![](/cdn/assets/images/search/clock.png)
We could not find any results for:
Make sure your spelling is correct or try broadening your search.
Name | Symbol | Market | Type |
---|---|---|---|
Elements Credit Suisse Global Warming Index Etn | AMEX:GWO | AMEX | Fund |
Price Change | % Change | Price | High Price | Low Price | Open Price | Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 0 | - |
Preliminary Pricing Supplement No. U856/A*
To the Underlying Supplement dated November 19, 2012,
Product Supplement No. U-I dated March 23, 2012,
Prospectus Supplement dated March 23, 2012 and
Prospectus dated March 23, 2012
|
Filed Pursuant to Rule 424(b)(2)
Registration Statement No. 333-180300-03
June 6, 2013
|
Financial
Products
|
$
10 Year Callable Daily Range Accrual Securities due June 28, 2023
Linked to the Performance of the Russell 2000
®
Index and the EURO STOXX 50
®
Index
|
•
|
The securities are designed for investors who are mildly bearish, neutral or mildly bullish on the Underlyings. Investors should be willing to lose some or all of their investment if a Knock-In Event occurs. Any payment on the securities is subject to our ability to pay our obligations as they become due.
|
•
|
The securities will provide Contingent Coupon payments, if any, that will vary depending on the performance of the Underlyings during the term of the securities. Contingent Coupon payments, if any, will be paid quarterly in arrears at a rate per annum equal to (i) the Applicable Rate, which is expected to be 10.00%, 12.00% and 14.00%, as applicable (to be determined on the Trade Date), multiplied by (ii) the number of Accrual Days in the applicable Observation Period divided by the number of Non-Disrupted Days in such Observation Period, subject to Early Redemption . Contingent Coupons will be calculated on a 30/360 basis. |
•
|
The Issuer may redeem the securities, in whole but not in part, on any Early Redemption Date scheduled to occur on or after June 30, 2014. No Contingent Coupon will accrue or be payable following an Early Redemption.
|
•
|
Senior unsecured obligations of Credit Suisse AG, acting through its Nassau Branch, maturing June 28, 2023.
†
|
•
|
Minimum purchase of $1,000. Minimum denominations of $1,000 and integral multiples of $1,000 in excess thereof.
|
•
|
The securities are expected to price on or about June 25, 2013 (the “Trade Date”) and are expected to settle on or about June 28, 2013 (the “Settlement Date”). Delivery of the securities in book-entry form only will be made through The Depository Trust Company.
|
Issuer:
|
Credit Suisse AG (“Credit Suisse”), acting through its Nassau Branch
|
Underlyings:
|
Each Underlying is identified in the table below, together with its Bloomberg ticker symbol, Initial Level, Knock-In Level and Accrual Barrier:
|
Underlying
|
Ticker
|
Initial Level
**
|
Knock-In Level
|
Accrual Barrier
|
|
Russell 2000
®
Index (“RTY”)
|
RTY <Index>
|
||||
EURO STOXX 50
®
Index (“SX5E”)
|
SX5E <Index>
|
Contingent Coupon
Payment Dates:
|
Unless redeemed earlier, Contingent Coupons, if any, will be paid quarterly in arrears on the dates set forth in Annex A herein, subject to the modified following business day convention.
No Contingent Coupon will accrue or be payable following an Early Redemption.
|
||||
Contingent Coupon:
|
For each $1,000 principal amount of securities you hold, you will be entitled to receive a quarterly Contingent Coupon, if any, for each Observation Period on the applicable Contingent Coupon Payment Date, calculated as follows:
|
||||
$1,000 × [Applicable Rate × (n / N)],
|
|||||
where,
n
is the number of Accrual Days during such Observation Period; and
N
is the total number of Non-Disrupted Days during such Observation Period.
