 20, 2026</TD>
    <TD STYLE="text-align: center">March 20, 2026</TD>
    <TD STYLE="text-align: center">March 25, 2026</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">April 22, 2026</TD>
    <TD STYLE="text-align: center">April 22, 2026</TD>
    <TD STYLE="text-align: center">April 27, 2026</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">May 20, 2026</TD>
    <TD STYLE="text-align: center">May 20, 2026</TD>
    <TD STYLE="text-align: center">May 26, 2026</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">June 22, 2026</TD>
    <TD STYLE="text-align: center">June 22, 2026</TD>
    <TD STYLE="text-align: center">June 25, 2026</TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center">July 22, 2026</TD>
    <TD STYLE="text-align: center">July 22, 2026</TD>
    <TD STYLE="text-align: center">July 27, 2026</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center">Valuation Date</TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center">Maturity Date</TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Additional Terms Specific to the Securities</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">You should read this pricing supplement together with the
underlying supplement dated June 18, 2020, the product supplement dated June 18, 2020, the prospectus supplement dated June 18, 2020 and
the prospectus dated June 18, 2020, relating to our Medium-Term Notes of which these securities are a part. You may access these documents
on the SEC website at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC
website):</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1.75in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Underlying Supplement dated June 18, 2020:</TD>
</TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt; text-indent: 0in"></P>

<P STYLE="color: #0563C1; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2in"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000095010320011950/dp130454_424b2-eus.htm">https://www.sec.gov/Archives/edgar/data/1053092/000095010320011950/dp130454_424b2-eus.htm</A></P>

<P STYLE="color: #0563C1; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1.75in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Product Supplement No. I-B dated June 18, 2020:</TD>
</TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt; text-indent: 0in"></P>

<P STYLE="color: #0563C1; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2in"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000095010320011955/dp130588_424b2-ps1b.htm">https://www.sec.gov/Archives/edgar/data/1053092/000095010320011955/dp130588_424b2-ps1b.htm</A></P>

<P STYLE="color: #0563C1; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1.75in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Prospectus Supplement and Prospectus dated June 18, 2020:</TD>
</TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.6pt; text-indent: 0in"></P>

<P STYLE="color: #0563C1; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2in"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000110465920074474/tm2019510-8_424b2.htm">https://www.sec.gov/Archives/edgar/data/1053092/000110465920074474/tm2019510-8_424b2.htm</A></P>

<P STYLE="color: #0563C1; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">In the event the terms of the securities described in this
pricing supplement differ from, or are inconsistent with, the terms described in the underlying supplement, the product supplement, the
prospectus supplement or prospectus, the terms described in this pricing supplement will control.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">For purposes of any accompanying product supplement, an
&ldquo;Autocall Observation Date&rdquo; is a &ldquo;calculation date.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Our Central Index Key, or CIK, on the SEC website is 1053092.
As used in this pricing supplement, &ldquo;we,&rdquo; &ldquo;us,&rdquo; or &ldquo;our&rdquo; refers to Credit Suisse.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">This pricing supplement, together with the documents listed
above, contains the terms of the securities and supersedes all other prior or contemporaneous oral statements as well as any other written
materials including preliminary or indicative pricing terms, fact sheets, correspondence, trade ideas, structures for implementation,
sample structures, brochures or other educational materials of ours. We may, without the consent of the registered holder of the securities
and the owner of any beneficial interest in the securities, amend the securities to conform to its terms as set forth in this pricing
supplement and the documents listed above, and the trustee is authorized to enter into any such amendment without any such consent. You
should carefully consider, among other things, the matters set forth in &ldquo;Selected Risk Considerations&rdquo; in this pricing supplement
and &ldquo;Risk Factors&rdquo; in any accompanying product supplement, &ldquo;Foreign Currency Risks&rdquo; in the accompanying prospectus,
and any risk factors we describe in the combined Annual Report on Form 20-F of Credit Suisse Group AG and us incorporated by reference
therein, and any additional risk factors we describe in future filings we make with the SEC under the Securities Exchange Act of 1934,
as amended, as the securities involve risks not associated with conventional debt securities. You should consult your investment, legal,
tax, accounting and other advisors before deciding to invest in the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Hypothetical Redemption Amounts and Total Payments on the Securities</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The tables and examples below illustrate, for a $1,000
investment in the securities, hypothetical Redemption Amounts payable at maturity for a hypothetical range of Underlying Returns of the
Lowest Performing Underlying and corresponding Security Performance Factors and, in the case of Table 2, total contingent coupons payable
over the term of the securities, which will depend on the number of Coupon Barrier Events that have occurred over the term of the securities.
The tables and examples below make the following assumptions and assume the securities are not automatically redeemed prior to maturity.
The actual Contingent Coupon Amount and Knock-In Levels are set forth in &ldquo;Key Terms&rdquo; herein. The examples are intended to
illustrate hypothetical calculations of only the Redemption Amount and do not illustrate the calculation or payment of any individual
contingent coupon.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The hypothetical Redemption Amounts and total contingent
coupons set forth below are for illustrative purposes only. The actual Redemption Amount and total contingent coupons applicable to a
purchaser of the securities, if any, will depend on the number of Coupon Barrier Events that have occurred over the term of the securities,
whether a Knock-In Event has occurred and on the Final Level of the Lowest Performing Underlying. It is not possible to predict how many
Coupon Barrier Events will occur, if any, or whether a Knock-In Event will occur and, in the event that there is a Knock-In Event, by
how much the level of the Lowest Performing Underlying has decreased from its Initial Level to its Final Level. Furthermore, it is not
possible to predict whether an Autocall Event will occur. If an Autocall Event occurs, the securities will be automatically redeemed for
a cash payment equal to the principal amount of the securities you hold plus the contingent coupon payable, and no further payments will
be made in respect of the securities. You will not participate in any appreciation in the Underlyings. You should consider carefully whether
the securities are suitable to your investment goals. Any payment on the securities is subject to our ability to pay our obligations as
they become due. The numbers below have been rounded for ease of analysis.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="width: 42%; border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Principal Amount</B></FONT></TD>
    <TD STYLE="width: 58%; border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000 per security</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Knock-In Level</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">For each Underlying, 60% of its Initial Level</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Coupon Barrier Level</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">For each Underlying, 60% of its Initial Level</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Contingent Coupon Amount</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$6.4167 per $1,000 principal amount of securities</FONT></TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="border-top: black 0.5pt solid; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0pt 0pt 127.45pt">TABLE 1: Hypothetical Redemption
Amounts</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 32%; border-bottom: Black 1pt solid; text-align: center"><B>Underlying Return of the Lowest Performing Underlying</B></TD>
    <TD STYLE="width: 27%; border-bottom: Black 1pt solid; text-align: center"><B>Security Performance Factor</B></TD>
    <TD STYLE="width: 25%; border-bottom: Black 1pt solid; text-align: center"><B>Redemption Amount (excluding contingent coupons, if any)</B></TD>
    <TD STYLE="width: 16%; border-bottom: Black 1pt solid; text-align: center"><B>Total Contingent Coupons</B></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">100%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD>
    <TD ROWSPAN="22" STYLE="background-color: White; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">(See Table 2 below)</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">90%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">80%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">70%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">60%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">50%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">40%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">30%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">20%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">10%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-10%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-10%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-20%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-20%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-30%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-30%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-40%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-40%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #D9D9D9">
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>-41%</B></FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>-41%</B></FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>$590</B></FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-50%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-50%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$500</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-60%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-60%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$400</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-70%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-70%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$300</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-80%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-80%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$200</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-90%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-90%</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$100</FONT></TD></TR>
  <TR>
    <TD STYLE="text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-100%</FONT></TD>
    <TD STYLE="text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">-100%</FONT></TD>
    <TD STYLE="text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$0</FONT></TD></TR>
  </TABLE>
<P STYLE="border-top: black 0.5pt solid; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0pt 0pt 127.45pt">TABLE 2:</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0pt 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The expected total contingent coupons will depend on how
many Coupon Barrier Events occur.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR>
    <TD STYLE="width: 71%; border-bottom: Black 1pt solid; text-align: center"><B>Number of Coupon Barrier Events</B></TD>
    <TD STYLE="width: 29%; border-bottom: Black 1pt solid; text-align: center"><B>Total Contingent Coupons</B></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: left; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A Coupon Barrier Event does not occur on any Observation Date</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$308.0016</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: left; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A Coupon Barrier Event occurs on 1 Observation Date</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$301.5849</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: left; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A Coupon Barrier Event occurs on 12 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$231.0012</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: left; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A Coupon Barrier Event occurs on 24 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$154.0008</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: left; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A Coupon Barrier Event occurs on 36 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: #D9D9D9 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$77.0004</FONT></TD></TR>
  <TR>
    <TD STYLE="text-align: left; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">A Coupon Barrier Event occurs on 48 Observation Dates</FONT></TD>
    <TD STYLE="text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">$0.0000</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The total payment on the securities will be equal to the
Redemption Amount applicable to an investor plus the total contingent coupons payable on the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


