<SEC-DOCUMENT>0000950103-22-016431.txt : 20220926
<SEC-HEADER>0000950103-22-016431.hdr.sgml : 20220926
<ACCEPTANCE-DATETIME>20220926172135
ACCESSION NUMBER:		0000950103-22-016431
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		6
FILED AS OF DATE:		20220926
DATE AS OF CHANGE:		20220926

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:		221266677

	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>dp181051_424b2-g384.htm
<DESCRIPTION>FORM 424B2
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<P STYLE="margin: 0">&nbsp;</P>

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    <P STYLE="color: #D91E18; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: left">The information in this preliminary
    pricing supplement is not complete and may be changed. This preliminary pricing supplement is not an offer to sell these securities and
    it is not soliciting an offer to buy these securities in any jurisdiction where the offer or sale is not permitted.</P>
    <P STYLE="color: #D91E18; font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: left"><B>Subject to completion dated September
    26, 2022.</B></P></TD>
    <TD STYLE="width: 39%; font-size: 10pt; text-align: right"><IMG SRC="image_008.jpg" ALT=""></TD></TR>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="vertical-align: top; width: 61%; background-color: white; font-size: 10pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 39%; background-color: #17365D; font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 12pt; color: White"><B>FINANCIAL
    PRODUCTS</B></FONT></TD></TR>
  </TABLE>
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    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>Preliminary Pricing Supplement No. G384</B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">To Product Supplement No. I-G dated February 4, 2022,</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Prospectus Supplement dated June 18, 2020 and</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Prospectus dated June 18, 2020</P></TD>
    <TD STYLE="text-align: right; vertical-align: top; width: 39%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Filed Pursuant to Rule 424(b)(2)</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Registration Statement No. 333-238458-02</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 2.85pt">September 26, 2022</P></TD></TR>
  </TABLE>
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    <P STYLE="font: 20pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">$</P>
    <P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">High/Low Coupon CS Notes due September 30, 2027</P>
    <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Linked to the Performance of Three Underlyings</P></TD></TR>
  </TABLE>
<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The securities provide for periodic coupon payments.</FONT></TD></TR></TABLE>

<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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 Higher Coupon Amount on the immediately following Coupon
Payment Date in an amount of $5.833 (equivalent to approximately 7.00% per annum) (to be determined on the Trade Date) per $1,000 principal
amount of securities. If a Coupon Barrier Event has occurred on an Observation Date, we will pay the Lower Coupon Amount on the immediately
following Coupon Payment Date in an amount of $0.2083 (equivalent to approximately 0.25% per annum) (to be determined on the Trade Date)
per $1,000 principal amount of securities. </FONT></TD></TR></TABLE>

<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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, because the closing level of each Underlying
on the related Observation Date is greater than its Coupon Barrier Level, the Higher Coupon Amount payable on the immediately following
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 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.</FONT></TD></TR></TABLE>

<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Senior unsecured obligations of Credit Suisse maturing September 30, 2027.
Any payment on the securities is subject to our ability to pay our obligations as they become due.</FONT></TD></TR></TABLE>

<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Minimum purchase of $1,000. Minimum denominations of $1,000 and integral multiples
of $1,000 in excess thereof.</FONT></TD></TR></TABLE>

<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The offering price for the securities is expected to be determined on or about
September 28, 2022 (the &ldquo;Trade Date&rdquo;), and the securities are expected to settle on or about September 30, 2022 (the &ldquo;Settlement
Date&rdquo;). Delivery of the securities in book-entry form only will be made through The Depository Trust Company.</FONT></TD></TR></TABLE>

<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: 0.25in"><FONT STYLE="font-family: Symbol; font-size: 10pt">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The securities will not be listed on any exchange.</FONT></TD></TR></TABLE>

<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 9 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">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 product supplement, the prospectus supplement and the prospectus. Any representation to the contrary is a criminal offense.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 25%; border: Black 1pt solid; font-size: 10pt; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 25%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Price to Public<SUP>(1)</SUP></B></FONT></TD>
    <TD STYLE="width: 26%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><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; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Proceeds to Issuer</B></FONT></TD></TR>
  <TR>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Per security</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>$1,000</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>$</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>$</B></FONT></TD></TR>
  <TR>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>$</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>$</B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font-size: 10pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>$</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 $961.50 per $1,000 principal amount of securities.</FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="background-color: white"><SUP>(2)</SUP> We or any agent
(one of which may be our affiliate) may pay varying discounts and commissions of up to $38.50 per $1,000 principal amount of securities.
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"><FONT STYLE="background-color: white">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"><B>Credit Suisse currently estimates the value of each $1,000 principal
amount of the securities on the Trade Date will be between $920 and $960 (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;)). This range of estimated
values reflects terms that are not yet fixed. A single estimated value reflecting final terms will be determined on the Trade Date. See
&ldquo;Selected Risk Considerations&rdquo; in this pricing supplement.</B></P>