If on each Non-Disrupted Day during an Observation Period the closing level of any Underlying is less than its Accrual Barrier, then the Contingent Coupon will be zero, and you will not receive any Contingent Coupon payment on the corresponding Contingent Coupon Payment Date. If on any Non-Disrupted Day during an Observation Period, the closing level of any Underlying is less than its Accrual Barrier, then the Contingent Coupon for that Observation Period, if any, will be less, and possibly significantly less, than $25.00, $30.00 or $35.00 (to be determined on the Trade Date) per $1,000 principal amount of securities, as applicable (the maximum possible amounts of any quarterly Contingent Coupon).
|
|||||
Applicable Rate:
|
The Applicable Rate is expected to be as set forth below. Contingent Coupons will be calculated on a 30/360 basis.
|
•
|
10.00% per annum
(to be determined on the Trade Date) for each contingent interest period from and including the Settlement Date to and including June 28, 2017.
|
|
•
|
12.00% per annum
(to be determined on the Trade Date) for each contingent interest period from and excluding June 28, 2017 to and including June 29, 2020.
|
|
•
|
14.00% per annum
(to be determined on the Trade Date) for each contingent interest period from and excluding June 29, 2020 to and including the Maturity Date.
|
|
Accrual Day:
|
A Non-Disrupted Day on which the closing level of each Underlying is equal to or greater than its Accrual Barrier.
|
|
Non-Disrupted Day:
|
A day that is a trading day for all Underlyings on which a Market Disruption Event does not occur in respect of any Underlying.
|
|
Accrual Barrier:
|
For each Underlying, approximately 75.0% of the Initial Level of such Underlying (to be determined on the Trade Date).
|
Price to Public(1)
|
Underwriting Discounts and Commissions(2)
|
Proceeds to Issuer
|
|
Per security
|
$1,000.00
|
$
|
$
|
Total
|
$
|
$
|
$
|
|
•
|
Underlying supplement dated November 19, 2012:
|
|
•
|
Product supplement No. U-I dated March 23, 2012:
|
|
•
|
Prospectus supplement and Prospectus dated March 23, 2012:
|
Underlying Return
|
Return on the Securities (excluding
any Contingent Coupons payable on
the Securities)
|
Redemption
Amount
|
100.00%
|
0.00%
|
$1,000.00
|
90.00%
|
0.00%
|
$1,000.00
|
80.00%
|
0.00%
|
$1,000.00
|
70.00%
|
0.00%
|
$1,000.00
|
60.00%
|
0.00%
|
$1,000.00
|
50.00%
|
0.00%
|
$1,000.00
|
40.00%
|
0.00%
|
$1,000.00
|
30.00%
|
0.00%
|
$1,000.00
|
20.00%
|
0.00%
|
$1,000.00
|
10.00%
|
0.00%
|
$1,000.00
|
0.00%
|
0.00%
|
$1,000.00
|
−10.00%
|
0.00%
|
$1,000.00
|
−20.00%
|
0.00%
|
$1,000.00
|
−30.00%
|
0.00%
|
$1,000.00
|
−40.00%
|
0.00%
|
$1,000.00
|
−49.99%
|
0.00%
|
$1,000.00
|
−50.00%
|
0.00%
|
$1,000.00
|
−50.01%
|
−50.01%
|
$499.90
|
−60.00%
|
−60.00%
|
$400.00
|
−70.00%
|
−70.00%
|
$300.00
|
−80.00%
|
−80.00%
|
$200.00
|
−90.00%
|
−90.00%
|
$100.00
|
−100.00%
|
−100.00%
|
$0.00
|
Underlying
|
Final Level
|
RTY
|
150% of Initial Level
|
SX5E
|
160% of Initial Level
|
Underlying
|
Final Level
|
RTY
|
100% of Initial Level
|
SX5E
|
80% of Initial Level
|
Underlying
|
Final Level
|
RTY
|
40% of Initial Level
|
SX5E
|
70% of Initial Level
|
Underlying Return of the
Lowest Performing
Underlying
|
=
|
(Final Level - Initial Level) / Initial Level
|
=
|
−60%
|
|
Redemption Amount
|
=
|
$1,000 × (1 + Underlying Return of the Lowest Performing Underlying)
|
=
|
$1,000 × (1 − 0.60)
|
|
=
|