<!-- Field: Page; Sequence: 8; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Examples</P>

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The following examples illustrate how the Redemption Amount
is calculated.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>1. A Knock-In Event has occurred.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: white">
    <TD STYLE="width: 51%; border-bottom: Black 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 49%; border-bottom: Black 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Final Level</B></FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying A</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">110% of Initial Level</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying B</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">50% of Initial Level</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying C</FONT></TD>
    <TD STYLE="text-align: center; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">60% of Initial Level</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Because the Final Level of an Underlying is less than its
Knock-In Level, a <B>Knock-In Event has occurred</B>.<BR>
<BR>
Therefore, the Redemption Amount is determined as follows:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 25%; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Security Performance Factor</FONT></TD>
    <TD STYLE="width: 75%; font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">= the lesser of (i) zero and (ii) the Underlying Return of the Lowest Performing Underlying<BR>
= the lesser of (i) zero and (ii) -50%<BR>
= -50%</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Redemption Amount</FONT></TD>
    <TD STYLE="font-size: 11pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">= $1,000 &times; (1 + Security Performance Factor)<BR>
= $1,000 &times; 0.50<BR>
= $500</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Even though the Final Level of an Underlying is greater
than its Initial Level, you will not participate in such appreciation of such Underlying and you will be exposed to the depreciation in
the Lowest Performing Underlying.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>2. A Knock-In Event has not occurred.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: white">
    <TD STYLE="width: 51%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 49%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Final Level</B></FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying A</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">110% of Initial Level</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying B</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">105% of Initial Level</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying C</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">110% of Initial Level</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Because the Final Level of each Underlying is equal to
or greater than its Knock-In Level, a Knock-In Event has not occurred.<BR>
<BR>
Even though the Final Level of each Underlying is greater than its Initial Level, you will not participate in the appreciation of any
Underlying.<BR>
<BR>
Therefore, the Redemption Amount equals <B>$1,000</B>.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>3. A Knock-In Event has not occurred.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 75%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: white">
    <TD STYLE="width: 51%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 49%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt"><B>Final Level</B></FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying A</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">80% of Initial Level</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying B</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">65% of Initial Level</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Underlying C</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">60% of Initial Level</FONT></TD></TR>
  </TABLE>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Even though the Final Level of each Underlying is less
than its Initial Level, because the Final Level of each Underlying is equal to or greater than its Knock-In Level, a Knock-In Event has
not occurred.<BR>
<BR>
Therefore, the Redemption Amount equals <B>$1,000</B>.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Selected Risk Considerations</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">An investment in the securities involves significant risks.
This section describes material risks relating to an investment in the securities. These risks are explained in more detail in the &ldquo;Risk
Factors&rdquo; section of any accompanying product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><B><I>Risks Relating to the Securities Generally</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>YOU MAY RECEIVE LESS THAN THE PRINCIPAL AMOUNT AT MATURITY</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">If the securities are not automatically redeemed prior
to the Maturity Date, you may receive less at maturity than you originally invested in the securities, or you may receive nothing, excluding
contingent coupons, if any. If a Knock-In Event has occurred, you will be fully exposed to any depreciation in the Lowest Performing Underlying.
In this case, the Redemption Amount you will receive will be less than the principal amount of the securities, and you could lose your
entire investment. It is not possible to predict whether a Knock-In Event will occur, and in the event that there is a Knock-In Event,
by how much the level of the Lowest Performing Underlying has decreased from its Initial Level to its Final Level. Any payment on the
securities is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE SECURITIES ARE SUBJECT TO THE CREDIT RISK OF CREDIT
SUISSE</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Investors are dependent on our ability to pay all amounts
due on the securities and, therefore, if we were to default on our obligations, you may not receive any amounts owed to you under the
securities. In addition, any decline in our credit ratings, any adverse changes in the market&rsquo;s view of our creditworthiness or
any increase in our credit spreads is likely to adversely affect the value of the securities prior to maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>REGARDLESS OF THE AMOUNT OF ANY PAYMENT YOU RECEIVE
ON THE SECURITIES, YOUR ACTUAL YIELD MAY BE DIFFERENT IN REAL VALUE TERMS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Inflation may cause the real value of any payment you receive
on the securities to be less at maturity than it is at the time you invest. An investment in the securities also represents a forgone
opportunity to invest in an alternative asset that generates a higher real return. You should carefully consider whether an investment
that may result in a return that is lower than the return on alternative investments is appropriate for you.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE SECURITIES WILL NOT PAY MORE THAN THE PRINCIPAL
AMOUNT PLUS CONTINGENT COUPONS, IF ANY</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities will not pay more than the principal amount
plus contingent coupons, if any, regardless of the performance of any Underlying. Even if the Final Level of each Underlying is greater
than its respective Initial Level, you will not participate in the appreciation of any Underlying. Therefore, the maximum amount payable
with respect to the securities (excluding contingent coupons, if any) is $1,000 for each $1,000 principal amount of the securities. This
payment will not be increased to include reimbursement for any discounts or commissions and hedging and other transaction costs, even
upon an Automatic Redemption.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE SECURITIES DO NOT PROVIDE FOR REGULAR FIXED INTEREST
PAYMENTS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Unlike conventional debt securities, the securities do
not provide for regular fixed interest payments. Instead, the number of contingent coupons you receive over the term of the securities,
if any, will depend on the performance of the Underlyings during the term of the securities. This is because the closing levels of the
Underlyings will determine (i) the number of Coupon Barrier Events that occur and (ii) whether and when the securities are automatically
redeemed. No contingent coupon will be paid with respect to any Observation Date on which a Coupon Barrier Event occurs. Accordingly,
if a Coupon Barrier Event occurs on every Observation Date, you will not receive any contingent coupons during the term of the securities.<BR>
