Regulatory Disclosures Capital Instruments

Capital Instruments

Investor Information

Disclosed below are details of regulatory capital instruments which form part of the eligible capital base of Credit Suisse Group AG, as at June 30, 2016. The below is based on disclosure requirements BCBS "Composition of capital disclosure requirements", para. 31 and FINMA-Circular 2016/01 Table 45 (Appendix 2). The changes since the reporting date are listed below the tables.

The list is provided for informational purposes only and is not intended to be a complete list of bonds or securities issued by the entities below. None of the information constitutes an offer of, or an invitation to purchase, any security, nor any investment advice or services in any jurisdiction.

Brief description of our existing high- and low-trigger regulatory capital instruments. In addition a brief description of the order in which these instruments would absorb losses.

Tier 1 Instruments

Entity

Maturity Date

Full
terms &
Conditions

Coupon rate

Year Issued

1st call date

Currency

Par Value million

CET1 trigger ratio

ISIN

Certain employing entities of the Credit Suisse Group perpetual PDF 6m$L + 541 2016 N/A USD 192 <7.0% or Viablity Event N/A
Certain employing entities of the Credit Suisse Group perpetual PDF 6mCHFL + 423 2016 N/A CHF 27 <7.0% or Viablity Event N/A
Certain employing entities of the Credit Suisse Group perpetual PDF 6mCHFL + 485 2015 N/A CHF 29 <7.0% or Viability Event N/A
Certain employing entities of the Credit Suisse Group perpetual PDF 6m$L+ 575 2015 N/A USD 365 <7.0% or Viability Event N/A