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

<P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><B>Credit Suisse</B></P>

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


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

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

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<P STYLE="font: bold 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 127.45pt">Issuer</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: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Reference Share Issuer</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">For each Underlying, the issuer of such 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>Underlyings</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The securities are linked to the performance of the Underlyings
set forth in the table below. For more information on the Underlyings, see &ldquo;The Underlyings&rdquo; herein. Each Underlying is identified
in the table below, together with its Reuters ticker symbol, Initial Level and expected Coupon Barrier Level and Autocall Level (each
level to be determined on the Trade 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: 80%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 23%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Underlying</B></FONT></TD>
    <TD STYLE="width: 16%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Ticker</B></FONT></TD>
    <TD STYLE="width: 16%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Initial Level</B></FONT></TD>
    <TD STYLE="width: 28%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><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"><B>Autocall Level</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Class A common stock of&nbsp;Meta&nbsp;Platforms, Inc.</FONT></P>
                                                                   <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">META UW &lt;Equity&gt;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Approximately 70% of Initial Level)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(100% of Initial Level)</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Class C capital stock of Alphabet Inc.</FONT></P>
                                                                   <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></P></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GOOG UW &lt;Equity&gt;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Approximately 70% of Initial Level)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(100% of Initial Level)</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Common stock of Amazon.com, Inc.</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMZN UW &lt;Equity&gt;</FONT></TD>
    <TD STYLE="text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Approximately 70% of Initial Level)</FONT></TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(100% of Initial Level)</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>&nbsp;&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Coupons</B></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 Higher Coupon Amount on the immediately
following Coupon Payment Date. If a Coupon Barrier Event has occurred on an Observation Date, we will pay the Lower Coupon Amount on the
immediately following Coupon Payment Date.</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 any Coupon Payment Date is not a business day, the coupon
will be payable on the first following business day. The amount of any coupon will not be adjusted with respect to any postponement of
a Coupon Payment Date and no interest or other payment will be payable hereon because of any such postponement of a Coupon Payment Date.
No coupons will be payable following an Automatic Redemption. Coupons will be payable on the applicable Coupon Payment Date to the holder
of record at the close of business on the business day immediately preceding the applicable Coupon Payment Date; provided that the 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 127.45pt">Higher Coupon Amount</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Expected to be $5.833 (equivalent to approximately 7.00%
per annum) (to be determined on the Trade Date) per $1,000 principal amount of securities.</P>

<P STYLE="font: bold 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 127.45pt">Lower Coupon Amount</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Expected to be $0.2083 (equivalent to approximately 0.25%
per annum) (to be determined on the Trade Date) per $1,000 principal amount of securities.</P>


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

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">At maturity, if the securities have not been automatically
redeemed, for each $1,000 principal amount of securities, you will receive a Redemption Amount in cash of $1,000. 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"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Automatic Redemption</B></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, because the closing level of each Underlying on the related Observation Date is greater than its Coupon Barrier Level,
the Higher Coupon Amount payable on the immediately following Coupon Payment Date. No further payments will be made following an Automatic
Redemption. Payment will be made with respect to such Automatic Redemption on the Coupon Payment Date immediately following the relevant
Autocall Observation Date (the &ldquo;Automatic Redemption Date&rdquo;). 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"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Autocall Event</B></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: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Initial Level</B></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. In the event that the closing level for any Underlying is not available on the Trade Date, the Initial Level for such
Underlying will be determined on the immediately following trading day on which a closing level is available.</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 80%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="width: 23%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: black"><B>Trade Date</B></FONT></TD>
    <TD STYLE="width: 33%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expected to be September 28, 2022</FONT></TD>
    <TD STYLE="width: 44%; 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"><B>Settlement Date</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expected to be September 30, 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"><B>Maturity Date</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 30, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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 first following business day.</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>Events of Default and Acceleration</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">In case an event of default (as described in the accompanying
prospectus) with respect to any issuance of securities shall have occurred and be continuing, the amount declared due and payable upon
any acceleration of the securities will be determined by the Calculation Agent and will equal, for each security, the amount to be received
on the Maturity Date, calculated as though the date of acceleration were the final Observation Date.</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">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>