<BR>
The number of contingent coupons you will be paid, if any, could also be limited by the Automatic Redemption feature of the securities.
If an Autocall Event occurs, the securities will be automatically redeemed and you will receive a cash payment equal to the principal
amount of the securities you hold and the contingent coupon payable on the immediately following Contingent Coupon Payment Date. No further
payments will be made with respect to the securities following an Automatic Redemption. Therefore, if the</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">securities are automatically redeemed, you will not have
the opportunity to receive further contingent coupons.<BR>
<BR>
In addition, if interest rates generally increase over the term of the securities, it is more likely that the contingent coupon, if any,
could be less than the yield one might receive based on market rates at that time. This would have the further effect of decreasing the
value of your securities both nominally in terms of below-market coupons and in real value terms. Furthermore, it is possible that you
will not receive some or all of the contingent coupons over the term of the securities, and still lose your principal amount. Even if
you do receive some or all of your principal amount at maturity, you will not be compensated for the time value of money. These securities
are not short-term investments, so you should carefully consider these risks before investing.<BR>
<BR>
Because the number of contingent coupons is variable and may be zero, the securities are not a suitable investment for investors who require
regular fixed income payments.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>WHETHER A CONTINGENT COUPON IS PAID ON A CONTINGENT
COUPON PAYMENT DATE WILL DEPEND ON THE CLOSING LEVELS OF THE UNDERLYINGS ON THE RELATED OBSERVATION DATE</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Whether a contingent coupon will be paid on a Contingent
Coupon Payment Date will depend on the closing levels of the Underlyings on the immediately preceding Observation Date. As a result, you
will not know whether you will receive a contingent coupon until shortly before the relevant Contingent Coupon Payment Date. Moreover,
if the closing level of an Underlying is less than its Coupon Barrier Level on an Observation Date, you will not receive the contingent
coupon with respect to such Observation Date, even if the closing level of such Underlying was higher than its Coupon Barrier Level on
other days during the relevant period.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>MORE FAVORABLE TERMS TO YOU ARE GENERALLY ASSOCIATED
WITH AN UNDERLYING WITH GREATER EXPECTED VOLATILITY AND THEREFORE CAN INDICATE A GREATER RISK OF LOSS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&ldquo;Volatility&rdquo; refers to the frequency and magnitude
of changes in the level of an Underlying. The greater the expected volatility with respect to an Underlying on the Trade Date, the higher
the expectation as of the Trade Date that the closing level of such Underlying could be less than (i) its Coupon Barrier Level on any
Observation Date or (ii) its Knock-In Level on the Valuation Date, indicating a higher expected risk of loss on the securities. This greater
expected risk will generally be reflected in a higher contingent coupon than the yield payable on our conventional debt securities with
a similar maturity, or in more favorable terms (such as lower Coupon Barrier Levels or Knock-In Levels) than for similar securities linked
to the performance of an underlying with a lower expected volatility as of the Trade Date. You should therefore understand that a relatively
higher contingent coupon may indicate an increased risk of loss. Further, relatively lower Coupon Barrier Levels or Knock-In Levels may
not necessarily indicate that you will receive a contingent coupon on any Contingent Coupon Payment Date or that the securities have a
greater likelihood of a return of principal at maturity. The volatility of any Underlying can change significantly over the term of the
securities. The levels of the Underlyings for your securities could fall sharply, which could result in a significant loss of principal.
You should be willing to accept the downside market risk of the Underlyings and the potential to lose a significant amount of your principal
at maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE SECURITIES ARE SUBJECT TO A POTENTIAL AUTOMATIC
REDEMPTION, WHICH EXPOSES YOU TO REINVESTMENT RISK</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities are subject to a potential Automatic Redemption.
If the securities are automatically redeemed prior to the Maturity Date, you may be unable to invest in other securities with a similar
level of risk that provide you with the opportunity to be paid the same coupons as the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>AN AUTOMATIC REDEMPTION WOULD ELIMINATE YOUR OPPORTUNITY
TO BE PAID CONTINGENT COUPONS OVER THE FULL TERM OF THE SECURITIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">If an Autocall Event occurs, the securities will be automatically
redeemed and you will receive a cash payment equal to the principal amount of the securities you hold and the contingent coupon payable
on that Contingent Coupon Payment Date. No further payments will be made with respect to the securities following an Automatic Redemption.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Further, lower Autocall Levels relative to Coupon Barrier
Levels will increase the likelihood of an Automatic Redemption and therefore could limit your opportunity to be paid contingent coupons.
Because the number of contingent coupons you receive over the term of securities, if any, will depend on (i) the number of Coupon Barrier
Events that occur and (ii) whether and when an Autocall Event occurs, relatively lower Autocall Levels will narrow the range of possible
closing levels of the Underlyings at which you will receive the contingent coupon on any particular Contingent Coupon Payment Date and
the securities will remain outstanding until at least the next Contingent Coupon Payment Date. If the closing level of each Underlying
on an Observation Date that is also an Autocall Observation Date is greater than or equal to its respective Coupon Barrier Level, you
will receive the Contingent Coupon on the related Contingent Coupon Payment Date, but the securities will only remain outstanding in the
event that the closing level of each Underlying is also less than its respective Autocall Level. The lower the Autocall Levels are, the
less likely it is that the securities will remain outstanding.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE U.S. FEDERAL TAX CONSEQUENCES OF AN INVESTMENT IN
THE SECURITIES ARE UNCLEAR</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">There is no direct legal authority regarding the proper
U.S. federal tax treatment of the securities, and we do not plan to request a ruling from the Internal Revenue Service (the &ldquo;IRS&rdquo;).
Consequently, significant aspects of the tax treatment of the securities are uncertain, and the IRS or a court might not agree with the
treatment of the securities as described in &ldquo;United States Federal Tax Considerations&rdquo; below. If the IRS were successful in
asserting an alternative treatment, the tax consequences of ownership and disposition of the securities, including the timing and character
of income recognized by U.S. investors and the withholding tax consequences to non-U.S. investors, might be materially and adversely affected.
Moreover, future legislation, Treasury regulations or IRS guidance could adversely affect the U.S. federal tax treatment of the securities,
possibly retroactively.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><B><I>Risks Relating to the Underlyings</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>YOU WILL BE SUBJECT TO RISKS RELATING TO THE RELATIONSHIP
BETWEEN THE UNDERLYINGS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities are linked to the <I>individual</I> performance
of each Underlying. As such, the securities will perform poorly if only one of the Underlyings performs poorly. For example, if one Underlying
appreciates from its Initial Level to its Final Level, but the Final Level of the Lowest Performing Underlying is less than its Knock-In
Level, you will be exposed to the depreciation of the Lowest Performing Underlying and you will not benefit from the performance of any
other Underlying. Each additional Underlying to which the securities are linked increases the risk that the securities will perform poorly.
