This is a 6 year autocall paying in Sterlings issued by Credit Suisse Group Ltd linked to the performance of FTSE 100 Index and S&P 500 Index between 11/27/2015 and 11/27/2021. Although the latest maturity date is 11/27/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or above 100%, 85%, 100%, 85%, ... ,100%, 85% and 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 9.1%, 9.1%, 18.2%, 18.2%, ... ,45.5%, 45.5% and 54.6% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 54.6% so long as the worst performing underlying is at or above 85%. If the European protection barrier of 60% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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854 FTSE SP500 Metis Autocall 9.1pc
Key Investment Document (KID)
The product has matured at 11/28/2016. Investing in this product at issue price would have resulted in a total return of 9.06%
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