$400.00
|
Number of Accrual Days
|
Contingent Coupon Rate Per Annum*
|
Quarterly Contingent Coupon
Payment Per $1,000 Principal
Amount of Securities
|
65
|
10.00%
|
$25.00
|
55
|
8.46%
|
$21.15
|
45
|
6.92%
|
$17.31
|
35
|
5.38%
|
$13.46
|
25
|
3.85%
|
$9.62
|
15
|
2.31%
|
$5.77
|
5
|
0.77%
|
$1.92
|
0
|
0.00%
|
$0.00
|
Number of Accrual Days
|
Contingent Coupon Rate Per Annum*
|
Quarterly Contingent Coupon
Payment Per $1,000 Principal
Amount of Securities
|
65
|
12.00%
|
$30.00
|
55
|
10.15%
|
$25.38
|
45
|
8.31%
|
$20.77
|
35
|
6.46%
|
$16.15
|
25
|
4.62%
|
$11.54
|
15
|
2.77%
|
$6.92
|
5
|
0.92%
|
$2.31
|
0
|
0.00%
|
$0.00
|
Number of Accrual Days
|
Contingent Coupon Rate Per Annum*
|
Quarterly Contingent Coupon
Payment Per $1,000 Principal
Amount of Securities
|
65
|
14.00%
|
$35.00
|
55
|
11.85%
|
$29.62
|
45
|
9.69%
|
$24.23
|
35
|
7.54%
|
$18.85
|
25
|
5.38%
|
$13.46
|
15
|
3.23%
|
$8.08
|
5
|
1.08%
|
$2.69
|
0
|
0.00%
|
$0.00
|
|
[Applicable Rate × (n / N)]
|
|
where,
|
|
n
is the number of Accrual Days during the hypothetical Observation Period; and
|
|
•
|
YOU MAY RECEIVE LESS THAN THE PRINCIPAL AMOUNT AT MATURITY
— You may receive less at maturity than you originally invested in the securities, or you may receive nothing, excluding any accrued or unpaid Contingent Coupon payments. If the Final Level of the Lowest Performing Underlying is less than its Knock-In Level, a Knock-In Event will occur and you will be fully exposed to the depreciation in the Lowest Performing Underlying. In this case, the Redemption Amount you will be entitled to receive will be less than $500 per $1,000 principal amount of the securities, and you will lose your entire investment if the Final Level of the Lowest Performing Underlying falls to zero. It is not possible to predict whether a Knock-In Event will occur, and in the event that there is a Knock-In Event, by how much the Final Level of the Lowest Performing Underlying will decrease in comparison to its Initial Level. Any payment on the securities is subject to our ability to pay our obligations as they become due.
|
|
•
|
THE SECURITIES WILL NOT PAY MORE THAN THE PRINCIPAL AMOUNT, PLUS ANY ACCRUED AND UNPAID CONTINGENT COUPON, AT MATURITY OR UPON EARLY REDEMPTION
— The securities will not pay more than the principal amount, plus accrued and unpaid Contingent Coupon, if any, at maturity or upon early redemption. If the Final Level of each Underlying is greater than its respective Initial Level, you will not participate in the appreciation of any Underlying. Assuming the term of the securities is exactly 10 years, the maximum amount payable with respect to the securities is expected to be $2,180.00 (to be determined on the Trade Date) for each $1,000 principal amount of the securities.
|
|
•
|
THE SECURITIES ARE SUBJECT TO THE CREDIT RISK OF CREDIT SUISSE
— Although the return on the securities will be based on the performance of the Underlyings, the payment of any amount due on the securities, including any applicable Contingent Coupon payments, early redemption payment or payment at maturity, is subject to the credit risk of Credit Suisse. Investors are dependent on our ability to pay all amounts due on the securities and, therefore, investors are subject to our credit risk. In addition, any decline in our credit ratings, any adverse changes in the market’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.