By investing in the securities, you assume the risk that(i) the Final Level of at least one of the Underlyings will be less than its Knock-In
Level and (ii) a Coupon Barrier Event occurs with respect to at least one of the Underlyings on one or more Observation Dates, regardless
of the performance of any other Underlying.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">It is impossible to predict the relationship between the
Underlyings. If the performances of the Underlyings exhibit no relationship to each other, it is more likely that one of the Underlyings
will cause the securities to perform poorly. However, if the performances of the equity securities included in each Underlying are related
such that the performances of the Underlyings are correlated, then there is less likelihood that only one Underlying will cause the securities
to perform poorly. Furthermore, to the extent that each Underlying represents a different market segment or market sector, the risk of
one Underlying performing poorly is greater. As a result, you are not only taking market risk on each Underlying, you are also taking
a risk relating to the relationship among the Underlyings.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE SECURITIES ARE LINKED TO THE RUSSELL 2000<SUP>&reg;</SUP>
INDEX AND ARE SUBJECT TO THE RISKS ASSOCIATED WITH SMALL-CAPITALIZATION COMPANIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The Russell 2000<SUP>&reg;</SUP> Index is composed of equity
securities issued by companies with relatively small market capitalization. These equity securities often have greater stock price volatility,
lower trading volume and less liquidity than the equity securities of large-capitalization companies, and are more vulnerable to adverse
business and economic developments than those of large-capitalization companies. In addition, small-capitalization companies are typically
less established and less stable financially than large-capitalization companies. These companies may depend on a small number of key
personnel, making them more vulnerable to loss of personnel. Such companies tend to have smaller revenues, less diverse product lines,
smaller shares of their product or service markets, fewer financial resources and less competitive strengths</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">than large-capitalization companies and are more susceptible
to adverse developments related to their products. Therefore, the Russell 2000<SUP>&reg;</SUP> Index may be more volatile than it would
be if it were composed of equity securities issued by large-capitalization companies.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>NO OWNERSHIP RIGHTS RELATING TO THE UNDERLYINGS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Your return on the securities will not reflect the return
you would realize if you actually owned the equity securities that comprise the Underlyings. The return on your investment is not the
same as the total return based on a purchase of the equity securities that comprise the Underlyings.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>NO VOTING RIGHTS OR DIVIDEND PAYMENTS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">As a holder of the securities, you will not have voting
rights or rights to receive cash dividends or other distributions or other rights with respect to the equity securities that comprise
the Underlyings.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>GOVERNMENT REGULATORY ACTION, INCLUDING LEGISLATIVE
ACTS AND EXECUTIVE ORDERS, COULD RESULT IN MATERIAL CHANGES TO THE UNDERLYINGS AND COULD NEGATIVELY AFFECT YOUR RETURN ON THE SECURITIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Government regulatory action, including legislative acts
and executive orders, could materially affect the Underlyings. For example, in response to recent executive orders, stocks of companies
that are determined to be linked to the People&rsquo;s Republic of China military, intelligence and security apparatus may be delisted
from a U.S. exchange, removed as a component in indices or exchange traded funds, or transactions in, or holdings of, securities with
exposure to such stocks may otherwise become prohibited under U.S. law. If government regulatory action results in such consequences,
there may be a material and negative effect on the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><B><I>Risks Relating to the Issuer</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>CREDIT SUISSE IS SUBJECT TO SWISS REGULATION</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">As a Swiss bank, Credit Suisse is subject to regulation
by governmental agencies, supervisory authorities and self-regulatory organizations in Switzerland. Such regulation is increasingly more
extensive and complex and subjects Credit Suisse to risks. For example, pursuant to Swiss banking laws, the Swiss Financial Market Supervisory
Authority (FINMA) may open resolution proceedings if there are justified concerns that Credit Suisse is over-indebted, has serious liquidity
problems or no longer fulfills capital adequacy requirements. FINMA has broad powers and discretion in the case of resolution proceedings,
which include the power to convert debt instruments and other liabilities of Credit Suisse into equity and/or cancel such liabilities
in whole or in part. If one or more of these measures were imposed, such measures may adversely affect the terms and market value of the
securities and/or the ability of Credit Suisse to make payments thereunder and you may not receive any amounts owed to you under the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><B><I>Risks Relating to Conflicts of Interest</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>HEDGING AND TRADING ACTIVITY</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We or any of our affiliates may carry out hedging activities
related to the securities, including in instruments related to the Underlyings. We or our affiliates may also trade instruments related
to the Underlyings from time to time. Any of these hedging or trading activities on or prior to the Trade Date and during the term of
the securities could adversely affect our payment to you at maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>POTENTIAL CONFLICTS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We and our affiliates play a variety of roles in connection
with the issuance of the securities, including acting as calculation agent and as agent of the issuer for the offering of the securities,
hedging our obligations under the securities and determining their estimated value. In performing these duties, the economic interests
of us and our affiliates are potentially adverse to your interests as an investor in the securities. Further, hedging activities may adversely
affect any payment on or the value of the securities. Any profit in connection with such hedging activities will be in addition to any
other compensation that we and our affiliates receive for the sale of the securities, which creates an additional incentive to sell the
securities to you.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in"><B><I>Risks Relating to the Estimated Value and Secondary
Market Prices of the Securities</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.5in">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>UNPREDICTABLE ECONOMIC AND MARKET FACTORS WILL AFFECT
THE VALUE OF THE SECURITIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The payout on the securities can be replicated using a
combination of the components described in &ldquo;The estimated value of the securities on the Trade Date is less than the Price to Public.&rdquo;
Therefore, in addition to the levels of any Underlying, the terms of the securities at issuance and the value of the securities prior
to maturity may be influenced by factors that impact the value of fixed income securities and options in general, such as:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the expected and actual volatility of the Underlyings;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the expected and actual correlation, if any, between the Underlyings;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the time to maturity of the securities;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>the dividend rate on the equity securities included in the Underlyings;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>interest and yield rates in the market generally;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>investors&rsquo; expectations with respect to the rate of inflation;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>geopolitical conditions and economic, financial, political, regulatory, judicial or other events that affect the components included