<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: 18pt"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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;</FONT></TD></TR></TABLE>

<P STYLE="font: bold 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 127.45pt">CUSIP</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">22553QMG9</P>


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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Each Observation Date, Autocall Observation Date and 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; If any Coupon Payment Date is not a business
day, the coupon will be payable on the first following business day.</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 80%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: rgb(218,218,218)">
    <TD STYLE="vertical-align: bottom; width: 34%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Observation Dates</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 33%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Autocall Observation Dates</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 33%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Coupon Payment Dates</B></FONT></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 80%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: white">
    <TD STYLE="width: 34%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 27, 2022</FONT></TD>
    <TD STYLE="vertical-align: top; width: 33%; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 33%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 30, 2022</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 28, 2022</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 30, 2022</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 28, 2022</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 30, 2022</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 26, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 30, 2023</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 24, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 28, 2023</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 28, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 30, 2023</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 26, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 30, 2023</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 25, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 30, 2023</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">June 28, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 30, 2023</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">July 27, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 30, 2023</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">August 28, 2023</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; text-align: center">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 30, 2023</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">September 27, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 27, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 30, 2023</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">October 26, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 26, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 30, 2023</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">November 28, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 28, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 30, 2023</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">December 27, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 27, 2023</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 30, 2023</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">January 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 30, 2024</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">February 27, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 27, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 29, 2024</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">March 27, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 27, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 30, 2024</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">April 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 30, 2024</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">May 28, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 28, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 30, 2024</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">June 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 30, 2024</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">July 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 30, 2024</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">August 28, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 28, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 30, 2024</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">September 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 30, 2024</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">October 28, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 28, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 30, 2024</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">November 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 30, 2024</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">December 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 26, 2024</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 30, 2024</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">January 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 30, 2025</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">February 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 28, 2025</FONT></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 80%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: Black 1pt solid; width: 34%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 27, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; width: 33%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 27, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; width: 33%; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 30, 2025</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">April 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 30, 2025</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">May 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 30, 2025</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">June 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 30, 2025</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">July 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 30, 2025</FONT></TD></TR>
  </TABLE>

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

<!-- Field: Page; Sequence: 4 -->
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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font-size: 10pt"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 80%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="background-color: rgb(218,218,218)">
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; text-align: center; width: 34%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Observation Dates</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; text-align: center; width: 33%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Autocall Observation Dates</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: top; text-align: center; width: 33%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Coupon Payment Dates</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">August 27, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 27, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 30, 2025</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">September 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 30, 2025</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">October 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 28, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 30, 2025</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">November 25, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 25, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 30, 2025</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">December 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 26, 2025</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 30, 2025</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">January 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 30, 2026</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">February 25, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 25, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 28, 2026</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">March 26, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 26, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 30, 2026</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">April 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 30, 2026</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">May 27, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 27, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 30, 2026</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">June 26, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 26, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 30, 2026</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">July 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 30, 2026</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">August 27, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 27, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 30, 2026</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">September 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 30, 2026</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">October 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">October 30, 2026</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">November 25, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 25, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November 30, 2026</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">December 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 28, 2026</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">December 30, 2026</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">January 27, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 27, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">January 30, 2027</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">February 24, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 24, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">February 28, 2027</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">March 25, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 25, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">March 30, 2027</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">April 28, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 28, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 30, 2027</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">May 26, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 26, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 30, 2027</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">June 28, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 28, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">June 30, 2027</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">July 28, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 28, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">July 30, 2027</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">August 26, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 26, 2027</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 30, 2027</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">September 28, 2027</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</TD>
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity Date</FONT></TD></TR>
  </TABLE>

<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; width: 100%"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">High/Low Coupon CS Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font-size: 10pt"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