|
|
•
|
THE SECURITIES DO NOT PROVIDE FOR REGULAR FIXED INTEREST PAYMENTS
— Unlike conventional debt securities, the securities do not provide for regular fixed interest payments. The amount of Contingent Coupon payments you receive over the term of the securities, if any, will depend on the performance of the Underlyings during the term of the securities. The annual rate for any quarterly Contingent Coupon depends on the number of Non-Disrupted Days during the relevant Observation Period on which the closing level of each Underlying is equal to or greater than its Accrual Barrier. If, on any Non-Disrupted Day during an Observation Period, the closing level of any Underlying is less than its Accrual Barrier, the Contingent Coupon for that Observation Period, if any, will be less, and possibly significantly less, than $25.00, $30.00 or $35.00 (to be determined on the Trade Date) per $1,000 principal amount of securities, as applicable (the maximum possible amounts of any quarterly Contingent Coupon). For example, if on each Non-Disrupted Day during an Observation Period the closing level of any Underlying is less than its Accrual Barrier, then the Contingent Coupon will be zero, and you will not receive any Contingent Coupon payment on the corresponding Contingent Coupon Payment Date. There can be no assurance that you will receive a Contingent Coupon payment on any Contingent Coupon Payment Date or as to the rate per annum on any Contingent Coupon payments you do receive. The securities are not a suitable investment for investors who require regular fixed income payments, since the Contingent Coupon payments are variable and may be zero.
|
|
•
|
ANY CONTINGENT COUPON PAYMENT FOR ANY OBSERVATION PERIOD WILL DEPEND ON THE CLOSING LEVELS OF THE UNDERLYINGS DURING THE OBSERVATION PERIOD
— The Contingent Coupon payment for an Observation Period will be reduced for every Non-Disrupted Day on which the closing level of any Underlying is not equal to or greater than its Accrual Barrier, and if
|
|
|
the closing level of any Underlying is not equal to or greater than its Accrual Barrier for the entirety of any such Observation Period, you will not receive any Contingent Coupon payment for that Observation Period. As a result, the return on the securities (the effective yield to maturity) may be less than you could have earned on ordinary interest-bearing debt securities with similar maturities, including other debt securities of ours.
|
|
•
|
THE SECURITIES ARE SUBJECT TO A POTENTIAL EARLY REDEMPTION, WHICH WOULD LIMIT YOUR ABILITY TO ACCRUE CONTINGENT COUPONS OVER THE FULL TERM OF THE SECURITIES
—The securities are subject to a potential early redemption. Prior to maturity, the securities may be redeemed on any Early Redemption Date scheduled to occur on or after June 30, 2014, upon notice on or before the relevant Early Redemption Notice Date. If the securities are redeemed prior to the Maturity Date, you will be entitled to receive the principal amount of your securities and any accrued but unpaid Contingent Coupon payable on such Early Redemption Date. In this case, you will lose the opportunity to continue to accrue and be paid Contingent Coupons from the date of Early Redemption to the scheduled Maturity Date. If the securities are redeemed prior to the Maturity Date, you may be unable to invest in other securities with a similar level of risk that yield as much interest as the securities.
|
|
•
|
THE RETURN ON THE SECURITIES WILL BE AFFECTED BY THE KNOCK-IN LEVEL FOR EACH UNDERLYING AND THE OCCURRENCE OF A KNOCK-IN EVENT
— The return on the securities will be affected by the Knock-In Level for each Underlying and whether a Knock-In Event occurs. If the Final Level any Underlying is less than its Knock-In Level, a Knock-In Event will have occurred and you will receive substantially less than your principal amount at maturity.