in the Underlyings or markets generally and which may affect the levels of the Underlyings; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>our creditworthiness, including actual or anticipated downgrades in our credit ratings.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Some or all of these factors may influence the price that
you will receive if you choose to sell your securities prior to maturity. The impact of any of the factors set forth above may enhance
or offset some or all of any change resulting from another factor or factors.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>THE ESTIMATED VALUE OF THE SECURITIES ON THE TRADE DATE
IS LESS THAN THE PRICE TO PUBLIC</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The initial estimated value of your securities on the Trade
Date (as determined by reference to our pricing models and our internal funding rate) is less than the original Price to Public. The Price
to Public of the securities includes any discounts or commissions as well as transaction costs such as expenses incurred to create, document
and market the securities and the cost of hedging our risks as issuer of the securities through one or more of our affiliates (which includes
a projected profit). These costs will be effectively borne by you as an investor in the securities. These amounts will be retained by
Credit Suisse or our affiliates in connection with our structuring and offering of the securities (except to the extent discounts or commissions
are reallowed to other broker-dealers or any costs are paid to third parties).</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">On the Trade Date, we value the components of the securities
in accordance with our pricing models. These include a fixed income component valued using our internal funding rate, and individual option
components valued using proprietary pricing models dependent on inputs such as volatility, correlation, dividend rates, interest rates
and other factors, including assumptions about future market events and/or environments. These inputs may be market-observable or may
be based on assumptions made by us in our discretionary judgment. As such, the payout on the securities can be replicated using a combination
of these components and the value of these components, as determined by us using our pricing models, will impact the terms of the securities
at issuance. Our option valuation models are proprietary. Our pricing models take into account factors such as interest rates, volatility
and time to maturity of the securities, and they rely in part on certain assumptions about future events, which may prove to be incorrect.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Because Credit Suisse&rsquo;s pricing models may differ
from other issuers&rsquo; valuation models, and because funding rates taken into account by other issuers may vary materially from the
rates used by Credit Suisse (even among issuers with similar creditworthiness), our estimated value at any time may not be comparable
to estimated values of similar securities of other issuers.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>EFFECT OF INTEREST RATE USED IN STRUCTURING THE SECURITIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The internal funding rate we use in structuring notes such
as these securities is typically lower than the interest rate that is reflected in the yield on our conventional debt securities of similar
maturity in the secondary market (our &ldquo;secondary market credit spreads&rdquo;). If on the Trade Date our internal funding rate is
lower than our secondary market credit spreads, we expect that the economic terms of the securities will generally be less favorable to
you than they would have been if our secondary market credit spread had been used in structuring the securities. We will also use our
internal funding rate to determine the price of the securities if we post a bid to repurchase your securities in secondary market transactions.
See &ldquo;&mdash;Secondary Market Prices&rdquo; below.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>SECONDARY MARKET PRICES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">If Credit Suisse (or an affiliate) bids for your securities
in secondary market transactions, which we are not obligated to do, the secondary market price (and the value used for account statements
or otherwise) may be higher or lower than the Price to Public and the estimated value of the securities on the Trade Date. The estimated
value of the securities on the cover of this pricing supplement does not represent a minimum price at which we would be willing to buy
the securities in the secondary market (if any exists) at any time. The secondary market price of your securities at any time cannot be
predicted and will reflect the then-current estimated value determined by reference to our pricing models, the related inputs and other
factors, including our internal funding rate, customary bid and ask spreads and other transaction costs, changes in market conditions
and deterioration or improvement in our creditworthiness. In circumstances where our internal funding rate is higher than our secondary
market credit spreads, our secondary market bid for your securities could be less favorable than what other dealers might bid because,
assuming all else equal, we use the higher internal funding rate to price the securities and other dealers might use the lower secondary
market credit spread to price them. Furthermore, assuming no change in market conditions from the Trade Date, the secondary market price
of your securities will be lower than the Price to Public because it will not include any discounts or commissions and hedging and other
transaction costs. If you sell your securities to a dealer in a secondary market transaction, the dealer may impose an additional discount
or commission, and as a result the price you receive on your securities may be lower than the price at which we may repurchase the securities
from such dealer.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We (or an affiliate) may initially post a bid to repurchase
the securities from you at a price that will exceed the then-current estimated value of the securities. That higher price reflects our
projected profit and costs, which may include discounts and commissions that were included in the Price to Public, and that higher price
may also be initially used for account statements or otherwise. We (or our affiliate) may offer to pay this higher price, for your benefit,
but the amount of any excess over the then-current estimated value will be temporary and is expected to decline over a period of approximately
three months.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities are not designed to be short-term trading
instruments and any sale prior to maturity could result in a substantial loss to you. You should be willing and able to hold your securities
to maturity.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>LACK OF LIQUIDITY</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities will not be listed on any securities exchange.
Credit Suisse (or its affiliates) intends to offer to purchase the securities in the secondary market but is not required to do so. Even
if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities when you wish to do so.
Because other dealers are not likely to make a secondary market for the securities, the price at which you may be able to trade your securities
is likely to depend on the price, if any, at which Credit Suisse (or its affiliates) is willing to buy the securities. If you have to
sell your securities prior to maturity, you may not be able to do so or you may have to sell them at a substantial loss.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Supplemental Use of Proceeds and Hedging</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We intend to use the proceeds of this offering for our
general corporate purposes, which may include the refinancing of existing debt outside Switzerland. Some or all of the proceeds we receive
from the sale of the securities may be used in connection with hedging our obligations under the securities through one or more of our
affiliates. Such hedging or trading activities on or prior to the Trade Date and during the term of the securities (including on any calculation
date, as defined in any accompanying product supplement) could adversely affect the value of the Underlyings and, as a result, could decrease
the amount you may receive on the securities at maturity. For additional information, see &ldquo;Supplemental Use of Proceeds and Hedging&rdquo;
in any accompanying product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