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

<!-- Field: Rule-Page --><DIV ALIGN="LEFT" STYLE="margin-top: 3pt; margin-bottom: 3pt"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid; width: 15%">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<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 read this pricing supplement together with the
product supplement dated February 4, 2022, 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" WIDTH="100%" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 127.45pt"></TD><TD STYLE="width: 18pt">&bull;</TD><TD>Product Supplement No. I-G dated February 4, 2022:</TD></TR></TABLE>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 145.45pt; text-indent: 0pt"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000095010322002045/dp166589_424b2-ig.htm" STYLE="color: Blue; text-decoration: underline">https://www.sec.gov/Archives/edgar/data/1053092/000095010322002045/dp166589_424b2-ig.htm</A></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 145.45pt; text-indent: 0pt">&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: 127.45pt"></TD><TD STYLE="width: 18pt">&bull;</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 145.45pt; text-indent: 0pt"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000110465920074474/tm2019510-8_424b2.htm" STYLE="color: Blue; text-decoration: underline">https://www.sec.gov/Archives/edgar/data/1053092/000110465920074474/tm2019510-8_424b2.htm</A></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">In the event the terms of the securities described in this
pricing supplement differ from, or are inconsistent with, the terms described in 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>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>You may revoke your offer to purchase the securities
at any time prior to the time at which we accept such offer on the date the securities are priced. We reserve the right to change the
terms of, or reject any offer to purchase the securities prior to their issuance. In the event of any changes to the terms of the securities,
we will notify you and you will be asked to accept such changes in connection with your purchase. You may also choose to reject such changes
in which case we may reject your offer to purchase.</B></P>


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    <!-- Field: /Page -->

<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-weight: normal">Hypothetical Coupon Payments on the
Securities</FONT></P>

<P STYLE="font: 10pt 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">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">The table below illustrates, for a $1,000 investment in
the securities, total 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 table below makes the following assumptions and assumes the securities are not automatically
redeemed prior to maturity. The actual Higher Coupon Amount and Lower Coupon Amount will be determined on the Trade Date.</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 total coupons set forth below are for illustrative
purposes only. The actual total coupons applicable to a purchaser of the securities will depend on the number of Coupon Barrier Events
that have occurred over the term of the securities. It is not possible to predict how many Coupon Barrier Events will occur, if any. 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 Higher Coupon Amount payable and no further
payments will be made in respect 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">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="font: 10pt Arial, Helvetica, Sans-Serif; width: 65%; border-collapse: collapse; margin-left: 127.45pt">
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD STYLE="width: 42%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Principal Amount</B></FONT></TD>
    <TD STYLE="width: 58%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$1,000 per security</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"><B>Coupon Barrier Level</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">For each Underlying, 70% of its Initial Level </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"><B>Higher Coupon Amount</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$5.833 per $1,000 principal amount of securities</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Lower Coupon Amount</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$0.2083 per $1,000 principal amount of securities</FONT></TD></TR>
  </TABLE>
<P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="border-top: black 0.5pt solid; font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0pt 0pt 85.5pt">TABLE 1:</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 85.5pt">The expected total coupons will depend on how many Coupon
Barrier Events occur.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 85.5pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 90%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; margin-left: 85.5pt">
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD STYLE="width: 34%; border-bottom: black 1pt solid; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Number of Coupon Barrier Events</FONT></TD>
    <TD STYLE="width: 21%; border-bottom: black 1pt solid; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Number of Lower Coupon Amount Payments</FONT></TD>
    <TD STYLE="width: 22%; border-bottom: black 1pt solid; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Number of Higher Coupon Amount Payments</FONT></TD>
    <TD STYLE="width: 23%; border-bottom: black 1pt solid; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Total Coupon Payments</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: #A8A8A7 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event does not occur on any Observation Date</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">60</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$349.9800</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: #A8A8A7 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event occurs on 1 Observation Date</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">59</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$344.3553</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event occurs on 12 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">48</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$282.4836</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event occurs on 24 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">24</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">36</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$214.9872</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event occurs on 36 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">36</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">24</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$147.4908</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event occurs on 48 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">48</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12</FONT></TD>
    <TD STYLE="border-bottom: black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$79.9944</FONT></TD></TR>
  <TR STYLE="background-color: white">
    <TD STYLE="border-bottom: #A8A8A7 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Coupon Barrier Event occurs on 60 Observation Dates</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">60</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0</FONT></TD>
    <TD STYLE="border-bottom: #A8A8A7 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$12.4980</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 85.5pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 85.5pt"></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 85.5pt">The total payment on the securities will be equal to the
Redemption Amount applicable to an investor plus the total coupons payable on the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 85.5pt">&nbsp;</P>


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<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-weight: normal">Selected Risk Considerations</FONT></P>

<P STYLE="font: 10pt 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">&nbsp;</P>