|
|
•
|
SINCE THE SECURITIES ARE LINKED TO THE PERFORMANCE OF MORE THAN ONE UNDERLYING, YOU WILL BE FULLY EXPOSED TO THE RISK OF FLUCTUATIONS IN THE LEVEL OF EACH UNDERLYING
— Since the securities are linked to the performance of more than one Underlying, the securities will be linked to the
individual performance
of each Underlying. Because the securities are not linked to a basket, in which the risk is mitigated and diversified among all of the components of a basket, you will be exposed to the risk of fluctuations in the levels of the Underlyings to the same degree for each Underlying. For example, in the case of securities linked to a basket, the return would depend on the weighted aggregate performance of the basket components as reflected by the basket return. Thus, the depreciation of any basket component could be mitigated by the appreciation of another basket component, to the extent of the weightings of such components in the basket. However, in the case of securities linked to the lowest performing Underlying, the
individual performance
of each Underlying is not combined to calculate your return and the depreciation of any Underlying is not mitigated by the appreciation of any other Underlying. Instead, the Redemption Amount payable at maturity depends on the lowest performing of the Underlyings to which the securities are linked.
|
|
•
|
THE SECURITIES ARE LINKED TO THE RUSSELL 2000
®
INDEX AND ARE SUBJECT TO THE RISKS ASSOCIATED WITH SMALL-CAPITALIZATION COMPANIES
— The Russell 2000
®
Index is composed of equity securities issued by companies with relatively small market capitalization. These equity securities often have greater stock price volatility, lower trading volume and less liquidity than the equity securities of large-capitalization companies, and are more vulnerable to adverse business and economic developments than those of large-capitalization companies. In addition, small-capitalization companies are typically less established and less stable financially than large-capitalization companies. These companies may depend on a small number of key personnel, making them more vulnerable to loss of personnel. Such companies tend to have smaller revenues, less diverse product lines, smaller shares of their product or service markets, fewer financial resources and less competitive strengths than large-capitalization companies and are more susceptible to adverse developments related to their products. Therefore, the Russell 2000
®
Index may be more volatile than it would be if it were composed of equity securities issued by large-capitalization companies.
|
|
•
|
RISKS ASSOCIATED WITH INVESTMENTS IN SECURITIES LINKED TO THE PERFORMANCE OF FOREIGN EQUITY SECURITIES
—
The equity securities included in the EURO STOXX 50
®
Index are issued by foreign companies and trade in foreign securities markets.
Investments in securities linked to the value of foreign equity securities involve risks associated with the securities
|
|
|
markets in those countries, including the risk of volatility in those markets, governmental intervention in those markets and cross-shareholdings in companies in certain countries. Foreign companies are subject to accounting, auditing and financial reporting standards and requirements different from those applicable to U.S. reporting companies.
|
|
•
|
THE OCCURENCE OF A MARKET DISRUPTION EVENT MAY ADVERSELY AFFECT YOUR RETURN
— If a market disruption event occurs during any Observation Period (other than on the Observation Date included in such Observation Period), the total number of Non-Disrupted Days during such Observation Period will be reduced, even if a Market Disruption Event occurs in respect of only one Underlying. Similarly, if any day during any Observation Period is a trading day in respect of only one Underlying, the total number of Non-Disrupted Days during such Observation Period will be reduced. Any such reduction in the number of Non-Disrupted Days during such Observation Period will magnify the relative weighting of any day on which the closing level of any Underlying is less than its Accrual Barrier relative to the total number of Non-Disrupted Days during such Observation Period. Under these circumstances, your Contingent Coupon payment could be less than if a market disruption event had not occurred.
|
|
•
|
ESTIMATED VALUE OF THE SECURITIES AFTER DEDUCTING CERTAIN COSTS
— The 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 the agent’s 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).