<!-- Field: Page; Sequence: 17; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Historical Information</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The following graphs set forth the historical performance
of the Underlyings based on the closing level of each Underlying from January 3, 2017 through August 22, 2022. We obtained the historical
information below from Bloomberg, without independent verification. The closing levels reported by Bloomberg may not be the same as the
closing levels derived from the applicable Reuters page.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">You should not take the historical levels of the Underlyings
as an indication of future performance of the Underlyings or the securities. Any historical trend in the levels of the Underlyings during
any period set forth below is not an indication that the levels of the Underlyings are more or less likely to increase or decrease at
any time over the term of the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">For additional information on the Underlyings, see &ldquo;The
Reference Indices&mdash;The S&amp;P Dow Jones Indices&mdash;The S&amp;P U.S. Indices&mdash;The S&amp;P 500<SUP>&reg;</SUP> Index,&rdquo;
&ldquo;The Reference Indices&mdash;The FTSE Russell Indices&mdash;The Russell Indices&mdash;The Russell 2000<SUP>&reg;</SUP> Index&rdquo;
and &ldquo;The Reference Indices&mdash;The S&amp;P Dow Jones Indices&mdash;The Dow Jones Industrial Average<SUP>TM</SUP>&rdquo; in the
accompanying underlying supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<DIV STYLE="margin-right: 0in; margin-left: 127.45pt; padding: 1pt 0in 0in; border-top: black 0.5pt solid">