<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 130.5pt; text-indent: 0in"><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 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><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 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>THE SECURITIES WILL NOT PAY MORE THAN
THE PRINCIPAL AMOUNT PLUS COUPONS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">The securities will not pay more than
the principal amount plus coupons regardless of the performance of any Underlying. Even if the closing level of each Underlying on each
Observation Date 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 coupons) 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 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>IF A COUPON BARRIER EVENT OCCURS ON
AN OBSERVATION DATE, WE WILL PAY A COUPON ON THE IMMEDIATELY FOLLOWING COUPON PAYMENT DATE AT A RATE EXPECTED TO BE APPROXIMATELY 0.25%
PER ANNUM</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">If a Coupon Barrier Event occurs on an
Observation Date, we will pay a coupon on the immediately following Coupon Payment Date in an amount equal to the Lower Coupon Amount,
which is expected to equal approximately 0.25% per annum. Accordingly, if a Coupon Barrier Event occurs on each Observation Date, the
maximum amount of coupons you will be entitled to receive, assuming the term of the securities is exactly five years, is $12.498 per $1,000
principal amount of the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><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 130.5pt; text-indent: 0in">Unlike conventional debt securities, the
securities do not provide for regular fixed interest payments. Instead, the amount of the coupons you receive over the term of the securities
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.
If a Coupon Barrier Event occurs on an Observation Date, you will receive the Lower Coupon Amount, which is expected to equal approximately
0.25% per annum (to be determined on the Trade Date), on the Coupon Payment Date immediately following such Observation Date. Accordingly,
if a Coupon Barrier Event occurs on every Observation Date, you will receive coupons at a rate that is expected to be approximately 0.25%
per annum (to be determined on the Trade Date) during the term of the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><STRIKE></STRIKE></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">The number of coupons you will be paid
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 Higher Coupon Amount payable
on the immediately following Coupon Payment Date. No further payments will be made with</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">respect to the securities following an
Automatic Redemption. Therefore, if the securities are automatically redeemed, you will not have the opportunity to receive further coupons.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><BR>
In addition, if interest rates generally increase over the term of the securities, it is more likely that the coupon 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 receive the Lower Coupon
Amount over the term of the securities. These securities are not short-term investments, so you should carefully consider these risks
before investing.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><BR>
Because the amount of the coupons an investor will receive is variable, the securities are not a suitable investment for investors who
require regular fixed income payments.<BR>
<BR>
</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>MORE FAVORABLE TERMS TO YOU ARE GENERALLY
ASSOCIATED WITH AN UNDERLYING WITH GREATER EXPECTED VOLATILITY AND THEREFORE CAN INDICATE A GREATER RISK OF RECEIVING ONLY THE LOWER COUPON
AMOUNT</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&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 its Coupon
Barrier Level on any Observation Date, indicating a higher expected risk that you will receive only the Lower Coupon Amount on the related
Coupon Payment Date. This greater expected risk will generally be reflected in a Higher Coupon Amount that is greater than the yield
payable on our conventional debt securities with a similar maturity, or in more favorable terms (such as lower Coupon Barrier 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 greater Higher Coupon Amount may indicate an increased risk that a Coupon Barrier Event will occur.
Further, relatively lower Coupon Barrier Levels may not necessarily indicate that you will receive the Higher Coupon Amount on any Coupon
Payment Date. 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 Coupon Barrier Event. You should be willing to accept the downside market
risk of the Underlyings and the potential to receive only the Lower Coupon Amount over the term of the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>THE SECURITIES ARE
SUBJECT TO A POTENTIAL AUTOMATIC REDEMPTION, WHICH EXPOSES YOU TO REINVESTMENT RISK&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>AN AUTOMATIC REDEMPTION
WOULD ELIMINATE YOUR OPPORTUNITY TO BE PAID COUPONS OVER THE FULL TERM OF THE SECURITIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 Higher
Coupon Amount payable on that Coupon Payment Date. No further payments will be made with respect to the securities following an Automatic
Redemption.<BR>
</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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
coupons. Because the amount of the coupons you receive over the term of securities 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 Higher Coupon Amount on any particular Coupon Payment Date and the securities
will remain outstanding until at least the next 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 Higher Coupon
Amount on the related 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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 68.95pt; text-indent: -32.95pt"><B><I>Risks Relating to the Underlyings</I></B></P>


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    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><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 130.5pt; text-indent: 0in">The securities are linked to the individual
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</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">from its Initial Level to its closing
level on an Observation Date but a Coupon Barrier Event occurs, you will receive only the Lower Coupon Amount 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 the closing level of at least one of the Underlyings
will be less than its Coupon Barrier Level on any Observation Date, regardless of the performance of any other Underlying.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 Reference Share Issuers&rsquo; businesses tend to be 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 Reference Share Issuer and its business,
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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>NO AFFILIATION WITH THE REFERENCE SHARE
ISSUERS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">We are not affiliated with the Reference
Share Issuers. You should make your own investigation into the Underlyings and the Reference Share Issuers. In connection with the offering
of the securities, neither we nor our affiliates have participated in the preparation of any publicly available documents or made any
due diligence inquiry with respect to the Reference Share Issuers.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>NO OWNERSHIP RIGHTS IN THE UNDERLYINGS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">Your return on the securities will not
reflect the return you would realize if you actually owned shares of the Underlyings. The return on your investment is not the same as
the total return based on a purchase of shares of the Underlyings.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>NO VOTING RIGHTS OR DIVIDEND PAYMENTS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">As a holder of the securities, you will
not have any ownership interest or rights in the Underlyings, such as voting rights or dividend payments. In addition, the issuer of the
Underlyings will not have any obligation to consider your interests as a holder of the securities in taking any corporate action that
might affect the value of the Underlyings and therefore, the value of the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>ANTI-DILUTION PROTECTION IS LIMITED</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">The calculation agent will make anti-dilution
adjustments for certain events affecting the Underlyings. However, an adjustment will not be required in response to all events that could
affect the Underlyings. If an event occurs that does not require the calculation agent to make an adjustment, or if an adjustment is made
but such adjustment does not fully reflect the economics of such event, the value of the securities may be materially and adversely affected.
See &ldquo;Description of the Securities&mdash;Adjustments&rdquo; in the relevant product supplement.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><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 130.5pt; text-indent: 0in"><B></B>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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 68.95pt; text-indent: -32.95pt"><B><I>Risks Relating to the Issuer</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 68.95pt; text-indent: -32.95pt"><B><I>&nbsp;</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>CREDIT SUISSE IS SUBJECT TO SWISS REGULATION</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>


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    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 68.95pt; text-indent: -32.95pt"><B><I>Risks Relating to Conflicts
of Interest</I></B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>HEDGING AND TRADING ACTIVITY</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">We or any of our affiliates may carry
out hedging activities related to the securities, including in the Underlyings or instruments related to the Underlyings. We or our affiliates
may also trade in the Underlyings or 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 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>POTENTIAL CONFLICTS</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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. We and/or our affiliates may also currently or from time to time engage in business with the
Reference Share Issuers, including extending loans to, or making equity investments in, the Reference Share Issuers or providing advisory
services to the Reference Share Issuers. In addition, one or more of our affiliates may publish research reports or otherwise express
opinions with respect to the Reference Share Issuers and these reports may or may not recommend that investors buy or hold shares of the
Underlyings. As a prospective purchaser of the securities, you should undertake an independent investigation of the Reference Share Issuers
that in your judgment is appropriate to make an informed decision with respect to an investment in the securities.</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 68.95pt; text-indent: -32.95pt"><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 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><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 130.5pt; text-indent: 0in">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 may be 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 130.5pt; text-indent: 0in">&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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the expected and actual volatility of the Underlyings;</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the expected and actual correlation, if any, between the Underlyings;</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the time to maturity of the securities;</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">the dividend rate on the Underlyings;</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">interest and yield rates in the market generally;</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">investors&rsquo; expectations with respect to the rate of inflation;</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">events affecting companies engaged in the respective industries of the Reference
Share Issuers;</FONT></TD></TR></TABLE>

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


<!-- Field: Page; Sequence: 11 -->
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    <!-- Field: /Page -->

<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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">geopolitical conditions and economic, financial, political, regulatory, judicial
or other events that affect the Reference Share Issuers or markets generally and which may affect the levels of the Underlyings; and</FONT></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><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">our creditworthiness, including actual or anticipated downgrades in our credit
ratings.</FONT></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 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>THE ESTIMATED VALUE OF THE SECURITIES
ON THE TRADE DATE MAY BE LESS THAN THE PRICE TO PUBLIC</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">The initial estimated value of your securities
on the Trade Date (as determined by reference to our pricing models and our internal funding rate) may be significantly 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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>EFFECT OF INTEREST RATE USED IN STRUCTURING
THE SECURITIES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>SECONDARY MARKET PRICES</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">&nbsp;</P>


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    <!-- Field: /Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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 130.5pt; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in"><B>LACK OF LIQUIDITY</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 130.5pt; text-indent: 0in">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>


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

<P STYLE="font: 10pt 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">&nbsp;</P>

<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.<BR STYLE="clear: both">
</P>


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    <!-- Field: /Page -->

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

<P STYLE="font: 10pt 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">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt">Companies with securities registered under the Securities
Exchange Act of 1934 (the &ldquo;Exchange Act&rdquo;) are required to periodically file certain financial and other information specified
by the SEC. Information provided to or filed with the SEC by the Reference Share Issuers pursuant to the Exchange Act can be located by
reference to the SEC file numbers provided 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">According to its publicly available filings with the SEC,&nbsp;Meta&nbsp;Platforms,
Inc. builds products that enable people to connect and share with friends and family through mobile devices, personal computers, virtual
reality headsets and in-home devices. The Class A common stock of&nbsp;Meta&nbsp;Platforms, Inc. is listed on the Nasdaq Stock Market.&nbsp;Meta&nbsp;Platforms,
Inc.&rsquo;s SEC file number is 001-35551 and can be accessed through&nbsp;<FONT STYLE="color: Blue"><U>www.sec.gov</U></FONT>.</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">According to its publicly available filings with the SEC,
Alphabet Inc. is a collection of businesses, including Google and non-Google businesses engaged in earlier stage technologies. The Class
C capital stock of Alphabet Inc. is listed on the Nasdaq Stock Market. Alphabet Inc.&rsquo;s SEC file number is 001-37580 and can be
accessed through <FONT STYLE="color: Blue"><U>www.sec.gov</U></FONT>.</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">According to its publicly available filings with the SEC,
Amazon.com, Inc. is a retail company with online and physical stores offering a variety of products sold by Amazon.com, Inc. and third
parties. Amazon.com, Inc. also manufactures and sells electronic devices, including Kindle e-readers, Fire tablets, Fire TVs and Echo
devices and develops and produces media content. The common stock of Amazon.com, Inc. is listed on the Nasdaq Global Select Market. Amazon.com,
Inc.&rsquo;s SEC file number is 000-22513 and can be accessed through <FONT STYLE="color: Blue"><U>www.sec.gov</U></FONT>.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"><B>This pricing supplement relates only to the securities
offered hereby and does not relate to the Underlyings or other securities of the Reference Share Issuers. We have derived all disclosures
contained in this pricing supplement regarding the Underlyings and the Reference Share Issuers from the publicly available documents described
in the preceding paragraph. In connection with the offering of the securities, neither we nor our affiliates have participated in the
preparation of such documents or made any due diligence inquiry with respect to the Reference Share Issuers.</B></P>


<!-- Field: Page; Sequence: 15 -->
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<P STYLE="font: 24pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-weight: normal">Historical Information</FONT></P>

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

<!-- Field: Rule-Page --><DIV ALIGN="LEFT" STYLE="margin-top: 3pt; margin-bottom: 3pt"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid; width: 15%">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<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 following graphs set forth the historical performance
of the Underlyings based on the closing level of each Underlying from January 3, 2017 through September 21, 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. The graphs below may have been adjusted to reflect certain corporate actions such as stock splits
and reverse stock splits.</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
Underlyings&rdquo; herein.</P>

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

<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 Class A
common stock of&nbsp;Meta&nbsp;Platforms, Inc. on September 21, 2022 was $142.12.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 1.5in; text-align: center"><IMG SRC="image_001.jpg" ALT="" STYLE="height: 288px; width: 490px"></P>

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


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    <!-- 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 Class C
capital stock of Alphabet Inc. on September 21, 2022 was $100.01.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 1.5in; text-align: center"><IMG SRC="image_002.jpg" ALT="" STYLE="height: 301px; width: 530px"></P>

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

<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 common
stock of Amazon.com, Inc. on September 21, 2022 was $118.54.</P>

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

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 1.5in; text-align: center"><IMG SRC="image_003.jpg" ALT="" STYLE="height: 307px; width: 563px"></P>