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 mid-market pricing. Our option valuation models are proprietary. They 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.
|
|
•
|
EFFECT OF INTEREST RATE USED IN ESTIMATING VALUE
— 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 “secondary market credit spreads”), to account for costs related to structuring and offering the securities. In circumstances where the internal funding rate is lower than the secondary market credit spread, the value of the securities would be higher if we used our secondary market credit spread. Our use of our lower internal funding rate is also reflected in the secondary market prices of the securities. Because Credit Suisse’s pricing models may differ from other issuers’ 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 may not be comparable to estimated values of similar securities of other issuers.
|
|
•
|
SECONDARY MARKET PRICES
— If Credit Suisse (or an affiliate) offers to repurchase 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 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 and other factors. These other factors include customary bid and ask spreads and other transaction costs, changes in market conditions and any deterioration or improvement in our creditworthiness. Furthermore, assuming no change in market conditions or other relevant factors from the Trade Date, the secondary market price of your securities will be lower than the Price to Public because it will not include the agent’s discounts or commissions and hedging and other transaction costs. If you sell your securities to a dealer, 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 repurchase the securities from such dealer.
|
|
|
We (or an affiliate) may initially offer 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 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 90 days.
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.
|
|
•
|
LACK OF LIQUIDITY
— 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.
|
|
•
|
POTENTIAL CONFLICTS —
We and our affiliates play a variety of roles in connection with the issuance of the securities, including acting as calculation agent, hedging our obligations under the securities and determining the estimated value of the securities. In performing these duties, the economic interests of the calculation agent and other affiliates of ours are potentially adverse to your interests as an investor in the securities.
|
|
•
|
MANY ECONOMIC AND MARKET FACTORS WILL AFFECT THE VALUE OF THE SECURITIES
— In addition to the levels of the Underlyings on any trading day during any Observation Period, the value of the securities will be affected by a number of economic and market factors that may either offset or magnify each other, including:
|
|
o
|
the expected volatility of the Underlyings;
|
|
o
|
the time to maturity of the securities;
|
|
o
|
the Early Redemption feature, which is likely to limit the value of the securities;
|
|
o
|
interest and yield rates in the market generally;
|
|
o
|
investors’ expectations with respect to the rate of inflation;
|
|
o
|
geopolitical conditions and a variety of economic, financial, political, regulatory or judicial events that affect the components comprising the Underlyings, or markets generally and which may affect the levels of the Underlyings; and
|
|
o
|
our creditworthiness, including actual or anticipated downgrades in our credit ratings.
|
|
|
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.
|
|
•
|
NO OWNERSHIP RIGHTS RELATING TO THE UNDERLYINGS
— Your return on the securities will not reflect the return you would realize if you actually owned the equity securities comprising the Underlyings. The return on your investment, which is based on the percentage change in the Underlyings, is not the same as the total return you would receive based on the purchase of the equity securities that comprise the Underlyings.
|
|
•
|
NO DIVIDEND PAYMENTS OR VOTING RIGHTS
— As a holder of the securities, you will not have voting rights or rights to receive cash dividends or other distributions or other rights with respect to the equity securities that comprise the Underlyings.
|
·
|
a financial institution,
|
·
|
a mutual fund,
|
·
|
a tax-exempt organization,
|
·
|
a grantor trust,
|
·
|
certain U.S. expatriates,
|
·
|
an insurance company,
|
·
|
a dealer or trader in securities or foreign currencies,
|
·
|
a person (including traders in securities) using a mark-to-market method of accounting,
|
·
|
a person who holds the securities as a hedge or as part of a straddle with another position, constructive sale, conversion transaction or other integrated transaction, or
|
·
|
an entity that is treated as a partnership for U.S. federal income tax purposes.