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The closing level of the S&amp;P 500<SUP>&reg;</SUP> Index on August
22, 2022 was 4137.99.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="text-align: center; font: bold 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><IMG SRC="image_003.jpg" ALT="" STYLE="height: 316px; width: 550px"></P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

</DIV>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><BR>
<BR>
</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


<!-- Field: Page; Sequence: 18; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; text-align: right; margin: 0pt">Contingent Coupon Autocallable Yield Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="border-top: black 0.5pt solid; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0pt 0pt 127.45pt">The closing level of the Russell
2000<SUP>&reg;</SUP> Index on August 22, 2022 was 1915.743.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><IMG SRC="image_004.jpg" ALT="" STYLE="height: 334px; width: 557px"></P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 1.5in; text-align: center">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><BR>
<BR>
</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<DIV STYLE="margin-right: 0in; margin-left: 127.45pt; padding: 1pt 0in 0in; border-top: black 0.5pt solid">

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">The closing level of the Dow Jones Industrial Average<SUP>TM</SUP>
on August 22, 2022 was 33063.61.</P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="text-align: center; font: bold 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><IMG SRC="image_005.jpg" ALT="" STYLE="height: 355px; width: 540px"></P>

<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

</DIV>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><BR>
<BR>
</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>


<!-- Field: Page; Sequence: 19; Value: 1 -->
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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">United States Federal Tax Considerations</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<!-- Field: Rule-Page --><DIV STYLE="margin-top: 0pt; margin-bottom: 3pt; width: 10%"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">This discussion supplements and, to the extent inconsistent
therewith, supersedes the discussion in the accompanying product supplement under &ldquo;United States Federal Tax Considerations.&rdquo;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Due to the lack of any controlling legal authority, there
is substantial uncertainty regarding the U.S. federal tax consequences of an investment in the securities. In the opinion of our counsel,
Davis Polk &amp; Wardwell LLP, it is reasonable under current law to treat the securities for U.S. federal income tax purposes as prepaid
financial contracts with associated coupons that will be treated as gross income to you at the time received or accrued in accordance
with your regular method of tax accounting. However, our counsel has advised us that it is unable to conclude affirmatively that this
treatment is more likely than not to be upheld, and that alternative treatments are possible that could materially affect the timing and
character of income or loss you recognize on the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Assuming this treatment of the securities is respected
and subject to the discussion in &ldquo;United States Federal Tax Considerations&rdquo; in the accompanying product supplement, the following
U.S. federal income tax consequences should result:</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Any coupons paid on the securities should be taxable as ordinary income to you at the time received or accrued in accordance with
your regular method of accounting for U.S. federal income tax purposes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 2in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD>Upon a sale or other disposition (including retirement) of a security, you should recognize capital gain or loss equal to the difference
between the amount realized and your tax basis in the security. For this purpose, the amount realized does not include any coupon paid
on retirement and may not include sale proceeds attributable to an accrued coupon, which may be treated as a coupon payment. Such gain
or loss should be long-term capital gain or loss if you held the security for more than one year.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Arial, Helvetica, Sans-Serif">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We do not plan to request a ruling from the IRS regarding
the treatment of the securities, and the IRS or a court might not agree with the treatment described herein. In particular, the securities
might be determined to be contingent payment debt instruments, in which case the tax consequences of ownership and disposition of the
securities, including the timing and character of income recognized, might be materially and adversely affected. Moreover, the U.S. Treasury
Department and the IRS have requested comments on various issues regarding the U.S. federal income tax treatment of &ldquo;prepaid forward
contracts&rdquo; and similar financial instruments and have indicated that such transactions may be the subject of future regulations
or other guidance. In addition, members of Congress have proposed legislative changes to the tax treatment of derivative contracts. Any
legislation, Treasury regulations or other guidance promulgated after consideration of these issues could materially and adversely affect
the tax consequences of an investment in the securities, possibly with retroactive effect. You should consult your tax advisor regarding
possible alternative tax treatments of the securities and potential changes in applicable law.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Non-U.S. Holders</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The U.S. federal income tax treatment of the coupons is
unclear. Subject to the discussion below and in the accompanying product supplement under &ldquo;United States Federal Tax Considerations&mdash;Tax
Consequences to Non-U.S. Holders&rdquo; and &ldquo;United States Federal Tax Considerations&mdash;FATCA,&rdquo; we currently do not intend
to treat coupons paid to a Non-U.S. Holder (as defined in the accompanying product supplement) of the securities as subject to U.S. federal
withholding tax, provided that the Non-U.S. Holder complies with applicable certification requirements. However, it is possible that the
IRS could assert that such payments are subject to U.S. withholding tax, or that we or another withholding agent may otherwise determine
that withholding is required, in which case we or the other withholding agent may withhold at a rate of up to 30% on such payments.<BR>
<BR>
<BR>
</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Moreover, as discussed under &ldquo;United States Federal
Tax Considerations&mdash;Tax Consequences to Non-U.S. Holders&mdash; Dividend Equivalents under Section 871(m) of the Code&rdquo; in the
accompanying product supplement, Section 871(m) of the Internal Revenue Code generally imposes a 30% withholding tax on &ldquo;dividend
equivalents&rdquo; paid or deemed paid to Non-U.S. Holders with respect to certain financial instruments linked to U.S. equities or indices
that include U.S. equities. Treasury regulations under Section 871(m), as modified by an IRS notice, exclude from their scope financial
instruments issued prior to January 1, 2023 that do not have a &ldquo;delta&rdquo; of one with respect to any U.S. equity. Based on the
terms of the securities and representations provided by us, our counsel is of the opinion that the securities should not be treated as
transactions that have a &ldquo;delta&rdquo; of one within the meaning of the regulations with respect to any U.S. equity and, therefore,
should not be subject to withholding tax under Section 871(m).</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">A determination that the securities are not subject to
Section 871(m) is not binding on the IRS, and the IRS may disagree with this determination. Moreover, Section 871(m) is complex and its
application may depend on your particular circumstances, including your other transactions. You should consult your tax advisor regarding
the potential application of Section 871(m) to the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We will not be required to pay any additional amounts with
respect to U.S. federal withholding taxes.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>You should read the section entitled &ldquo;United States
Federal Tax Considerations&rdquo; in the accompanying product supplement. The preceding discussion, when read in combination with that
section, constitutes the full opinion of Davis Polk &amp; Wardwell LLP regarding the material U.S. federal tax consequences of owning
and disposing of the securities.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>You should also consult your tax advisor regarding all
aspects of the U.S. federal income and estate tax consequences of an investment in the securities and any tax consequences arising under
the laws of any state, local or non-U.S. taxing jurisdiction.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Supplemental Plan of Distribution (Conflicts of Interest)</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Under the terms and subject to the conditions contained
in a distribution agreement dated May 7, 2007, as amended, which we refer to as the distribution agreement, we have agreed to sell the
securities to CSSU. The distribution agreement provides that CSSU is obligated to purchase all of the securities if any are purchased.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">CSSU will offer the securities at the offering price set
forth on the cover page of this pricing supplement and will receive varying discounts and commissions of up to $16 per $1,000 principal
amount of securities, for total discounts and commissions of $5,984. CSSU may re-allow some or all of the discount on the principal amount
per security on sales of such securities by other brokers or dealers. CSSU or another broker or dealer will forgo some or all discounts
and commissions with respect to the sales of securities into certain fiduciary accounts. If all of the securities are not sold at the
initial offering price, CSSU may change the public offering price and other selling terms.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">An affiliate of Credit Suisse has paid or may pay in the
future a fixed amount to broker-dealers in connection with the costs of implementing systems to support these securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">We expect to deliver the securities against payment for
the securities on the Settlement Date indicated herein, which may be a date that is greater than two business days following the Trade
Date. Under Rule 15c6-1 of the Securities Exchange Act of 1934, as amended, trades in the secondary market generally are required to settle
in two business days, unless the parties to a trade expressly agree otherwise. Accordingly, if the Settlement Date is more than two business
days after the Trade Date, purchasers who wish to transact in the securities more than two business days prior to the Settlement Date
will be required to specify alternative settlement arrangements to prevent a failed settlement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The agent for this offering, CSSU, is our affiliate. In
accordance with FINRA Rule 5121, CSSU may not make sales in this offering to any of its discretionary accounts without the prior written
approval of the customer. A portion of the net proceeds from the sale of the securities will be used by CSSU or one of its affiliates
in connection with hedging our obligations under the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">For further information, please refer to &ldquo;Underwriting
(Conflicts of Interest)&rdquo; in any accompanying product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Validity of the Securities</P>