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


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    <!-- Field: /Page -->

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

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

<!-- Field: Rule-Page --><DIV ALIGN="LEFT" STYLE="margin-top: 3pt; margin-bottom: 3pt"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid; width: 15%">&nbsp;</DIV></DIV><!-- Field: /Rule-Page --><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 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">In the opinion of our counsel, Davis Polk &amp; Wardwell
LLP, the securities should be treated as debt instruments for U.S. federal income tax purposes. Based on market conditions as of the Trade
Date, the securities will be treated either as &quot;variable rate debt instruments&quot; or &quot;contingent payment debt instruments&quot;
for U.S. federal income tax purposes. The Final Pricing Supplement will give further information as to which treatment applies 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">If the securities are treated as variable rate debt instruments,
stated interest on the securities will be taxable to a U.S. Holder (as defined in the accompanying product supplement) as ordinary interest
income at the time it accrues or is received in accordance with the holder&rsquo;s method of tax accounting. Upon the sale or other taxable
disposition of a security, a U.S. Holder generally will recognize capital gain or loss equal to the difference between the amount realized
on the disposition (other than any amount attributable to accrued interest, which will be treated as a payment of interest) and the holder&rsquo;s
adjusted tax basis in the security. A U.S. Holder&rsquo;s adjusted tax basis in a security will generally equal the purchase price paid
to acquire the security. Such gain or loss generally will be long-term capital gain or loss if the U.S. Holder held the security for more
than one year at the time of disposition. See &ldquo;United States Federal Tax Considerations&mdash;Tax Consequences to U.S. Holders&mdash;Securities
Treated as Variable Rate Debt Instruments&rdquo; in the 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 127.45pt">If the securities are treated as contingent payment debt
instruments, (i) a U.S. Holder will be required to recognize interest income based on our &ldquo;comparable yield&rdquo; for a similar
non-contingent debt instrument and a &ldquo;projected payment schedule&rdquo; in respect of the securities, adjusted each year to take
account for the difference between the actual and the projected payments in that year, and (ii) gain with respect to a security will be
treated as ordinary income. See &ldquo;United States Federal Tax Considerations&horbar;Tax Consequences to U.S. Holders&mdash;Securities
Treated as Contingent Payment Debt Instruments&rdquo; in the 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 127.45pt"><B>Non-U.S. Holders<BR>
</B>Subject to the discussions in the next paragraph and in &ldquo;United States Federal Tax Considerations&rdquo; in the accompanying
product supplement, if you are a Non-U.S. Holder (as defined in the accompanying product supplement) of the securities, you generally
will not be subject to U.S. federal withholding or income tax in respect of any amount paid to you with respect to the securities, provided
that (i) income in respect of the securities is not effectively connected with your conduct of a trade or business in the United States,
and (ii) you comply with the applicable certification requirements. See &ldquo;United States Federal Tax Considerations&mdash;Tax Consequences
to Non-U.S. Holders&rdquo; in the accompanying product supplement for a more detailed discussion of the rules applicable to Non-U.S. Holders
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">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 Internal Revenue Service (the &ldquo;IRS&rdquo;) notice, exclude from their
scope financial instruments issued prior to January 1, 2025 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 as of the date of this preliminary pricing supplement, 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). However,
the final determination regarding the treatment of the securities under Section 871(m) will be made as of the Trade Date for the securities
and it is possible that the securities will be subject to withholding tax under Section 871(m) based on circumstances on that date.</P>

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


<!-- Field: Page; Sequence: 18 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; width: 100%"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">High/Low Coupon CS Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font-size: 10pt"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<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. </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>


<!-- Field: Page; Sequence: 19 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse; width: 100%"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">High/Low Coupon CS Notes <!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font-size: 10pt"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

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

<!-- Field: Rule-Page --><DIV ALIGN="LEFT" STYLE="margin-top: 3pt; margin-bottom: 3pt"><DIV STYLE="font-size: 1pt; border-top: Black 1pt solid; width: 15%">&nbsp;</DIV></DIV><!-- Field: /Rule-Page -->

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 127.45pt"></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">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. We may also agree to sell the securities to other agents that are parties to the distribution agreement. We refer
to CSSU and other such agents as the &ldquo;Agents.&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">The distribution agreement provides that the Agents are
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">The Agents may offer the securities at the offering price
set forth on the cover page of this pricing supplement and may receive varying discounts and commissions of up to $38.50 per $1,000 principal
amount of securities. The Agents 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, the Agents 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">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>


<!-- Field: Page; Sequence: 20 -->
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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font-size: 10pt"><TR STYLE="vertical-align: top; text-align: left"><TD STYLE="width: 50%">&nbsp;</TD><TD STYLE="width: 50%; text-align: right">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: white">
    <TD STYLE="width: 100%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><IMG SRC="image_004.jpg" ALT="" STYLE="height: 49px; width: 197px"></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top; background-color: white">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>CREDIT SUISSE SECURITIES (USA) LLC</B></P>
    <P STYLE="font: bold 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">credit-suisse.com</P></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD>&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: white">
    <TD><FONT STYLE="font-size: 10pt">Copyright &copy; </FONT>2022 <FONT STYLE="font-size: 10pt">Credit Suisse Group AG and/or its affiliates. All rights reserved.&nbsp;</FONT></TD></TR>
  </TABLE>

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