Certain employing entities of the Credit Suisse Group

perpetual

PDF

6m$L+ 533

2014

N/A

USD

389

<7.0% or Viability Event

N/A

Certain employing entities of the Credit Suisse Group

perpetual

PDF

6mCHFL + 475

2014

N/A

CHF

28

<7.0% or Viability Event

N/A

Credit Suisse AG, Guernsey Branch

perpetual

PDF

5.860%

2007

15.05.2017

USD

1'250

N/A

US225448AA76

Credit Suisse AG, Guernsey Branch

perpetual

PDF

3m$L+ 69

2007

15.05.2017

USD

750

N/A

US225448AB59

Credit Suisse AG, Guernsey Branch

perpetual

PDF

3.300%

2008

23.12.2018

USD

3'028

N/A

US225448AD1

Credit Suisse Group AG

perpetual

PDF

6.00%

2013

04.09.2018

CHF

290

<5.125% or Viability Event

CH0221803791

Credit Suisse Group AG

perpetual

PDF

7.50%

2013

11.12.2023

USD

2’250

<5.125% or Viability Event

XS0989394589

Credit Suisse Group AG

perpetual

PDF

6.25%

2014

18.12.2024

USD

2’500

5.125% or Viability Event

XS1076957700/ US225436AA21

Credit Suisse Group (Guernsey) II Limited *

perpetual

PDF

9.500%

2012

23.10.2018

USD

1'725

<7.0% or Viability Event

XS0810846617

Credit Suisse Group (Guernsey) II Ltd

perpetual

PDF

9.50%

2013

23.10.2018

USD

1’720

<7.0% or Viability Event

N/A

Credit Suisse Group (Guernsey) II Ltd

perpetual

PDF

9.00%

2013

23.10.2018

CHF

2’500

<7.0% or Viability Event

N/A

* guaranteed on a subordinated basis by Credit Suisse Group AG

Tier 2 Instruments

Entity

Maturity Date

Full terms & conditions

Coupon rate

Year Issued

1st call date

Currency

Par Value million

CET1 trigger ratio

ISIN

Credit Suisse AG, Guernsey Branch

perpetual

PDF

3mLbid+ 25

1986

19.03.1991

USD

150

N/A

GB0043378560

Credit Suisse AG, Guernsey Branch

20.12.2019

PDF

FF+ 25

2009

N/A

USD

221

N/A

US225448AF6

Credit Suisse AG, London Branch

15.10.2019

PDF

15YGBPCMS

1999

N/A

EUR

12

N/A

XS0102733234

Credit Suisse AG, London Branch

30.12.2027

PDF

various

1999

N/A

USD

19

N/A

XS0105838964

Credit Suisse AG, London Branch

30.12.2024

PDF

various

1999

N/A

USD

24

N/A

XS0105839426

Credit Suisse AG, London Branch

15.10.2029

PDF

15YGBPCMS

1999

N/A

EUR

25

N/A

XS0102733317

Credit Suisse AG, London Branch

15.10.2029

PDF

15YGBPCMS

1999

N/A

EUR

25

N/A

XS0102733408

Credit Suisse AG, London Branch

30.12.2026

PDF

various

1999

N/A

USD

46

N/A

XS0105839269

Credit Suisse AG, London Branch

03.01.2028

PDF

various

1999

N/A

USD

80

N/A

XS0104830772

Credit Suisse AG, London Branch

16.01.2023

PDF

6.750%

2007

16.01.2018

GBP

400

N/A

XS0336248082

Credit Suisse AG, Nassau Branch

15.01.2022

PDF

various

2000

N/A

USD

92

N/A

 

Credit Suisse AG, New York Branch

14.03.2018

PDF

4.875%

2008

N/A

CHF

500

N/A

CH0037972392

Credit Suisse AG, New York Branch

15.02.2018

PDF

6.000%

2008

N/A

USD

2'000

N/A

US22541HCC43

Credit Suisse AG, New York Branch

14.01.2020

PDF

5.400%

2010

N/A

USD

2'500

N/A

US22546QAD97

Credit Suisse AG

01.09.2025

PDF

0.000%

1995

N/A

CHF

50

N/A

 

Credit Suisse AG

16.03.2020

PDF

3.375%

2010

N/A

CHF

200

N/A

CH0110442859

Credit Suisse AG

08.08.2023

PDF

6.50%

2013

N/A

USD

2'500

<5% or Viability Event

XS0957135212

Credit Suisse AG

18.09.2025

PDF

5.75%

2013

18.09.2020

EUR

1’250

<5% or Viability Event

XS0972523947

Credit Suisse Group (Guernsey) I Limited *

24.02.2041

PDF

7.875%

2011

24.08.2016 2)

USD

2'000

<7.0% or Viability Event

XS0595225318

Credit Suisse Group (Guernsey) IV Limited *

22.03.2022

PDF

7.125%

2012

22.03.2017

CHF

750

<7.0% or Viability Event

CH0181115681

Credit Suisse Group Finance (Guernsey) Limited *

perpetual

PDF

6.875%

2002

07.06.2017

GBP

500

N/A

XS0148995888

Credit Suisse Group Finance (U.S.) Inc. *

05.10.2020

PDF

7.000%

2000

N/A

GBP

250

N/A

XS0118514446

Credit Suisse Holdings (USA), Inc.

01.04.2018

PDF

7.710%

1993

N/A

USD

5

N/A

 

Credit Suisse International

15.12.2020

PDF

0.000%

1995

N/A

USD

5

N/A

XS0057876293

Credit Suisse International

15.12.2020

PDF

0.000%

1995

N/A

USD

9

N/A

XS0057876459

Credit Suisse International

15.12.2020

PDF

0.000%

1995

N/A

USD

13

N/A

XS0057875725

Credit Suisse International

15.12.2020

PDF

0.000%

1995

N/A

USD

18

N/A

XS0057875998

Credit Suisse International

15.12.2021

PDF

0.000%

1995

N/A

USD

21

N/A

XS0057876616

Credit Suisse International

16.02.2018

PDF

6.000%

1998

N/A

EUR

15

N/A

XS0084283109

* guaranteed on a subordinated basis by Credit Suisse Group AG

Main Features

Download main features for all instruments outstanding as of the reporting date

The changes since the reporting date:

1) New issuances:

Entity Maturity Date Full terms & Conditions Coupon rate Year Issued 1st call date Currency Par Value million CET1 trigger ratio ISIN

2) Redemptions: Tier 2 securities XS0595225318 have been called effective 24.08.2016

Disclaimer:

Credit Suisse may update the above information periodically, but at any given time the information could be out of date or incomplete, and Credit Suisse undertakes no obligation to complete or update the information.

Although the information provided has been prepared by Credit Suisse based upon or by reference to sources, materials and systems that Credit Suisse believes to be reliable and accurate, Credit Suisse does not guarantee its completeness or accuracy and does not accept any liability for losses which might arise from making use of this information.

We or our employees may from time to time have a long or short position in any security.

The above tables list the first call date for informational purpose only. Credit Suisse is not undertaking and has no obligation to call the securities at such call date.

The documents do not purport to contain all of the information that an interested party may desire. Terms and conditions for each security are included above, but not entire offering documents or other documentation.

We or our employees may from time to time have a long or short position in any security.