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">In the opinion of Davis Polk &amp; Wardwell LLP, as United
States counsel to Credit Suisse, when the securities offered by this pricing supplement have been executed and issued by Credit Suisse
and authenticated by the trustee pursuant to the indenture, and delivered against payment therefor, such securities will be valid and
binding obligations of Credit Suisse, enforceable against Credit Suisse in accordance with their terms, subject to (i) applicable bankruptcy,
insolvency and similar laws affecting creditors&rsquo; rights generally, (ii) concepts of reasonableness and equitable principles of general
applicability (including, without limitation, concepts of good faith, fair dealing and the lack of bad faith) and (iii) possible judicial
or regulatory actions or application giving effect to governmental actions or foreign laws affecting creditors&rsquo; rights, provided
that such counsel expresses no opinion as to the effect of fraudulent conveyance, fraudulent transfer or similar provision of applicable
law on the conclusions expressed above. This opinion is given as of the date of this pricing supplement and is limited to the laws of
the State of New York, except that such counsel expresses no opinion as to the application of state securities or Blue Sky laws to the
securities. Insofar as this opinion involves matters governed by Swiss law, Davis Polk &amp; Wardwell LLP has relied, without independent
inquiry or investigation, on the opinion of Homburger AG, dated August 12, 2022 and filed by Credit Suisse as an exhibit to a Current
Report on Form 6-K on August 12, 2022. The opinion of Davis Polk &amp; Wardwell LLP is subject to the same assumptions, qualifications
and limitations with respect to such matters as are contained in the opinion of Homburger AG. In addition, the opinion of Davis Polk &amp;
Wardwell LLP is subject to customary assumptions about the establishment of the terms of the securities, the trustee&rsquo;s authorization,
execution and delivery of the indenture and its authentication of the securities, and the validity, binding nature and enforceability
of the indenture with respect to the trustee, all as stated in the opinion of Davis Polk &amp; Wardwell LLP dated August 12, 2022, which
was filed by Credit Suisse as an exhibit to a Current Report on Form 6-K on August 12, 2022. Davis Polk &amp; Wardwell LLP expresses no
opinion as to waivers of objections to venue, the subject matter or personal jurisdiction of a United States federal court or the effectiveness
of service of process other than in accordance with applicable law. In addition, such counsel notes that the enforceability in the United
States of Section 10.08(c) of the indenture is subject to the limitations set forth in the United States Foreign Sovereign Immunities
Act of 1976.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">&nbsp;</P>


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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

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    <TD STYLE="width: 100%"><IMG SRC="image_006.jpg" ALT="" STYLE="height: 49px; width: 197px"></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>
    <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>CREDIT SUISSE SECURITIES (USA) LLC</B></P>
    <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>
    <P STYLE="font: bold 11pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">credit-suisse.com</P>
    <P STYLE="font: bold 11pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-size: 10pt">Copyright &copy; 2022 Credit Suisse Group AG and/or its affiliates. All rights reserved.&nbsp;</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

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<DOCUMENT>
<TYPE>EX-FILING FEES
<SEQUENCE>2
<FILENAME>dp179107_exfilingfees.htm
<DESCRIPTION>EXHIBIT 107.1
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: right; text-indent: 0in"><FONT STYLE="font-size: 10pt"><B>Exhibit
107.1</B></FONT></P>

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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 10pt">The pricing supplement
to which this Exhibit is attached is a final prospectus for the related offering. The maximum aggregate offering price of that offering
is $847,000.</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