|
Early Redemption Notice Dates
|
Observation Dates
|
Early Redemption Dates
|
Contingent Coupon Payment Dates
|
September 25, 2013
|
September 30, 2013
|
||
December 24, 2013
|
December 30, 2013
|
||
March 25, 2014
|
March 28, 2014
|
||
June 25, 2014
|
June 25, 2014
|
June 30, 2014
|
June 30, 2014
|
September 24, 2014
|
September 24, 2014
|
September 29, 2014
|
September 29, 2014
|
December 23, 2014
|
December 23, 2014
|
December 29, 2014
|
December 29, 2014
|
March 25, 2015
|
March 25, 2015
|
March 30, 2015
|
March 30, 2015
|
June 24, 2015
|
June 24, 2015
|
June 29, 2015
|
June 29, 2015
|
September 23, 2015
|
September 23, 2015
|
September 28, 2015
|
September 28, 2015
|
December 22, 2015
|
December 22, 2015
|
December 28, 2015
|
December 28, 2015
|
March 22, 2016
|
March 22, 2016
|
March 28, 2016
|
March 28, 2016
|
June 23, 2016
|
June 23, 2016
|
June 28, 2016
|
June 28, 2016
|
September 23, 2016
|
September 23, 2016
|
September 28, 2016
|
September 28, 2016
|
December 22, 2016
|
December 22, 2016
|
December 28, 2016
|
December 28, 2016
|
March 23, 2017
|
March 23, 2017
|
March 28, 2017
|
March 28, 2017
|
June 23, 2017
|
June 23, 2017
|
June 28, 2017
|
June 28, 2017
|
September 25, 2017
|
September 25, 2017
|
September 28, 2017
|
September 28, 2017
|
December 22, 2017
|
December 22, 2017
|
December 28, 2017
|
December 28, 2017
|
March 23, 2018
|
March 23, 2018
|
March 28, 2018
|
March 28, 2018
|
June 25, 2018
|
June 25, 2018
|
June 28, 2018
|
June 28, 2018
|
September 25, 2018
|
September 25, 2018
|
September 28, 2018
|
September 28, 2018
|
December 24, 2018
|
December 24, 2018
|
December 28, 2018
|
December 28, 2018
|
March 25, 2019
|
March 25, 2019
|
March 28, 2019
|
March 28, 2019
|
June 25, 2019
|
June 25, 2019
|
June 28, 2019
|
June 28, 2019
|
September 25, 2019
|
September 25, 2019
|
September 30, 2019
|
September 30, 2019
|
December 24, 2019
|
December 24, 2019
|
December 30, 2019
|
December 30, 2019
|
March 25, 2020
|
March 25, 2020
|
March 30, 2020
|
March 30, 2020
|
June 24, 2020
|
June 24, 2020
|
June 29, 2020
|
June 29, 2020
|
September 23, 2020
|
September 23, 2020
|
September 28, 2020
|
September 28, 2020
|
December 22, 2020
|
December 22, 2020
|
December 28, 2020
|
December 28, 2020
|
March 24, 2021
|
March 24, 2021
|
March 29, 2021
|
March 29, 2021
|
June 23, 2021
|
June 23, 2021
|
June 28, 2021
|
June 28, 2021
|
September 23, 2021
|
September 23, 2021
|
September 28, 2021
|
September 28, 2021
|
December 22, 2021
|
December 22, 2021
|
December 28, 2021
|
December 28, 2021
|
March 23, 2022
|
March 23, 2022
|
March 28, 2022
|
March 28, 2022
|
June 23, 2022
|
June 23, 2022
|
June 28, 2022
|
June 28, 2022
|
September 23, 2022
|
September 23, 2022
|
September 28, 2022
|
September 28, 2022
|
December 22, 2022
|
December 22, 2022
|
December 28, 2022
|
December 28, 2022
|
March 23, 2023
|
March 23, 2023
|
March 28, 2023
|
March 28, 2023
|
June 23, 2023
|
June 28, 2023
|
1 Year Elements Credit Suisse Global Warming Index Etn Chart |
1 Month Elements Credit Suisse Global Warming Index Etn Chart |
Support: +44 (0) 203 8794 460 | support@advfn.com
By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions