<SEC-DOCUMENT>0001213900-23-062971.txt : 20230803
<SEC-HEADER>0001213900-23-062971.hdr.sgml : 20230803
<ACCEPTANCE-DATETIME>20230803155825
ACCESSION NUMBER:		0001213900-23-062971
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		7
FILED AS OF DATE:		20230803
DATE AS OF CHANGE:		20230803

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:	333-272539
		FILM NUMBER:		231139700

	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>ea159324_424b2.htm
<DESCRIPTION>PRICING SUPPLEMENT
<TEXT>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
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    <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Pricing Supplement No. ETN-7/A18<SUP>&dagger;</SUP></B><BR>
    To the Prospectus Supplement dated June 26, 2023 and</P>
    <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">the Prospectus dated June 26, 2023</P></TD>
    <TD STYLE="width: 50%; padding-right: 0.05in; padding-left: 0.05in; font: 10pt Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Filed Pursuant to Rule&nbsp;424(b)(2)<BR>
Registration Statement No. 333-272539<BR>
August 3, 2023</FONT></TD></TR>
  <TR>
    <TD COLSPAN="2" STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-left: 0.05in"><IMG SRC="image_001.jpg" ALT="" STYLE="height: 48px; width: 173px"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><BR>
<FONT STYLE="color: #004E78"><B>420,000* Credit Suisse X-Links</B></FONT></FONT><B><FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif; color: #004E78">&reg;</FONT></B><B> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: #004E78">Silver Shares Covered Call ETNs due April 21, 2033**</FONT></B></TD></TR>
  </TABLE>
<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin: 3pt 0; text-align: justify; color: #004E78"><B>General</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The exchange traded notes (&ldquo;<B>ETNs</B>&rdquo;) are designed for investors who seek a return linked
to the performance of the Credit Suisse NASDAQ Silver FLOWS<SUP>TM</SUP> 106 Index (the &ldquo;<B>Index</B>&rdquo;). The Index measures
the return of a &ldquo;covered call&rdquo; strategy on the shares of the iShares<SUP>&reg;</SUP> Silver Trust (the &ldquo;<B>SLV Shares</B>&rdquo;)
by reflecting changes in the price of the SLV Shares and the notional option premiums received from the notional sale of monthly call
options on the SLV Shares less the Notional Transaction Costs incurred in connection with the implementation of the covered call strategy
(as described below).</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The ETNs track the performance of the Index, as reflected by their Indicative Value, calculated as set
forth below.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The ETNs do not guarantee any return of your investment. If the Index declines, investors should be willing
to lose up to 100% of their investment. Any payment on the ETNs is subject to our ability to pay our obligations as they become due.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The ETNs will pay a variable monthly Coupon Amount based on the notional option premiums received from
the sale of monthly call options on the SLV Shares, as described in this pricing supplement. Since the monthly Coupon Amount is uncertain
and could be zero, investors should not expect to receive regular periodic interest payments.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The ETNs are senior unsecured obligations of Credit Suisse AG, acting through its Nassau Branch, maturing
April 21, 2033, unless the maturity is extended at our option, as described below.**</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">An investment in the ETNs involves significant risks and is not appropriate for every investor. The ETNs
are intended for investors who are familiar with covered call strategies and the risks associated with options and options transactions.
Accordingly, the ETNs should be purchased only by knowledgeable investors who understand the potential consequences of investing in the
Index which implements a covered call strategy on SLV Shares. Investors should consider their investment horizon as well as potential
transaction costs when evaluating an investment in the ETNs and should regularly monitor their holdings of the ETNs to ensure that they
remain consistent with their investment strategies.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">Prior to September 27, 2022, the denomination and stated principal amount of each ETN was $20.00. Credit
Suisse implemented a 1-for-20 reverse split of the ETNs, effective September 27, 2022. As of September 27, 2022, the denomination and
stated principal amount of each ETN is $400.00. ETNs may be issued at a price that is higher or lower than the stated principal amount,
based on the Indicative Value of the ETNs at that time.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The initial issuance of ETNs priced on April 16, 2013 (the &ldquo;<B>Inception Date</B>&rdquo;) and settled
on April 19, 2013 (the &ldquo;<B>Initial Settlement Date</B>&rdquo;).</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The ETNs are subject to early redemption or acceleration in whole or in part at any time, as described
under &ldquo;Specific Terms of the ETNs&mdash;Payment Upon Early Redemption&rdquo; and &ldquo;&mdash;Acceleration at Our Option or Upon
an Acceleration Event&rdquo; in this pricing supplement. Accordingly, you should not expect to be able to hold the ETNs to maturity.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The ETNs are subject to a Daily Investor Fee based on an annual Investor Fee Rate of 0.65%.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">The Index is subject to the Notional Transactional Costs which reflect the monthly transaction costs of
hypothetically buying and selling the call options and selling the SLV Shares and equal 0.03%, 0.03% and 0.01%, respectively, <I>times</I>
the closing price of the SLV Shares on the date of such notional transactions. On an annual basis, such transaction costs are approximately
equal to 0.84%. The actual cost will vary depending on the value of the SLV Shares on the date of such transactions.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 3pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.25in">&bull;</TD><TD STYLE="text-align: justify">We have listed the ETNs on the NASDAQ exchange under the ticker symbol &ldquo;<B>SLVO</B>&rdquo;. As long
as an active secondary market in the ETNs exists, we expect that investors will purchase and sell the ETNs primarily in this secondary
market. We have no obligation to maintain any listing on any exchange or quotation system. Under certain circumstances, the ETNs may be
subject to delisting by NASDAQ. We have not and do not intend to list the ETNs on any other exchange. No PRIIPs or UK PRIIPs key information
document (KID) has been prepared as the ETNs are not available to retail investors in the European Economic Area or the United Kingdom.</TD></TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify"><B>Investing in the ETNs involves significant
risks not associated with an investment in conventional debt securities. See &ldquo;Risk Factors&rdquo; in this pricing supplement.</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify"><B>Neither the Securities and Exchange Commission
(&ldquo;SEC&rdquo;) nor any state securities commission has approved or disapproved of these ETNs or passed upon the accuracy or the adequacy
of this pricing supplement or the accompanying prospectus supplement and the prospectus. Any representation to the contrary is a criminal
offense.</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify"><SUP>&dagger;</SUP> This amended and restated
pricing supplement amends, restates and supersedes pricing supplement No. ETN-7/A17 dated June 28, 2022 (together with any previous supplements
or amendments) in its entirety. We refer to this amended and restated pricing supplement as the &ldquo;pricing supplement&rdquo;.</P>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">*
Reflects the number of ETNs offered hereby. &ldquo;X-Links</FONT><FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif">&reg;</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&rdquo;
is a registered trademark of Credit Suisse Securities (USA) LLC (&ldquo;<B>CSSU</B>&rdquo;). As of July 31, 2023, there were 1,640,940
ETNs ($656,376,000 in stated principal amount) issued and outstanding. On September 19, 2022, Credit Suisse AG announced a 1-for-20 reverse
split of the ETNs. On September 27, 2022, holders received one reverse-split adjusted ETN for every twenty units of the ETNs. In addition,
holders of a number of units of ETNs that is not evenly divisible by twenty will receive a cash payment for any fractional ETNs remaining.
Additional ETNs may be issued and sold from time to time through our affiliate CSSU and through one or more dealers purchasing as principal
through CSSU at a price that is higher or lower than the stated principal amount, based on the Indicative Value of the ETNs at that time.
Sales of the ETNs will be made at market prices prevailing at the time of sale, at prices related to market prices or at negotiated prices.
We expect to receive proceeds equal to 100% of the issue price to the public of the ETNs we issue and sell after the Inception Date, less
any commissions paid to CSSU or any other agent. Delivery of the ETNs in book-entry form only will be made through The Depository Trust
Company (&ldquo;<B>DTC</B>&rdquo;). However, we are under no obligation to issue or sell additional ETNs at any time, and if we do issue
and sell additional ETNs, we may limit or restrict such sales, including by adding conditions on such additional issuances and sales at
our sole discretion, and we may stop and subsequently resume selling additional ETNs at any time. If we limit, restrict or stop selling
additional ETNs or if we subsequently resume sales of such additional ETNs, the trading price and liquidity of the ETNs in the secondary
market could be materially and adversely affected.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">** The scheduled Maturity Date is initially April
21, 2033, but the maturity of the ETNs may be extended at our option for up to two (2) additional five-year periods, as described herein.</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">We sold a portion of the ETNs on the Inception
Date and received proceeds equal to 100% of their stated principal amount as of the Inception Date. The agent for this offering, CSSU,
is our affiliate. In exchange for providing certain services relating to the distribution of the ETNs, CSSU, a member of the Financial
Industry Regulatory Authority (&ldquo;<B>FINRA</B>&rdquo;), or another FINRA member may receive all or a portion of the Daily Investor
Fee. In addition, CSSU will charge investors an Early Redemption Charge per ETN of 0.125% <I>times</I> the Closing Indicative Value on
the Early Redemption Valuation Date. CSSU and its affiliates may also profit from hedging activity related to these offerings, even if
the value of the ETNs declines. Please see &ldquo;Supplemental Plan of Distribution (Conflicts of Interest)&rdquo; in this pricing supplement
for more information.</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The ETNs 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.</P>

<P STYLE="font: 16pt Arial, Helvetica, Sans-Serif; margin: 3pt 0; text-align: center"><B>Credit Suisse</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt 0.25in; text-indent: -0.25in">August 3, 2023</P>


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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt 0.25in; text-indent: -0.25in; color: #004E78"><B>Key Terms</B></P>

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    <TD STYLE="width: 22%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer:</FONT></TD>
    <TD STYLE="width: 78%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; font: 10pt Times New Roman, Times, Serif; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit Suisse AG (&ldquo;<B>Credit Suisse</B>&rdquo;), acting through its Nassau Branch.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Index:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The return on the ETNs will be based on the performance
    of the Credit Suisse NASDAQ Silver FLOWS<SUP>TM</SUP> (Formula-Linked OverWrite Strategy) 106 Index (the &ldquo;<B>Index</B>&rdquo;),
    as reflected by their Indicative Value, calculated as set forth below. The Index is reported on Bloomberg under ticker symbol &ldquo;QSLVO
    &lt;Index&gt;&rdquo;.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Index measures the return of a &ldquo;covered
    call&rdquo; strategy on the shares of the iShares<SUP>&reg;</SUP> Silver Trust (Bloomberg ticker symbol &ldquo;SLV UP &lt;Equity&gt;&rdquo;)
    by reflecting changes in the price of the SLV Shares and the notional option premiums received from the notional sale of monthly call
    options on the SLV Shares less notional costs incurred in connection with the implementation of the covered call strategy (the &ldquo;<B>Notional
    Transaction Costs</B>&rdquo;). These costs reflect the monthly transaction costs of hypothetically buying and selling the call options
    and selling the SLV Shares and equal 0.03%, 0.03% and 0.01%, respectively, <I>times</I> the closing price of the SLV Shares on the date
    of such notional transactions and, which, on an annual basis, are approximately equal to 0.84%. The actual cost will vary depending on
    the value of the SLV Shares on the date of such transactions. The Index strategy consists of a hypothetical notional portfolio that takes
    a &ldquo;long&rdquo; position in SLV Shares and sells a succession of notional, approximately one-month, call options on the SLV Shares
    with a strike price of approximately 106% of the price of the SLV Shares exercisable on the option expiration date (the &ldquo;<B>Options</B>&rdquo;
    and together with the long position in SLV Shares, the &ldquo;<B>Index Components</B>&rdquo;). The notional sale of the Options is &ldquo;covered&rdquo;
    by the notional long position in the SLV Shares. The long position in the SLV Shares and the &ldquo;short&rdquo; call options are held
    in equal notional amounts (i.e., the short position in each Option is &ldquo;covered&rdquo; by the long position in the SLV Shares). This
    strategy is intended to provide exposure to silver through the notional positions in the SLV Shares and the Options that seeks to (i)
    generate periodic cash flows that a direct long-only ownership position in the SLV Shares would not, (ii) provide a limited offset to
    losses from downside market performance in the SLV Shares via the cash flows from option premiums and (iii) provide limited potential
    upside participation in the performance of the SLV Shares. The level of the Index on any day reflects the value of (i) the notional long
    position in the SLV Shares; (ii) the notional Option premium; and (iii) the notional short position in the Options then outstanding; and
    net of the Notional Transaction Costs. The ETNs will not participate in the potential upside of the SLV Shares beyond the applicable strike
    price of the Options and the Notional Transaction Costs. For more information on the Index, see &ldquo;The Index&rdquo; in this pricing
    supplement. The Index is subject to the policies of the Index Sponsors and is subject to the Index Sponsors&rsquo; discretion, including
    with respect to the implementation of, and changes to, the rules governing the Index methodology.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Index Sponsors:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CSi and Nasdaq, Inc.</FONT></TD></TR>
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    <TD STYLE="font: 10pt Times New Roman, Times, Serif; text-align: left; padding-right: 0pt; padding-bottom: 3pt; padding-left: 0pt; width: 22%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">CUSIP
    | ISIN Number:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; width: 78%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Credit
    Suisse implemented a 1-for-20 reverse split, effective at the open of trading on September 27, 2022: </FONT></TD></TR>
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    <TD STYLE="background-color: White; width: 23%">&nbsp;</TD>
    <TD STYLE="width: 36%; border-top: Black 1pt solid; border-left: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; padding: 0.15pt 5.4pt 3pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse Split-Adjusted CUSIP</FONT></TD>
    <TD STYLE="width: 36%; border-top: Black 1pt solid; border-right: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; padding: 0.15pt 5.4pt 3pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse Split-Adjusted ISIN</FONT></TD>
    <TD STYLE="background-color: White; width: 5%">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="background-color: White">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; border-left: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; padding: 0.15pt 5.4pt 3pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">22542D225</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; font: 10pt Times New Roman, Times, Serif; padding: 0.15pt 5.4pt 3pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US22542D2255</FONT></TD>
    <TD STYLE="background-color: White">&nbsp;</TD></TR>
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    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt; width: 22%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Payment at Maturity:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; width: 78%">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">If your ETNs have not previously been redeemed
    or accelerated, at maturity you will receive for each $400.00 stated principal amount of your ETNs a cash payment equal to the &ldquo;<B>Final
    Indicative Value</B>&rdquo;, which will be the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Value
    on each of the immediately preceding five (5) Trading Days to and including the Final Valuation Date (the &ldquo;<B>Final Valuation Period</B>&rdquo;).
    Any payment on the ETNs is subject to our ability to pay our obligations as they become due. In no event will the payment at maturity
    be less than zero.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right"><I>&nbsp;</I></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right"><I>(Key Terms continued on next page)</I></P></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 22%; padding-bottom: 3pt; padding-left: 10pt; font: 10pt Times New Roman, Times, Serif; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Valuation Date:</FONT></TD>
    <TD STYLE="width: 78%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; font: 10pt Times New Roman, Times, Serif; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">April 18, 2033 or, if such date is not a Trading Day, the next following Trading Day (the &ldquo;<B>Final Valuation Date</B>&rdquo;), any Early Redemption Valuation Date, any Accelerated Valuation Date and any Trading Day in the Accelerated Valuation Period.*** If we exercise our option to extend the maturity of the ETNs (as described below), the Final Valuation Date for the ETNs will be the third scheduled Business Day prior to the scheduled Maturity Date, as extended.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 9pt">*** Any Valuation Date is subject to postponement if such date is not a Trading Day or as a result of a Market Disruption Event; any Valuation Date in the Accelerated Valuation Period is subject to postponement if a preceding Valuation Date in the Accelerated Valuation Period is postponed; the Maturity Date will be postponed if the scheduled Maturity Date is not a Business Day or if the scheduled Final Valuation Date is not a Trading Day or if a Market Disruption Event occurs or is continuing on the scheduled Final Valuation Date; any Early Redemption Date will be postponed if such date is not a Business Day or a Market Disruption Event occurs or is continuing on the corresponding Valuation Date; and the Acceleration Date will be postponed if the last scheduled Valuation Date in the Accelerated Valuation Period is postponed, as described herein under &ldquo;Specific Terms of the ETNs&mdash;Market Disruption Events&rdquo;. No interest or additional payment will accrue or be payable as a result of any postponement of any Valuation Date, the Maturity Date, any Early Redemption Date or the Acceleration Date, as applicable.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Closing Indicative Value:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Closing Indicative Value on the Inception
    Date was $20.00 (the &ldquo;<B>Initial Indicative Value</B>&rdquo;).</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Closing Indicative Value on each calendar
    day following the Inception Date will be calculated by the Index Calculation Agent and will be equal to (1) the Current Principal Amount
    for such calendar day <I>plus</I> (2) for any day on or after the Index Distribution Date but prior to the Ex-Coupon Date for a given
    month, any accrued but unpaid Coupon Amount.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Closing Indicative Value will never be less
    than zero. If the Intraday Indicative Value of the ETNs is equal to or less than zero at any time or the Closing Indicative Value is equal
    to zero on any Trading Day, the Closing Indicative Value of the ETNs on that day, and all future days, will be zero. The Closing Indicative
    Value is not the same as the closing price or any other trading price of the ETNs in the secondary market. The trading price of the ETNs
    at any time may vary significantly from their Indicative Value at such time. See &ldquo;Description of the ETNs&rdquo;. If the ETNs undergo
    a subsequent split or reverse split, the Closing Indicative Value of the ETNs will be adjusted accordingly (see &ldquo;Description of
    the ETNs&mdash;Split or Reverse Split of the ETNs&rdquo; in this pricing supplement). Even if the Closing Indicative Value or Intraday
    Indicative Value is equal to or less than zero at any time, the trading price of the ETNs may remain above zero. Buying the ETNs at such
    a time will lead to a complete loss of your investment. See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;If
    the Intraday Indicative Value is equal to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading
    Day, you will lose all of your investment&rdquo;.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Closing Indicative Value for the ETNs on
    July 31, 2023 was $78.1879 and the closing price on July 31, 2023 on the NASDAQ exchange (ticker symbol &ldquo;SLVO&rdquo;) was $78.13.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The ETNs underwent a 1-for-20 reverse split,
    effective September 27, 2022. Since September 27, 2022, the Closing Indicative Value has been expressed in an amount per denomination
    and stated principal amount of $400.00 based on the split-adjusted Current Principal Amount.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Closing Indicative Value of the ETNs is not
    the closing price or any other trading price of the ETNs in the secondary market. The trading price of the ETNs at any time may vary significantly
    from the Indicative Value of the ETNs at such time. See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;The Intraday
    Indicative Value and the Closing Indicative Value are not the same as the closing price or any other trading price of the ETNs in the
    secondary market&rdquo; and &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;The ETNs may trade at a substantial
    premium to or discount from the Closing Indicative Value and/or Intraday Indicative Value&rdquo; in this pricing supplement.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Current Principal Amount:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Current Principal Amount on each calendar
    day following the Inception Date will be equal to (1)(a) the Current Principal Amount on the immediately preceding calendar day <I>times</I>
    (b) the Daily Index Factor on such calendar day <I>minus</I> (2) the Daily Investor Fee on such calendar day. The Current Principal Amount
    on the Inception Date was $20.00.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The ETNs underwent a 1-for-20 reverse split,
    effective September 27, 2022. For the purposes of determining the Current Principal Amount on September 27, 2022, the Current Principal
    Amount on September 26, 2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above. Since September 27,
    2022, the Current Principal Amount has been expressed in an amount per denomination and stated principal amount of $400.00.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right"><I>(Key Terms continued on next page)</I></P></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; font: 10pt Times New Roman, Times, Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intraday Indicative Value:</FONT></TD>
    <TD STYLE="width: 78%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Intraday Indicative Value of the ETNs will
    be calculated and published by the Index Calculation Agent every fifteen (15) seconds on each Trading Day during normal trading hours
    so long as no Market Disruption Event has occurred or is continuing and will be disseminated over the consolidated tape or other major
    market data vendor. The Intraday Indicative Value at any time is based on the most recent intraday level of the Index. It is calculated
    using the same formula as the Closing Indicative Value, except that instead of using the Closing Level of the Index, the calculation is
    based on the most recent reported level of the Index at the particular time (or, if the day on which such time occurs is not a Trading
    Day, as determined by the Calculation Agent). If the Intraday Indicative Value of the ETNs is equal to or less than zero at any time or
    the Closing Indicative Value is equal to zero on any Trading Day, the Closing Indicative Value of the ETNs on that day, and all future
    days, will be zero<B>. </B>See &ldquo;Description of the ETNs&mdash;Intraday Indicative Value&rdquo; in this pricing supplement.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Intraday Indicative Value is a calculated
    value and is not the same as the trading price of the ETNs, nor is it a price at which you can buy or sell the ETNs in the secondary market.
    The Intraday Indicative Value does not take into account the factors that influence the trading price of the ETNs, such as, among other
    things, imbalances of supply and demand, lack of liquidity, transaction costs, credit considerations and bid-offer spreads. Because the
    Intraday Indicative Value is based on the intraday levels of the Index, however, it will reflect lags and other disruptions and suspensions
    that affect the Index. See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;The Intraday Indicative Value and
    the Closing Indicative Value are not the same as the closing price or any other trading price of the ETNs in the secondary market&rdquo;
    and &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;The ETNs may trade at a substantial premium to or discount
    from the Closing Indicative Value and/or Intraday Indicative Value&rdquo; in this pricing supplement.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Indicative Value:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">The Indicative Value of the ETNs is the Intraday Indicative
    Value or the Closing Indicative Value of the ETNs, as applicable.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">The &ldquo;Indicative Value&rdquo; for the ETNs is
    designed to reflect the economic value of the ETNs at a given time. The Indicative Value is a calculated value and is not the same as
    the trading price of the ETNs and is not a price at which you can buy or sell the ETNs in the secondary market. The Indicative Value does
    not take into account the factors that influence the trading price of the ETNs, such as imbalances of supply and demand, lack of liquidity
    and credit considerations. <B>The actual trading price of the ETNs in the secondary market may vary significantly from their Indicative
    Value. </B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify"><B>Investors can compare the trading price (if
    such concurrent trading price is available) of the ETNs against the Indicative Value to determine whether the ETNs are trading in the
    secondary market at a premium or a discount to the economic value of the ETNs at any given time</B>. Investors are cautioned that paying
    a premium purchase price over the Indicative Value at any time could lead to the loss of any premium in the event the investor sells the
    ETNs when such premium is no longer present in the market place or your ETNs are redeemed by us (including pursuant to an acceleration
    at our option). It is also possible that the ETNs will trade in the secondary market at a discount below the Indicative Value and that
    investors would receive less than the Indicative Value if they had to sell their ETNs in the market at such time.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Indicative Value Ticker Symbol of the ETNs:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Intraday Indicative Value and the Closing Indicative Value will be calculated by the Index Calculation Agent referred to below and published on each Trading Day under the Bloomberg ticker symbol &ldquo;SLVOIV&rdquo; and may also be calculated and published by other sources. The publishing of such values by the Index Calculation Agent or by others is subject to delay or postponement and published values may be inaccurate as a result of miscalculations, human error, or systems and technology errors. Credit Suisse does not (i) guarantee the completeness or accuracy of any published Indicative Value, (ii) make any representation or warranty with regard to any published Indicative Value, or (iii) assume responsibility for losses or damages arising out of your use of any published Indicative Value or any subsequent corrections or amendments to any published Indicative Value.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Calculation Agent:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit Suisse International (&ldquo;<B>CSi</B>&rdquo;). </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Index Calculation Agent:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nasdaq, Inc.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Daily Index Factor:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Daily Index Factor on any Index Business
    Day will equal (a) the Closing Level of the Index on such Index Business Day <I>divided by</I> (b) the Closing Level of the Index on the
    immediately preceding Index Business Day. The Daily Index Factor is deemed to be one on any day that is not an Index Business Day.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right"><I>(Key Terms continued on next page)</I></P></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-bottom: 3pt; padding-left: 10pt; font: 10pt Times New Roman, Times, Serif; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Daily Investor Fee:</FONT></TD>
    <TD STYLE="width: 78%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">On any calendar day, the Daily Investor Fee will be
    equal to the product of (1)(a) the Current Principal Amount on the immediately preceding calendar day <I>times</I> (b) the Daily Index
    Factor on such calendar day <I>times</I> (2)(a) the Investor Fee Rate <I>divided by</I> (b) 365. The &ldquo;Investor Fee Rate&rdquo; will
    be equal to 0.65%.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">The ETNs underwent a 1-for-20 reverse split, effective
    September 27, 2022. For the purposes of determining the Daily Investor Fee on September 27, 2022, the Current Principal Amount on September
    26, 2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">The Daily Investor Fee reduces the amount of
    your payment at maturity or upon early redemption or acceleration, and therefore the level of the Index must increase by an amount sufficient
    to offset the Daily Investor Fee (and the Early Redemption Charge, if you offer your ETNs for early redemption) in order for you to receive
    at least your investment in the ETNs at maturity or upon early redemption or acceleration. If the level of the Index decreases or does
    not increase sufficiently to offset the Daily Investor Fee (and in the case of Early Redemption, the Early Redemption Charge) over the
    term of the ETNs, you will receive less, and possibly significantly less, at maturity or upon early redemption or acceleration of the
    ETNs than the amount of your investment.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Closing Level:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Closing Level of the Index on any Trading Day will be the closing level published on Bloomberg under the ticker symbol &ldquo;QSLVO &lt;Index&gt;&rdquo; or any successor page on Bloomberg or any successor service, as applicable; provided that in the event a market disruption event exists on a Valuation Date, the Calculation Agent will determine the Closing Level of the Index for such Valuation Date according to the methodology described below in &ldquo;Specific Terms of the ETNs&mdash;Market Disruption Events&rdquo;. </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Coupon Amount:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">On each Coupon Payment Date, for each $400.00 stated principal amount of the ETNs, you will be entitled to receive a variable cash payment equal to the Closing Indicative Value on the Index Business Day immediately preceding the relevant Index Distribution Date multiplied by the Coupon Percentage for that Index Distribution Date. No Coupon Amount will be due or payable in the event you elect to offer your ETNs for Early Redemption or we accelerate the maturity of the ETNs.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Coupon Percentage; Distribution:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Coupon Percentage in respect of an Index Distribution Date will be the Distribution for such Index Distribution Date <I>divided by</I> the Closing Level of the Index on the Index Business Day immediately preceding the Index Distribution Date. The &ldquo;<B>Distribution</B>&rdquo; represents the notional monthly call premium earned on the sale of the call options written on the SLV Shares during the immediately preceding Index Rebalancing Period pursuant to the Index methodology described in this pricing supplement. </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Index Distribution Date:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The date on which the Distribution is subtracted from the level of the Index pursuant to the rules of the Index, which will occur on the last Roll Date of a given Index Rebalancing Period. </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Coupon Payment Date:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The later of (a) the 25th day of each calendar month, provided that, if such day is not a Business Day, the Coupon Amount will be paid on the first following Business Day, unless the first following Business Day is in the next calendar month, in which case the Coupon Amount will be paid on the immediately preceding day that is a Business Day, and (b) the day that is six (6) Business Days following the Index Distribution Date; provided that, in the event that any adjustment is made to the Coupon Payment Date, the relevant Coupon Amount shall not be affected by such adjustment and no additional amount will accrue or be payable in respect of such originally scheduled Coupon Payment Date. </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Coupon Record Date:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">With respect to each Coupon Payment Date, the third scheduled Business Day prior to such Coupon Payment Date.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ex-Coupon Date:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">With respect to each Coupon Amount, the first Trading Day on which the ETNs trade without the right to receive such Coupon Amount.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Splits; Reverse Splits:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">If the ETNs undergo a subsequent split or reverse
    split, the Current Principal Amount, Closing Indicative Value and Intraday Indicative Value of the ETNs will be adjusted accordingly (see
    &ldquo;Description of the ETNs&mdash;Split or Reverse Split of the ETNs&rdquo; in this pricing supplement).</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">Neither the Closing Indicative Value nor the
    Intraday Indicative Value is the same as the closing price or any other trading price of the ETNs in the secondary market. The trading
    price of the ETNs at any time may vary significantly from the Closing Indicative Value and Intraday Indicative Value of the ETNs at such
    time.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">Credit Suisse implemented a 1-for-20 reverse
    split, effective September 27, 2022.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right"><I>(Key Terms continued on next page)</I></P></TD></TR>
  </TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-bottom: 3pt; padding-left: 10pt; font: 10pt Times New Roman, Times, Serif; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Secondary Market:</FONT></TD>
    <TD STYLE="width: 78%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; font: 10pt Times New Roman, Times, Serif; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">We have listed the ETNs on the NASDAQ exchange under the ticker symbol &ldquo;SLVO&rdquo;. As long as an active secondary market in the ETNs exists, we expect that investors will purchase and sell the ETNs primarily in this secondary market. We have no obligation to maintain any listing on any exchange or quotation system. Under certain circumstances, the ETNs may be subject to delisting by NASDAQ. We have not and do not intend to list the ETNs on any other exchange. No PRIIPs or UK PRIIPs key information document (KID) has been prepared as the ETNs are not available to retail investors in the European Economic Area or the United Kingdom.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early Redemption:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">Prior to maturity, you may, subject to certain
    restrictions described below, offer at least the applicable minimum number of your ETNs to us for redemption on an Early Redemption Date
    during the term of the ETNs until April 8, 2033 (or, if the maturity of the ETNs is extended, five (5) scheduled Trading Days prior to
    the scheduled Final Valuation Date, as extended). If you elect to offer your ETNs for redemption, and the requirements for acceptance
    by us are met, you will be entitled to receive a cash payment per ETN on the Early Redemption Date equal to the Early Redemption Amount.
    Any payment on the ETNs is subject to our ability to pay our obligations as they become due.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">You must offer for redemption at least 10,000
    ETNs, or an integral multiple of 10,000 ETNs in excess thereof, at one time in order to exercise your right to cause us to redeem your
    ETNs on any Early Redemption Date (the &ldquo;Minimum Redemption Amount&rdquo;); provided that we or CSi, as the Calculation Agent, may
    from time to time reduce, in whole or in part, the Minimum Redemption Amount. Any such reduction will be applied on a consistent basis
    for all holders of the ETNs at the time the reduction becomes effective. If the ETNs undergo a subsequent split or reverse split, the
    minimum number of ETNs needed to exercise your right to cause us to redeem your ETNs will remain the same.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: justify">Because the Early Redemption Amount you will
    receive for each ETN will not be determined until the close of trading on the applicable Early Redemption Valuation Date, you will not
    know the applicable Early Redemption Amount at the time you exercise your redemption right and will bear the risk that your ETNs will
    decline in value between the time of your exercise and the time at which the Early Redemption Amount is determined.</P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early Redemption Mechanics:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">You may exercise your early redemption right by causing your broker or other person with whom you hold your ETNs to deliver a Redemption Notice (as defined herein) to Credit Suisse. If your Redemption Notice is delivered prior to 4:00 p.m. New York City time, on any Business Day, the immediately following Trading Day will be the applicable &ldquo;Early Redemption Valuation Date&rdquo;. Otherwise, the second following Trading Day will be the applicable Early Redemption Valuation Date. See &ldquo;Specific Terms of the ETNs&mdash;Procedures for Early Redemption&rdquo; in this pricing supplement.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early Redemption Date:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The third Business Day following an Early Redemption Valuation Date.***</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early Redemption Amount:</FONT></TD>
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A cash payment per ETN equal to the greater of (A) zero and (B)(1) the Closing Indicative Value on the applicable Early Redemption Valuation Date <I>minus</I> (2) the Early Redemption Charge.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="font: 10pt Times New Roman, Times, Serif; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Early Redemption Charge:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right">The Early Redemption Charge per ETN will equal
    0.125% <I>times</I> the Closing Indicative Value on the Early Redemption Valuation Date.</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt; text-align: right"><I>(Key Terms continued on next page)</I></P></TD></TR>
  </TABLE>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 22%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Acceleration at Our Option or Upon Acceleration Event:</FONT></TD>
    <TD STYLE="width: 78%; padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">We have the right to accelerate the ETNs, in whole or in part, on any Business Day occurring on or after the Inception Date (an &ldquo;<B>Optional Acceleration</B>&rdquo;). In addition, if an Acceleration Event (as defined herein) occurs at any time with respect to the ETNs, we will have the right to accelerate all or any portion of the outstanding ETNs (an &ldquo;<B>Event Acceleration</B>&rdquo;). Upon an acceleration of all of the outstanding ETNs, you will be entitled to receive a cash payment per ETN in an amount (the &ldquo;<B>Accelerated Redemption Amount</B>&rdquo;) equal to the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Values of such ETNs during the Accelerated Valuation Period. If fewer than all of the outstanding ETNs are accelerated, the Accelerated Redemption Amount will be the Closing Indicative Value on the applicable Valuation Date. If less than all the ETNs are to be redeemed pursuant to an Optional Acceleration or an Event Acceleration, the trustee shall select, pro rata, by lot or in such manner as it deems appropriate and fair, the ETNs to be redeemed pursuant to such acceleration. ETNs may be accelerated in part in multiples of 50,000 ETNs, or an integral multiple of 50,000 ETNs in excess thereof. We will provide at least five (5) Business Days&rsquo; notice of any ETNs to be accelerated and, in the case of any ETNs selected for partial redemption, the stated principal amount thereof to be redeemed. All provisions relating to the acceleration of the ETNs to be redeemed only in part relate to the portion of the stated principal amount of ETNs which has been or is to be redeemed pursuant to these acceleration provisions.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in">&nbsp;</TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">In the case of an Optional Acceleration of all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Period</B>&rdquo; shall be a period of five (5) consecutive Trading Days specified in our notice of Optional Acceleration, the first Trading Day of which shall be at least two (2) Business Days after the date on which we give notice of such Optional Acceleration. In the case of an Event Acceleration of all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Period</B>&rdquo; shall be a period of five (5) consecutive Trading Days, the first Trading Day of which shall be the day on which we give notice of such Event&nbsp;Acceleration (or, if such day is not a Trading Day, the next following Trading Day). In the case of an acceleration of less than all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Date</B>&rdquo; will be the first Trading Day following the date of our notice of acceleration. The Accelerated Redemption Amount will be payable on the third Business Day following the Accelerated Valuation Date or the third Business Day following the last Trading Day in the Accelerated Valuation Period, as the case may be (such date the &ldquo;<B>Acceleration Date</B>&rdquo;). We will give notice of any acceleration of the ETNs through customary channels used to deliver notices to holders of exchange traded notes.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Acceleration Event:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 8pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">As discussed in more detail under &ldquo;Specific Terms of the ETNs&mdash;Acceleration at Our Option or Upon an Acceleration Event&rdquo; in this pricing supplement, an Acceleration Event includes any event that adversely affects our ability to hedge our obligations in connection with the ETNs, including, but not limited to, if the Intraday Indicative Value of the ETNs is equal to or less than 5% of the prior day&rsquo;s Closing Indicative Value of such ETNs.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trading Day:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A day which is (i)&nbsp;an Index Business Day, (ii)&nbsp;an ETN Business Day and (iii) an Index Component Business Day for each of the Index Components.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Index Business Day:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A day on which the level of the Index is calculated and published.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Index Component Business Day:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">With respect to any Index Component, a day on which trading is generally conducted on any markets on which such Index Component is traded.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ETN Business Day:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A day on which trading is generally conducted on the New York Stock Exchange, NYSE Arca and NASDAQ.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-bottom: 3pt; padding-left: 10pt; text-indent: -10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Business Day:</FONT></TD>
    <TD STYLE="padding-right: 0.05in; padding-bottom: 3pt; padding-left: 0.05in; text-align: justify"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">A Monday, Tuesday, Wednesday, Thursday or Friday that is not a day on which banking institutions in New York City or London, England generally are authorized or obligated by law, regulation or executive order to close.</FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 3pt"></P>

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




<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0pt 0pt 10pt; text-transform: uppercase; text-align: center">TABLE OF CONTENTS</P>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%">
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="width: 90%; text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">SUMMARY</TD>
    <TD STYLE="width: 10%; text-align: right; padding-top: 0in; padding-bottom: 0in">PS-1</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">HYPOTHETICAL EXAMPLES</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-18</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">RISK FACTORS</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-23</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">THE INDEX</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-45</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">DESCRIPTION OF THE ETNS</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-60</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">SPECIFIC TERMS OF THE ETNS</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-62</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">CLEARANCE AND SETTLEMENT</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-72</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">SUPPLEMENTAL USE OF PROCEEDS AND HEDGING</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-72</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">MATERIAL UNITED STATES FEDERAL INCOME TAX CONSIDERATIONS</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-73</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">SUPPLEMENTAL PLAN OF DISTRIBUTION (CONFLICTS OF INTEREST)</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-77</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">ERISA CONSIDERATIONS</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-79</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">LEGAL MATTERS</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">PS-81</TD></TR>
  <TR STYLE="text-align: left; vertical-align: bottom; font: 10pt Times New Roman, Times, Serif">
    <TD STYLE="text-align: left; text-indent: -0.25in; padding-top: 0in; padding-bottom: 0in; padding-left: 0.25in">ANNEX A</TD>
    <TD STYLE="text-align: right; padding-top: 0in; padding-bottom: 0in">A-1</TD></TR>
</TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.25in; text-indent: -0.25in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You should read this pricing
supplement together with the accompanying prospectus supplement dated June 26<FONT STYLE="background-color: white">, 2023 </FONT>and the
prospectus dated <FONT STYLE="background-color: white">June 26, 2023, </FONT>relating to our Medium-Term Notes of which these ETNs are
a part. This pricing supplement amends, restates and supersedes pricing supplement No. ETN-7/A17 dated June 28, 2023 (together with any
previous supplements or amendments) in its entirety. You should rely only on the information contained or incorporated by reference in
this pricing supplement No. ETN-7/A18 and the documents listed below in making your decision to invest in the ETNs. 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 Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-align: justify; text-indent: 0in">Prospectus supplement
and prospectus dated <FONT STYLE="background-color: white">June 26, 2023</FONT>:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000110465923074582/tm2317905-7_424b2.htm">https://www.sec.gov/Archives/edgar/data/1053092/000110465923074582/tm2317905-7_424b2.htm</A></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Our Central Index Key,
or CIK, on the SEC website is 1053092.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">This pricing supplement,
together with the documents listed above, contains the terms of the ETNs 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 ETNs and the owner of any beneficial interest in the ETNs, amend the ETNs 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;Risk Factors&rdquo; in this pricing 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 for the financial year ended December 31, 2022 and subsequent annual reports on Form 20-F filed by us with the
SEC 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 ETNs involve risks not associated with conventional debt securities. You should consult your
investment, legal, tax, accounting and other advisers before deciding to invest in the ETNs. You should rely only on the information contained
in this document or in any documents to which we have referred you. We have not authorized anyone to provide you with information that
is different. This document may only be used where it is legal to sell these ETNs. The information in this document may only be accurate
on the date of this document.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The distribution of this
pricing supplement and the accompanying prospectus supplement and prospectus and the offering of the ETNs in some jurisdictions may be
restricted by law. If you possess this pricing supplement, you should find out about and observe these restrictions.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in">PRIIPS REGULATION / PROHIBITION
OF SALES TO EEA RETAIL INVESTORS:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are not intended
to be offered, sold or otherwise made available to and should not be offered, sold or otherwise made available to any retail investor
in the European Economic Area (&ldquo;EEA&rdquo;). For these purposes, a retail investor means a person who is one (or more) of:</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0.5in">(i) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a
retail client as defined in point (11) of Article 4(1) of Directive 2014/65/EU (as amended, &ldquo;MiFID II&rdquo;); or</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0.5in">(ii) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a
customer within the meaning of Directive (EU) 2016/97 (as amended, the &ldquo;Insurance Distribution Directive&rdquo;), where that customer
would not qualify as a professional client as defined in point (10) of Article 4(1) of MiFID II; or</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0.5in">(iii) &nbsp;&nbsp;&nbsp;&nbsp;not
a qualified investor as defined in Regulation (EU) 2017/1129 (as amended, the &ldquo;Prospectus Regulation&rdquo;). Consequently no key
information document required by Regulation (EU) No 1286/2014 (as amended, the &ldquo;PRIIPs Regulation&rdquo;) for offering or selling
the ETNs or otherwise making them available to retail investors in the EEA has been prepared and therefore offering or selling the ETNs
or otherwise making them available to any retail investor in the EEA may be unlawful under the PRIIPS Regulation.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in">UK PRIIPS REGULATION / PROHIBITION
OF SALES TO UK RETAIL INVESTORS:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are not intended
to be offered, sold or otherwise made available to and should not be offered, sold or otherwise made available to any retail investor
in the United Kingdom (&ldquo;UK&rdquo;). For these purposes, a retail investor means a person who is one (or more) of:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0.5in">(i) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a
retail client, as defined in point (8) of Article 2 of Regulation (EU) no 2017/565 as it forms part of domestic law by virtue of the European
Union (Withdrawal) Act 2018 (&ldquo;EUWA&rdquo;);</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0.5in">(ii) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a
customer within the meaning of the provisions of the UK Financial Services and Markets Act 2000 (&ldquo;FSMA&rdquo;) and any rules or
regulations made under the FSMA to implement the Insurance Distribution Directive, where that customer would not qualify as a professional
client, as defined in point (8) of Article 2(1) of Regulation (EU) no 600/2014 as it forms part of domestic law by virtue of the EUWA;
or</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0.5in">(iii) &nbsp;&nbsp;&nbsp;&nbsp;not
a qualified investor as defined in Article 2 of the Prospectus Regulation as it forms part of domestic law by virtue of the EUWA. Consequently
no key information document required by the PRIIPs Regulation as it forms part of domestic law by virtue of the EUWA (the &ldquo;UK PRIIPs
Regulation&rdquo;) for offering or selling the ETNs or otherwise making them available to retail investors in the UK has been prepared
and therefore offering or selling the ETNs or otherwise making them available to any retail investor in the UK may be unlawful under the
UK PRIIPs Regulation.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are currently
listed on the NASDAQ under the ticker symbol &ldquo;SLVO&rdquo;. As long as an active secondary market in the ETNs exists, we expect that
investors will purchase and sell the ETNs primarily in this secondary market. Although the ETNs are currently listed on the NASDAQ, a
trading market for your ETNs may not continue for the term of the ETNs. We have no obligation to maintain any listing on the NASDAQ or
any other exchange or quotation system. Under certain circumstances, the ETNs may be subject to delisting by the NASDAQ. We have not and
do not intend to list the ETNs on any other exchange. No PRIIPs or UK PRIIPs key information document (KID) has been prepared as the ETNs
are not available to retail investors in the EEA or the United Kingdom.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In this pricing supplement
and the accompanying prospectus supplement and prospectus, unless otherwise specified or the context otherwise requires, references to
&ldquo;Credit Suisse&rdquo;, the &ldquo;Company&rdquo;, &ldquo;we&rdquo;, &ldquo;us&rdquo; and &ldquo;our&rdquo; are to Credit Suisse
AG, acting through its Nassau Branch, and references to &ldquo;dollars&rdquo; and &ldquo;$&rdquo; are to United States dollars.</P>




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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt; color: red; text-indent: 0in"></P>

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

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0pt 0pt 10pt; text-transform: uppercase; text-align: center">SUMMARY</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The following is a summary
of terms of the ETNs, as well as a discussion of risks and other considerations you should take into account when deciding whether to
invest in the ETNs. References to the &ldquo;prospectus&rdquo; mean our accompanying prospectus, dated <FONT STYLE="background-color: white">June
26, 2023</FONT>, and references to the &ldquo;prospectus supplement&rdquo; mean our accompanying prospectus supplement, dated <FONT STYLE="background-color: white">June
26, 2023</FONT>.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We may, without providing
you notice or obtaining your consent, create and issue ETNs in addition to those offered by this pricing supplement having the same terms
and conditions as the ETNs. We may consolidate the additional ETNs to form a single class with the outstanding ETNs. However, we are under
no obligation to issue or sell additional ETNs at any time, and if we do sell additional ETNs, we may limit or restrict such sales, including
by adding conditions on such additional issuances and sales at our sole discretion, and we may stop and subsequently resume selling additional
ETNs at any time. If we limit, restrict or stop sales of such additional ETNs, or if we subsequently resume sales of such additional ETNs,
the trading price and liquidity of the ETNs in the secondary market could be materially and adversely affected. Unless we indicate otherwise,
if we suspend selling additional ETNs, we reserve the right to resume selling additional ETNs at any time, which might result in the reduction
or elimination of any premium in the trading price.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Additionally, a suspension
of additional issuances of the ETNs could result in a significant reduction in the number of outstanding ETNs if investors subsequently
exercise their right to have the ETNs redeemed by us. Accordingly, the number of outstanding ETNs could vary substantially over the term
of the ETNs and adversely affect the liquidity of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>What are the ETNs and how do they work?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are medium-term
notes of Credit Suisse AG (&ldquo;<B>Credit Suisse</B>&rdquo;), the return on which is linked to the performance of the Credit Suisse
NASDAQ Silver FLOWS<SUP>TM</SUP> (Formula-Linked OverWrite Strategy) 106 Index (the &ldquo;<B>Index</B>&rdquo;), as reflected by their
Indicative Value.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs provide for a
variable monthly Coupon Amount based on the Index distribution of the notional premium received in connection with the notional sale of
the Options as described in this pricing supplement. Since the monthly Coupon Amount is uncertain and could be zero, investors should
not expect to receive regular periodic interest payments.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs do not have a
minimum payment at maturity, minimum payment upon early redemption or acceleration and are fully exposed to any decline in the underlying
Index. A decline in the level of the Index will reduce the payment at maturity or upon early redemption or acceleration of your ETNs,
and you could lose your entire investment.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For a description of how
the Coupon Amount, payment at maturity, or payment upon early redemption or acceleration is calculated, please refer to the &ldquo;Specific
Terms of the ETNs&mdash;Coupon Amount,&rdquo; &ldquo;&mdash;Payment at Maturity,&rdquo; &ldquo;&mdash;Payment Upon Early Redemption&rdquo;
and &ldquo;&mdash;Acceleration at Our Option or Upon an Acceleration Event&rdquo; sections in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Prior to September 27,
2022, the denomination and stated principal amount of each ETN was $20.00. Credit Suisse implemented a 1-for-20 reverse split of the ETNs,
effective September 27, 2022. As of September 27, 2022, the denomination and stated principal amount of each ETN is $400.00. ETNs may
be issued at a price that is higher or lower than the stated principal amount, based on the Indicative Value of the ETNs at that time.
You will not have the right to receive physical certificates evidencing your ownership except under limited circumstances. Instead, we
will issue the ETNs in the form of a global certificate, which will be held by DTC or its nominee. Direct and indirect participants in
DTC will record beneficial ownership of the ETNs by individual investors. Accountholders in the Euroclear or Clearstream Banking clearance
systems may hold beneficial interests in the ETNs through the accounts those systems maintain with DTC. You should refer to the section
&ldquo;Description of Notes&mdash;Book-Entry, Delivery and Form&rdquo; in the accompanying prospectus supplement and the section &ldquo;Description
of Debt Securities&mdash;Book-Entry System&rdquo; in the accompanying prospectus.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs may be subject
to a split or reverse split with a corresponding adjustment to the Closing Indicative Value, the Intraday Indicative Value, the Coupon
Amount(s) and the Payment at Maturity due with respect to each ETN which is subject to a split or reverse split. A split or reverse split
of the ETNs will not affect the aggregate stated principal amount of ETNs held by an investor, other than to the extent of any &ldquo;partial&rdquo;
ETNs, but it will affect the number of ETNs an investor</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">holds, the denominations used for trading purposes
and the trading price, and may affect the liquidity, of the ETNs on the exchange. See &ldquo;Description of the ETNs&mdash;Split or Reverse
Split of the ETNs&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An investment in the ETNs
involves significant risks and is not appropriate for every investor. The ETNs are intended for investors who are familiar with covered
call strategies and the risks associated with options and options transactions. Accordingly, the ETNs should be purchased only by knowledgeable
investors who understand the potential consequences of investing in the Index which implements a covered call strategy on SLV Shares.
Investors should consider their investment horizon as well as potential transaction costs when evaluating an investment in the ETNs and
should regularly monitor their holdings of the ETNs to ensure that they remain consistent with their investment strategies.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>What is the Index and who publishes the
level of the Index?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are linked to
the Credit Suisse NASDAQ Silver FLOWS<SUP>TM</SUP> (Formula-Linked OverWrite Strategy) 106 Index. The level of the Index will be published
by Nasdaq, Inc., as Index Calculation Agent. See &ldquo;The Index&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index measures the
return of a &ldquo;covered call&rdquo; strategy on the SLV Shares by reflecting changes in the price of the SLV Shares and the notional
option premiums received from the notional sale of monthly call options on the SLV Shares. The Index strategy consists of a hypothetical
notional portfolio that takes a &ldquo;long&rdquo; position in SLV Shares and sells a succession of notional, approximately one-month,
call options on the SLV Shares with a strike price of approximately 106% of the price of the SLV Shares exercisable on the option expiration
date (the &ldquo;<B>Options</B>&rdquo; and, together with the long position in SLV Shares, the &ldquo;<B>Index Components</B>&rdquo;).
The notional sale of the Options is &ldquo;covered&rdquo; by the notional long position in the SLV Shares. The long position in the SLV
Shares and the &ldquo;short&rdquo; call options are held in equal notional amounts (i.e., the short position in each Option is &ldquo;covered&rdquo;
by the long position in the SLV Shares).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">This strategy is intended
to provide exposure to silver through the notional positions in the SLV Shares and the Options that seeks to (i) generate periodic cash
flows that a direct long-only ownership position in the SLV Shares would not, (ii) provide a limited offset to losses from downside market
performance in the SLV Shares via the cash flows from option premiums and (iii) provide limited potential upside participation in the
performance of the SLV Shares. The level of the Index on any day reflects the value of (i) the notional long position in the SLV Shares;
(ii) the notional Option premium; and (iii) the notional short position in the Options then outstanding; and net of the Notional Transaction
Costs. The Index and, as a result, the ETNs will not participate in the potential upside of the SLV Shares beyond the applicable strike
price of the Options. As a result, the monthly appreciation of the Index is capped at 6%, which appreciation may be partially offset by
the Notional Transaction Costs in implementing the covered call strategy. These costs reflect the monthly transaction costs of hypothetically
buying and selling the call options and selling the SLV Shares and equal 0.03%, 0.03% and 0.01%, respectively, <I>times</I> the closing
price of the SLV Shares on the date of such notional transactions and, which, on an annual basis, are approximately equal to 0.84%. The
actual cost will vary depending on the value of the SLV Shares on the date of such transactions. By contrast, the Index&rsquo;s exposure
to any decline in the price of the SLV Shares is not limited. In addition, because the notional Option premiums will be notionally distributed
out of the Index each month (rather than being reinvested in the Index), the level of the Index and the value of the ETNs should be expected
to decline each month in connection with the Index Distribution and Coupon Amount.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index measures the
performance of the Index Components by incorporating the value of the option premiums deemed received from selling notional call options
on the SLV Shares, which value is paid to holders of the ETNs in the form of a variable monthly Coupon Amount based on the Index distribution
of the notional premium received in connection with the sale of the Options. The premiums generated from the notional sales of the Options
will be subtracted monthly from the Index at the end of the following roll period and paid to holders of the ETNs in the form of a Coupon
Amount.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The rules for the Index
were developed by CSi and Nasdaq, Inc. (the &ldquo;<B>Index Sponsors</B>&rdquo;). The Index was established on March 28, 2013 (the &ldquo;<B>Index
Inception Date</B>&rdquo;) with a base date of December 26, 2008 (the &ldquo;<B>Index Base Date</B>&rdquo;) and a base value of 10,000.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Nasdaq, Inc., or another
party designated by the Index Sponsors, will act as the index calculation agent (the &ldquo;<B>Index Calculation Agent</B>&rdquo;) and
will be responsible for the calculation of the level of the Index, using the data and methodologies described herein and as determined
by the Index Sponsors. The Index is reported on Bloomberg under the ticker symbol &ldquo;QSLVO &lt;Index&gt;&rdquo; and the Closing Level
of the Index for each Trading Day is published by 5:00 p.m. (New York City time) on each such day. For more information, please refer
to &ldquo;The Index&rdquo; in this pricing supplement.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">What is a covered call?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Generally, call options
give the purchaser of the call option the right to buy an underlying asset, such as the SLV Shares, for a fixed price (the &ldquo;strike&rdquo;
or &ldquo;exercise&rdquo; price) on a certain date (the &ldquo;expiration&rdquo;). The buyer of a call option is long the underlying asset
at the strike price. A covered call is a transaction in which a seller of call options owns a corresponding amount of the underlying asset,
such as the SLV Shares. The option seller&rsquo;s long position in the underlying asset is said to provide the &ldquo;cover&rdquo; as
the underlying asset can be delivered to the buyer of the call if the buyer decides to exercise its call option. Writing or selling a
call option generates income in the form of the premium paid by the option buyer.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the price of the underlying
asset ends up at or below the strike price, the return (compared to a long-only position in the underlying asset) is increased by the
premium received. If the price of the underlying asset ends up above the strike price then the return is capped at a price equivalent
to the strike plus the premium received. However, the market risk of the underlying asset is not eliminated. Covered call strategies are
not appropriate for all market environments. In a consistently upward-trending market or in an extremely volatile market, a covered call
strategy can underperform a long-only investment in the underlying asset, because it will fail to capture all of the potential upside
and can miss out on significant gains. Additionally, if the underlying asset price declines, a covered call strategy may result in a loss.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>How will the Coupon Amounts be determined
for the ETNs?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">On each Coupon Payment
Date, for each $400.00 stated principal amount of the ETNs, you will be entitled to receive a variable cash payment equal to the Closing
Indicative Value on the Index Business Day immediately preceding the relevant Index Distribution Date multiplied by the Coupon Percentage
for that Index Distribution Date. The Coupon Amount will be paid on the Coupon Payment Date to the holder of record on the applicable
Coupon Record Date. No Coupon Amount will be due or payable in the event you elect to offer your ETNs for early redemption or we accelerate
the maturity of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Coupon Percentage in
respect of an Index Distribution Date will be the Distribution for such Index Distribution Date <I>divided by</I> the Closing Level of
the Index on the Index Business Day immediately preceding the Index Distribution Date. The Distribution represents the notional monthly
call premium earned on the sale of the call options written on the SLV Shares during the immediately preceding Index Rebalancing Period
pursuant to the Index methodology described herein.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The premiums generated
from the notional sales of the Options will be subtracted monthly from the Index and paid to holders of the ETNs in the form of a Coupon
Amount, the amount of which is determined based on the notional premiums received from the sale of the Options during the preceding Index
Rebalancing Period as described below.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Index Rebalancing
Period</B>&rdquo; refers to the five (5) consecutive Index Calculation Days beginning on and including the Index Calculation Day that
is ten (10) calendar days prior to the Expiry Date (as defined below under &ldquo;The Index&mdash;The Index Rebalancing Period&rdquo;)
of the relevant Options (each, a &ldquo;<B>Roll Date</B>&rdquo;). The Index will be rebalanced at the end of each Roll Date in accordance
with the following steps:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">First, on the Index Calculation Day (as defined herein) preceding the first Roll Date of each month, the
strike price of the new Option is determined. The strike price will be the lowest listed strike price that is above 106% of the price
per Share as of the 4:00 p.m. New York City time on such date of determination. Then, the Index will roll its monthly exposure over the
next five (5) consecutive Index Calculation Days. The roll percentage is the proportion of the expiring position being rolled into a new
position on each Roll Date and generally will equal 20%. In the event that one or more roll disruptions result in there being fewer than
five (5) scheduled Index Calculation Days prior to Option expiration, the roll percentage will be greater than 20%, and in the event of
an extraordinary roll disruption, the roll percentage may be up to 100%.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">At the end of the first Roll Date, and on each successive Roll Date of such Index Rebalancing Period,
the Index will notionally sell the new Option. Additionally, as of the end of each such Roll Date, the Index will hypothetically close
out through repurchase 20.00% (or such greater amount in the event roll disruptions) of the Options notionally sold during the previous
Index Rebalancing Period (the expiring Options); the Index will notionally liquidate SLV Shares Units in an amount sufficient to fund
the notional repurchase.</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Finally, on the last Roll Date of such Index Rebalancing Period, the Index will determine the amount of
the notional Option premium, which will, on the close of the last Roll Date of the next following Index Rebalancing Period, be subtracted
from the Index as a Distribution and paid to holders of the ETNs in the form of the Coupon Amount.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>When will the Coupon Amount be paid?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Coupon Payment Date
will be the later of (a) the 25th day of each calendar month, provided that, if such day is not a Business Day, the Coupon Amount will
be paid on the first following Business Day, unless the first following Business Day is in the next calendar month, in which case the
Coupon Amount will be paid on the immediately preceding day that is a Business Day, and (b) the day that is six (6) Business Days following
the Index Distribution Date; provided that in the event that any adjustment is made to the Coupon Payment Date, the relevant Coupon Amount
shall not be affected by such adjustment and no additional amount will accrue or be payable in respect of such originally scheduled Coupon
Payment Date. The Coupon Amount will be paid on the Coupon Payment Date to the holder of record on the applicable Coupon Record Date.
The Coupon Record Date will be the third scheduled Business Day prior to such Coupon Payment Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">An Index Distribution Date
will be the date on which the Distribution is subtracted from the level of the Index pursuant to the rules of the Index, which will occur
on the last Roll Date of a given Index Rebalancing Period.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Coupon Amount is calculated
by reference to the notional Distribution from the Index, which will decrease the level of the Index (and therefore the value of the ETNs),
as the Distribution comes directly from the notional portfolio reflected by the Index Components. When the Distribution is subtracted
from the Index on the Index Distribution Date, the Coupon Amount will be added to the Closing Indicative Value and the Intraday Indicative
Value of the ETNs up to the Ex-Coupon Date. At the market opening on the Ex-Coupon Date, the ETNs will trade on an ex-coupon basis, adjusted
for the Coupon Amount, meaning that the Coupon Amount will no longer be included in the Closing Indicative Value or the Intraday Indicative
Value of the ETNs. For a holder to receive the upcoming Coupon Amount, the holder must own the ETNs on the Coupon Record Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Ex-Coupon
Date</B>&rdquo; means, with respect to each Coupon Amount, the first Trading Day on which the ETNs trade without the right to receive
such Coupon Amount.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Will I receive fixed periodic interest on
the ETNs?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">No. We will not make any
fixed periodic payments of interest during the term of the ETNs, although you will be entitled to receive variable monthly Coupon Amounts
based on the Index distribution of the notional option premiums received from the notional sale of monthly call options on the SLV Shares,
as described in this pricing supplement. Since the monthly Coupon Amount is uncertain and could be zero, investors should not expect to
receive regular periodic interest payments.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">Unless the ETNs are redeemed
or accelerated, you will not receive any other payments on the ETNs prior to maturity of the ETNs. In addition, no Coupon Amount will
be due or payable in the event you elect to offer your ETNs for early redemption or we accelerate the maturity of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Will my investment track the price of silver?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs should not be
expected to track the price of silver because of the fees and expenses applied to each of the SLV Shares and the ETN as well as the design
of the Index methodology which limits upside participation in any appreciation of the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A covered call strategy
limits participation in the appreciation of the underlying asset, in this case the SLV Shares. As a result, an investment in the ETNs
is not the same as an investment directly linked to the performance of the SLV Shares or silver, the price of which the SLV Shares seek
to track. The Options included in the Index limit the Index&rsquo;s participation in the appreciation of the SLV Shares to the strike
price of each Option during its term. Consequently, the Index will not participate as fully in the appreciation of the SLV Shares as would
an investment linked directly to the SLV Shares or a direct investment in silver. In general, if the price of the SLV Shares increases
above the strike price of the Options by an amount that exceeds the premium received from the sale of the Options, the value of the covered
call strategy will be less than the value of a direct investment in the SLV Shares.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The maximum gains on the
appreciation of SLV Shares that comprise the Index are limited, and thus will affect the value of your ETNs. You will not benefit from
any increase in the SLV Shares above the call strike price. If the price of the SLV Shares is at the strike price, the covered call strategy
will not experience additional gains because gains in the price of the SLV Shares will generally be offset by the value of the outstanding
Options. As a result, the monthly appreciation of the Index is capped at 6%, which appreciation may be partially offset by the Notional
Transaction Costs in implementing the covered call strategy. By contrast, the Index&rsquo;s exposure to any decline in the price of the
SLV Shares is not limited.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, the level
of the Index is reduced by the Notional Transaction Costs and the value of the ETNs is reduced by the Daily Investor Fee. Because the
Index, the SLV Shares and the ETNs are each subject to fees and costs and the value of the ETNs will decline each month in connection
with the Index Distribution and Coupon Amount, the performance of the ETNs should not be expected to mirror the performance of the price
of silver. See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;Your payment at maturity or upon early redemption
or acceleration will be reduced by the fees and charges associated with the ETNs and the Index&rdquo;.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">How will payment at maturity, or payment
upon early redemption or acceleration be determined for the ETNs?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Unless your ETNs have been
previously redeemed or accelerated, the ETNs will mature on April 21, 2033 (the &ldquo;<B>Maturity Date</B>&rdquo;), provided that the
maturity of the ETNs may be extended at our option as described herein under &ldquo;Specific Terms of the ETNs&mdash;Payment at Maturity&rdquo;.</P>

<P STYLE="font: italic 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify">Payment at Maturity</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If your ETNs have not been
previously redeemed or accelerated, at maturity you will be entitled to receive a cash payment per ETN equal to the &ldquo;<B>Final Indicative
Value</B>&rdquo;, which will be the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Value on each
of the immediately preceding five (5) Trading Days to and including the Final Valuation Date (the &ldquo;<B>Final Valuation Period</B>&rdquo;).
We refer to the amount of such payment as the &ldquo;<B>Payment at Maturity</B>&rdquo;. <B>If the Final Indicative Value is zero, the
Payment at Maturity will be zero. </B>If the scheduled Maturity Date is not a Business Day, the Maturity Date will be postponed to the
first Business Day following the scheduled Maturity Date. If the scheduled Final Valuation Date is not a Trading Day, the Final Valuation
Date will be postponed to the next following Trading Day, in which case the Maturity Date will be postponed to the third Business Day
following the Final Valuation Date as so postponed. In addition, if a Market Disruption Event occurs or is continuing on the Final Valuation
Date, the Maturity Date will be postponed until the date three (3) Business Days following the Final Valuation Date, as postponed. No
interest or additional payment will accrue or be payable as a result of any postponement of the Maturity Date. Any payment on the ETNs
is subject to our ability to pay our obligations as they become due. In no event will the payment at maturity be less than zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Closing Indicative
Value</B>&rdquo; on the Inception Date was $20.00 (the &ldquo;<B>Initial Indicative Value</B>&rdquo;). The Closing Indicative Value on
each calendar day following the Inception Date will be calculated by the Index Calculation Agent and will be equal to (1) the Current
Principal Amount for such calendar day <I>plus</I> (2) for any day on or after the Index Distribution Date but prior to the Ex-Coupon
Date for a given month, any accrued but unpaid Coupon Amount. The Closing Indicative Value will never be less than zero. <B>If the Intraday
Indicative Value of the ETNs is equal to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading
Day, the Closing Indicative Value of the ETNs on that day, and all future days, will be zero.</B> The ETNs underwent a 1-for-20 reverse
split, effective September 27, 2022. Since September 27, 2022, the Closing Indicative Value has been expressed in an amount per denomination
and stated principal amount of $400.00 based on the split-adjusted Current Principal Amount. If the ETNs undergo a subsequent split or
reverse split, the Closing Indicative Value of the ETNs will be adjusted accordingly (see &ldquo;Description of the ETNs&mdash;Split or
Reverse Split of the ETNs&rdquo; in this pricing supplement). Even if the Closing Indicative Value or Intraday Indicative Value is equal
to or less than zero at any time, the trading price of the ETNs may remain above zero. Buying the ETNs at such a time will lead to a complete
loss of your investment. See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;If the Intraday Indicative Value
is equal to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading Day, you will lose all of your
investment&rdquo;. Such adjustment may adversely affect the trading price and liquidity of the ETNs. The Index Calculation Agent is responsible
for computing and disseminating the Closing Indicative Value.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Current Principal
Amount</B>&rdquo; on each calendar day following the Inception Date will be equal to (1)(a) the Current Principal Amount on the immediately
preceding calendar day <I>times</I> (b) the Daily Index Factor on such calendar day <I>minus</I> (2) the Daily Investor Fee on such calendar
day. On the Inception Date, the Current Principal Amount was $20.00. The ETNs underwent a 1-for-20 reverse split, effective September
27, 2022. For the purposes of determining the Current Principal</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Amount on September 27, 2022, the Current Principal
Amount on September 26, 2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above. Since September 27,
2022, the Current Principal Amount has been expressed in an amount per denomination and stated principal amount of $400.00.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Intraday
Indicative Value</B>&rdquo; of the ETNs will be calculated and published by the Index Calculation Agent every fifteen (15) seconds on
each Trading Day during normal trading hours so long as no Market Disruption Event has occurred or is continuing and will be disseminated
over the consolidated tape or other major market data vendor. The Intraday Indicative Value at any time is based on the most recent intraday
level of the Index. It is calculated using the same formula as the Closing Indicative Value, except that instead of using the Closing
Level of the Index, the calculation is based on the most recent reported level of the Index at the particular time (or, if the day on
which such time occurs is not a Trading Day, as determined by the Calculation Agent). <B>If the Intraday Indicative Value of the ETNs
is equal to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading Day, the Closing Indicative
Value of the ETNs on that day, and all future days, will be zero. </B>See &ldquo;Description of the ETNs&mdash;Intraday Indicative Value&rdquo;
in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Daily Index
Factor</B>&rdquo; on any Index Business Day will equal (a) the Closing Level of the Index on such Index Business Day <I>divided by</I>
(b) the Closing Level of the Index on the immediately preceding Index Business Day. The Daily Index Factor is deemed to be one on any
day that is not an Index Business Day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A &ldquo;<B>Business Day</B>&rdquo;
is a Monday, Tuesday, Wednesday, Thursday or Friday that is not a day on which banking institutions in New York City or London, England
generally are authorized or obligated by law, regulation or executive order to close.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A &ldquo;<B>Trading Day</B>&rdquo;
is a day which is (i)&nbsp;an Index Business Day, (ii)&nbsp;an ETN Business Day and (iii) an Index Component Business Day for each of
the Index Components.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>Index Business
Day</B>&rdquo;&#9;is a day on which the level of the Index is calculated and published.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">With respect to any Index
Component, an &ldquo;<B>Index Component Business Day</B>&rdquo; is a day on which trading is generally conducted on any markets on which
such Index Component is traded.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>ETN Business
Day</B>&rdquo; is a day on which trading is generally conducted on the New York Stock Exchange, NYSE Arca and NASDAQ.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">On any calendar day, the
&ldquo;<B>Daily Investor Fee</B>&rdquo; will be equal to the product of (1)(a) the Current Principal Amount on the immediately preceding
calendar day <I>times</I> (b) the Daily Index Factor on such calendar day <I>times</I> (2)(a) the Investor Fee Rate <I>divided by</I>
(b) 365. The &ldquo;<B>Investor Fee Rate</B>&rdquo; will be equal to 0.65%. The ETNs underwent a 1-for-20 reverse split, effective September
27, 2022. For the purposes of determining the Daily Investor Fee on September 27, 2022, the Current Principal Amount on September 26,
2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><B>The ETNs do not guarantee
any return of your investment. If the level of the Index decreases or does not increase sufficiently to offset the Daily Investor Fee
(and in the case of Early Redemption, the Early Redemption Charge) over the term of the ETNs, you will receive less, and possibly significantly
less, at maturity or upon early redemption or acceleration of the ETNs than the amount of your investment. </B>See &ldquo;Hypothetical
Examples&rdquo; and &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;Even if the Closing Level of the Index on
the applicable Valuation Date exceeds the initial Closing Level of the Index on the date of your investment, you may receive less than
your investment amount of your ETNs&rdquo; in this pricing supplement for additional information on how the Daily Investor Fee affects
the overall value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Closing Level</B>&rdquo;
of the Index on any Trading Day will be the closing level published on Bloomberg under the ticker symbol &ldquo;QSLVO &lt;Index&gt;&rdquo;
or any successor page on Bloomberg or any successor service, as applicable; provided that, in the event a Market Disruption Event exists
on a Valuation Date, the Calculation Agent will determine the Closing Level of the Index according to the methodology described below
in &ldquo;Specific Terms of the ETNs&mdash;Market Disruption Events&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">Any payment you will be entitled
to receive is subject to our ability to pay our obligations as they become due.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">For a further description
of how your payment at maturity will be calculated, see &ldquo;Hypothetical Examples&rdquo; and &ldquo;Specific Terms of the ETNs&rdquo;
in this pricing supplement.</P>

<P STYLE="font: italic 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify">Payment Upon Early Redemption</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Prior to maturity, you
may, subject to certain restrictions described below, offer at least the applicable Minimum Redemption Amount or more of your ETNs to
us for redemption on an Early Redemption Date during the term of the ETNs until April 8, 2033 (or, if the maturity of the ETNs is extended,
five (5) scheduled Trading Days prior to the scheduled Final Valuation Date, as extended). If you elect to offer your ETNs for redemption,
and the requirements for acceptance by us are met, you will be entitled to receive a cash payment per ETN on the Early Redemption Date
equal to the Early Redemption Amount. Any payment you will be entitled to receive on the ETNs is subject to our ability to pay our obligations
as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You may exercise your early
redemption right by causing your broker or other person with whom you hold your ETNs to deliver a Redemption Notice (as defined herein)
to Credit Suisse. If your Redemption Notice is delivered prior to 4:00 p.m., New York City time, on any Business Day, the immediately
following Trading Day will be the applicable &ldquo;<B>Early Redemption Valuation Date</B>&rdquo;. Otherwise, the second following Trading
Day will be the applicable Early Redemption Valuation Date. See &ldquo;Specific Terms of the ETNs&mdash;Procedures for Early Redemption&rdquo;
in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You must offer for redemption
at least 10,000 ETNs, or an integral multiple of 10,000 ETNs in excess thereof, at one time in order to exercise your right to cause us
to redeem your ETNs on any Early Redemption Date (the &ldquo;<B>Minimum Redemption Amount</B>&rdquo;); provided that we or the Calculation
Agent may from time to time reduce, in whole or in part, the Minimum Redemption Amount. Any such reduction will be applied on a consistent
basis for all holders of the ETNs at the time the reduction becomes effective. If the ETNs undergo a subsequent split or reverse split,
the minimum number of ETNs needed to exercise your right to cause us to redeem your ETNs will remain the same.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">When you submit your ETNs
for redemption in accordance with the redemption procedures described below under &ldquo;Specific Terms of the ETNs&mdash;Procedures for
Early Redemption,&rdquo; your ETNs may remain outstanding (and be resold by us or an affiliate) or may be submitted by us for cancellation.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Early Redemption
Date</B>&rdquo; is the third Business Day following an Early Redemption Valuation Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Early Redemption
Charge</B>&rdquo; per ETN will equal 0.125% <I>times</I> the Closing Indicative Value on the Early Redemption Valuation Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Early Redemption
Amount</B>&rdquo; is a cash payment per ETN equal to the greater of (A) zero and (B)(1) the Closing Indicative Value on the applicable
Early Redemption Valuation Date <I>minus</I> (2) the Early Redemption Charge, calculated by the Calculation Agent.</P>

<P STYLE="font: italic 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify">Payment Upon Acceleration</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have the right to accelerate
the ETNs in whole or in part on any Business Day occurring on or after the Inception Date (an &ldquo;<B>Optional Acceleration</B>&rdquo;).
In addition, if an Acceleration Event (as defined herein) occurs at any time with respect to the ETNs, we will have the right to accelerate
all or any portion of the outstanding ETNs (an &ldquo;<B>Event Acceleration</B>&rdquo;). Upon an acceleration of all of the outstanding
ETNs, you will be entitled to receive a cash payment per ETN in an amount (the &ldquo;<B>Accelerated Redemption Amount</B>&rdquo;) equal
to the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Values of such ETNs during the Accelerated
Valuation Period. If fewer than all of the outstanding ETNs are accelerated, the Accelerated Redemption Amount will be the Closing Indicative
Value on the Accelerated Valuation Date. If less than all the ETNs are to be redeemed pursuant to an Optional Acceleration or an Event
Acceleration, the trustee shall select, pro rata, by lot or in such manner as it deems appropriate and fair, the ETNs to be redeemed pursuant
to such acceleration. ETNs may be accelerated in part in multiples of 50,000 ETNs, or an integral multiple of 50,000 ETNs in excess thereof.
We will provide at least five (5) Business Days&rsquo; notice of any ETNs to be accelerated and, in the case of any ETNs selected for
partial redemption, the stated principal amount thereof to be redeemed. All provisions relating to the acceleration of the ETNs to be
redeemed only in part, relate to the portion of the stated principal amount of ETNs which has been or is to be redeemed pursuant to these
acceleration provisions.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any payment you will be
entitled to receive on the ETNs is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the case of an Optional
Acceleration of all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Period</B>&rdquo; shall be a period of five (5) consecutive
Trading Days specified in our notice of Optional Acceleration, the first Trading Day of which shall be at least two (2) Business Days
after the date on which we give notice of such Optional Acceleration. In the case of an Event Acceleration of all outstanding ETNs, the
&ldquo;<B>Accelerated Valuation Period</B>&rdquo; shall be a period of five (5) consecutive Trading Days, the first Trading Day of which
shall be the day on which we give notice of such Event Acceleration (or, if such day is not a Trading Day, the next following Trading
Day). In the case of an acceleration of less than all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Date</B>&rdquo; will be the
first Trading Day following the date of our notice of acceleration. The Accelerated Redemption Amount will be payable on the third Business
Day following the Accelerated Valuation Date or the third Business Day following the last Trading Day in the Accelerated Valuation Period,
as the case may be (such date, the &ldquo;<B>Acceleration Date</B>&rdquo;). We will give notice of any acceleration of the ETNs through
customary channels used to deliver notices to holders of exchange traded notes. See &ldquo;Specific Terms of the ETNs&mdash;Acceleration
at Our Option or Upon an Acceleration Event&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any payment you will be
entitled to receive is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For a further description
of how your Payment at Maturity, payment upon early redemption or acceleration will be calculated, see &ldquo;Hypothetical Examples&rdquo;
and &ldquo;Specific Terms of the ETNs&rdquo; in this pricing supplement.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Understanding the value of the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The value of the ETNs is
linked to the performance of the Index, as reflected by their Indicative Value. There are various ways to determine this value, using
either the Indicative Value or the market value of the ETNs as reference. The Initial Indicative Value on the Inception Date was $20.00.
Prior to September 27, 2022, the denomination and stated principal amount of each ETN was $20.00. Credit Suisse implemented a 1-for-20
reverse split of the ETNs, effective September 27, 2022. As of September 27, 2022, the denomination and stated principal amount of each
ETN is $400.00. ETNs may be issued at a price that is higher or lower than the stated principal amount, based on the Indicative Value
of the ETNs at that time.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Initial Indicative
Value, Intraday Indicative Value, Closing Indicative Value, Early Redemption Amount, Accelerated Redemption Amount and Payment at Maturity
are not the same as the trading price, which is the price at which you may be able to buy or sell your ETNs in the secondary market. The
Closing Indicative Value will be calculated and published by the Index Calculation Agent on each Trading Day under the Bloomberg ticker
symbol &ldquo;SLVOIV&rdquo;. The Intraday Indicative Value will be calculated and published by the Index Calculation Agent every fifteen
(15) seconds on each Trading Day during normal trading hours under the Bloomberg ticker symbol &ldquo;SLVOIV&rdquo; so long as no Market
Disruption Event has occurred or is continuing and will be disseminated over the consolidated tape or other major market data vendor.
The trading price of the ETNs in the secondary market is available under the ticker symbol &ldquo;SLVO&rdquo; and reflects the last reported
trading price of the ETNs, regardless of the date and time of such trading price. The publishing of such values is subject to delay or
postponement. The Closing Indicative Value and the Intraday Indicative Value may be published by parties other than the Index Calculation
Agent; however, such publishing by other sources may be inaccurate and may be subject to delay or postponement. The Closing Indicative
Value and the Intraday Indicative Value is calculated as of a particular time and date and will therefore not reflect subsequent changes
in market values or prices or in any other factors relevant to their determination.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Suspensions or disruptions
to the calculation of the Index, whether due to application of the Index methodology, human error, Index Sponsors&rsquo; discretion or
otherwise, can result in lags, delays and distortions to the Index. Because the Intraday Indicative Value is based on the intraday levels
of the Index, it will reflect lags and other disruptions and suspensions that affect the Index. See &ldquo;Risk Factors&mdash;Risks Relating
to the Return on the ETNs&mdash;Suspensions or disruptions to the calculation of the Index may adversely affect the value of your ETNs&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An explanation of each
valuation is set forth below.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Closing Indicative Value</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Closing Indicative
Value for the ETNs is designed to reflect the end-of day economic value of the ETNs. The Closing Indicative Value on each calendar day
following the Inception Date will be calculated by the Index Calculation Agent</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">and will be equal to (1) the Current Principal
Amount for such calendar day <I>plus</I> (2) for any day on or after the Index Distribution Date but prior to the Ex-Coupon Date for a
given month, any accrued but unpaid Coupon Amount. In no event, however, will the Closing Indicative Value be less than zero. The ETNs
underwent a 1-for-20 reverse split, effective September 27, 2022. Since September 27, 2022, the Closing Indicative Value has been expressed
in an amount per denomination and stated principal amount of $400.00 based on the split-adjusted Current Principal Amount.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">See &ldquo;How will payment
at maturity, or payment upon early redemption or acceleration be determined for the ETNs?&mdash;Payment at Maturity&rdquo; in this pricing
supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Current Principal Amount</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Current Principal Amount
on each calendar day following the Inception Date will be equal to (1)(a) the Current Principal Amount on the immediately preceding calendar
day times (b) the Daily Index Factor on such calendar day minus (2) the Daily Investor Fee on such calendar day. The Current Principal
Amount on the Inception Date was $20.00.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs underwent a 1-for-20
reverse split, effective September 27, 2022. For the purposes of determining the Current Principal Amount on September 27, 2022, the Current
Principal Amount on September 26, 2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above. Since September
27, 2022, the Current Principal Amount has been expressed in an amount per denomination and stated principal amount of $400.00.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">See &ldquo;How will payment
at maturity, or payment upon early redemption or acceleration be determined for the ETNs?&mdash;Payment at Maturity&rdquo; in this pricing
supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Intraday Indicative
Value</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">The &ldquo;Indicative Value&rdquo;
of the ETNs is designed to reflect the economic value of the ETNs at a given time. The Intraday Indicative Value at any time is based
on the most recent intraday level of the Index. It is calculated using the same formula as the Closing Indicative Value, except that instead
of using the Closing Level of the Index, the calculation is based on the most recent reported level of the Index at the particular time
(or, if the day on which such time occurs is not a Trading Day, as determined by the Calculation Agent).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">Because the Intraday Indicative
Value is based on the intraday levels of the Index, it will reflect lags and other disruptions and suspensions that affect the Index.
See &ldquo;Description of the ETNs&mdash;The actual trading price of the ETNs at any time may vary significantly from the Intraday Indicative
Value at such time. The trading price of the ETNs at any time is the price that you may be able to sell your ETNs in the secondary market
at such time, if one exists&rdquo;, &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;Suspension or disruptions
of market trading in options or futures contracts may adversely affect the value of your ETNs&rdquo; and &ldquo;Risk Factors&mdash;Risks
Relating to the Return on the ETNs&mdash;The ETNs may trade at a substantial premium to or discount from the Closing Indicative Value
and/or Intraday Indicative Value&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">See &ldquo;Description of the
ETNs&mdash;Intraday Indicative Value&rdquo; in this pricing supplement. The Index Calculation Agent is responsible for computing and disseminating
the Intraday Indicative Value.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Trading Price</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The market value of the
ETNs at any given time, which we refer to as the trading price, is the price at which you may be able to sell your ETNs in the secondary
market at such time, if one exists. In the absence of an active secondary market for the ETNs, the last reported trading price may not
reflect the actual price at which you may be able to sell your ETNs at a particular time. The trading price of the ETNs in the secondary
market is not the same as the Indicative Value of the ETNs at any time, even if a concurrent trading price in the secondary market were
available at such time. The trading price of the ETNs at any time may vary significantly from the Indicative Value of the ETNs at such
time due to, among other things, imbalances of supply and demand, lack of liquidity, transaction costs, credit considerations and bid-offer
spreads. Furthermore, any premium over or discount to the Intraday Indicative Value reflected in the trading price of the ETNs may be
reduced or eliminated at any time. Paying a premium purchase price over the Indicative Value of the ETNs could lead to significant losses
in the event you sell your ETNs at a time when such premium is no longer present in the market place or your ETNs are redeemed by us (including
pursuant to an acceleration at our option), in which case you will be entitled to receive a cash payment based on the Closing Indicative
Value on the relevant Valuation Date(s). Investors should consult</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">their financial advisors before purchasing
or selling the ETNs, especially for ETNs trading at a premium over or a discount to their Indicative Value.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">See &ldquo;Risk Factors&mdash;Risks
Relating to the Return on the ETNs&mdash;The Intraday Indicative Value and the Closing Indicative Value are not the same as the closing
price or any other trading price of the ETNs in the secondary market&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Early Redemption Amount</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">If you elect to offer your
ETNs for redemption, and the requirements for acceptance by us are met, you will be entitled to receive a cash payment per ETN on the
Early Redemption Date equal to the greater of (A) zero and (B)(1) the Closing Indicative Value on the applicable Early Redemption Valuation
Date <I>minus</I> (2) the Early Redemption Charge, which will equal 0.125% <I>times</I> the Closing Indicative Value on the Early Redemption
Valuation Date, calculated by the Calculation Agent.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">See &ldquo;How will payment
at maturity, or payment upon early redemption or acceleration be determined for the ETNs?&mdash;Payment Upon Early Redemption&rdquo; in
this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Accelerated Redemption
Amount </I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have the right to accelerate
the ETNs, in whole or in part, on any Business Day occurring on or after the Inception Date. In addition, if an Acceleration Event (as
defined herein) occurs at any time with respect to the ETNs, we will have the right to accelerate all or any portion of the outstanding
ETNs. Upon an acceleration of all of the outstanding ETNs, you will be entitled to receive a cash payment per ETN in an amount (the &ldquo;<B>Accelerated
Redemption Amount</B>&rdquo;) equal to the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Values
of such ETNs during the Accelerated Valuation Period. If fewer than all of the outstanding ETNs are accelerated, the Accelerated Redemption
Amount will be the Closing Indicative Value on the applicable Valuation Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">See &ldquo;How will payment
at maturity, or payment upon early redemption or acceleration be determined for the ETNs?&mdash;Payment Upon Early Redemption&rdquo; in
this pricing supplement.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>Payment at Maturity</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">If your ETNs have not been
previously redeemed or accelerated, at maturity you will be entitled to receive for each $400.00 stated principal amount of your ETNs
a cash payment equal to the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Value on each of the
immediately preceding five Trading Days to and including the Final Valuation Date, subject to Market Disruption Events as described herein.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in">See &ldquo;How will payment at maturity, or payment
upon early redemption or acceleration be determined for the ETNs?&mdash;Payment at Maturity&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><FONT STYLE="font-weight: normal">&nbsp;</FONT></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">How do you sell your ETNs?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have listed the ETNs
on the NASDAQ exchange under the ticker symbol &ldquo;SLVO&rdquo;. As long as an active secondary market in the ETNs exists, we expect
that investors will purchase and sell the ETNs primarily in this secondary market. We have no obligation to maintain any listing on any
exchange or quotation system. Under certain circumstances, the ETNs may be subject to delisting by NASDAQ. We have not and do not intend
to list the ETNs on any other exchange. No PRIIPs or UK PRIIPs key information document (KID) has been prepared as the ETNs are not available
to retail investors in the European Economic Area or the United Kingdom.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The trading price of the
ETNs at any time is the price at which you may be able to sell your ETNs in the secondary market at that time, if one exists. In the absence
of an active secondary market for the ETNs, the last reported trading price may not reflect the actual price at which you may be able
to sell your ETNs at a particular time. The trading price of the ETNs at any time may vary significantly from the Indicative Values of
the ETNs at such time. Paying a premium purchase price over the Intraday Indicative Value or the Closing Indicative Value of the ETNs
could lead to significant losses in the event you sell your ETNs at a time when such premium is no longer present in the market place
or your ETNs are redeemed by us (including pursuant to an acceleration at our option), in which case you will be entitled to receive a
cash payment based on the Closing Indicative Value on the relevant Valuation Date(s).</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">How do you offer your ETNs to Credit Suisse
for early redemption?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If you wish to offer your
ETNs to Credit Suisse for redemption, your broker or other person with whom you hold your ETNs must follow the following procedures:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Deliver a notice of redemption, in substantially the form of Annex A (the &ldquo;<B>Redemption Notice</B>&rdquo;),
to Credit Suisse via email or other electronic delivery as requested by Credit Suisse. If your Redemption Notice is delivered prior to
4:00 p.m., New York City time, on any Business Day, the immediately following Trading Day will be the applicable &ldquo;<B>Early Redemption
Valuation Date</B>&rdquo;. Otherwise, the second following Trading Day will be the applicable Early Redemption Valuation Date. If Credit
Suisse receives your Redemption Notice no later than 4:00 p.m., New York City time, on any Business Day, Credit Suisse will respond by
sending your broker an acknowledgment of the Redemption Notice accepting your redemption request by 7:30 p.m., New York City time, on
the Business Day prior to the applicable Early Redemption Valuation Date. Credit Suisse or its affiliate must acknowledge to your broker
acceptance of the Redemption Notice in order for your redemption request to be effective;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Notwithstanding the foregoing, Credit Suisse may, at its option, waive the requirement that the Redemption
Notice be delivered as set forth above, if confirmed by Credit Suisse that a written indication of an offer for early redemption has otherwise
been accepted by Credit Suisse. Any such written indication that is delivered after 4:00 p.m., New York City time, on any Business Day,
will be deemed to have been made on the following Business Day. For the avoidance of doubt, you may choose to comply with the procedures
set forth above in lieu of the procedures in this clause, irrespective of any waiver by Credit Suisse;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Cause your DTC custodian to book a delivery versus payment trade with respect to the ETNs on the applicable
Early Redemption Valuation Date at a price equal to the applicable Early Redemption Amount, facing us; and</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Cause your DTC custodian to deliver the trade as booked for settlement via DTC at or prior to 10:00 a.m.
New York City time, on the applicable Early Redemption Date (the third Business Day following the Early Redemption Valuation Date).</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You are responsible for
(i) instructing or otherwise causing your broker to provide the Redemption Notice and (ii) your broker satisfying the additional requirements
as set forth in the second and third bullets above in order for the redemption to be effected. Different brokerage firms may have different
deadlines for accepting instructions from their customers. Accordingly, you should consult the brokerage firm through which you own your
interest in the ETNs in respect of such deadlines. If Credit Suisse does not (i) receive the Redemption Notice from your broker by 4:00
p.m. and (ii) deliver an acknowledgment of such Redemption Notice to your broker accepting your redemption request by 7:30 p.m., on the
Business Day prior to the applicable Early Redemption Valuation Date, such notice will not be effective for such Business Day and Credit
Suisse will treat such Redemption Notice as if it was received on the next Business Day. Any redemption instructions for which Credit
Suisse receives a valid confirmation in accordance with the procedures described above will be irrevocable after Credit Suisse confirms
your offer for early redemption.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Because the Early Redemption
Amount you will receive for each ETN will not be determined until the close of trading on the applicable Early Redemption Valuation Date,
you will not know the applicable Early Redemption Amount at the time you exercise your redemption right and will bear the risk that your
ETNs will decline in value between the time of your exercise and the time at which the Early Redemption Amount is determined.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 3pt"><B>What are some of the risks of the ETNs?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 3pt; text-align: justify; text-indent: 0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">An
investment in the ETNs involves significant risks. Investing in the ETNs is not equivalent to investing directly in the Index or the
Index Components. Some of these risks are summarized here, but we urge you to read the more detailed explanation of risks in &ldquo;Risk
Factors&rdquo; in this pricing supplement.</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>You
                                            may lose some or all of your investment</B>&nbsp;&mdash; The ETNs are designed for investors
                                            who seek exposure to the Index which is comprised of notional long positions in SLV Shares
                                            and notional short positions in the Options. The ETNs do not guarantee any return of your
                                            investment. For each ETN, investors will receive a cash payment at maturity, or payment upon
                                            early redemption or acceleration that will be linked to the performance of the Index times
                                            a Daily Index Factor and less a Daily Investor Fee. If the closing level of the Index at
                                            maturity or upon early redemption or acceleration is less than the level of the Index at
                                            the time you purchased your ETNs, you will lose some or all of your investment.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>You
                                            are not guaranteed to receive a Coupon Amount </B>&mdash; You will not receive fixed periodic
                                            payments on the ETNs; the amount of the monthly Coupon Amount is uncertain and could be zero.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>The
                                            ETNs are subject to market risk</B> &mdash; When you purchase the ETNs you are exposed not
                                            only to the risk associated with purchasing an ETN that is subject to the credit risk of
                                            the Issuer but also to the risks of the underlying Index, the SLV Shares and the Options.
                                            Investors should fully comprehend that in exchange for the right to receive a variable monthly
                                            Coupon Amount depending on the notional premiums received in connection with the sale of
                                            the Options, investing in the ETNs also means unlimited exposure to any decline in the value
                                            of the SLV Shares. The level of the Index and the value of the Options and the SLV Shares
                                            are affected by a variety of market and economic factors, interest rates, commodity prices
                                            and economic, financial, political, regulatory, judicial or other events, as well as risks
                                            relating to other events that affect the markets generally.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Fees
                                            reduce the value of the ETNs</B> &mdash; Your payment at maturity or upon early redemption
                                            or acceleration will be reduced by fees and charges associated with the ETNs and the Index.
                                            If the level of the Index decreases or does not increase sufficiently during the relevant
                                            period to offset the negative effect of (i) the Daily Investor Fee and (ii) if you redeem
                                            your ETNs, the Early Redemption Charge, your investment may result in a loss, even if the
                                            Closing Level of the Index is higher at the time you sell or redeem your ETNs, the ETNs mature
                                            or the ETNs are accelerated than at the time you purchased them.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Indicative
                                            Values are not the same as the closing price or any other trading price of the ETNs</B> &mdash;
                                            The Intraday Indicative Value and the Closing Indicative Value are not the same as the closing
                                            price or any other trading price, which is the price at which you may be able to buy or sell
                                            your ETNs in the secondary market, if one exists. The trading price of the ETNs at any time
                                            may vary significantly from the Indicative Value of the ETNs at such time, due to, among
                                            other things, imbalances of supply and demand, lack of liquidity, transaction costs, credit
                                            considerations and bid-offer spreads.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Our
                                            credit risk may affect the trading price of the ETNs</B>&nbsp;&mdash; The ETNs are our senior
                                            unsecured debt obligations and are not, either directly or indirectly, an obligation of any
                                            third party. If we default on our</FONT></TD></TR></TABLE>

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

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<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">obligations,
                                            you may not receive any amounts owed to you under the terms of the ETNs. Any payments you
                                            are entitled to receive on your ETNs are subject to the ability of Credit Suisse to pay its
                                            obligations as they become due and as a result, our actual and perceived creditworthiness
                                            will affect the market value, if any, of the ETNs before payments become due at maturity
                                            or upon an earlier redemption or acceleration.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>There
                                            may not be an active trading market in the ETNs</B> &mdash; Although the ETNs are listed
                                            on the NASDAQ exchange we are not obligated to maintain any listing and, under certain circumstances,
                                            the ETNs may be subject to delisting by NASDAQ. In addition, we may cease issuances and/or
                                            suspend sales of the ETNs at any time, at our sole discretion. If the ETNs are delisted or
                                            if we choose not to issue additional ETNs or to suspend sales of the ETNs from our inventory,
                                            this will impact supply and demand for the ETNs and may materially and adversely impact the
                                            liquidity and price of the ETNs in the secondary market, if one exists. As a result, if you
                                            buy or sell your ETNs on the secondary market, the price that you pay or receive may be higher
                                            or lower than if the ETNs had remained listed or if we had decided to issue additional ETNs
                                            or not to cease or suspend sales of the ETNs from our inventory at that time, as the case
                                            may be. The factors that may interfere with an active trading market in the ETNs may also
                                            amplify any discrepancies between secondary market prices and the Indicative Values of the
                                            ETNs or the amounts that would be payable on the ETNs at maturity or upon early redemption
                                            or acceleration. Any such discrepancies could impair your ability to accurately assess the
                                            intrinsic value of the ETNs as compared to their then current market price, including any
                                            premium or discount thereto.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Limited
                                            participation in appreciation of the SLV Shares</B> &mdash; Because a covered call strategy
                                            limits participation in any appreciation of the underlying asset, in this case the SLV Shares,
                                            above the strike price of the Option, the Index will not participate in any appreciation
                                            of the SLV Shares in excess of the strike price of the Options during their term. The Index&rsquo;s
                                            exposure to any decline in the value of the SLV Shares will not be limited. The use of options,
                                            which will limit participation in appreciation of the SLV Shares while maintaining full downside
                                            exposure, may render an investment in ETNs linked to the Index Components inappropriate as
                                            the focus of an investment portfolio.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Volatility
                                            risk</B> &mdash; The ETNs are exposed to volatility risk related to the SLV Shares and the
                                            Options. Greater expected volatility with respect to the SLV Shares indicates an increased
                                            risk that investors will not participate fully in any appreciation in the price of the SLV
                                            Shares and an increased risk of loss of principal on the ETNs as the result of declines in
                                            the price of the SLV Shares. Commodity prices, including the price of silver, are characterized
                                            by high and unpredictable volatility, which could lead to high and unpredictable volatility
                                            in the Index. The potential for high volatility and the cyclical nature of commodity markets
                                            may render an investment in ETNs linked to the Index inappropriate as the focus of an investment
                                            portfolio.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>We
                                            have potential conflicts &mdash;</B> We and our affiliates play a variety of roles in connection
                                            with the issuance of the ETNs, including acting as Calculation Agent, an Index Sponsor and
                                            as an agent of the Issuer for the offering of the ETNs, making certain calculations and determinations
                                            that may affect the value of the ETNs and hedging our obligations under the ETNs. 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 ETNs, which may create an additional
                                            incentive to sell the ETNs to you. Our affiliates will, among other things, calculate the
                                            arithmetic average of the Closing Indicative Values where applicable, the amount payable
                                            in respect of your ETNs at maturity, the Early Redemption Amount, the Accelerated Redemption
                                            Amount, make determinations with respect to Market Disruption Events, splits and reverse
                                            splits of the ETNs, the replacement of the Index with a Successor Index and any other calculations
                                            or determinations to be made by the Calculation Agent as specified herein. In addition, the
                                            Index Sponsors are responsible for the calculations used to determine the level of the Index.
                                            In performing these activities, our economic interests and those of our affiliates are potentially
                                            adverse to your interests as an investor in the ETNs.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Early
                                            redemption is subject to restrictions</B> &mdash; You must offer at least the applicable
                                            Minimum Redemption Amount of your ETNs to Credit Suisse and satisfy the other requirements
                                            described herein for your offer for redemption to be considered. On exercise of your right
                                            to require Credit Suisse to redeem your ETNs you will incur an Early Redemption Charge per
                                            ETN of 0.125% which will reduce the Early Redemption Amount. Since the early redemption settlement
                                            amount is determined after we receive your Redemption Notice and you may not rescind such
                                            notice, you will be exposed to market risk.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>We
                                            may accelerate the ETNs at our option at any time</B> &mdash; Credit Suisse may accelerate
                                            your ETNs in whole or in part at any time, and upon any such acceleration you may receive
                                            less than, and possibly may lose all of, your original investment in the ETNs.</FONT></TD></TR></TABLE>

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<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Credit
                                            Suisse is subject to Swiss regulation</B>&nbsp;&mdash; As a Swiss bank, Credit Suisse is
                                            subject to regulation by governmental agencies, supervisory authorities and self-regulatory
                                            organizations in Switzerland. Such regulation is</FONT></TD></TR></TABLE>

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<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt">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 ETNs and/or the ability of Credit Suisse to make
                                            payments thereunder and you may not receive any amounts owed to you under the ETNs.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Calibri, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Uncertain
                                            tax treatment</B> &mdash; No ruling is being requested from the Internal Revenue Service
                                            (&ldquo;IRS&rdquo;) with respect to the tax consequences of the ETNs. There is no direct
                                            authority dealing with securities such as the ETNs, and there can be no assurance that the
                                            IRS will accept, or that a court will uphold, the tax treatment described in this pricing
                                            supplement. See &ldquo;Material United States Federal Income Tax Considerations&rdquo;. In
                                            addition, you should note that the IRS and the U.S. Treasury Department have announced a
                                            review of the tax treatment of prepaid financial contracts. Accordingly, no assurance can
                                            be given that future tax legislation, regulations or other guidance may not change the tax
                                            treatment of the ETNs. Potential investors should consult their tax advisors regarding the
                                            United States federal income tax consequences of an investment in the ETNs, including possible
                                            alternative treatments.</FONT></TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 8pt"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>Is
this the right investment for you?</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs may be a suitable
investment for you if you understand and acknowledge each of the following:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek an investment with a return linked to the performance of the Index which is comprised of notional
long positions in SLV Shares and notional short positions in the Options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are familiar with covered call strategies and understand the investment strategy underlying the Index
and are willing to be exposed to notional long positions in SLV Shares, notional short positions in the Options, the risks associated
with options transactions and the Notional Transaction Costs associated with implementing the Index strategy.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek an investment with variable periodic payments, which may be zero and are dependent on the monthly
call premium earned on the sale of the notional call options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are willing to accept the risk of fluctuations in the price of silver generally and the price of the
SLV Shares, the value of the related Options and the level of the Index in particular.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are willing to be exposed to the trading price of the ETNs and you understand that the trading price
of the ETNs at any time may vary significantly from the Intraday Indicative Value and the Closing Indicative Value of the ETNs at such
time and that paying a premium purchase price over the Intraday Indicative Value or the Closing Indicative Value of the ETNs could lead
to significant losses in the event you sell the ETNs at a time when such premium is no longer present in the market place or the ETNs
are accelerated (including at our option).</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are willing to actively and frequently monitor your investment in the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You accept the risk that Credit Suisse may accelerate all or a portion of your ETNs at any time.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You have sufficient knowledge and experience to evaluate how the ETNs may perform under different conditions
and the merits and risks of an investment in the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You believe the value of the Index Components and the level of the Index will increase by an amount sufficient
to offset the Notional Transaction Costs, the Daily Investor Fee and in the case of Early Redemption, the Early Redemption Charge, over
your intended holding period of the ETNs and to provide you with a satisfactory return on your investment during the time you hold the
ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are willing to accept that the strategy of the Index limits the upside participation in any appreciation
in the value of the SLV Shares while exposure to any decline in the value of the SLV Shares will not be limited.</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You believe that the price of the SLV Shares will not increase by an amount that exceeds the Option strike
prices over your intended holding period of the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You understand the terms of the investment in the ETNs and you are familiar with the behavior of the Index
and options, commodities and financial markets generally.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not seek a guaranteed return of your investment and understand that if the Index declines, you
may lose up to 100% of your investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You have sufficient financial resources and liquidity to bear the risks of an investment in the ETNs,
including the risk of loss of such investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You understand that the Notional Transaction Costs, Daily Investor Fee and the Early Redemption Charge
will reduce your return (or increase your loss, as applicable) on your investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are willing to make an investment in the ETNs, the payments on which depend on the creditworthiness
of Credit Suisse AG, as Issuer of the ETNs.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.75in; text-align: justify; text-indent: -0.25in">The ETNs are not
a suitable investment for you if:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not seek an investment with a return linked to the performance of the Index which is comprised
of notional long positions in SLV Shares and notional short positions in the Options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not familiar with covered call strategies or do not understand the investment strategy underlying
the Index or are not willing to be exposed notional long positions in SLV Shares, notional short positions in the Options, risks associated
with options transactions or the Notional Transaction Costs associated with implementing the Index strategy.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek fixed periodic interest payments on your investment and are not willing to accept variable periodic
payments, which may be zero and are dependent on the monthly call premium earned on the notional sale of call options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to be exposed to fluctuations in the price of silver generally and the price of the
SLV Shares, the value of the related Options and the level of the Index in particular.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to be exposed to the trading price of the ETNs or you do not understand that the trading
price of the ETNs at any time may vary significantly from the Intraday Indicative Value and the Closing Indicative Value of the ETNs at
such time and that paying a premium purchase price over the Intraday Indicative Value or the Closing Indicative Value of the ETNs could
lead to significant losses in the event you sell the ETNs at a time when such premium is no longer present in the market place or the
ETNs are accelerated (including at our option).</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to actively and frequently monitor your investment in the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to accept the risk that Credit Suisse may accelerate all or a portion of your ETNs
at any time.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not have sufficient knowledge and experience to evaluate how the ETNs may perform under different
conditions or the merits and risks of an investment in the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You believe the value of the Index Components or the value of the Index will decrease or will not increase
by an amount sufficient to offset the Notional Transaction Costs, the Daily Investor Fee and in the case of Early Redemption, the Early
Redemption Charge, over your intended holding period of the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek an investment that does not limit the upside participation in any appreciation in the value of
the SLV Shares or one that limits exposure to any decline in the value of the SLV Shares.</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You believe that the value of the SLV Shares will either (i) decline by an amount that exceeds the monthly
notional call option premiums reflected in the Index or (ii) appreciate above the strike price of the notional Options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not understand the terms of the investment in the ETNs or you are not familiar with the behavior
of the Index and options, commodities and financial markets generally.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek a guaranteed return of your investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not have sufficient financial resources and liquidity to bear the risks of an investment in the
ETNs, including the risk of loss of such investment, and prefer the lower risk and therefore accept the potentially lower returns of fixed
income investments with comparable maturities and credit ratings.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not want to incur the Notional Transaction Costs associated with the Index or to pay the Daily
Investor Fee and the Early Redemption Charge, which are charged on the ETNs and will reduce your return (or increase your loss, as applicable)
on your investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to be exposed to the credit risk of Credit Suisse AG, as Issuer of the ETNs.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 38.5pt">Investors considering purchasing
ETNs should be experienced with covered call strategies and options and the risks associated with options transactions and should reach
an investment decision only after carefully considering, with their advisers, the suitability of the ETNs in light of their particular
circumstances.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">&nbsp;</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Does an investment in the ETNs entitle
you to any ownership interests in the Index Components comprising the Index?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">No. An investment in the
ETNs does not entitle you to any ownership interest or rights in the Index Components comprising the Index. You will not have any interests
or rights with respect to any Index Component as a result of your ownership of the ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Who calculates and publishes the Index?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The level of the Index
is calculated by NASDAQ OMX in its capacity as Index Calculation Agent approximately every fifteen (15) seconds during normal trading
hours, and the Closing Level of the Index is published on each Trading Day. Index information, including the Closing Level of the Index,
is available from Bloomberg under the ticker symbol &ldquo;QSLVO &lt;Index&gt;&rdquo;. The historical performance of the Index is not
indicative of the future performance of the Index or the level of the Index used to calculate the Early Redemption Amount, Accelerated
Redemption Amount and Payment at Maturity, as the case may be. The Index is subject to the policies of the Index Sponsors and is subject
to the Index Sponsors&rsquo; discretion, including with respect to the implementation of, and changes to, the rules governing the Index
methodology.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Will the ETNs be distributed by our affiliates?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Our affiliate, Credit Suisse
Securities (USA) LLC (&ldquo;<B>CSSU</B>&rdquo;), a member of the Financial Industry Regulatory Authority (&ldquo;<B>FINRA</B>&rdquo;)
has participated in the distribution of the ETNs from the Initial Settlement Date to the date of this pricing supplement and will likely
participate in any future distribution of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">CSSU is expected to charge
normal commissions for the purchase of any ETNs and may also receive all or a portion of the Daily Investor Fee. Any offering in which
CSSU participates will be conducted in compliance with the requirements set forth in Rule 5121 of the Conduct Rules of FINRA regarding
a FINRA member firm&rsquo;s distribution of the securities of an affiliate and related conflicts of interest. In accordance with Rule
5121 of the Conduct Rules of FINRA, CSSU may not make sales in offerings of the ETNs to any of its discretionary accounts without the
prior written approval of the customer. Please see the section entitled &ldquo;Supplemental Plan of Distribution (Conflicts of Interest)&rdquo;
in this pricing supplement.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">What is the United States federal income
tax treatment of an investment in the ETNs?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Please refer to &ldquo;Material
United States Federal Income Tax Considerations&rdquo; in this pricing supplement for a discussion of material United States federal income
tax considerations for making an investment in the ETNs.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">What is the role of our affiliates?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Our affiliate, CSSU, is
the underwriter for the offering and sale of the ETNs. CSSU and/or other of our affiliated dealers currently intend, but are not obligated,
to buy and sell the ETNs to create a secondary market for holders of the ETNs, and may engage in other activities described in the section
&ldquo;Supplemental Plan of Distribution (Conflicts of Interest)&rdquo; in this pricing supplement, the accompanying prospectus supplement
and prospectus. However, neither CSSU nor any of these affiliates will be obligated to engage in any market-making activities, or continue
those activities once it has started them.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Our affiliate, CSi, acting
as Calculation Agent, will among other things, calculate the arithmetic average of the Closing Indicative Values where applicable, the
amount payable in respect of your ETNs at maturity, the Early Redemption Amount, the Accelerated Redemption Amount, make determinations
with respect to Market Disruption Events, splits and reverse splits of the ETNs, the replacement of the Index with a Successor Index and
any other calculations or determinations to be made by the Calculation Agent as specified herein. In addition, CSi is one of the Index
Sponsors and in this role is responsible for the calculations used to determine the level of the Index. These determinations may be adverse
to you. You should refer to &ldquo;Risk Factors&mdash;Risks Relating to the Creditworthiness, Conflicts of Interest, Hedging Activities
and Regulation of Credit Suisse&mdash;We or our affiliates may have economic interests adverse to those of the holders of the ETNs&rdquo;
in this pricing supplement.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Can you tell me more about the effect of
Credit Suisse&rsquo;s hedging activity?</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We expect to hedge our
obligations under the ETNs through one or more of our affiliates. This hedging activity may involve purchases or sales of SLV Shares and
listed or over-the-counter options, futures contracts, swaps or other derivative instruments relating to the SLV Shares and/or issuing
or trading other ETNs, including certain exchange-traded notes issued by Credit Suisse. We or our affiliates will maintain, adjust or
unwind our hedge by, among other things, purchasing or selling any of the foregoing, at any time and from time to time, including on or
before any Valuation Date. We, our affiliates or third parties with whom we transact may also enter into, maintain, adjust and unwind
hedging transactions relating to other securities whose returns are linked to the Index or the Index Components. Any of these hedging
activities could affect the value of the SLV Shares and the Options, and accordingly the value of your ETNs and the amount we will pay
on the ETNs determined on the Final Valuation Date, or, in the case of early redemption or acceleration of the ETNs, the relevant Valuation
Date. Moreover, this hedging activity may result in our or our affiliates&rsquo; or third parties&rsquo; receipt of a profit, even if
the market value of the ETNs declines. You should refer to &ldquo;Risk Factors&mdash;Risks Relating to the Creditworthiness, Conflicts
of Interest, Hedging Activities and Regulation of Credit Suisse&mdash;Trading and other transactions by us, our affiliates or third parties
with whom we transact in securities or financial instruments relating to the ETNs and the Index may impair the value of your ETNs&rdquo;
and &ldquo;Risk Factors&mdash;Risks Relating to the Creditworthiness, Conflicts of Interest, Hedging Activities and Regulation of Credit
Suisse&mdash;We or our affiliates may have economic interests adverse to those of the holders of the ETNs&rdquo; and &ldquo;Supplemental
Use of Proceeds and Hedging&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>Do ERISA or the Code impose
any limitations on purchases of the ETNs?</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in">Employee benefit plans subject to ERISA (as defined
below), entities the assets of which are deemed to constitute the assets of such plans, governmental or other plans subject to laws substantially
similar to ERISA and retirement accounts (including Keogh, SEP and SIMPLE plans, individual retirement accounts and individual retirement
annuities) are permitted to purchase the ETNs as long as its purchase, holding and subsequent disposition of the ETNs is not prohibited
under ERISA or the Code (as defined below) or any substantially similar laws or is exempt from any such prohibition. However, individual
retirement accounts, individual retirement annuities and Keogh plans, as well as employee benefit plans that permit participants to direct
the investment of their accounts, will not be permitted to purchase or hold the ETNs if the account, plan or annuity is for the benefit
of an employee of CSSU or a family member and the employee receives any compensation (such as, for example, a bonus or other compensation
which would otherwise not be received) based on the purchase of ETNs by the account, plan or annuity. Please refer to the section &ldquo;Benefit
Plan Investor Considerations&rdquo; in this pricing supplement for further information.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0pt; text-transform: uppercase; text-align: center">&nbsp;</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0pt 0pt 10pt; text-transform: uppercase; text-align: center">HYPOTHETICAL
EXAMPLES</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Hypothetical Coupon
Amount Calculation</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0; text-align: justify; text-indent: 0.5in">The hypothetical Coupon Amounts
set forth below are for illustrative purposes only and are not expected to be the actual Coupon Amounts with respect to any Coupon Payment
Date. The actual Coupon Amount on any Coupon Payment Date will be determined by reference to the Closing Indicative Value on the Index
Business Day immediately preceding the Index Distribution Date and the Coupon Percentage for the relevant Coupon Payment Date and may
be substantially different from any amounts set forth below. The Coupon Percentage in respect of an Index Distribution Date will be the
Distribution for such Index Distribution Date divided by the Closing Level of the Index the Index Business Day immediately preceding the
Index Distribution Date. The Distribution represents the notional monthly call premium earned on the notional sale of the call options
written on the SLV Shares pursuant to the Index methodology described in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0; text-align: justify"><B>Example 1. </B>Assumptions: This example assumes
that, on the Index Business Day immediately preceding the relevant Index Distribution Date, the level of the Index is equal to 5,000.00
and the Closing Indicative Value is equal to $15.00 and that, on the Index Distribution Date, the Distribution is equal to 50.00. The
Coupon Amount will be $0.1500, and will be paid on the Coupon Payment Date to the holders of record on the Coupon Record Date.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 18%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Index Level
    </B></P></TD>
    <TD STYLE="width: 15%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Distribution
    </B></P></TD>
    <TD STYLE="width: 27%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Coupon
    Percentage<BR>
 (Distribution/Index<BR>
 Level)</B></P></TD>
    <TD STYLE="width: 18%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Closing
    Indicative<BR>
 Value</B></P></TD>
    <TD STYLE="width: 22%; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Coupon Amount <BR>
(Closing Indicative <BR>
Value *
    Coupon<BR>
 Percentage)</B></P>
</DIV></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">5,000.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">50.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.000%</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$15.00 </TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$0.1500 </TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0">The Coupon Percentage will be calculated as follows:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 40%; font: 10pt Times New Roman, Times, Serif; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 36%; border-bottom: Black 1pt solid; padding-top: 1pt; padding-bottom: 1pt; text-align: center">Distribution</TD>
    <TD ROWSPAN="2" STYLE="width: 8%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: bottom; width: 28%; border-bottom: Black 1pt solid; padding-top: 1pt; padding-bottom: 1pt; text-align: center">50.00</TD>
    <TD ROWSPAN="2" STYLE="width: 8%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD ROWSPAN="2" STYLE="width: 20%; padding-top: 1pt; padding-bottom: 1pt">1.000%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: center">Index Level</TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: center">5,000.00</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0">The Coupon Amount will be calculated as follows:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 80%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 27%; padding-top: 1pt; padding-bottom: 1pt">Closing Indicative Value</TD>
    <TD STYLE="vertical-align: middle; width: 6%; padding-top: 1pt; padding-bottom: 1pt; padding-left: 0pt; text-align: center; text-indent: -5.4pt">x</TD>
    <TD STYLE="vertical-align: top; width: 27%; padding-top: 1pt; padding-bottom: 1pt">Coupon Percentage</TD>
    <TD STYLE="vertical-align: top; width: 3%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: top; width: 10%; padding-top: 1pt; padding-bottom: 1pt">$15.00</TD>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">x</TD>
    <TD STYLE="vertical-align: top; width: 11%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">1.000%</TD>
    <TD STYLE="vertical-align: top; width: 4%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: top; width: 9%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">$0.15</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>


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    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0; text-align: justify"><B>Example 2. </B>Assumptions: This example assumes
that, on the Index Business Day immediately preceding the relevant Index Distribution Date, the level of the Index is equal to 10,000.00
and the Closing Indicative Value is equal to $28.00 and that, on the Index Distribution Date, the Distribution is equal to 110.00. The
Coupon Amount will be $0.3080, and will be paid on the Coupon Payment Date to the holders of record on the Coupon Record Date.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 18%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Index Level
    </B></P></TD>
    <TD STYLE="width: 15%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Distribution
    </B></P></TD>
    <TD STYLE="width: 27%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Coupon
    Percentage<BR>
 (Distribution/Index<BR>
 Level)</B></P></TD>
    <TD STYLE="width: 18%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Closing
    Indicative<BR>
 Value</B></P></TD>
    <TD STYLE="width: 22%; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Coupon Amount <BR>
(Closing Indicative<BR>
Value * Coupon<BR>
Percentage)</B></P>
</DIV></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,000.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">110.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.1000%</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$28.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$0.3080</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0">The Coupon Percentage will be calculated as follows:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 40%; font: 10pt Times New Roman, Times, Serif; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 35%; border-bottom: Black 1pt solid; padding-top: 1pt; padding-bottom: 1pt; text-align: center">Distribution</TD>
    <TD ROWSPAN="2" STYLE="width: 8%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: bottom; width: 27%; border-bottom: Black 1pt solid; padding-top: 1pt; padding-bottom: 1pt; text-align: center">110.00</TD>
    <TD ROWSPAN="2" STYLE="width: 8%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD ROWSPAN="2" STYLE="width: 22%; padding-top: 1pt; padding-bottom: 1pt">1.1000%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: center">Index Level</TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: center">10,000.00</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0">The Coupon Amount will be calculated as follows:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 80%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 27%; padding-top: 1pt; padding-bottom: 1pt">Closing Indicative Value</TD>
    <TD STYLE="vertical-align: middle; width: 6%; padding-top: 1pt; padding-bottom: 1pt; padding-left: 0pt; text-align: center; text-indent: -5.4pt">x</TD>
    <TD STYLE="vertical-align: top; width: 27%; padding-top: 1pt; padding-bottom: 1pt">Coupon Percentage</TD>
    <TD STYLE="vertical-align: top; width: 3%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: top; width: 10%; padding-top: 1pt; padding-bottom: 1pt">$28.00</TD>
    <TD STYLE="width: 3%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">x</TD>
    <TD STYLE="vertical-align: top; width: 11%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">1.1000%</TD>
    <TD STYLE="vertical-align: top; width: 4%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: top; width: 9%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">$0.3080</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0; text-align: justify"><B>Example 3. </B>Assumptions: This example assumes
that, on the Index Business Day immediately preceding the relevant Index Distribution Date, the level of the Index is equal to 2,000.00
and the Closing Indicative Value is equal to $7.70 and that, on the Index Distribution Date, the Distribution is equal to 10.00. The Coupon
Amount will be $0.0385, and will be paid on the Coupon Payment Date to the holders of record on the Coupon Record Date.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 18%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Index Level
    </B></P></TD>
    <TD STYLE="width: 15%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Distribution
    </B></P></TD>
    <TD STYLE="width: 27%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Coupon
    Percentage<BR>
 (Distribution/Index <BR>
Level)</B></P></TD>
    <TD STYLE="width: 18%; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Closing
    Indicative<BR>
 Value</B></P></TD>
    <TD STYLE="width: 22%; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Coupon Amount <BR>
(Closing Indicative <BR>
Value *
    Coupon<BR>
 Percentage)</B></P>
</DIV></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2,000.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0.5000%</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$7.70 </TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$0.0385 </TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0">The Coupon Percentage will be calculated as follows:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="width: 40%; font: 10pt Times New Roman, Times, Serif; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 37%; border-bottom: Black 1pt solid; padding-top: 1pt; padding-bottom: 1pt; text-align: center">Distribution</TD>
    <TD ROWSPAN="2" STYLE="width: 8%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: bottom; width: 24%; border-bottom: Black 1pt solid; padding-top: 1pt; padding-bottom: 1pt; text-align: center">10.00</TD>
    <TD ROWSPAN="2" STYLE="width: 8%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD ROWSPAN="2" STYLE="width: 23%; padding-top: 1pt; padding-bottom: 1pt">0.5000%</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: center">Index Level</TD>
    <TD STYLE="padding-top: 1pt; padding-bottom: 1pt; text-align: center">2,000.00</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0">The Coupon Amount will be calculated as follows:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 80%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 27%; padding-top: 1pt; padding-bottom: 1pt">Closing Indicative Value</TD>
    <TD STYLE="vertical-align: middle; width: 6%; padding-top: 1pt; padding-bottom: 1pt; padding-left: 0pt; text-align: center">x</TD>
    <TD STYLE="vertical-align: top; width: 27%; padding-top: 1pt; padding-bottom: 1pt">Coupon Percentage</TD>
    <TD STYLE="vertical-align: top; width: 3%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: top; width: 10%; padding-top: 1pt; padding-bottom: 1pt">$7.70</TD>
    <TD STYLE="width: 3%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">x</TD>
    <TD STYLE="vertical-align: top; width: 11%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">0.5000%</TD>
    <TD STYLE="vertical-align: top; width: 4%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">=</TD>
    <TD STYLE="vertical-align: top; width: 9%; padding-top: 1pt; padding-bottom: 1pt; text-align: center">$0.0385</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Hypothetical Examples
of the Payment at Maturity</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The following examples
show how the ETNs would perform in hypothetical circumstances, assuming an initial Index level of 10,000 and a $20.00 stated principal
amount of each ETN and reflecting the Investor Fee Rate of 0.65% per annum. As of September 27, 2022, the actual stated principal amount
per ETN is $400.00. For purposes of the calculation in this table, each year is assumed to have 365 days. <B>It is further assumed that
no Coupon Amounts are paid during the term of the ETNs and that the Distribution for each Index Distribution Date is zero. </B>Because
of daily compounding, the actual Investor Fee Rate may exceed 0.65% per annum. We have included examples in which the level of the Index
(i) increases at a constant rate of 2.5% each year, (ii) increases at a constant rate of 3% for five (5) years and then falls at a constant
rate of 9% for five (5) years, (iii) decreases and increases alternatively each year, (iv) decreases at an accelerating rate and (v) increases
and then decreases over the term of the ETNs. These examples highlight the behavior of the Closing Indicative Value of the ETNs at the
end of each year in different circumstances. The figures in these examples have been rounded for convenience. Although your payment upon
early redemption or acceleration would be based on the Closing Indicative Value of the ETNs on the applicable Valuation Date (the calculation
of which includes the Daily Investor Fee based on the Investor Fee Rate of 0.65% per annum), which is calculated in the manner illustrated
in the examples below, you should be aware that CSSU, our agent for any redemption at your option, will charge a fee of 0.125% per ETN
redeemed. The Early Redemption Charge is not included in the examples below. Any payment you will be entitled to receive is subject to
our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The figures set forth in
the examples below are for purposes of illustration only and are not actual historical results. For information relating to the historical
performance of the Index, please refer to &ldquo;The Index&mdash;Historical Information&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>Example 1. </B>Assumptions: This example
assumes that the level of the Index (Column B) has increased by approximately 2.5% each year from the inception date of the ETNs to the
end of year 10. In this scenario, the Index has increased by approximately 28% over ten (10) years, and the closing value of the ETNs
has increased by approximately 20% over the same period.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 60%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>A</B></TD>
    <TD STYLE="vertical-align: bottom; width: 24%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>B</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>C</B></TD>
    <TD STYLE="vertical-align: top; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>D</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>E</B></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Year</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Index Level</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Closing<BR>
 Value<SUP>(1)</SUP></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualize<BR>
d
    Index<BR>
 Return</B></P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualized<BR>

    ETN Return</B></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,000.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,250.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.37</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,506.30</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.74</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,768.90</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.12</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">4</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,038.10</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.51</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">5</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,314.10</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.90</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">6</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,596.90</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$22.31</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,886.90</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$22.72</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">12,184.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$23.13</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">9</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">12,488.60</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$23.56</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.50%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">10</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">12,800.80</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$23.99</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">2.50%</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1.84%</TD></TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>Hypothetical
    return on $20.00 investment after 10 years:</B></P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>19.95%</B></P></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left"><B><SUP>(1)</SUP>The Closing Value presented
in this table are based on a hypothetical $20.00 denomination and stated principal amount. As of September 27, 2022, the actual denomination
and stated principal amount is $400.00.<BR STYLE="clear: both">
</B></P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>Example 2.</B> Assumptions: This example
assumes that the level of the Index (Column B) has increased by approximately 3% each year from the inception date of the ETNs to the
end of year 5, and decreased by 9% each year until the end of year 10. In this scenario, the Index has decreased by approximately 28%
over ten (10) years, and the closing value of the ETNs has decreased by approximately 32% over the same period.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 60%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>A</B></TD>
    <TD STYLE="vertical-align: bottom; width: 24%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>B</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>C</B></TD>
    <TD STYLE="vertical-align: top; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>D</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>E</B></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Year</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Index Level</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Closing<BR>
 Value<SUP>(1)</SUP></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualize<BR>
d
    Index<BR>
 Return</B></P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualized<BR>

    ETN Return</B></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,000.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,300.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.47</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,609.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.94</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,927.30</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.43</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">4</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,255.10</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.93</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">5</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,592.70</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$22.44</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">6</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,549.40</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.29</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.59%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,599.90</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$18.35</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.59%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8,736.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$16.59</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.59%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">9</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7,949.70</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$15.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.00%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.59%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">10</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">7,234.20</P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">$13.56</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">-9.00%</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.59%</TD></TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>Hypothetical
    return on $20.00 investment after 10 years:</B></P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>-32.21%</B></P></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>Example 3. </B>Assumptions: This example
assumes that the level of the Index (Column B) has decreased and increased by 3% alternatively each year from the inception date of the
ETNs to the end of year 10. In this scenario, the Index has decreased by approximately 0.5% over ten (10) years, and the closing value
of the ETNs has decreased by approximately 7% over the same period.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 60%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>A</B></TD>
    <TD STYLE="vertical-align: bottom; width: 24%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>B</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>C</B></TD>
    <TD STYLE="vertical-align: top; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>D</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>E</B></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Year</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Index Level</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Closing<BR>
 Value<SUP>(1)</SUP></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualize<BR>
d
    Index<BR>
 Return</B></P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualized<BR>

    ETN Return</B></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,000.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">1</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,700.00</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$19.27</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.63%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">2</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,991.00</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$19.72</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">3</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,691.30</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$19.01</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.63%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">4</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,982.00</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$19.45</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">5</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,682.50</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$18.75</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.63%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">6</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,973.00</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$19.18</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">7</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,673.80</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$18.49</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.63%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">8</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,964.00</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$18.92</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,665.10</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">$18.23</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.00%</TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.63%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">10</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">9,955.10</P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">$18.66</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">3.00%</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2.33%</TD></TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>Hypothetical
    return on $20.00 investment after 10 years:</B></P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>-6.71%</B></P></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B><SUP>(1)</SUP>The Closing Value presented
in this table are based on a hypothetical $20.00 denomination and stated principal amount. As of September 27, 2022, the actual denomination
and stated principal amount is $400.00.<BR STYLE="clear: both">
</B></P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>Example 4.</B> Assumptions: This example
assumes that the level of the Index (Column B) has decreased at an accelerating rate from the inception date of the ETNs to the end of
year 10. In this scenario, the Index has decreased by approximately 97% over ten (10) years, and the closing value of the ETNs has decreased
by approximately 97% over the same period.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 60%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>A</B></TD>
    <TD STYLE="vertical-align: bottom; width: 24%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>B</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>C</B></TD>
    <TD STYLE="vertical-align: top; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>D</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>E</B></TD></TR>
  <TR>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Year</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Index Level</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Closing<BR>
 Value<SUP>(1)</SUP></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualize<BR>
d
    Index Return</B></P></TD>
    <TD STYLE="padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualized<BR>

    ETN Return</B></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,000.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.00</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8,819.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$17.52</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-11.81%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-12.38%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7,460.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$14.73</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-15.41%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-15.96%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">6,041.80</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$11.85</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-19.01%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-19.54%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">4</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">4,675.80</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$9.11</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-22.61%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-23.11%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">5</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3,450.30</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$6.68</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-26.21%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-26.69%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">6</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2,421.70</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$4.66</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-29.81%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-30.27%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1,612.60</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$3.08</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-33.41%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-33.84%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1,015.80</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$1.93</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-37.01%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-37.42%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">9</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">603.30</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$1.14</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-40.61%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-40.99%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">10</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">336.60</P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">$0.63</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">-44.21%</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">-44.57%</P></TD></TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>Hypothetical
    return on $20.00 investment after 10 years:</B></P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>-96.85%</B></P></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>&nbsp;</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>Example 5. </B>Assumptions: This example
assumes that the level of the Index (Column B) has increased each year from the inception date to the end of year 3, and decreased at
an increasing rate from the end of year 4 to the end of year 10. In this scenario, the Index has decreased by approximately 59% over ten
(10) years, and the closing value of the ETNs has decreased by approximately 62% over the same period.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 60%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>A</B></TD>
    <TD STYLE="vertical-align: bottom; width: 24%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>B</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>C</B></TD>
    <TD STYLE="vertical-align: top; width: 17%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>D</B></TD>
    <TD STYLE="vertical-align: bottom; width: 21%; padding-right: 0.05in; padding-bottom: 1pt; padding-left: 0.05in; text-align: center"><B>E</B></TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Year</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Index Level</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
<DIV STYLE="padding: 0in; border-bottom: Black 0.75pt solid">

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>Closing<BR>
 Value<SUP>(1)</SUP></B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center"><B>&nbsp;</B></P>
</DIV></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualize<BR>
d
    Index<BR>
 Return</B></P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 1pt; text-align: center; border-bottom: Black 0.75pt solid"><B>Annualized<BR>

    ETN Return</B></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,000.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">&nbsp;$20.00 </TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">n/a</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">1</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,819.00</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.50</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8.19%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7.49%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">2</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,315.60</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$22.34</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">4.59%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3.91%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">3</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,427.60</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$22.41</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0.99%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">0.34%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">4</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">11,129.40</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$21.69</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-2.61%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-3.24%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">5</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">10,438.20</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$20.21</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-6.21%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-6.82%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">6</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">9,414.20</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$18.11</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-9.81%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-10.39%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">7</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8,151.80</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$15.58</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-13.41%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-13.97%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">8</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">6,765.20</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$12.84</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-17.01%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-17.55%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">9</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">5,370.90</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">$10.13</TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-20.61%</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in; text-align: center">-21.12%</TD></TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">10</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">4,070.60</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.05in; padding-left: 0.05in; text-align: center">&nbsp;$7.63 </TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">-24.21%</P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid">-24.70%</P></TD></TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>Hypothetical
    return on $20.00 investment after 10 years: </B></P></TD>
    <TD STYLE="vertical-align: top; padding-right: 0.05in; padding-left: 0.05in">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; border-bottom: Black 0.75pt solid"><B>-61.86%</B></P></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><B><SUP>(1)</SUP>The Closing Value presented in this table are based on
a hypothetical $20.00 denomination and stated principal amount. As of September 27, 2022, the actual denomination and stated principal
amount is $400.00.</B>
</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0pt; text-transform: uppercase; text-align: center">&nbsp;</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0pt 0pt 10pt; text-transform: uppercase; text-align: center">RISK FACTORS</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are senior unsecured
debt obligations of Credit Suisse AG (&ldquo;<B>Credit Suisse</B>&rdquo;). The ETNs are Senior Medium-Term Notes as described in the accompanying
prospectus supplement and prospectus and are considerably riskier than ordinary unsecured debt securities. The return on the ETNs will
be based on the performance of the Index, as reflected by their Indicative Value. Investing in the ETNs is not equivalent to investing
directly in silver, the Index Components or the Index itself. See &ldquo;The Index&rdquo; below for more information on the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">This section describes
the most significant risks relating to an investment in the ETNs. <B>You should read the following information about these risks, together
with the other information in or incorporated by reference into this pricing supplement and the accompanying prospectus supplement and
prospectus before investing in the ETNs.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Risks Relating to
the Return on the ETNs</I></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">You may lose all or a significant part
of your investment in the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The terms of the ETNs differ
from those of ordinary debt securities in that the ETNs do not guarantee payment of the stated principal amount at maturity, or payment
upon early redemption or acceleration, and you may incur a loss of your investment. Because the payment due at maturity may be less than
the amount originally invested in the ETNs, the return on the ETNs (the effective yield to maturity) may be negative. Even if it is positive,
your return on the ETNs may not be enough to compensate you for any loss in value due to inflation and other factors relating to the value
of money over time.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Early Redemption Amount,
Accelerated Redemption Amount and Payment at Maturity, as applicable (each, a &ldquo;<B>Redemption Amount</B>&rdquo;), will each depend
on the change in the level of the Index. You may lose all or a significant amount of your investment in the ETNs if the level of the Index
decreases or does not increase sufficiently. Additionally, any payment on the ETNs will be reduced, and possibly significantly reduced,
if the level of the Index decreases or does not increase sufficiently to offset the Daily Investor Fee (and in the case of Early Redemption,
the Early Redemption Charge) over the term of the ETNs. Any payment on the ETNs is subject to our ability to pay our obligations as they
become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Even if the amount payable
on your ETNs on the Early Redemption Date, Acceleration Date or the Payment at Maturity, as applicable, is greater than the price you
paid for your ETNs, it may not compensate you for a loss in value due to inflation and other factors relating to the value of money over
time. Thus, even in those circumstances, the overall return you earn on your ETNs may be less than what you would have earned by investing
in a debt security that bears interest at a prevailing market rate.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Your payment at maturity or upon early redemption
or acceleration will be reduced by the fees and charges associated with the ETNs and the Index</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">As an investor in the ETNs,
you will be exposed to fees and costs at two levels. First, the value of the Index used to calculate the payment at maturity or upon early
redemption or acceleration will be reduced by the Notional Transaction Costs incurred in connection with the implementation of the covered
call strategy of the Index. These costs reflect the monthly transaction costs of hypothetically buying and selling the call options and
selling the SLV Shares and equal 0.03%, 0.03% and 0.01%, respectively, <I>times</I> the closing price of the SLV Shares on the date of
such notional transactions and, which, on an annual basis, are approximately equal to 0.84%. The actual cost will vary depending on the
value of the SLV Shares on the date of such transactions. These costs are built into the calculation of the level of the Index and, as
a result, the Closing Level of the Index will be less than it would be if such costs were not included, subsequently reducing the value
of, and your return on, the ETNs. Such reduction may be significant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Second, the Daily Investor
Fee, which is based on an annual Investor Fee Rate of 0.65% per annum, (and the Early Redemption Charge, if you offer your ETNs for early
redemption) reduces the amount of your payment at maturity or upon early redemption or acceleration. If the level of the Index decreases
or does not increase sufficiently to offset the impact of the Daily Investor Fee (and the Early Redemption Charge, if you offer your ETNs
for early redemption), you will receive less, and possibly significantly less, than the initial amount of your investment in the ETNs.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>The ETNs do not pay fixed periodic interest
payments</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We will not pay fixed periodic
interest on the ETNs. Instead you will be entitled to receive a variable monthly Coupon Amount as described herein. The Coupon Amount
will depend on the Index distribution of the notional premium received in connection with the sale of the monthly strike call options
of approximately 106% on the SLV Shares. Premiums on sales of such call options are affected by numerous factors, including the price
of the SLV Shares, the level at which the strike price is set, the change in the price of SLV Shares during the roll period, interest
rates and volatility in the markets generally. Accordingly, the Coupon Amount is uncertain and could be zero. You may receive less at
maturity than you could have earned on ordinary interest-bearing debt securities with similar maturities, including other of our debt
securities, since the payment at maturity is based on the appreciation or depreciation of the Index. Because the payment due at maturity
may be less than the amount originally invested in the ETNs, the return on the ETNs (the effective yield to maturity) may be negative.
Even if it is positive, the return payable on the ETNs may not be enough to compensate you for any loss in value due to inflation and
other factors relating to the value of money over time.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>You are not guaranteed any Coupon Amount
on your ETNs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Your Coupon Amounts, if
any, are not fixed and could be zero with respect to any Coupon Payment Date. To the extent the Coupon Percentage on an Index Distribution
Date is equal to or less than zero, there will be no Coupon Amount made on the corresponding Coupon Payment Date. In addition, if you
offer your shares for redemption, the Early Redemption Amount will be the sole payment in respect of the ETNs and no Coupon Amount will
be due or payable.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">You should regularly monitor your holdings
of the ETNs to ensure that they remain consistent with your investment strategies</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are designed to
reflect a long exposure to the performance of the Index which is comprised of notional long positions in SLV Shares and short positions
in call options on the SLV Shares. You should regularly monitor your holdings of the ETNs to ensure that they remain consistent with your
investment strategies.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The Intraday Indicative Value and the
Closing Indicative Value are not the same as the closing price or any other trading price of the ETNs in the secondary market</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The return on the ETNs
is linked to the performance of the Index, as reflected by their Indicative Value. The Intraday Indicative Value and the Closing Indicative
Value are not the same as the closing price or any other trading price, which is the price at which you may be able to buy or sell your
ETNs in the secondary market, if one exists. The Closing Indicative Value on each calendar day following the Inception Date will be calculated
by the Index Calculation Agent and will be equal to (1) the Current Principal Amount for such calendar day <I>plus</I> (2) for any day
on or after the Index Distribution Date but prior to the Ex-Coupon Date for a given month, any accrued but unpaid Coupon Amount. The Closing
Indicative Value will never be less than zero. The Closing Indicative Value will be zero on and subsequent to any calendar day on which
the Intraday Indicative Value is less than or equal to zero at any time or the Closing Indicative Value equals zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">By contrast, the trading
price of the ETNs at any time is the price at which you may be able to sell your ETNs in the secondary market at such time, if one exists.
In the absence of an active secondary market for the ETNs, the last reported trading price may not reflect the actual price at which you
may be able to sell your ETNs at a particular time. A premium or discount in the trading price of the ETNs as compared to their Indicative
Value can arise quickly and under a variety of circumstances. See &ldquo;&mdash;The ETNs may trade at a substantial premium to or discount
from the Closing Indicative Value and/or Intraday Indicative Value&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We may, without providing
you notice or obtaining your consent, create and issue ETNs in addition to those offered by this pricing supplement having the same terms
and conditions as the ETNs. However, we are under no obligation to issue or sell additional ETNs at any time, and we may suspend issuances
and sales of new ETNs at any time without providing you notice or obtaining your consent. If we limit, restrict or stop sales of such
additional ETNs, or if we subsequently resume sales of such additional ETNs, the trading price and liquidity of the ETNs in the secondary
market could be materially and adversely affected, including an increase or decline in the premium purchase price of the ETNs over the
Intraday Indicative Value or the Closing Indicative Value of the ETNs. Before trading in</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">the secondary market, you should compare the
Closing Indicative Value and Intraday Indicative Value with the then-prevailing trading price of the ETNs. The Intraday Indicative Value
and the Closing Indicative Value will be calculated by the Index Calculation Agent referred to below and published on each Trading Day
under the Bloomberg ticker symbol &ldquo;SLVOIV&rdquo; and may also be calculated and published by other sources. The publishing of such
values by the Index Calculation Agent or by others is subject to delay or postponement and published values may be inaccurate as a result
of miscalculations, human error, or systems and technology errors. Credit Suisse does not (i) guarantee the completeness or accuracy of
any published Indicative Value, (ii) make any representation or warranty with regard to any published Indicative Value, or (iii) assume
responsibility for losses or damages arising out of your use of any published Indicative Value or any subsequent corrections or amendments
to any published Indicative Value.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The ETNs may trade at a substantial premium
to or discount from the Closing Indicative Value and/or Intraday Indicative Value</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If you sell your ETNs on
the secondary market, you will receive the market price for your ETNs, which may be substantially above or below the Closing Indicative
Value and/or the Intraday Indicative Value. Paying a premium purchase price over the Intraday Indicative Value could lead to significant
losses if you sell or redeem your ETNs at a time when such premium is no longer present in the market place or if we exercise our right
to redeem the ETNs. Furthermore, if you sell your ETNs at a price which reflects a discount below the Closing Indicative Value, you may
experience a significant loss.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A premium or discount in
the trading price of the ETNs as compared to their Indicative Value can arise quickly and under a variety of circumstances. For example,
a premium or discount may arise due to imbalances in the supply and demand of the ETNs (including as a result of any decision of ours
to issue, stop issuing or resume issuing additional ETNs), the Index Components or derivatives related to the ETNs and the Index Components,
the performance of the options on the SLV Shares included in the Index, trading disruptions or limitations in any of the foregoing or
the occurrence or continuation of a Market Disruption Event. Premiums and discounts can also arise as a result of transaction costs, credit
considerations and bid-offer spreads related to the ETNs, the Index Components or derivatives related to the ETNs and the Index Components.
Technological issues or human error, such as mistakes by service providers, market participants and others can cause dislocations between
the trading price of the ETNs and their Indicative Value. Low trading volumes of the ETNs can result in mismatches between the trading
price and the Indicative Value. Finally, premiums or discounts can arise during periods of severe volatility.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The ETNs may not be a suitable investment
for you</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are not a suitable
investment for you if:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not seek an investment with a return linked to the performance of the Index which is comprised
of notional long positions in SLV Shares and notional short positions in the Options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not familiar with covered call strategies or do not understand the investment strategy underlying
the Index or are not willing to be exposed notional long positions in SLV Shares, notional short positions in the Options, risks associated
with options transactions or the Notional Transaction Costs associated with implementing the Index strategy.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek fixed periodic interest payments on your investment and are not willing to accept variable periodic
payments, which may be zero and are dependent on the monthly call premium earned on the notional sale of call options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to be exposed to fluctuations in the price of silver generally and the price of the
SLV Shares, the value of the related Options and the level of the Index in particular.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to be exposed to the trading price of the ETNs or you do not understand that the trading
price of the ETNs at any time may vary significantly from the Intraday Indicative Value and the Closing Indicative Value of the ETNs at
such time and that paying a premium purchase price over the Intraday Indicative Value or the Closing Indicative Value of the ETNs could
lead to significant losses in the event you sell the ETNs at a time when such premium is no longer present in the market place or the
ETNs are accelerated (including at our option).</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to actively and frequently monitor your investment in the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to accept the risk that Credit Suisse may accelerate all or a portion of your ETNs
at any time.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not have sufficient knowledge and experience to evaluate how the ETNs may perform under different
conditions or the merits and risks of an investment in the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You believe the value of the Index Components or the value of the Index will decrease or will not increase
by an amount sufficient to offset the Notional Transaction Costs, the Daily Investor Fee and in the case of Early Redemption, the Early
Redemption Charge, over your intended holding period of the ETNs.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek an investment that does not limit the upside participation in any appreciation in the value of
the SLV Shares or one that limits exposure to any decline in the value of the SLV Shares.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You believe that the value of the SLV Shares will either (i) decline by an amount that exceeds the monthly
notional call option premiums reflected in the Index or (ii) appreciate above the strike price of the notional Options.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not understand the terms of the investment in the ETNs or you are not familiar with the behavior
of the Index and options, commodities and financial markets generally.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You seek a guaranteed return of your investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not have sufficient financial resources and liquidity to bear the risks of an investment in the
ETNs, including the risk of loss of such investment, and prefer the lower risk and therefore accept the potentially lower returns of fixed
income investments with comparable maturities and credit ratings.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You do not want to incur the Notional Transaction Costs associated with the Index or to pay the Daily
Investor Fee and the Early Redemption Charge, which are charged on the ETNs and will reduce your return (or increase your loss, as applicable)
on your investment.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">You are not willing to be exposed to the credit risk of Credit Suisse AG, as Issuer of the ETNs.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 38.5pt">Investors considering purchasing
ETNs should be experienced with covered call strategies and options and the risks associated with options transactions and should reach
an investment decision only after carefully considering, with their advisers, the suitability of the ETNs in light of their particular
circumstances.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 38.5pt">&nbsp;</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The &ldquo;covered call&rdquo; strategy
of the Index may not result in an increase in the level of the Index because the gains on the strategy are limited by the strike price
of the notional call options</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are linked to
an Index which measures the return of a covered call strategy on the SLV Shares by reflecting price changes in the SLV Shares and the
option premiums generated from the notional sale of monthly call options on the SLV Shares. The ETNs are subject to the Daily Investor
Fee based on an annual Investor Fee Rate of 0.65% and the Index is subject to the Notional Transaction Costs of hypothetically buying
and selling the call options and selling the SLV Shares equal to 0.03%, 0.03% and 0.01%, respectively, <I>times</I> the closing price
of the SLV Shares on the date of such notional transactions and, which, on an annual basis, are approximately equal to 0.84%. The actual
cost will vary depending on the value of the SLV Shares on the date of such transactions. You should understand the risk of this strategy
before you invest.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A covered call strategy
limits participation in the appreciation of the underlying asset, in this case the SLV Shares. As a result, an investment in the ETNs
is not the same as an investment directly linked to the performance of the SLV Shares or silver, the price of which the SLV Shares seek
to track. The Options included in the Index limit the Index&rsquo;s participation in the appreciation of the SLV Shares to the strike
price of each Option during its term. Consequently, the Index may not participate as fully in the appreciation of the SLV Shares as would
an investment</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">linked directly to the SLV Shares or a direct
investment in silver. In general, if the price of the SLV Shares increases above the strike price of the Options by an amount that exceeds
the premium received from the sale of the Options, the value of the covered call strategy will be less than the value of a direct investment
in the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The maximum gains on the
appreciation of SLV Shares that comprise the Index are limited, and thus will affect the value of your ETNs. You will not benefit from
any increase in the SLV Shares above the call strike price. If the price of the SLV Shares is at the strike price, the covered call strategy
will not experience additional gains because gains in the price of the SLV Shares will generally be offset by the value of the outstanding
Options. While the strike price of the Options included in the Index will operate to limit the Index&rsquo;s participation in any increase
in the value of the SLV Shares, the Index&rsquo;s exposure to any decline in the value of the SLV Shares will not be limited. In addition,
the level of the Index is reduced by the Notional Transaction Costs and the value of the ETNs is reduced by the Daily Investor Fee.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Changing prices of the Index Components
will affect the value of the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index includes Options
which are rolled each month. As an Option approaches expiration, it is replaced by a contract that has a later expiration. This process
is referred to as &ldquo;rolling&rdquo;. First, on the Index Calculation Day preceding the first Roll Date of each month, the strike price
of the new Option is determined. The roll period for the Index is, normally, the five (5) consecutive Index Calculation Days beginning
on and including the Index Calculation Day that is ten (10) calendar days prior to the Expiry Date of the relevant Options (each, a &ldquo;<B>Roll
Date</B>&rdquo;). The roll percentage is the proportion of the expiring position being rolled into a new position on each Roll Date and
generally will equal 20%. In the event that one or more roll disruptions result in there being fewer than five (5) scheduled Index Calculation
Days prior to Option expiration, the roll percentage will be greater than 20%, and in the event of an extraordinary roll disruption, the
roll percentage may be up to 100%. The Index will be rebalanced at the end of each Roll Date and will be exposed to changes in the price
of the SLV Shares, changes in interest rates and market volatility generally during the roll period. These factors can lead to reduced
notional Option premiums being received during the roll period, which could adversely affect the amount of the Distribution, the level
of the Index and, accordingly, the value of the ETNs and the Coupon Amounts.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Additionally, the Index
will be exposed to increases in the value of the Options that were sold during the immediately prior roll period, which are reflected
as a short position in the Index and are notionally repurchased during the subsequent roll period. Any increase in the value of these
Options after the roll period in which such Options are notionally sold could adversely affect the level of the Index and, accordingly,
the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">The value of the ETNs will not track the price of
silver</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">The ETNs should not be expected
to track the price of silver because of the fees and expenses applied to each of the SLV Shares and the ETNs as well as the design of
the Index methodology which limits upside participation in any appreciation of the SLV Shares. The expenses of the SLV Shares are accrued
daily and currently reflect an annual expense ratio of 0.50%. The level of the Index is reduced by the Notional Transaction Costs and
the value of the ETNs is reduced by the Daily Investor Fee. A covered call strategy limits participation in the appreciation of the underlying
asset, in this case the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">As a result, an investment in
the ETNs is not the same as an investment directly linked to the performance of the SLV Shares or silver, the price of which the SLV Shares
seek to track (before fees and expenses). The Options included in the Index limit the Index&rsquo;s participation in the appreciation
of the SLV Shares to the strike price of each Option during its term. Consequently, the Index will not participate as fully in the appreciation
of the SLV Shares as would an investment linked directly to the SLV Shares or a direct investment in silver. In general, if the price
of the SLV Shares increases above the strike price of the Options by an amount that exceeds the premium received from the sale of the
Options, the value of the covered call strategy will be less than the value of a direct investment in the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The maximum gains on the
appreciation of SLV Shares that comprise the Index are limited, and thus will affect the value of your ETNs. You will not benefit from
any increase in the SLV Shares above the call strike price. If the price of the SLV Shares is at the strike price, the covered call strategy
will not experience additional gains because gains in the price of the SLV Shares will generally be offset by the value of the outstanding
Options. As a result, the monthly appreciation of the Index is capped at 6%, which appreciation may be partially offset by the</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Notional Transaction Costs in implementing
the covered call strategy. By contrast, the Index&rsquo;s exposure to any decline in the price of the SLV Shares is not limited.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, the level
of the Index is reduced by the Notional Transaction Costs and the value of the ETNs is reduced by the Daily Investor Fee. Because the
Index, the SLV Shares and the ETNs are each subject to fees and costs and the value of the ETNs will decline each month in connection
with the Index Distribution and Coupon Amount, the performance of the ETNs should not be expected to mirror the performance of the price
of silver.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The Coupon Amount you are entitled to
receive and the level of the Index are affected by market factors that interrelate in complicated ways. Any potential increase in the
value of the Options may reflect a greater likelihood that you will not participate fully in the appreciation of the SLV Shares or a higher
likelihood that the Index will be exposed to a decline in the value of the SLV Shares, which in either case could adversely affect the
level of the Index and the value of the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are linked to
an Index which measures the return of a covered call strategy on SLV Shares by reflecting price changes in the SLV Shares (up to the strike
price of the related Options) and the Option premiums generated from the notional sale of monthly call options on the SLV Shares. The
ETNs are subject to the Daily Investor Fee and the Index is subject to the Notional Transaction Costs. Because the covered call methodology
applied by the Index reflects a notional short position in the Options (the Index is a notional seller of call options), the level of
the Index will not increase beyond the strike price of the Options, even if the price of the SLV Shares appreciates significantly. The
Index notionally sells the Options and receives the call premium; it does not receive any gain if the SLV Share price increases above
the strike price.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Coupon Amount payable
on the ETNs depends on the notional premium received in connection with the sale of the Options and the value of the Options during their
term. The value of the Options varies with the value of the underlying SLV Shares over time. The premiums reflect the &ldquo;likelihood&rdquo;
or chance of the Options finishing &ldquo;in-the-money&rdquo; or above the strike price. The Option premium generally will be higher when
the Options have more time to expire and when the underlying SLV Shares show more volatility. Accordingly, a higher premium reflects a
view of a greater likelihood that the price of the SLV Shares will increase above the strike price of the Options. Because the Index will
reflect a notional short position in the Options after the premium is generated, the level of the Index will be adversely affected in
situations where market participants attribute a greater potential value to such Options.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For example, it is possible
that the price of the SLV Shares may increase over the course of the roll period, during which time the Options are sold. Because the
strike level of the Options to be sold was selected immediately prior to the roll period, the strike level of the options may be less
than 106% of the level of the SLV Shares on the day that such Options are sold. While this type of movement would be likely to increase
the premium received for the sale of the options, investors will not participate in any further increase in the appreciation of the level
of the SLV Shares above the strike level determined immediately prior to the roll period. In this situation, there is a greater likelihood
that investors will not fully participate in the appreciation of the level of the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Additionally, in times
of greater expected volatility in the price of the SLV Shares, market expectations reflect a higher possibility that the price of the
SLV Shares is likely to move upwards or downwards from the current price of the SLV Shares and that such movement could be substantial.
During such times, market participants may be willing to pay more for call options in order to access potential appreciation in the price
of the SLV Shares while avoiding any potential downside exposure to the SLV Shares. In this type of environment, there is a larger likelihood
that the level of the SLV Shares will increase above the strike price of the options or decrease below the current level. The level of
the Index and, consequently, the value of the ETNs, will be fully exposed to any decline in the value of the SLV Shares, but the level
of the Index and, consequently, the value of the ETNs, will not participate in any appreciation in the value of the SLV Shares above the
strike price of the call options.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The above factors, as well
as other factors that may affect the Coupon Amount, may adversely affect the level of the Index and the value of your ETNs. You should
understand the risk of the covered call strategy implemented by the Index before you invest.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The manner in which the Index is calculated,
including the Notional Transaction Costs and daily value of the Options reflected in the Index, may have a negative impact on the level
of the Index compared to alternative methods for implementing a covered call strategy</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Although the Index is intended
to measure the return of a covered call strategy on the SLV Shares, the manner in which the Index is calculated may have a negative impact
on the level of the Index and the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For example, when an Option
is hypothetically sold by the Index, the premium generated is calculated using the last published &ldquo;bid price&rdquo; for the related
listed option on such day. This &ldquo;bid price&rdquo; is the price at which purchasers have indicated they are willing to purchase such
option and may be lower than the last price at which the sale of an option was completed. Additionally, the amount of any premium will
be reduced by a &ldquo;trading adjustment&rdquo; equal to 0.0003 times the closing price of the SLV Shares on such date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Similarly, when an Option
position is hypothetically repurchased by the Index, the cost of such repurchase is calculated using the last published &ldquo;ask price&rdquo;
for the related listed option on such day. This &ldquo;ask price&rdquo; is the price at which sellers have indicated they are willing
to sell such option. This &ldquo;ask price&rdquo; will be higher than the corresponding &ldquo;bid price&rdquo; for the option, which
will increase the cost of repurchasing the Options. Additionally, the cost of repurchasing the Options will be increased by a &ldquo;trading
adjustment&rdquo; equal to 0.0003 times the closing price of the SLV Shares on such date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In connection with the
notional repurchase of Expiring Options, the Index will decrease the number of SLV Shares held by the Index, reflecting a hypothetical
sale of SLV Shares to fund the repurchase of the Options. The notional proceeds generated by the sale of SLV Shares will be reduced by
a &ldquo;trading adjustment&rdquo; equal to 0.0001 times the closing price of the SLV Shares on such date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, because the
calculation of the level of the Index reflects a hypothetical short position in the Option, the level of the Index on any day decreases
with any increase in the value attributed to the Options on such date. The value attributed to the Options on a given date is calculated
using the &ldquo;mid price&rdquo; on such date, which is the average of the &ldquo;ask price&rdquo; and the &ldquo;bid price&rdquo; for
the related listed option. It is possible that a &ldquo;bid price&rdquo; will not exist for the option on a given date, reflecting that
no market participants have indicated that they are willing to purchase the option at any price. In this case, the Index will calculate
the bid price by reference to the outstanding &ldquo;ask price&rdquo;. If the adjusted &ldquo;bid price&rdquo; is greater than zero, this
will increase the value attributed to the Options and will consequently decrease the level of the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Accordingly, the manner
in which the Index is calculated may have a negative impact on the level of the Index. Any decrease in the level of the Index will decrease
the value of your ETNs. It is possible that your return will be less than if you had invested in an alternative covered call strategy.
You should understand the manner in which the Index is calculated and carefully review &ldquo;The Index&rdquo; in this pricing supplement
before you invest.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>A substantial delay will exist between the
hypothetical sale of any options and the delivery of any premium received in the form of a Coupon Amount, and you will not be compensated
for any such delay</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">Any Coupon that you may
be entitled to receive on your ETNs will be calculated based on the Coupon Percentage on the Index Distribution Date and paid on the corresponding
Coupon Payment Date. The Coupon Percentage will be calculated based on the notional premium generated from the sale of options from the
prior month, which will be reflected in the Index during the period prior to the Index Distribution Date. As a result, a delay of approximately
one month, and possibly more, will exist between the dates on which the notional premium is reflected in the Index and the Index Distribution
Date based on which the corresponding Coupon Percentage is calculated. The amount available for distribution included in the Index will
not accrue interest during this time period. Moreover, a delay of up to two (2) weeks may exist between the Index Distribution Date and
the Coupon Payment Date, and any Coupon Amount you are entitled to receive will not accrue further interest during this time period.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">As a result, a substantial
delay will exist between the notional receipt of any options premium and any associated Coupon Amount on your ETNs, and you will not be
compensated for this delay.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Disruption Events may adversely affect the
Closing Level of the Index and the value of the ETNs</B></P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Index includes Options
which are rolled each month during the Index Rebalancing Period. During this process, Options that are nearing their expiration are notionally
repurchased, and SLV Shares are notionally sold in order to cover the cost of this repurchase. New Options are then sold, and the notional
proceeds from such sale are included in the level of the Index and will affect the subsequent Coupon Amount on the ETN. If an Index Disruption
Event (as defined herein) occurs, the Index will postpone the repurchase of the expiring Options, the sale of the SLV Shares, and the
sale of the new Options until the next Index Calculation Day on which an Index Disruption Event does not occur, even if trading in all
such Index Components was not disrupted. The price on the next Index Calculation Day of the SLV Shares or Options that are being sold
may be lower than the price of such Index Component on the day on which the Index Disruption Event occurred, and the price on the next
Index Calculation Day of the Options being repurchased may be higher than on the day on which the Index Disruption Event occurred, which
could in either case adversely affect the level of the Index and, accordingly, the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">Additionally, the roll
period for the Index is, normally, the five (5) consecutive Index Calculation Days beginning on and including the Index Calculation Day
that is ten (10) calendar days prior to the Expiry Date for the Options sold during the previous Index Rebalancing Period. In the event
that Index Disruption Events result in fewer than five (5) Index Calculation Days occurring prior to the day on which such Options expire,
the Index will roll its position over such fewer Index Calculation Days, which could result in more than 20% of the notional position
of the Index Components being rolled on an Index Calculation Day. Because we expect to hedge our obligations relating to the ETNs and
will be transacting in the SLV Shares and the Option during the roll period, the notional position being rolled could adversely affect
the level of the Index and, accordingly, the value of the ETNs. See &ldquo;Risks Relating to the Creditworthiness, Conflicts of Interest,
Hedging Activities and Regulation of Credit Suisse&mdash;Trading and other transactions by us, our affiliates or third parties with whom
we transact in securities or financial instruments relating to the ETNs and the Index may impair the value of your ETNs&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">In the event that Index
Disruption Events result in a failure of the Index to notionally repurchase all of the expiring Options prior to the day on which such
Options are scheduled to expire, the first Index Calculation Day on which an Index Disruption Event does not occur will constitute an
&ldquo;Extraordinary Roll Date&rdquo; on which all such Options will be deemed to be repurchased by the Index. The price at which the
Index is deemed to repurchase such expiring Options will be adjusted to reflect the Notional Transaction Costs associated with such repurchase
and/or any exercise of the Options prior to the Index Calculation Day. The impact of any such adjustment could be substantial. The Notional
Transaction Costs associated with such repurchase of the expiring Options will adversely affect the level of the Index and, accordingly,
the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">For more information on
how Index Disruption Events may affect the value of the ETNs, see &ldquo;The Index&mdash;Roll Percentage and Disruptions&rdquo;.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Concentration risks associated with the
ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The return on the ETNs
is linked to the performance of the Index, as reflected by their Indicative Value, which measures the return of a &ldquo;covered call&rdquo;
strategy on the SLV Shares and the option premiums generated from the notional sale of monthly call options on the SLV Shares less the
Notional Transaction Costs incurred in connection with the implementation of the covered call strategy. The SLV Shares seek to mirror
the price of silver, before fees and expenses. Consequently, the ETNs reflect a concentrated exposure to a single asset and, therefore,
could experience greater volatility than a more diversified investment and are exposed to significant market risks. An investment in securities
linked to the performance of a single asset lacks diversification and does not have the benefit of other offsetting components which may
increase when other components are decreasing. The price of silver may not correlate to the price of commodities generally and may diverge
significantly from the prices of commodities generally. Because the ETNs are linked to an Index reflecting a concentrated investment strategy,
they carry greater risk and may be more volatile than a security linked to the prices of multiple assets or a broad-based index.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">If the Intraday Indicative Value is equal
to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading Day, you will lose all of your investment</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Intraday Indicative
Value of the ETNs is equal to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading Day, the Closing
Indicative Value of the ETNs on that day, and all future days, will be zero and you will lose all of your investment in the ETNs. Even
if the Closing Indicative Value or Intraday</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Indicative Value is equal to or less than zero
at any time, the trading price of the ETNs may remain above zero. Buying the ETNs at such a time will lead to a complete loss of your
investment.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">It is possible that your ETNs will be
accelerated due to a fall in the Intraday Indicative Value to 5% or less than the prior day&rsquo;s Closing Indicative Value of such ETNs
and your investment will be lost before the scheduled maturity of the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Because the Intraday Indicative
Value is calculated throughout each Trading Day, adverse daily performances of the Index on a Trading Day will be reflected in the current
Closing Indicative Value rather than only upon early redemption, acceleration or at maturity. If there are severe or repeated adverse
daily performances for the Index during the term of the ETNs, the Intraday Indicative Value of such ETNs on any Trading Day could be reduced
to 5% or less of the prior day&rsquo;s Closing Indicative Value. If this occurs, the ETNs will automatically accelerate for an amount
equal to that day&rsquo;s Closing Indicative Value of such ETNs and you may not receive any of your investment.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Credit Suisse may accelerate the ETNs
prior to maturity</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have the right to accelerate
the ETNs in whole or in part and pay you an amount equal to, in the event of an acceleration of all outstanding ETNs, the arithmetic average,
as determined by the Calculation Agent, of the Closing Indicative Values of such ETNs during the applicable Accelerated Valuation Period,
or, in the event of an acceleration of less than all outstanding ETNs, the Closing Indicative Value on the applicable Accelerated Valuation
Date, on any Business Day occurring on or after the Inception Date (an &ldquo;<B>Optional Acceleration</B>&rdquo;) or if an Acceleration
Event has occurred in our or the Calculation Agent&rsquo;s determination (an &ldquo;<B>Event Acceleration</B>&rdquo;). Accordingly, you
should not expect to be able to hold the ETNs to maturity. As discussed in the section &ldquo;Specific Terms of the ETNs&mdash;Acceleration
at Our Option or Upon an Acceleration Event,&rdquo; the type of events that may trigger an Event Acceleration are (a) an amendment to
or change (including any officially announced proposed change) in the laws, regulations or rules of the United States (or any political
subdivision thereof), or any jurisdiction in which a Primary Exchange or Related Exchange (each as defined herein) is located that (i)
makes it illegal for the Calculation Agent to hold, acquire or dispose of options or futures contracts relating to the Index or the SLV
Shares or options, futures, swaps or other derivatives on the Index, the SLV Shares or the Options (including but not limited to exchange-imposed
position limits), (ii) shall materially increase the cost to the Issuer, our affiliates, third parties with whom we transact or similarly
situated third parties in performing our or their obligations in connection with the ETNs, (iii) shall have a material adverse effect
on any of these parties&rsquo; ability to perform their obligations in connection with the ETNs or (iv) shall materially affect our ability
to issue or transact in exchange traded notes similar to the ETNs, each as determined by us or the Calculation Agent; (b) any official
administrative decision, judicial decision, administrative action, regulatory interpretation or other official pronouncement interpreting
or applying those laws, regulations or rules that is announced on or after the Inception Date that (i) makes it illegal for the Calculation
Agent to hold, acquire or dispose of options or futures contracts relating to the Index or the SLV Shares or options, futures, swaps or
other derivatives on the Index or the futures contracts relating to the Index, the SLV Shares or the Options (including but not limited
to exchange-imposed position limits), (ii) shall materially increase the cost to the Issuer, our affiliates, third parties with whom we
transact or similarly situated third parties in performing our or their obligations in connection with the ETNs, (iii) shall have a material
adverse effect on the ability of the Issuer, our affiliates, third parties with whom we transact or a similarly situated third party to
perform our or their obligations in connection with the ETNs or (iv) shall materially affect our ability to issue or transact in exchange
traded notes similar to the ETNs; (c) any event that occurs on or after the Inception Date that makes it a violation of any law, regulation
or rule of the United States (or any political subdivision thereof), or any jurisdiction in which a Primary Exchange or Related Exchange
(each as defined herein) is located, or of any official administrative decision, judicial decision, administrative action, regulatory
interpretation or other official pronouncement interpreting or applying those laws, regulations or rules, (i) for the Calculation Agent
to hold, acquire or dispose of options contracts relating to the Index or the SLV Shares or options, futures, swaps or other derivatives
on the Index, the SLV Shares or the Options (including but not limited to exchange-imposed position limits), (ii) for the Issuer, our
affiliates, third parties with whom we transact or similarly situated third parties to perform our or their obligations in connection
with the ETNs or (iii) for us to issue or transact in exchange traded notes similar to the ETNs; (d) any event, as determined by us or
the Calculation Agent, that we or any of our affiliates or a similarly situated party would, after using commercially reasonable efforts,
be unable to, or would incur a materially increased amount of tax, duty, expense or fee (other than brokerage commissions) to acquire,
establish, re-establish, substitute, maintain, unwind or dispose of any transaction or asset it deems necessary to hedge the risk of the
ETNs, or realize, recover or remit the proceeds of any such transaction or asset; (e) if, at any point, the</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Intraday Indicative Value is equal to or less
than five percent (5%) of the prior day&rsquo;s Closing Indicative Value of such ETNs; or (f) if the primary exchange or market for trading
for the ETNs, if any, announces that pursuant to the rules of such exchange or market, as applicable, the ETNs cease (or will cease) to
be listed, traded or publicly quoted on such exchange or market, as applicable, for any reason and are not immediately re-listed, re-traded
or re-quoted on an exchange or quotation system located in the same country as such exchange or market, as applicable. If we accelerate
the ETNs, you will only receive an amount equal to, in the event of an acceleration in whole, the arithmetic average, as determined by
the Calculation Agent, of the Closing Indicative Values of such ETNs during the applicable Accelerated Valuation Period, or, in the event
of an acceleration in part, the Closing Indicative Value on the applicable Valuation Date, and you will not receive any other compensation
or amount for the loss of the investment opportunity of holding the ETNs. See &ldquo;Supplemental Plan of Distribution (Conflicts of Interest)&rdquo;
in this pricing supplement for further information.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Furthermore, if we choose
to exercise our right to effect an Optional Acceleration and the ETNs are accelerated, you will lose the opportunity to continue to hold
your ETNs and participate in any future performance of the Index, as applicable, and you may be unable to invest in other securities with
a risk/return profile similar to that of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>The Index has limited
performance history and may perform in unexpected ways. Any historical and retrospectively calculated performance of the Index should
not be taken as an indication of the future performance of the Index</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Publication of the Index
began on March 28, 2013. Accordingly, the Index has limited historical data, and that historical data may not be representative of the
Index&rsquo;s potential performance under other market conditions. Because the Index has limited performance history, an investment in
the ETNs may involve a greater risk than an investment in a financial product linked to one or more indices with a longer record of performance.
A longer history of actual performance may have provided more reliable information on which to assess the validity of the Index&rsquo;s
proprietary methodology as the basis for an investment decision. Furthermore, any back-tested or historical performance of the Index is
not an indication of how the Index will perform in the future.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Index levels prior to March
28, 2013 represent the retrospectively calculated performance of the Index, had it existed at the relevant time, based on certain data,
assumptions and estimates, not all of which may be specified herein. These data, assumptions and estimates may be different from those
that someone else might use to retrospectively calculate the Index levels. In calculating the retrospectively calculated performance of
the Index, we have assumed that no disruption events or modifications to the methodology occurred during the period prior to March 28,
2013. There can be no assurance that there will not be any such disruption events or modifications which would adversely affect the level
of the Index in the future. Retrospectively calculated Index levels based on different assumptions or for a different time period may
produce different results. In any event, no information presented on the prior performance of the Index, whether actual or retrospectively
calculated, should be relied on as an indicator of the future performance of the Index. It is impossible to know whether the level of
the Index will rise or fall in the future.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The historical performance
of the Index set forth in this pricing supplement does not give effect to the Daily Investor Fee, Early Redemption Charge or other charges
on the ETNs. The Daily Investor Fee and Early Redemption Charge will adversely affect your return on the ETNs. See &ldquo;Risk Factors&mdash;Risks
Relating to the Return on the ETNs&mdash;Your payment at maturity or upon early redemption or acceleration will be reduced by the fees
and charges associated with the ETNs and the Index&rdquo; in this pricing supplement.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">We may extend the scheduled Maturity Date
for up to two additional five-year periods</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The scheduled Maturity
Date is initially April 21, 2033. We may at our option extend the maturity of the ETNs for up to two (2) additional five-year periods.
We may only extend the scheduled Maturity Date for five (5) years at a time. If we exercise our option to extend the maturity of the ETNs,
we will notify DTC (the holder of the global note for the ETNs) and the trustee at least 45 but not more than 60 calendar days prior to
the then scheduled Maturity Date. We will provide such notice to DTC and the trustee in respect of each five-year extension of the scheduled
Maturity Date that we choose to effect.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Even if the Closing Level of the Index
on the applicable Valuation Date exceeds the initial Closing Level of the Index on the date of your investment, you may receive less than
your investment amount of your ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Because the Daily Investor
Fee and in the case of Early Redemption, the Early Redemption Charge reduces the amount due to you upon early redemption, acceleration
or at maturity of the ETNs, the level of the Index must increase significantly in order for you to receive at least your investment amount
upon early redemption, acceleration or maturity of your ETNs. If the level of the Index decreases or does not increase sufficiently to
offset the effect of the Daily Investor Fee over the term of the ETNs and in the case of Early Redemption, the Early Redemption Charge,
you will receive less, and possibly significantly less, at maturity of your ETNs or upon early redemption or acceleration of the ETNs
than the amount of your investment. For more information on how the Daily Investor Fee affects the value of the ETNs, see &ldquo;Hypothetical
Examples&rdquo;.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">There are restrictions on the minimum
number of ETNs you may redeem and on the dates on which you may redeem them</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You must redeem at least
10,000 ETNs, the Minimum Redemption Amount at one time, and may redeem multiples of 10,000 ETNs in excess of the Minimum Redemption Amount.
In addition, you must cause your broker or other person with whom you hold your ETNs to deliver a notice of redemption, substantially
in the form of Annex A (the &ldquo;<B>Redemption Notice</B>&rdquo;), to Credit Suisse via email or other electronic delivery as requested
by Credit Suisse. If your Redemption Notice is delivered prior to 4:00 p.m., New York City time, on any Business Day, the immediately
following Trading Day will be the applicable &ldquo;<B>Early Redemption Valuation Date</B>&rdquo;. Otherwise, the second following Trading
Day will be the applicable Early Redemption Valuation Date. If Credit Suisse receives your Redemption Notice no later than 4:00 p.m.,
New York City time, on any Business Day, Credit Suisse will respond by sending your broker an acknowledgment of the Redemption Notice
accepting your redemption request by 7:30 p.m., New York City time, on the Business Day prior to the applicable Early Redemption Valuation
Date. Credit Suisse or its affiliate must acknowledge to your broker acceptance of the Redemption Notice in order for your redemption
request to be effective.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Also, because of the timing
requirements of your offer to us for early redemption, settlement of any early redemption will be prolonged when compared to a sale and
settlement in the secondary market. As your Redemption Notice is irrevocable, this will subject you to market risk in the event the market
fluctuates after Credit Suisse confirms your offer.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The redemption feature
is intended to induce arbitrageurs to counteract any trading of the ETNs at a premium or discount to their Indicative Value. There can
be no assurance that arbitrageurs will employ the redemption feature in this manner.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>You may not request early
redemption of your ETNs after April 8, 2033 (or, if the maturity of the ETNs is extended, five scheduled Trading Days prior to the scheduled
Final Valuation Date, as extended) </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You may not request early
redemption of your ETNs after April 8, 2033 (or, if the maturity of the ETNs is extended, five scheduled Trading Days prior to the scheduled
Final Valuation Date, as extended), which is the final Redemption Notice date. In such case, you will receive any payment due on the scheduled
Maturity Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>An Early Redemption Charge
of 0.125% per ETN will be charged upon an early redemption at your election</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">CSSU will act as our agent
in connection with any offer by you of your ETNs for redemption and will charge a fee of 0.125% per ETN <I>times</I> the Closing Indicative
Value per ETN on the Early Redemption Valuation Date. The imposition of this fee will mean that you will not receive the full amount of
the Closing Indicative Value upon an early redemption at your election.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">You will not know the Early Redemption
Amount for any ETNs you elect to redeem prior to maturity at the time you make such election</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In order to exercise your
right to redeem your ETNs prior to maturity, you must cause your broker or other person with whom you hold your ETNs to deliver a Redemption
Notice (as defined herein) to Credit Suisse (as defined herein) by no later than 4:00 p.m., New York City time, on the Business Day prior
to your desired Valuation Date.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The Early Redemption Amount cannot be determined
until the Valuation Date, and as such you will not know the Early Redemption Amount for your ETNs at the time you make an election to
redeem your ETNs, which becomes irrevocable after Credit Suisse confirms your offer. The Early Redemption Amount for your ETNs on the
relevant Valuation Date may be substantially less than it would have been on the prior day and may be zero.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The formula for determining the Redemption
Amount does not take into account all developments in the Index</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Changes in the level of
the Index during the term of the ETNs before the Valuation Date will not necessarily be reflected in the calculation of the Redemption
Amount. The Calculation Agent will calculate the Redemption Amount by utilizing the Closing Indicative Value on the applicable Valuation
Date(s). No other levels of the Index, Closing Indicative Values or Intraday Indicative Values will be taken into account. In addition,
no Coupon Amount will be due or payable upon any redemption of the ETNs. As a result, you may lose a significant part of your investment
even if the level of the Index has risen at certain times during the term of the ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The Calculation Agent will have the authority
to make determinations that could affect the market value of your ETNs and the amount you receive at maturity</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Calculation Agent will
have discretion in making various determinations that affect your ETNs, including calculation of the arithmetic average of the Closing
Indicative Values where applicable, the amount payable in respect of your ETNs at maturity, the Early Redemption Amount, the Accelerated
Redemption Amount, determinations with respect to the Market Disruption Events, splits and reverse splits of the ETNs, the replacement
of the Index with a Successor Index and any other calculations or determinations to be made by the Calculation Agent as specified herein.
The exercise of this discretion could adversely affect the value of your ETNs and may present the Calculation Agent with a conflict of
interest of the kind described below under &ldquo;&mdash;Risks Relating to the Creditworthiness, Conflicts of Interest, Hedging Activities
and Regulation of Credit Suisse&mdash;We or our affiliates may have economic interests adverse to those of the holders of the ETNs&rdquo;.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Suspensions or disruptions to the calculation
of the Index may adversely affect the value of your ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Suspensions or disruptions
to the calculation of the Index, whether due to application of the Index methodology, human error, Index Sponsors&rsquo; discretion or
otherwise, can result in lags, delays and distortions to the Index. Under these circumstances, a comparison of the then-current Intraday
Indicative Value of the ETNs to the then-prevailing secondary market price, if any, may impair your ability to accurately assess the intrinsic
value of the ETNs as compared to their then current market price, including any premium or discount thereto. You should proceed with extreme
caution in trading the ETNs during such time.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The market value of your ETNs may be influenced
by many unpredictable factors</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The market value of your
ETNs will fluctuate between the date you purchase them and the applicable Valuation Date. You may also sustain a significant loss if you
sell the ETNs in the secondary market. In addition to others, the following factors, many of which are beyond our control, will influence
the market value of your ETNs, as well as the Redemption Amount:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the level of the Index at any time,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the expected volatility of the Index,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the volatility of the Index Components or of any options or futures contracts relating to the Index or
the Index Components,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the liquidity of the Index Components or of any options or futures contracts relating to the Index or
the Index Components,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the Index Components and changes to those Index Components over time,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the Notional Transaction Costs incurred in connection with the implementation of the covered call strategy
of the Index and the Daily Investor Fee,</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">economic, financial, regulatory, political, judicial, military, public health and other events that affect
commodities markets generally, the Index or the relevant options contracts relating to the Index and the Index Components,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">supply and demand for the ETNs in the secondary market, including but not limited to, inventory positions
with any market maker or other person or entity who is trading the ETNs (supply and demand for the ETNs will be affected by the total
issuance of ETNs, and we are under no obligation to issue additional ETNs to increase the supply),</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">global supply and demand for silver, which is influenced by such factors as forward selling by producers,
purchases made by producers to unwind hedge positions, other purchases and sales and production and cost levels in silver-producing countries,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">interest and yield rates and rate spreads in the markets,</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the time remaining until your ETNs mature, and</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 38.5pt"></TD><TD STYLE="width: 33pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the actual or perceived creditworthiness of Credit Suisse.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You cannot predict the
future performance of the Index based on the historical or retrospectively calculated performance of the Index or the historical performance
of the Index Components. The factors above interrelate in complex ways, and the effect of one factor on the market value of your ETNs
may offset or enhance the effect of another factor.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">You will not have any rights in the SLV
Shares, in call options relating to such shares or in silver</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">As an owner of the ETNs,
you will not have rights that holders of the SLV Shares or in any call options on the SLV Shares may have. In addition, you will have
no ownership interest in silver, the price of which the SLV Shares seek to track. Additionally, the return on the ETNs, if any, may be
less than the return on a direct investment in the Index Components tracked by the Index due to the Notional Transaction Costs incurred
in connection with the implementation of the covered call strategy of the Index. Also, the return on the ETNs, if any, may be less than
the return on a similar investment in other instruments tracking the Index due to the Daily Investor Fee (and the Early Redemption Charge,
if you offer your ETNs for early redemption). Any amounts due on your ETNs will be subject to the ability of the Issuer to satisfy its
obligations and will be paid in cash. You will have no ownership rights in, or right to receive delivery of, any Index Component.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Share and option prices may change unpredictably,
affecting the level of the Index and the value of the ETNs in unforeseeable ways</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">Trading in the SLV Shares
and Options that comprise the Index Components is speculative and can be extremely volatile. Market prices of the Index Components may
fluctuate rapidly based on numerous factors, including the supply and demand characteristics of the market, including the availability
of alternate investment opportunities and changes in interest and yield rates in the market. These factors may affect the level of the
Index and the value of your ETNs in varying ways, and different factors may cause the prices of the Index Components, and the volatilities
of their prices, to move in inconsistent directions at inconsistent rates.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The Maturity Date may be postponed</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition to the postponement
for Market Disruption Events described above, if the scheduled Maturity Date is not a Business Day, the Maturity Date will be postponed
to the first Business Day following the scheduled Maturity Date. If the scheduled Final Valuation Date is not a Trading Day, the Final
Valuation Date will be postponed to the next following Trading Day, in which case the Maturity Date will be postponed to the third Business
Day following the Final Valuation Date as so postponed. No interest or additional payment will accrue or be payable as a result of any
postponement of the Maturity Date. We may also, at our option, extend the maturity of the ETNs for up to two (2) additional five-year
periods following the originally scheduled Maturity Date of April 21, 2033.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Suspension or disruptions of market trading
in options or futures contracts may adversely affect the value of your ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Options markets like the
Chicago Board Options Exchange (CBOE), the market for the Options included in the Index, are subject to temporary lags, distortions or
other disruptions due to various factors, including the lack of liquidity in the markets, the participation of speculators and other market
participants, human error and government and exchange regulation and intervention. These circumstances could affect the level of the Index
and therefore could adversely affect the value of your ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, suspensions
or disruptions to the calculation of the Index, whether due to trading in the Index Components, application of the Index methodology,
human error, Index Sponsors&rsquo; discretion or otherwise, can result in lags, delays and distortions to the Index. Under these circumstances,
a comparison of the then current Intraday Indicative Value of the ETNs to the then prevailing secondary market price, if any, may impair
your ability to accurately assess the intrinsic value of the ETNs as compared to their then current market price, including any premium
or discount thereto. You should proceed with extreme caution in trading the ETNs during such time.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The ETNs are not regulated by the Commodity
Futures Trading Commission</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The proceeds to be received
by us from the sale of the ETNs will not be used to purchase or sell any commodity futures contracts or options on futures contracts (collectively,
&ldquo;<B>futures</B>&rdquo;), or swaps for your benefit. An investment in the ETNs thus neither constitutes an investment in futures,
swaps nor a collective investment vehicle that trades in futures or swaps (<I>i.e., </I>the ETNs will not constitute a direct or indirect
investment by you in futures or swaps), and you will not benefit from the regulatory protections of the Commodity Futures Trading Commission
(the &ldquo;<B>CFTC</B>&rdquo;). Among other things, this means that the Issuer is not registered with the CFTC as a futures commission
merchant (an &ldquo;<B>FCM</B>&rdquo;) and you will not benefit from the CFTC&rsquo;s or any other non-U.S. regulatory authority&rsquo;s
regulatory protections afforded to persons who trade in futures on a regulated futures exchange through a registered FCM. For example,
the price you pay to purchase the ETNs will be used by us for our own purposes and will not be subject to customer funds segregation requirements
provided to customers that trade futures on an exchange regulated by the CFTC.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Unlike an investment in
the ETNs, an investment in a collective investment vehicle that invests in futures on behalf of its participants may be subject to regulation
as a commodity pool and its operator may be required to be registered with and regulated by the CFTC as a commodity pool operator (a &ldquo;<B>CPO</B>&rdquo;),
unless it qualifies for an exemption from such registration requirements. Because the ETNs will not be interests in a commodity pool,
the ETNs will not be regulated by the CFTC as a commodity pool, Credit Suisse AG will not be registered with the CFTC as a CPO, and you
will not benefit from the CFTC&rsquo;s or any non-U.S. regulatory authority&rsquo;s regulatory protections afforded to persons who invest
in regulated commodity pools.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Risks Relating to
the Index, the iShares<SUP>&reg;</SUP> Silver Trust and Silver </I></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Owning the ETNs is not the same as directly
owning SLV Shares or options contracts related to the SLV Shares</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The return on your ETNs
will not reflect the return you would realize if you actually purchased the SLV Shares or sold call options relating to such shares. You
will not have any rights that holders of such assets or instruments have. Although you have no ownership rights or interests in the Index
Components, you are exposed to risks associated with such components, as more fully described below.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Commodity prices, including the price
of silver, can exhibit high and unpredictable volatility, which could lead to high and unpredictable volatility in the Index</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The price of silver is
primarily affected by the global demand for and supply of silver. Silver prices can fluctuate widely and may be affected by numerous factors.
These include general economic trends, technical developments, substitution issues and regulation, as well as specific factors including
industrial and jewelry demand, expectations with respect to the rate of inflation, the relative strength of the U.S. dollar (the currency
in which the price of silver is generally quoted) and other currencies, interest rates, central bank sales, forward sales by producers,
global or regional political, economic, financial, regulatory, judicial or other events, and production costs and disruptions in major
silver-producing countries such as Mexico, Peru and China. The demand for and supply of silver</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">affect silver prices, but not necessarily in
the same manner as supply and demand affect the prices of other commodities. The supply of silver consists of a combination of new mine
production and existing stocks of bullion and fabricated silver held by governments, public and private financial institutions, industrial
organizations and private individuals. In addition, the price of silver has on occasion been subject to very rapid short-term changes
due to speculative activities. From time-to-time, above-ground inventories of silver may also influence the market. The major end uses
for silver include industrial applications, photography and jewelry and silverware. It is not possible to predict the aggregate effect
of all or any combination of these factors. The price of silver has historically been, and may once again become, extremely volatile.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The markets for futures
contracts and options on futures contracts, including those futures contracts related to silver, are subject to extensive statutory, regulatory
and exchange-imposed requirements, and the regulation of commodity transactions in the U.S. and other countries is subject to ongoing
modification by government and judicial action. The effects of any future regulatory change or exchange requirement on the value of the
ETNs are impossible to predict, but could be substantial and adverse to the interests of securityholders. The CFTC&rsquo;s final position
limit requirements expand the application of federal position limits for certain futures and option contracts in the major metals markets
and for swaps that are their economic equivalents. The CFTC&rsquo;s related final aggregation rule requires market participants to aggregate
their positions with certain other persons under common ownership or control, unless an exemption applies, for purposes of determining
whether the position limits have been exceeded. Such position limit rules may have the effect of making the futures markets, including
those futures and options related to silver, less liquid and more volatile, which could adversely affect the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">These factors may have
a larger impact on commodity prices, including the price of silver, and on commodity-linked instruments, than on traditional fixed-income
and equity securities and may create additional investment risks that cause the value of the ETNs to be more volatile than the values
of traditional securities. These and other factors may affect the level of the Index, and thus the value of the ETNs, in unpredictable
or unanticipated ways. The potential for high volatility and the cyclical nature of commodity markets may render an investment in ETNs
linked to the Index inappropriate as the focus of an investment portfolio.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The correlation between the performance
of the SLV Shares and the price of silver may be imperfect</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A discrepancy may exist
between the performance of the SLV Shares and the price of silver. The SLV Shares seek to mirror the price of silver, before fees and
expenses. The expenses of the SLV Shares are accrued daily and currently reflect an annual expense ratio of 0.50%. In addition, because
the SLV Shares are traded on an exchange and are subject to market supply and investor demand, the market value of one SLV Share may differ
from the net asset value per SLV Share. Because of these potential discrepancies, the return on SLV Shares may not correlate with the
return on silver over the same period.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: -0.5in"><B>Termination of
the iShares<SUP>&reg;</SUP> Silver Trust could adversely affect the value of the ETNs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The iShares<SUP>&reg;</SUP>
Silver Trust may terminate and liquidate. If the iShares<SUP>&reg;</SUP> Silver Trust is terminated and liquidated, such termination and
liquidation could occur at a time which is disadvantageous to you, such as when the price of the SLV Shares is lower than the price of
such shares at the time when you purchased your ETNs. In such circumstances, the Calculation Agent may have discretion with respect to
identifying a successor index or determining the value of your ETNs and any action taken by the Calculation Agent may have an adverse
impact on the value of your ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Silver may be subject to loss, damage,
theft or restriction on access</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The SLV Shares seek to
mirror the price of silver, before fees and expenses. There is a risk that some or all of the silver held by the iShares<SUP>&reg;</SUP>
Silver Trust could be lost, damaged or stolen. Access to silver could also be restricted by natural events (such as an earthquake) or
human actions (such as a terrorist attack). Any of these events may adversely affect the SLV Shares and, consequently, the level of the
Index and value of your ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: -0.5in"><B>There are risks
relating to commodities trading on the London Bullion Market Association </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The value of the SLV Shares
is related to the price of silver. The reference price for silver is determined by auction-based prices reported by the London Bullion
Market Association (the &ldquo;<B>LBMA</B>&rdquo;). The LBMA is a self-</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">regulatory association of bullion market participants.
Although all market-making members of the LBMA are supervised by the Bank of England and are required to satisfy a capital adequacy test,
the LBMA itself is not a regulated entity. If the LBMA should cease operations, or if bullion trading should become subject to a value
added tax or other tax or any other form of regulation currently not in place, the role of LBMA auction-based price as a global benchmark
for the value of silver may be adversely affected. The LBMA is a principals&rsquo; market which operates in a manner more closely analogous
to an over-the-counter physical commodity market than regulated futures markets, and certain features of U.S. futures contracts are not
present in the context of LBMA trading. For example, there are no daily price limits on the LBMA which would otherwise restrict fluctuations
in the prices of LBMA contracts. In a declining market, it is possible that prices would continue to decline without limitation within
a Trading Day or over a period of Trading Days. The LBMA may alter, discontinue or suspend calculation or dissemination of the official
silver auction-based prices in U.S. dollars per troy ounce. The LBMA has no obligation to consider your interests in calculating or revising
the official silver auction-based prices.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0in"><B>Actual or perceived disruptions
in the processes used to determine the LBMA Silver Price, or lack of confidence in that benchmark, may adversely affect the return on
your investment in the ETNs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The LBMA Silver Price is
determined through an electronic, auction-based mechanism. While these features are expected to provide transparency and accuracy improvements
over the London Fix, investors should keep in mind that electronic markets may experience failures, and electronic trading platforms may
be subject to influence by high-frequency traders with results that are highly contested by the industry, regulators and market observers.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">As with any innovation,
it is possible that electronic failures or other unanticipated events may occur that could result in delays in the announcement of, or
the inability of the system to produce, an LBMA Silver Price on any given date. Furthermore, if a perception were to develop that the
LBMA Silver Price is vulnerable to manipulation attempts, or if the administrative proceedings surrounding the determination and publication
of the LBMA Silver Price were seen as unfair, biased or otherwise compromised by the markets, the behavior of investors and traders in
silver may change, and those changes may have an effect on the price of silver (and, consequently, the value of the SLV Shares and therefore
the level of the Index and the value of the ETNs). In any of these circumstances, the intervention of extraneous events disruptive of
the normal interaction of supply and demand of silver at any given time, may result in distorted prices and losses on an investment in
the SLV Shares that, but for such extraneous events, might not have occurred.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Other effects of disruptions
in the determination of the new LBMA Silver Price on the operations of the iShares<SUP>&reg;</SUP> Silver Trust include the potential
for an incorrect valuation of the trust&rsquo;s silver, an inaccurate computation of the sponsor&rsquo;s fees, and the sales of silver
to cover the trust&rsquo;s expenses at prices that do not accurately reflect the fundamentals of the silver market. Each of these events
could have an adverse effect on the value of the SLV Shares and thus the level of the Index and the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Once daily during London
business hours, ICE Benchmark Administration hosts an electronic auction consisting of one or more 30-second rounds. Prior to October
2, 2017, the LBMA silver price was determined using an electronic auction administered by CME Group and published by Thomson Reuters.
These changes may have an adverse effect on the LBMA Silver Price and, as a result, the value of the SLV Shares, the level of the Index
and the value of your ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The Calculation Agent may modify the Index</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Calculation Agent may
modify the Index or adjust the method of its calculation if it determines that the publication of the Index is discontinued and there
is no successor index. In that case, the Calculation Agent will determine the level of the Index, and thus the Redemption Amount, using
a computation methodology that the Calculation Agent determines will as closely as reasonably possible replicate the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Calculation Agent
determines that the Index, the Options or the method of calculating the Index is changed at any time in any respect&mdash;including whether
the change is made by the Index Sponsors under their existing policies or following a modification of those policies, is due to the publication
of a successor index, is due to events affecting the SLV Shares or the Options, or is due to any other reason and is not otherwise reflected
in the level of the Index by the Index Sponsors pursuant to the methodology described herein, then the Calculation Agent will be permitted
(but not required) to make such adjustments in the Index or the method of its calculation as it believes are</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">appropriate to ensure that the Closing Level
of the Index used to determine the Redemption Amount is equitable. The Calculation Agent may make any such modification or adjustment
even if the Index Sponsors continue to publish the Index without a similar modification or adjustment.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any modification to the
Index or adjustment to its method of calculation will affect the amount you will receive upon early redemption, upon acceleration or maturity
and will result in the ETNs having a value different (higher or lower) from the value they would have had if there had been no such modification
or adjustment.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>You will not benefit from
any increase in the level of the Index if such increase is not sufficient to offset applicable fees and reflected in the level of the
Index on the applicable Valuation Date</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Index does not increase
by an amount sufficient to offset the effect of the Daily Investor Fee and, in the case of an early redemption, the Early Redemption Charge,
between the relevant date of your investment and the applicable Valuation Date, we will pay you less than the your initial amount of the
ETNs upon early redemption. This will be true even if the level of the Index as of some date or dates prior to the Valuation Date would
have been sufficiently high to offset the effect of the Daily Investor Fee and Early Redemption Charge.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Past performance of the Index is not indicative
of future performance</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The actual performance
of the Index over the term of the offered ETNs, as well as the amount payable on the relevant Early Redemption Date, Acceleration Date
or the Maturity Date, may bear little relation to the historical and retrospectively calculated values of the Index or to the hypothetical
return examples set forth elsewhere in this pricing supplement. We cannot predict the future performance of the Index.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The policies of the Index Sponsors or
the primary exchange on which the Index Components are traded, or changes to these policies, could affect the Redemption Amount of your
ETNs and their market value</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The policies of the Index
Sponsors concerning the calculation of the level of the Index and the manner in which changes affecting the Index, the SLV Shares, the
Options or related listed options or futures are reflected in the level of the Index, as well as the policies of the primary exchange
on which the SLV Shares and the related options or futures are traded, could affect the Redemption Amount of your ETNs on the relevant
Early Redemption Date, Acceleration Date or the Maturity Date and the market value of your ETNs prior to that date. The Redemption Amount
of your ETNs and their market value could also be affected if the Index Sponsors or the primary exchange on which the Index Components
are traded changes these policies or make other methodological changes, for example by changing the manner in which it calculates the
level of the Index, by adding, deleting or substituting the futures contracts relating to the Index, or if the Index Sponsors or the primary
exchange on which the Index Components are traded discontinues, modifies or suspends calculation or publication of the level of the Index,
in which case it may become difficult to determine the intrinsic value of your ETNs. One example may be if the Index Sponsors and/or the
Index Calculation Agent holds the real-time calculation of intraday levels of an Index (commonly known as &ldquo;auto holds&rdquo;) based
on certain thresholds, volatility or other factors as determined by the Index Sponsor, sometimes without prior notice. Under these circumstances,
a comparison of the then current Intraday Indicative Value of the ETNs to the then prevailing secondary market price, if any, may impair
your ability to accurately assess the intrinsic value of the ETNs as compared to their then current market price, including any premium
or discount thereto. You should proceed with extreme caution in trading the ETNs during such time.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">A listed option used as a reference for
the Options on SLV Shares may be replaced if such contract is terminated or replaced on the exchange where it is traded</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The notional call Option
contracts on the SLV Shares constitute Index Components and are included in the calculation of the Index. The value of such Options is
determined by reference to corresponding listed options on the SLV Shares (&ldquo;<B>reference options&rdquo;</B>). If any such reference
option were to be terminated or replaced by an exchange, a comparable options contract, if available, would be selected by the Index Sponsors
to replace that reference option. The termination or replacement of any reference option may have an adverse impact on the level of the
Index or the SLV Shares and, therefore, the value of your ETNs.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The occurrence of a Market Disruption
Event will affect the calculation of the Daily Index Factor, certain valuations and delay certain payments under the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If a Market Disruption
Event occurs or is continuing on any Index Business Day, the Calculation Agent will determine the Daily Index Factor on such Index Business
Day using an appropriate Closing Level of the Index for such Index Business Day taking into account the nature and duration of such Market
Disruption Event. In addition, if the Final Valuation Date, the Valuation Date corresponding to an Early Redemption Date or the last scheduled
Valuation Date in the Accelerated Valuation Period is postponed, due to a Market Disruption Event or otherwise, the Maturity Date, the
corresponding Early Redemption Date or the Acceleration Date, as the case may be, will be postponed until the date three (3) Business
Days following such Valuation Date, as postponed. No interest or additional payment will accrue or be payable as a result of any postponement
of the Maturity Date, any Early Redemption Date or the Acceleration Date. See &ldquo;Specific Terms of the ETNs&mdash;Market Disruption
Events&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Risks Relating to
Liquidity and the Secondary Market</I></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">We may sell additional ETNs at different
prices but we are under no obligation to issue or sell additional ETNs at any time, and if we do sell additional ETNs, we may limit or
restrict such sales, including by adding conditions on such additional issuances and sales at our sole discretion, and we may stop and
subsequently resume selling additional ETNs at any time</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In our sole discretion,
we may decide to issue and sell additional ETNs from time to time at a price that is higher or lower than the stated principal amount,
based on the Indicative Value of the ETNs at that time. The price of the ETNs in any subsequent sale may differ substantially (higher
or lower) from the issue price paid in connection with any other issuance of such ETNs. Sales of the ETNs will be made at market prices
prevailing at the time of sale, at prices related to market prices or at negotiated prices. Additionally, any ETNs held by us or an affiliate
in inventory may be resold at prevailing market prices or lent to market participants who may have made short sales of the ETNs. However,
we are under no obligation to issue or sell any additional ETNs at any time, and if we do sell additional ETNs, we may limit or restrict
such sales, including by adding conditions on such additional issuances and sales at our sole discretion, and we may stop and subsequently
resume selling additional ETNs at any time. If we start selling additional ETNs, we may stop selling additional ETNs for any reason, which
could materially and adversely affect the trading price and liquidity of such ETNs in the secondary market. Furthermore, unless we indicate
otherwise, if we suspend selling additional ETNs, we reserve the right to resume selling additional ETNs at any time, which might result
in the reduction or elimination of any premium in the trading price.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Suspension of additional
issuances of the ETNs can also result in a significant reduction in the number of outstanding ETNs if investors subsequently exercise
their right to have the ETNs redeemed by us. If the total number of outstanding ETNs has fallen to a level that is close to or below the
minimum redemption amount, you may not be able to purchase enough ETNs to meet the minimum size requirement in order to exercise your
early redemption right. The unavailability of the redemption right can result in the ETNs trading in the secondary market at discounted
prices below the Intraday Indicative Value. Having to sell your ETNs at a discounted sale price below the Intraday Indicative Value of
the ETNs could lead to significant losses. Prior to making an investment in the ETNs, you should take into account whether or not the
trading price is tracking the Intraday Indicative Value of the ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The liquidity of the market for the ETNs
may vary materially over time</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We sold a portion of the
ETNs on the Inception Date and additional ETNs will be issued and sold from time to time through CSSU, an affiliate of ours. Also, the
number of ETNs outstanding could be reduced at any time due to early redemption or acceleration of the ETNs as described in this pricing
supplement. Additionally, any ETNs held by us or an affiliate in inventory may be resold at prevailing market prices or lent to market
participants who may have made short sales of the ETNs. Accordingly, the liquidity of the market for the ETNs could vary materially over
the term of the ETNs. While you may redeem your ETNs prior to maturity, such redemption is subject to the restrictive conditions and procedures
described elsewhere in this pricing supplement, including the condition that you must offer at least the applicable Minimum Redemption
Amount to Credit Suisse at one time for redemption on any Early Redemption Date.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">NASDAQ may halt trading in the ETNs or
may limit the extent to which trading prices may change within specified time periods, which in either case would adversely impact investors&rsquo;
ability to sell the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Trading in the ETNs may
be halted due to market conditions or, in the judgment of the exchange, if necessary to protect investors or in the public interest. General
exchange trading is subject to trading halts caused by extraordinary market volatility pursuant to &ldquo;circuit breaker&rdquo; rules
based on a specified decline in a market index (e.g., the S&amp;P 500<SUP>&reg;</SUP> Index). In addition, the ETNs may be subject to
&ldquo;limit up&rdquo; and &ldquo;limit down&rdquo; rules or trading pause requirements that are triggered by a significant change in
the trading price of the ETNs within a specified period of time. These &ldquo;limit up&rdquo; and &ldquo;limit down&rdquo; and trading
pause rules, if triggered, could prevent investors from transacting at the then prevailing Intraday Indicative Value or at all. If the
level of the Index declines precipitously during the trading day, triggering a &ldquo;limit down&rdquo; mechanism or trading pause, you
may be unable to sell your ETNs for some period of time, either because no trading at all is permitted or because the price that any purchaser
would be willing to pay for them at the time may be significantly below the lowest price that a purchaser would be permitted to pay for
them on the exchange. In that circumstance, by the time you are finally able to sell your ETNs, you may have incurred significantly greater
losses than you would have incurred had you been able to sell them when you initially wanted to. Exchange rules relating to these matters
are subject to change from time to time.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">There may not be an active trading market
for your ETNs; sales in the secondary market may result in significant losses</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have listed the ETNs
on the NASDAQ exchange under the ticker symbol &ldquo;SLVO&rdquo; and the ETNs may trade in after-hours trading. As long as an active
secondary market in the ETNs exists, we expect that investors will purchase and sell the ETNs primarily in this secondary market. We have
no obligation to maintain any listing on any exchange or quotation system. Under certain circumstances, the ETNs may be subject to delisting
by NASDAQ. We have not and do not intend to list the ETNs on any other exchange. No PRIIPs or UK PRIIPs key information document (KID)
has been prepared as the ETNs are not available to retail investors in the European Economic Area or the United Kingdom. A trading market
for the offered ETNs may not continue for the term of the ETNs. Even if there is a secondary market for your ETNs, it may not be sufficiently
liquid to enable you to sell your ETNs readily and you may suffer substantial losses and/or sell your ETNs at prices substantially less
than their Intraday Indicative Value or Closing Indicative Value, including being unable to sell them at all or only for a price of zero
in the secondary market. In addition, if you sell your ETNs in the secondary market at a discount from the prevailing Indicative Value,
you may receive sale proceeds that are lower than if you had otherwise sold your ETNs at a time when such discount was not present in
the marketplace or if the ETNs had been redeemed or accelerated. Trading the ETNs during after-hours trading may involve trading at a
time when there is no real-time Indicative Value available, which would impair your ability to accurately assess the intrinsic value of
the ETNs relative to the price available during such after-hours trading, including any premium or discount thereto.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">No assurance can be given
as to the continuation of the listing for the life of the offered ETNs, or the liquidity or trading market for the offered ETNs. We are
not required to maintain any listing of your ETNs on the NASDAQ exchange or any other exchange and the liquidity of the market for the
ETNs could vary materially over the term of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Risks Relating to
the Creditworthiness, Conflicts of Interest, Hedging Activities and Regulation of Credit Suisse</I></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The ETNs are subject to the credit risk
of Credit Suisse</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Although the return on
the ETNs will be based on the performance of the Index, as reflected by their Indicative Value, the payment of any amount due on the ETNs,
including any payment at maturity or upon early redemption or acceleration and any Coupon Amounts are subject to the credit risk of Credit
Suisse. Investors are dependent on Credit Suisse&rsquo;s ability to pay all amounts due on the ETNs, and therefore investors are subject
to our credit risk. 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 market value of the ETNs prior to maturity.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Any decline in our credit ratings may
affect the market value of your ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Our credit ratings are
an assessment of our ability to pay our obligations, including those on the offered ETNs. Consequently, actual or anticipated declines
in our credit ratings may affect the market value of your ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Trading and other transactions by us,
our affiliates or third parties with whom we transact in securities or financial instruments relating to the ETNs and the Index may impair
the value of your ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We expect to hedge our
obligations relating to the ETNs by purchasing or selling short the options contracts relating to the Index or the SLV Shares, listed
or over-the-counter options, futures contracts, swaps, or other derivative instruments relating to the Index, or other instruments linked
to the Index, certain exchange-traded notes issued by Credit Suisse, or the futures contracts relating to the Index or the SLV Shares,
and adjust the hedge by, among other things, purchasing or selling any of the foregoing, at any time and from time to time, and to unwind
the hedge by selling any of the foregoing, perhaps on or before the Valuation Date. We, our affiliates, or third parties with whom we
transact, may also enter into, adjust and unwind hedging transactions relating to other securities whose returns are linked to the Index.
Any of these hedging activities may adversely affect the level of the Index&mdash;directly or indirectly by affecting the price of the
SLV Shares, the Options or listed or over-the-counter options, futures contracts, swaps or other derivative instruments relating to the
Index or the Options&mdash;and, therefore, the market value of your ETNs and the amount we will pay on your ETNs on the relevant Early
Redemption Date, Acceleration Date or the Maturity Date. It is possible that we, our affiliates or third parties with whom we transact
could receive substantial returns with respect to these hedging activities while the value of your ETNs declines or becomes zero. 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 ETNs, which may create an additional incentive to sell the ETNs to you.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We, our affiliates or third
parties with whom we transact may also engage in trading in options or futures contracts relating to the Index or the SLV Shares, or listed
or over-the-counter options, futures contracts, swaps or other derivative instruments relating to the Index or the Options, or instruments
whose returns are linked to the Index or the Options, certain exchange-traded notes issued by Credit Suisse or listed or over-the-counter
options, futures contracts, swaps or other derivative instruments relating to the Index or the futures contracts relating to the Index
for our or their proprietary accounts, for other accounts under our or their management or to facilitate transactions, including block
transactions, on behalf of customers. Any of these activities could adversely affect the level of the Index&mdash;directly or indirectly
by affecting the price of the SLV Shares or the Options or listed or over-the-counter options, futures contracts, swaps or other derivative
instruments relating to the Index or the Options&mdash;and, therefore, the market value of your ETNs and the amount we will pay on your
ETNs on the relevant Early Redemption Date, Acceleration Date or the Maturity Date. We may also issue, and we, our affiliates or third
parties with whom we transact may also issue or underwrite, other ETNs or financial or derivative instruments with returns linked to changes
in the level of the Index or the SLV Shares or listed or over-the-counter options, futures contracts, swaps or other derivative instruments
relating to the Index or the SLV Shares. By introducing competing products into the marketplace in this manner, we, our affiliates or
third parties with whom we transact could adversely affect the market value of your ETNs and the amount we will pay on your ETNs on the
relevant Early Redemption Date, Acceleration Date or the Maturity Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><B>We or our affiliates may publish research, express opinions or provide
recommendations that are inconsistent with investing in or holding the ETNs. Any such research, opinions or recommendations could affect
the market prices of the SLV Shares or the Options, the level of the Index or the market value of the ETNs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><FONT STYLE="font-weight: normal">We,
our affiliates or third parties with whom we transact, the Calculation Agent and their affiliates may have published, and in the future
may publish, research reports with respect to the SLV Shares and with respect to the Index. Any of these activities by us, our affiliates
or third parties with whom we transact, the Calculation Agent or any of their affiliates may affect the levels of the Index and, therefore,
the market value of your ETNs and the amount we will pay on your ETNs on the relevant Early Redemption Date, Acceleration Date or the
Maturity Date. Moreover, any such research reports should not be viewed as a recommendation or endorsement of the SLV Shares, the Index
or the ETNs in any way, and investors must make their own independent investigation of the merits of this investment.</FONT></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">We or our affiliates may have economic
interests adverse to those of the holders of the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">As noted above, we, our
affiliates or third parties with whom we transact, may engage in trading activities relating to the Index, the SLV Shares, the Options
or listed or over-the-counter options, futures contracts, swaps or</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">other instruments linked to the Index, certain
exchange-traded notes issued by Credit Suisse or the SLV Shares. These trading activities may present a conflict between your interest
in your ETNs and the interests we, our affiliates or third parties with whom we transact will have in our or their proprietary accounts,
in facilitating transactions, including block trades, for our or their customers and in accounts under our or their management. These
trading activities, if they influence the level of the Index, could be adverse to your interests as a beneficial owner of your ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In our sole discretion,
we may decide to issue and sell additional ETNs from time to time at a price that is higher or lower than the stated principal amount,
based on the Indicative Value of the ETNs at that time, and any ETNs held by us or an affiliate in inventory may be resold at prevailing
market prices or lent to market participants who may have made short sales of the ETNs. See &ldquo;&mdash;We may sell additional ETNs
at different prices but we are under no obligation to issue or sell additional ETNs at any time, and if we do sell additional ETNs, we
may limit or restrict such sales, including by adding conditions on such additional issuances and sales at our sole discretion, and we
may stop and subsequently resume selling additional ETNs at any time&rdquo; above.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We and our affiliates also
may issue or underwrite or assist unaffiliated entities in the issuance or underwriting of other securities or financial instruments linked
or related to the performance of the Index or the Index Components. By introducing competing products into the marketplace in this manner,
we or our affiliates could adversely affect the value of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>There are potential conflicts
of interest between you and the Calculation Agent</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">CSi, an affiliate of ours,
will act as the Calculation Agent for the ETNs. As Calculation Agent, CSi will make certain calculations and determinations that may impact
the value of the ETNs. Among other things, the Calculation Agent is responsible for calculation of the arithmetic average of the Closing
Indicative Values where applicable, the amount payable in respect of your ETNs at maturity, the Early Redemption Amount, the Accelerated
Redemption Amount, determinations with respect to Market Disruption Events, splits and reverse splits of the ETNs, the replacement of
the Index with a Successor Index and any other calculations or determinations to be made by the Calculation Agent as specified herein.
In addition, CSi is one of the Index Sponsors and in this role is responsible for the calculations used to determine the level of the
Index. In performing these activities, our economic interests and those of our affiliates are potentially adverse to your interests as
an investor in the ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">We are affiliated with one of the Index
Sponsors and certain of our employees or employees of our affiliates will take action on behalf of the Index Sponsor; conflicts of interest
may exist</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index methodology and
rules were developed by the Index Sponsors, including our affiliate, CSi. The Index Sponsors are responsible for the calculations used
to determine the level of the Index, including actions that could affect the level of the Index or the amount due in respect of your ETNs.
Because determinations made by the Index Sponsors may affect the amount owed to you in respect of the ETNs, potential conflicts of interest
may exist between us and the Index Sponsors and you. In addition, because our employees or employees of our affiliates are members of
one of the Index Sponsors, potential conflicts of interest may exist between this Index Sponsor and you. The Index Sponsors are the final
authority on the Index and the interpretation of the Index methodology. Neither we nor the Index Sponsors will have any obligation to
consider your interests as a holder of the ETNs in taking any actions that may affect the level of the Index and, therefore, the value
of your ETNs.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Credit Suisse is subject to Swiss Regulation</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">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 ETNs and/or the ability of Credit Suisse to make payments thereunder and you may not receive
any amounts owed to you under the ETNs.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Risks Relating to
Tax Consequences</I></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The United States federal income tax treatment
on the ETNs is uncertain and the terms of the ETNs require you to follow the treatment that we will adopt</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The United States federal
income tax consequences of an investment in your ETNs are uncertain, both as to the timing and character of any inclusion in income in
respect of your ETNs. Some of these consequences are summarized below but you should read the more detailed discussion in &ldquo;Material
United States Federal Income Tax Considerations&rdquo; in this pricing supplement and in the accompanying prospectus supplement and prospectus,
and also consult your tax advisor as to the tax consequences of investing in the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">By purchasing an ETN, you
and we agree, in the absence of a change in law, an administrative determination or a judicial ruling to the contrary, to characterize
such ETN for all United States federal income tax purposes as a pre-paid financial contract with respect to the Index. Under this characterization
of the ETNs, you generally should recognize ordinary income upon receipt or accrual of the Coupon Amounts in accordance with your regular
method of accounting, and, in addition, should recognize capital gain or loss upon the sale, redemption or maturity of your ETNs in an
amount equal to the difference between the amount you receive at such time and the amount you paid for the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Notwithstanding our agreement
to treat the ETNs as a pre-paid financial contract with respect to the Index, the IRS could assert that the ETNs should be taxed in a
manner that is different than described in this pricing supplement. As discussed further below, the IRS has issued a notice indicating
that it and the Treasury Department (&ldquo;<B>Treasury</B>&rdquo;) are actively considering whether, among other issues, you should be
required to accrue ordinary income over the term of an instrument such as the ETNs even though you will not receive any payments with
respect to the ETNs until maturity and whether all or part of the gain you may recognize upon sale or maturity of an instrument such as
the ETNs could be treated as ordinary income. The outcome of this process is uncertain and could apply on a retroactive basis.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: center">THE INDEX</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index is part of an
index family developed by Credit Suisse called the Formula-Linked OverWrite Strategy. Each index within the family is designed to replicate
a &ldquo;covered call&rdquo; strategy. In such a strategy, an investor holds a long position in an asset and writes (sells) call options
on that same asset. The investor receives income from selling the options. In selling the calls, however, the investor forfeits the right
to participate in the potential upside of the asset beyond the strike price of the call options during their term.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Credit Suisse NASDAQ
Silver FLOWS<SUP>TM</SUP> (Formula-Linked OverWrite Strategy) 106 Index (the &ldquo;<B>Index</B>&rdquo;) is designed to track the return
of a &ldquo;covered call&rdquo; strategy on the shares of the iShares<SUP>&reg;</SUP> Silver Trust (Bloomberg ticker symbol &ldquo;SLV
UP &lt;Equity&gt;&rdquo;) by reflecting changes in the price of the SLV Shares and the notional option premiums received from the sale
of monthly call options on the SLV Shares less the Notional Transaction Costs incurred in connection with the implementation of the covered
call strategy. These costs reflect the monthly transaction costs of hypothetically buying and selling the call options and selling the
SLV Shares and equal 0.03%, 0.03% and 0.01%, respectively, <I>times</I> the closing price of the SLV Shares on the date of such notional
transactions and, which, on an annual basis, are approximately equal to 0.84%. The actual cost will vary depending on the value of the
SLV Shares on the date of such transactions. The Index strategy consists of a hypothetical notional portfolio that takes a &ldquo;long&rdquo;
position in SLV Shares and sells a succession of notional, approximately one-month, call options on the SLV Shares with a strike price
of approximately 106% of the price of the SLV Shares as observed on a particular day and expiring during the following month (the &ldquo;<B>Options</B>&rdquo;
and together with the long position in SLV Shares, the &ldquo;<B>Index Components</B>&rdquo;). The notional sale of the Options is &ldquo;covered&rdquo;
by the notional long position in the SLV Shares. The long position in the SLV Shares and the &ldquo;short&rdquo; call options are held
in equal notional amounts (i.e., the short position in each Option is &ldquo;covered&rdquo; by the long position in the SLV Shares).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">This strategy is intended
to provide exposure to silver through the notional positions in the SLV Shares and the Options that seeks to (i) generate periodic cash
flows that a direct long-only ownership position in the SLV Shares would not, (ii) provide a limited offset to losses from downside market
performance in the SLV Shares via the cash flows from option premiums and (iii) provide limited potential upside participation in the
performance of the SLV Shares. The level of the Index on any day reflects the value of (i) the notional long position in the SLV Shares;
(ii) the notional Option premium; and (iii) the notional short position in the Options then outstanding; and net of the Notional Transaction
Costs. The Index and, as a result, the ETNs will not participate in the potential upside of the SLV Shares beyond the applicable strike
price of the relevant Options during the period in which such Options are held. There is no limit to the Index&rsquo;s potential downside
exposure to the performance of the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For example, if the value
of the SLV Shares is $100 on the Strike Observation Date, the Index will reflect a premium on the notional sale of a call option on the
SLV Shares with a strike price of $106. The Index will receive a notional premium for the sale of the Options and will not participate
in any increase in the price of the SLV Shares in excess of the strike price of the call option. Any decrease in the price of the SLV
Shares will have an adverse effect on the level of the Index and the potential adverse effect is not limited.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index will reflect
proceeds from selling the Options which will result in a monthly Distribution. The Index will never participate in the potential upside
of the price of the SLV Shares beyond the strike price of approximately 106% of the price of the SLV Shares on the day that the strike
price of the Options is selected. The strike price for each Option will be the lowest listed strike price that is above 106% of the price
per Share for that Index Rebalancing Period, as described below. The premiums generated from the notional sales of the Options will be
subtracted monthly from a notional portfolio of the Index as a Distribution.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index was developed
by CSi and Nasdaq, Inc. (the &ldquo;<B>Index Sponsors</B>&rdquo;), and began publication on March 28, 2013. The level of the Index (the
&ldquo;<B>Index Value</B>&rdquo;) was set to equal 10,000 on the Index Base Date of December 26, 2008. The Index has no actual performance
prior to the Index Inception Date of March 28, 2013. You should refer to &ldquo;Risk Factors&mdash;Risks Relating to the Return on the
ETNs&mdash;The Index has limited performance history and may perform in unexpected ways. Any historical and retrospectively calculated
performance of the Index should not be taken as an indication of the future performance of the Index&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index replicates notional
positions in the Index Components described below. There is no actual portfolio of assets in which any investor in the Index has any ownership
or other interest.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You should carefully review
the &ldquo;Risk Factors&rdquo; for a discussion of important risks relating to the Index. This description of the Index is only a summary.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0in"><B>Call Options</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>General</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Call options give the purchaser
of the call option the right to buy an underlying asset, such as the SLV Shares, for a fixed price (the &ldquo;strike&rdquo; or &ldquo;exercise&rdquo;
price) on a certain date (the &ldquo;expiration&rdquo;). The buyer of a call option is long the underlying asset at the strike price.
Hypothetically, at expiration, if the price of the underlying asset is greater than the strike price, the option is &ldquo;in the money&rdquo;
and the owner of the option would exercise it. If the price of the underlying asset is less than the strike price, the option would expire
worthless and the owner does nothing (the option ends up &ldquo;out of the money&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The buyer of the call option
must pay the seller (or the &ldquo;writer&rdquo;) for the option, and the seller of a call option has the obligation to deliver the underlying
asset, such as the SLV Shares, for the strike price in the event that the options are exercised. The price a buyer of the call option
must pay the seller is called the option &ldquo;premium&rdquo;. The premium of a call option depends on a number of factors. Generally,
the following factors have historically contributed to relatively higher call premiums: the longer the time period until expiration; higher
interest rates; and greater volatility in the underlying shares. By contrast, the following factors have historically contributed to relatively
lower call premiums: a higher strike price relative to the then current underlying asset price; low interest rates; and higher dividends
paid by the underlying asset. The seller of a call option can &ldquo;close out&rdquo; its obligation under the call option by repurchasing
the call option prior to expiration. In the case of the Index, the Options are not held until expiration. Rather, the Options are notionally
repurchased prior to expiration, resulting in a gain or loss depending upon the premium initially received.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Covered Calls</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A covered call is a transaction
in which the seller of call options owns the corresponding amount of the underlying asset, such as the SLV Shares. The long position in
the underlying asset is said to provide the &ldquo;cover&rdquo; as the underlying asset can be delivered to the buyer of the call if the
buyer decides to exercise its call option. Writing or selling a call option generates income in the form of the premium paid by the option
buyer, and appreciation in the underlying asset will offset appreciation in the price of the options. However, the risk of ownership of
the underlying asset is not eliminated. If the stock price declines by more than the premium received for the options, then the strategy
will result in a loss.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Below is an illustration
of the payoff of a covered call sold at a strike price higher than the current asset price (an &ldquo;out-of-the-money&rdquo; call).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt; text-align: center"><IMG SRC="image_002.jpg" ALT="" STYLE="height: 238px; width: 367px"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the price of the underlying
asset ends up at or below the strike price, the return (compared to a long-only position in the underlying asset) is increased by the
premium received. If the price of the underlying asset ends up</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">above the strike price then the return is effectively
capped at a price equivalent to the strike plus the premium received because appreciation of the underlying asset will result in appreciation
in the value of the options.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An investor typically &ldquo;writes
a call&rdquo; when he expects the price of the underlying instrument to stay below the call&rsquo;s strike price. The writer (seller)
of the call receives the premium up front. However, if the call buyer decides to exercise his option to buy, then the call writer has
the obligation to sell the underlying instrument at the strike price. Covered call strategies are not appropriate for all market environments.
In a consistently upward-trending market or in an extremely volatile market, a covered call strategy can underperform a long-only investment
in the underlying shares because it will fail to capture all of the potential upside and can miss out on significant gains.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>The Index Methodology</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The reference options on
the SLV Shares used to calculate the level of the Index have successive terms of approximately one month and are listed on the Chicago
Board Options Exchange. The Index incorporates the value of the option premiums received from selling notional call options on the SLV
Shares and makes a monthly distribution of such notional premiums. Each call option in the notional portfolio is automatically exercisable
only at expiry and is notionally closed out by way of repurchase during each monthly roll period, subject to postponement in the event
of a roll disruption event. On the last roll date of each roll period, the Distribution determined at the conclusion of the immediately
preceding Index roll period is subtracted from the level of the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Following the notional
repurchase of the expiring call options, new strike call options of approximately 106% of the SLV Share price are deemed written or sold
and included in the value of the Index during the roll period. The new call options will expire approximately one month after the date
of sale. The dates on which an existing call option is repurchased and a new call option is sold are referred to as &ldquo;Roll Dates&rdquo;
and the process of replacing the existing options with the new options is referred to as the &ldquo;roll&rdquo;. The strike price of each
new call option is equal to the lowest listed strike price that is above 106% of the price per Share, observed as the last SLV Share price
at approximately 4:00 p.m. New York City time on the Index Calculation Day immediately preceding the first Roll Date of each month. For
example, if the last price of the SLV Shares is $100, then a new strike price of $106 is selected for the new call option to be incorporated
into the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Each month, once the strike
price for each new call option has been determined, each new call option is deemed sold at a price determined on the relevant Roll Date
in the manner set forth below. The option premiums deemed received from each new call option are subtracted at the conclusion of the next
monthly roll from the notional portfolio of the Index as a Distribution.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><B>Daily Calculation of
the Index </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">On any Index Calculation
Day, the level of the Index is equal to the value of the long position in the SLV Shares plus the notional cash position accrued as a
result of the hypothetical sale of Options during a roll period (as described below), reduced based on the value of the Options that are
outstanding. During the roll period, this amount is reduced by the value of each of the Options that are outstanding multiplied by the
corresponding hypothetical number of units that are outstanding after the roll has taken place, as described in &ldquo;&mdash;The Index
Rebalancing Period&rdquo; below. The value of the Options is calculated as the &ldquo;Option Mid Price&rdquo;, which is the arithmetic
average of the &ldquo;Bid Price&rdquo; and &ldquo;Ask Price&rdquo; described below. On any day that is not a Roll Date, the number of
SLV Shares, the number of Expiring Options, the number of New Options, and the amount of Cash in the Index will all remain constant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><B>The Index Rebalancing
Period</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Index Rebalancing
Period</B>&rdquo; refers to the five (5) consecutive Index Calculation Days (each, a &ldquo;<B>Roll Date</B>&rdquo;) beginning on and
including the Index Calculation Day that is ten (10) calendar days prior to the &ldquo;<B>Expiry Date</B>&rdquo;, which is the date on
which listed options with the same term and strike price as those currently included in the Index expire, generally the third Friday of
each month (the &ldquo;<B>Listed Option Expiration Date</B>&rdquo;). If such day is not an Index Calculation Day, the Index Rebalancing
Period will begin on the following Index Calculation Day. During the Index Rebalancing Period, the Options included in the Index immediately
prior to the Index Rebalancing Period are referred to as the &ldquo;<B>Expiring Options</B>&rdquo;.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Index will be rebalanced
at the end of each Roll Date as set forth in the Index strategy diagram below in accordance with the following steps:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">First, based on the price of the SLV Shares on the Index Calculation Day preceding the first actual Roll
Date of each month, the strike price of the new Option is determined. The strike price will be the lowest strike price of the listed options
that is above 106% of the price per SLV Share as of 4:00 p.m. New York City time on such date of determination. Then, the Index will roll
its monthly exposure over the next five (5) consecutive Index Calculation Days. The roll percentage is the proportion of the expiring
position being rolled into a new position on each Roll Date.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">At the end of the first Roll Date, and on each successive Roll Date of such Index Rebalancing Period,
the Index will notionally sell the new Option. Additionally, as of the end of each such Roll Date, the Index will hypothetically close
out through repurchase 20% (or such greater amount in the event of roll disruptions) of the Options notionally sold during the previous
Index Rebalancing Period (the expiring Options); the Index will notionally liquidate SLV Shares Units in an amount sufficient to fund
the notional repurchase.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Finally, on the last Roll Date of such Index Rebalancing Period, the Index will determine the amount of
the notional Option premium, which will, on the close of the last Roll Date of the next following Index Rebalancing Period, be subtracted
from the Index as a Distribution.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Index Strategy:
Monthly Covered Calls on SLV Shares </I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: center; text-indent: 0in"><IMG SRC="image_003.jpg" ALT="" STYLE="height: 388px; width: 409px"></P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 6pt; text-align: justify"><B>Expiring Options and New Options</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>Option Unit</B>&rdquo;
is a hypothetical unit of the Option. At the end of each Roll Date, the Option currently held in the Index (&ldquo;<B>Expiring Option</B>&rdquo;)
will be rolled into a new position (&ldquo;<B>New Option</B>&rdquo;) such that the total number of Option Units (that, when taken as a
whole, constitute the notional short position in the Options) shall be equal to and opposite in sign (&ldquo;short&rdquo;) to that of
the total amount of Share Units (&ldquo;long&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in"><I>New Option Selection</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The New Option position
being opened will be deemed to have the following parameters:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Maturity: The New Option shall mature on the Expiry Date during the month following the current Roll Date;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Strike Price: The strike price shall be the strike price of the listed call option on the SLV Shares expiring
during the month following the current Roll Date with the lowest listed strike that is above 106% of the price per Share on the primary
exchange (the &ldquo;<B>Reference Option</B>&rdquo;), observed as the last price at the Strike Observation Time on the Strike Observation
Date for that month;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Exercise: The New Option may only be exercised on its Expiry Date (European style);</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Settlement: The New Option shall be settled in cash; and</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 12pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Number: The number of Option Units will be calculated as described below.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 0.5in; text-align: justify; text-indent: 0in"><I>Repurchase of Expiring
Options</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">On each Roll Date, the
Index will first repurchase a percentage of the Expiring Options that are included in the Index. The number of Expiring Option Units to
be repurchased will equal 20% of the number of Expiring Options that were outstanding in the Index immediately prior to the Index Rebalancing
Period, subject to adjustment as described in &ldquo;Extraordinary Roll Dates&rdquo; below. The cost of repurchasing the Expiring Option
Units on a Roll Date is equal to the number of Expiring Option Units being repurchased on a Roll Date multiplied by the total cost associated
with the repurchase of the Expiring Option Units. This total cost is equal to the price at which sellers of the Reference Options corresponding
to the Expiring Options have indicated that they are willing to sell such options (the &ldquo;<B>Ask Price</B>&rdquo;), plus an adjustment
equal to 0.0003 times the closing price of the SLV Shares on such date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Sale of Share Units</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In order to fund the repurchase
of the Expiring Option Units, the Index must decrease the notional position in the number of hypothetical units of the SLV Shares in the
Index (each, a &ldquo;<B>Share Unit</B>&rdquo;). The Index reduces the number of Share Units by calculating the number of Share Units
that must be sold in order to repurchase the Expiring Option Units that are being repurchased on a given Roll Date. The number of Share
Units that must be sold is equal to the price of repurchasing the Expiring Option Units on such Roll Date, divided by the notional proceeds
from selling the SLV Shares, which is equal to 0.9999 (reflecting an adjustment equal to 0.01% of the price of the SLV Shares on such
date) times the closing price of the SLV Shares on such Roll Date. This amount is subtracted from the number of Share Units included in
the Index on the prior Index Calculation Day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Sale of New Options</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">After the Share Units have
been sold in order to repurchase the Expiring Options on the Roll Date, the Index determines the number of New Option Units to be sold
so that the sum of the absolute value of the number of Expiring Option Units and the absolute value of the number of New Option Units
at the end of the Roll Date will be equal to the absolute value of the number of SLV Shares at the end of the Roll Date. The Index then
hypothetically sells that number of New Option Units.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">When a New Option is hypothetically
sold on a Roll Date, the notional proceeds generated from the sale of the New Option Units are added to the Index. The notional proceeds
generated by such sale are equal to the number of New Option Units being sold on a Roll Date multiplied by the total amount of proceeds
from the sale of the New Options. This amount is equal to the price at which purchasers of the Reference Options corresponding to the
New Options have indicated that they are willing to purchase such options (the &ldquo;<B>Bid Price</B>&rdquo;), less an adjustment equal
to 0.0003 times the closing price of the SLV Shares on such date, provided that if this amount would be less than zero, this amount will
be deemed to be zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">On the last day of an Index
Rebalancing Period, the notional proceeds included in the Index in connection with the prior Index Rebalancing Period will be subtracted
from the Index as a &ldquo;<B>Distribution</B>&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>Rounding Convention</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index Values will be
rounded to six decimal places and all subsequent Index Values refer to the preceding rounded Index Value.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>Adjustments</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the event that either
a Bid Price is not available or an Ask Price is not available for the Option), an &ldquo;Adjusted Bid Price&rdquo; or &ldquo;Adjusted
Ask Price&rdquo;, as relevant, will be calculated for the Option and will replace the Bid Price or the Ask Price, as relevant, on such
Roll Date. If a Bid Price is not available, the Adjusted Bid Price will be calculated to be equal to the Ask Price for the New Option
on such date, less $0.01 (subject to a minimum price of zero). Likewise, if an Ask Price is not available, the Adjusted Ask Price will
be calculated to be equal to the Bid Price for the Expiring Option on such date, plus $0.01. The Option Mid Price for that Option will
then be calculated using these adjusted Option bid/ask prices as applicable.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In both cases, this number
will be rounded to three digits after the decimal point. If neither a Bid Price nor an Ask Price is available for any Expiring Option
or New Option on a given day, that day will not constitute an Index Calculation Day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>Roll Percentage and Disruptions</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the event that a General
Disruption Event or an Index Component Disruption Event (each, as defined below and each an &ldquo;<B>Index Disruption Event</B>&rdquo;)
occurs on a day that would otherwise constitute Roll Date, such day will be considered a &ldquo;Disrupted Day&rdquo; and will not constitute
an Index Calculation Day or a Roll Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the determination of
the Index Calculation Agent, each of the following events is a &ldquo;<B>General Disruption Event</B>&rdquo;:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">a closure of the US dollar-denominated money markets, other than for ordinary public holidays, or a restriction
or suspension in trading in these markets that would materially impact the determination arising in the construction or calculation of
the Index Value; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the failure, suspension or postponement of any calculation within the Index in respect of any Index Calculation
Day, any event resulting in a breakdown in any means of communication or a procedure normally used to enable the determination of the
Index Value, any other event that the Index Calculation Agent determines is likely to prevent the prompt or accurate determination of
the Index Value, or a conclusion by the Index Calculation Agent that as a consequence of any such event that the last reported Index Value
should not be relied upon.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the determination of
the Index Calculation Agent, each of the following events is an &ldquo;<B>Index Component Disruption Event</B>&rdquo;:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the occurrence or existence, in respect of any Index Component, of one of the following:</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Courier New, Courier, Monospace">o</FONT></TD><TD STYLE="text-align: justify">any suspension of or limitation imposed on trading by the relevant Exchange or otherwise, and whether
by reason of movements in price exceeding limits permitted by the relevant Exchange or otherwise, relating to any Index Component; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Courier New, Courier, Monospace">o</FONT></TD><TD STYLE="text-align: justify">any event that disrupts or impairs, as determined by the Index Sponsors, the ability of market participants
in general to effect transactions in, or obtain market values for, any Index Component, including closure on any Exchange Business Day
of the Exchange in respect of any Index Component before its scheduled closing time, unless such earlier closing time is announced by
such Exchange at least one hour before the earlier of (i) the actual closing time for the regular trading session on such Exchange on
such Exchange Business Day and (ii) the submission deadline for orders to be entered into the Exchange system for execution at the scheduled
closing time on such Exchange Business Day; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">any failure to publish the value of an Index Component for any reason on a day when the value of such
Index Component is due to be published; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">any event that disrupts or impairs (as determined by the Index Calculation Agent) the ability of market
participants to obtain market values for, any Index Component.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">To mitigate the risk of
trading large positions on a single day, the Index seeks to roll its monthly exposure gradually over the 5 Roll Dates in each month. However,
the Index will attempt to close out of all Expiring Option Units prior to the Expiry Date. In the event that a series of Disrupted Days
would reduce the number of scheduled Index Calculation Days remaining prior to the Expiry Date such that the roll period would be truncated,
the Index will allocate the percentage of Expiring Option Units being repurchased so that such Expiring Option Units will be repurchased
over the remaining scheduled Index Calculation Days prior to the Expiry Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>Extraordinary Roll Dates</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the event that the number
of Disrupted Days would prevent the Index from repurchasing all Expiring Options prior to the Expiry Date, the Index will liquidate all
Expiring Options on the next Index Calculation Day (such day, an &ldquo;<B>Extraordinary Roll Date</B>&rdquo;). On any such Extraordinary
Roll Date, an approximate cost of the Expiring Options will be calculated as set forth below, based on the type of Extraordinary Roll
Date that has occurred (in each case, the &ldquo;<B>Extraordinary Option Ask Price</B>&rdquo;), and such Extraordinary Option Ask Price
will be used as the Ask Price to calculate the cost associated with repurchasing such options. This Extraordinary Option Ask Price will
likely increase the cost of repurchasing the Expiring Options and will therefore decrease the level of the Index. Additionally, because
the Expiring Options may have expired prior to the Extraordinary Roll Date, the calculation of the Extraordinary Option Ask Price for
such Expiring Options may be required to approximate the value of the Expiring Options using the value of the SLV Shares, as no Listed
Ask Price will exist for Expiring Options that have expired.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Extraordinary Roll
Date is the Expiry Date for the Expiring Option, the Extraordinary Option Ask Price will be equal to the Listed Ask Price plus an adjustment
(the &ldquo;<B>Extraordinary Roll Adjustment</B>&rdquo;) that will increase the cost of repurchasing the Expiring Options.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Extraordinary Roll
Adjustment will be calculated as a function of the price of the SLV Shares relative to the strike price of the Expiring Options, and will
be larger if the then-current price of the SLV Shares is near or above the Strike of the Expiring Options. On such date, the Extraordinary
Roll Adjustment will equal the greater of (1) $0.01 or (2)(i) 0.0001 <I>times</I> (ii) the closing price of the SLV Shares if the closing
price of the SLV Shares on the Extraordinary Roll Date is less than 98% of the strike price of the Expiring Options, and will equal the
greater of (1) $0.03 or (2)(i) 0.0003 <I>times</I> (ii) the closing price of the SLV Shares if the closing price of the SLV Shares on
the Extraordinary Roll Date is greater than or equal to 98% of the strike price of the Expiring Options.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Reference Options
corresponding to the Expiring Options have expired, the Extraordinary Option Ask Price will attempt to account for both the intrinsic
value of the Expiring Options on the last Index Calculation Day as well as any potential cost associated with the possible exercise of
the Reference Options corresponding to the Expiring Options, which would have resulted in SLV Shares being called away under a covered
call strategy and would require repurchase of such SLV Shares on the next Index Calculation Day. The intrinsic value of the Expiring Options
on the last Index Calculation Day is represented by the amount by which the strike price of the Expiring Options exceeded</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">the Share Closing Price on such Index Calculation
Day, and the cost of any possible exercise of the Expiring Options will be calculated as the amount by which the volume-weighted average
price (&ldquo;<B>VWAP</B>&rdquo;) of the SLV Shares on the Extraordinary Roll Date exceeds the strike price of the Expiring Options. The
Extraordinary Option Ask Price will be the greater of these values, subject to a minimum of zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If an Exchange or any other
relevant governing body extends the maturity for the Reference Options corresponding to the Expiring Options and the originally scheduled
expiration of such Reference Options, resulting in such Reference Options remaining outstanding after the Listed Option Expiration Date,
the intrinsic value of the Expiring Options will be calculated as of the Extraordinary Roll Date, as represented by the amount by which
the strike price of the Expiring Options exceeds the Share Closing Price on the Extraordinary Roll Date; the Extraordinary Option Ask
Price will otherwise be calculated as if the Expiring Options had expired, as set forth in the paragraph above.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>General Index Terms </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Exchange</B>&rdquo;
refers to the Chicago Board Options Exchange (CBOE), the New York Stock Exchange (NYSE) or any other US exchange on which the SLV Shares
or Options are traded.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>Exchange Business
Day</B>&rdquo; is a scheduled trading day on which the Exchange is open for trading during its regular trading session, notwithstanding
any such Exchange closing before its scheduled closing time.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>Index Calculation
Day</B>&rdquo; is any Exchange Business Day on which a value for each Index Component is published. A value shall be considered to be
published if either a &ldquo;bid&rdquo; or &ldquo;ask&rdquo; level is published for SLV Shares and Options on the relevant Exchange on
such day. If any scheduled Index Calculation Day is a Disrupted Valuation Day, the Index Calculation Day shall be the following Index
Calculation Day that is not a Disrupted Valuation Day, subject to the disrupted and extraordinary roll provisions described above.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Listed Ask
Price</B>&rdquo; on any Index Calculation Day is the last price, rounded to two digits after the decimal point, at which the Reference
Option corresponding to the Option in the Index was offered on that same date during regular market hours as reported by the relevant
Exchange.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Listed Bid
Price</B>&rdquo; on any Index Calculation Day is the last price, rounded to two digits after the decimal point, at which the Reference
Option corresponding to the Option in the Index was bid on that same date during regular market hours as reported by the relevant Exchange.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Option Ask
Price</B>&rdquo; on any Index Calculation Day is the ask price of the Option as of the close of that Index Calculation Day and will be
calculated as follows:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 46.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">If the Listed Ask Price is available, Option Ask Price = Listed Ask Price</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 46.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">If the Listed Ask Price is not available, Option Ask Price = Adjusted Ask Price</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">This number will be rounded
to three digits after the decimal point.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Option Bid
Price</B>&rdquo; on any Index Calculation Day is the bid price of the Option as of the close of that Index Calculation Day and will be
calculated as follows:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 46.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">If the Listed Bid Price is available, Option Bid Price = Listed Bid Price</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 46.5pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">If the Listed Bid Price is not available, Option Bid Price = Adjusted Bid Price</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">This number will be rounded
to three digits after the decimal point.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Option Mid
Price</B>&rdquo; on any Index Calculation Day is the mid price, rounded to three digits after the decimal point, of the Option as of the
close of that Index Calculation Day and is equal to the arithmetic average of the Option Bid Price and Option Ask Price on such Index
Calculation Day.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Share Closing
Price</B>&rdquo; on any Index Calculation Day is the official closing price of the SLV Shares on that Index Calculation Day rounded to
four digits after the decimal point.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Strike Observation
Date</B>&rdquo; is the Index Calculation Day preceding the first actual Roll Date of each month.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Strike Observation
Time</B>&rdquo; is 4:00 p.m. New York City time.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0in"><B>Index Sponsors and Index
Calculation Agent</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index is sponsored
by CSi and Nasdaq, Inc. (each, an &ldquo;<B>Index Sponsor</B>&rdquo;) and will be calculated by Nasdaq, Inc. (the &ldquo;<B>Index Calculation
Agent</B>&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index Calculation Agent
retains the right to delay publication of the Index Value if it reasonably believes there are circumstances that prevent the correct calculation
of the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index Value will be
calculated by the Index Calculation Agent and published on Bloomberg page QSLVO &lt;Index&gt;. Calculation and publication of the Index
Value in respect of each Index Calculation Day will take place at or shortly after 5:00 p.m. New York City time on each Index Calculation
Day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the event that an Index
Value published by the Index Calculation Agent is amended after it is initially published, but before the publication of the following
Index Calculation Day&rsquo;s Index Value, the amended Index Value will be considered the official fixing level and used in all applicable
calculations<B>. </B>The Index may be replaced by a successor index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Index Sponsors may
supplement, amend (in whole or in part), revise, rebalance or withdraw the Index.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Historical and Retrospectively Calculated
Performance of the Index</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Closing Level of the
Index was set to equal 10,000 as of December 26, 2008 and publication of the Index began on March 28, 2013. The Index has no actual performance
prior to March 28, 2013. Therefore, the Index has limited actual performance history. No actual investment in securities linked to the
Index was possible prior to the initial publication of the Index. We obtained the closing levels below from Bloomberg, without independent
verification.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The graph and tables below
do not represent the actual return you should expect to receive on the ETNs. Retrospectively calculated and historical performance of
the Index below does not give effect to the Daily Investor Fee that will be deducted in calculating the daily redemption value of the
ETNs, any Early Redemption Charge or other charges on the ETNs. The Daily Investor Fee and Early Redemption Charge will adversely affect
your return on the ETNs. See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;Your payment at maturity or upon
early redemption or acceleration will be reduced by the fees and charges associated with the ETNs and the Index&rdquo; in this pricing
supplement. Retrospectively calculated and historical performance of the Index is not indicative of future performance of the Index or
your investment in the ETNs. The ETNs do not guarantee any return of, or on, your investment. Any payment on the ETNs is subject to our
ability to satisfy our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The graph below sets out
the retrospectively calculated performance from December 26, 2008 to March 27, 2013 and the historical performance from March 28, 2013
to <FONT STYLE="background-color: white">July 31, 2023 </FONT>of the Index. The Closing Level of the Index on <FONT STYLE="background-color: white">July
31, 2023 </FONT>was 1,179.431. For comparison purposes, the graph below also includes the retrospectively calculated performance of the
Credit Suisse NASDAQ Silver FLOWS<SUP>TM</SUP> (Formula-Linked OverWrite Strategy) 106 Total Return Index (the &ldquo;<B>TR Index</B>&rdquo;),
which is published on Bloomberg under the ticker symbol &ldquo;QSLVOTR &lt;Index&gt;&rdquo;.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: center; text-indent: 0in"><IMG SRC="image_004.jpg" ALT="" STYLE="height: 228px; width: 624px"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The TR Index reinvests
Distributions whereas the Index subtracts the Distribution from the Index, in each case on a monthly basis. Payment on the ETNs is linked
to the Index and not the TR Index. Distributions on the ETNs are not cumulative and are not reinvested in the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Distributions represent
notional premiums received from the notional sale of monthly call options on the SLV Shares pursuant to the Index methodology. The Chicago
Board Options Exchange (CBOE) changed the monthly option expiry date for options expiring on or after February 15, 2015, from the Saturday
following the third Friday of the month, to the third Friday of the month. The Index Sponsors changed the rules of the Index to maintain
continuity of the monthly expiry date of the Options and the calculation of the Index Value. The changes are not expected to have a material
effect on the value of the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The table below shows the
historical and retrospectively calculated annual returns of the Index and the TR Index from December 26, 2008 through <FONT STYLE="background-color: white">July
31, 2023</FONT>. Payment on the ETNs is linked to the Index and not the TR Index. Distributions on the ETNs are not cumulative and are
not reinvested in the Index. The data in the table below consists of retrospectively calculated data for the period from December 26,
2008 until March 28, 2013 and actual historical data which is limited to the period from March 28, 2013 through <FONT STYLE="background-color: white">July
31, 2023</FONT>.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Index</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>(QSLVO)</B></P></TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>TR Index</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>(QSLVOTR)</B></P></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; width: 40%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; width: 6%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><B>Year</B></TD>
    <TD STYLE="white-space: nowrap; width: 2%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Ending<BR>
 Level</B></TD>
    <TD STYLE="border-bottom: Black 1pt solid; width: 10%; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Annual<BR>
 Return</B></TD>
    <TD STYLE="white-space: nowrap; width: 2%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Ending Level</B></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><B>Annual<BR>
 Return</B></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; padding-right: 5.4pt; padding-left: 0.25in; text-align: left">(Index Base Date: December 26, 2008) </TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2008</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">10,502.82</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">10,502.82</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2009</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">10,157.60</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-3.29%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">14,228.95</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">35.48%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2010</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">13,305.62</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">30.99%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">22,907.26</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">60.99%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2011</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">8,953.68</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-32.71%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">21,298.76</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-7.02%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2012</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">7,362.43</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-17.77%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">21,806.33</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2.38%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; white-space: nowrap; padding-right: 5.4pt; padding-left: 0.25in; text-align: left">(Index Inception Date: March 28, 2013)</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2013</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">4,380.13</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-40.51%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">14,844.58</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-31.93%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2014</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">3,209.89</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-26.72%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">12,334.23</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-16.91%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2015</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2,641.08</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-17.72%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">11,583.77</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-6.08%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2016</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2,380.04</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-9.88%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">12,136.33</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">4.77%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2017</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2,301.96</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-3.28%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">12,776.65</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">5.28%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2018</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2,030.37</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-11.80%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">11,936.67</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-6.57%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2019</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2,073.97</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">2.15%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">13,112.79</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">9.85%</TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2020</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">1,951.19</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-5.92%</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">15,963.08</TD>
    <TD STYLE="white-space: nowrap; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">21.74%</TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2021</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">1520.14</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-22.09%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">15,351.06</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-3.83%</TD></TR>
  </TABLE>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; width: 40%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2022</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; width: 2%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; width: 13%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">1,328.66</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; width: 10%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-12.60%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; width: 2%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; width: 14%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">15,889.68</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; width: 13%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">3.51%</TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">(through July 31, 2023)</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">2023</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">1,179.43</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-11.23%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">15,754.00</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-0.85%</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The table below shows the
historical and retrospectively cumulative calculated returns of the Index and the TR Index from the Index Base Date of December 26, 2008
through <FONT STYLE="background-color: white">July 31, 2023 </FONT>and from the Index Inception Date of March 28, 2013 through <FONT STYLE="background-color: white">July
31, 2023</FONT>. The data in the table below consists of retrospectively calculated data for the period from December 26, 2008 until March
28, 2013 and actual historical data which is limited to the period from March 28, 2013 through <FONT STYLE="background-color: white">July
31, 2023</FONT>.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="white-space: nowrap; width: 69%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; width: 3%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="width: 11%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Index</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>(QSLVO)</B></P></TD>
    <TD STYLE="white-space: nowrap; width: 2%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="width: 15%; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>TR Index</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>(QSLVOTR)</B></P></TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Cumulative Return from the Index Base Date (December 26, 2008)</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-88.21%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">57.54%</TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Annualized Return from the Index Base Date (December 26, 2008)</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-13.62%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">3.16%</TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">Cumulative Return from the Index Inception Date (March 28, 2013)</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-82.77%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-23.99%</TD></TR>
  <TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">Annualized Return from the Index Inception Date (March 28, 2013)</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-15.63%</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">-2.62%</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 12pt 0 10pt; text-align: justify; text-indent: 0.5in">Historical and retrospectively
calculated performance of the Index is not indicative of future results. Index information presented is as of <FONT STYLE="background-color: white">July
31</FONT>, 2023 and is furnished as a matter of information only. Historical and retrospectively calculated performance of the Index and
the TR Index is not an indication of their future performance. Future performance of the Index and the TR Index may differ significantly
from their historical and retrospectively calculated performance, either positively or negatively.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in"><B>The iShares<SUP>&reg;</SUP>
Silver Trust </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Bank of New York Mellon
is the trustee of the iShares<SUP>&reg;</SUP> Silver Trust, iShares<SUP>&reg;</SUP> Delaware Trust Sponsor LLC, an indirect subsidiary
of BlackRock, Inc., is the sponsor of the iShares<SUP>&reg;</SUP> Silver Trust and JPMorgan Chase Bank N.A., London branch, is the custodian
of the iShares<SUP>&reg;</SUP> Silver Trust. BlackRock Asset Management International Inc. was the previous sponsor of the iShares<SUP>&reg;</SUP>
Silver Trust. The iShares<SUP>&reg;</SUP> Silver Trust is an investment trust formed on April 21, 2006 that seeks to have its shares reflect
the price of silver owned by the iShares<SUP>&reg;</SUP> Silver Trust, less fees and expenses. The iShares<SUP>&reg;</SUP> Silver Trust
trades on the NYSE Arca under the symbol &ldquo;SLV&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Information provided to
or filed with the Securities and Exchange Commission (the &ldquo;<B>SEC</B>&rdquo;) by the iShares<SUP>&reg;</SUP> Silver Trust pursuant
to the Securities Act of 1933 and the Securities Exchange Act of 1934 can be located by reference to SEC file number 333-268747 and 001-32863,
respectively, through the SEC&rsquo;s website at http://www.sec.gov. For additional information regarding the iShares<SUP>&reg;</SUP>
Silver Trust, iShares<SUP>&reg;</SUP> Delaware Trust Sponsor LLC, the trustee and the custodian, please see the prospectus dated December
22, 2022 for the iShares<SUP>&reg;</SUP> Silver Trust. In addition, information about the iShares<SUP>&reg;</SUP> Silver Trust may be
obtained from other sources including, but not limited to, press releases, newspaper articles and other publicly disseminated documents
and the public website of the iShares<SUP>&reg;</SUP> Silver Trust maintained by iShares<SUP>&reg;</SUP> Delaware Trust Sponsor LLC at
http://us.ishares.com. Reference to this &ldquo;uniform resource locator&rdquo; or &ldquo;URL&rdquo; is made as an inactive textual reference
for informational purposes only. Neither it nor other information found at this website or any other website referenced in this pricing
supplement is incorporated by reference into this pricing supplement. We make no representations or warranty as to the accuracy or completeness
of the information derived from these public sources. Information contained in the iShares<SUP>&reg;</SUP> Silver Trust website is not
incorporated by reference herein.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Investment Objective
and Strategy</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The investment objective
of the iShares<SUP>&reg;</SUP> Silver Trust is for the value of the shares of the iShares<SUP>&reg;</SUP> Silver Trust, called &ldquo;SLV
Shares,&rdquo; to reflect, at any given time, the price of silver owned by the iShares<SUP>&reg;</SUP> Silver Trust at that time, less
the iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s expenses and liabilities. Although the SLV Shares are not the exact equivalent of an
investment in silver, they provide investors with an alternative that allows a level of participation in the silver market through the
securities market. The iShares<SUP>&reg;</SUP> Silver Trust holds silver bars and issues shares in exchange for deposits of silver and
distributes silver in connection with the redemption of shares. Silver owned by the iShares<SUP>&reg;</SUP> Silver Trust will be held
by the custodian in England, New York and other locations that may be authorized in the future.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The shares of the iShares<SUP>&reg;</SUP>
Silver Trust represent units of fractional undivided beneficial interest in and ownership of the iShares<SUP>&reg;</SUP> Silver Trust,
the primary asset of which is silver, held by the custodian on behalf of the iShares<SUP>&reg;</SUP> Silver Trust. The iShares<SUP>&reg;</SUP>
Silver Trust is not actively managed. It does not engage in any activities designed to obtain a profit from, or to ameliorate losses caused
by, changes in the price of silver. However, the iShares<SUP>&reg;</SUP> Silver Trust is expected to make sales of silver to pay the sponsor&rsquo;s
fee and to cover expenses and liabilities not assumed by the sponsor. Such sales result in the iShares<SUP>&reg;</SUP> Silver Trust holding
cash for brief periods of time. In addition, there may be other situations where the iShares<SUP>&reg;</SUP> Silver Trust may hold cash.
For example, a claim may arise against the custodian, an authorized participant, or any other third party, which is settled in cash. In
those situations where the iShares<SUP>&reg;</SUP> Silver Trust unexpectedly receives cash or any other assets, the trust agreement provides
that no deposits of silver will be accepted (i.e., there will be no issuance of new SLV Shares) until after the record date for the distribution
of such cash or other property has passed.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Creation and Redemption</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The iShares<SUP>&reg;</SUP>
Silver Trust issues and redeems baskets of SLV Shares on a continuous basis (for purposes of the iShares<SUP>&reg;</SUP> Silver Trust,
a &ldquo;<B>basket</B>&rdquo; equals 50,000 SLV Shares). Baskets of SLV Shares are only issued or redeemed in exchange for an amount of
silver determined by the trustee on each day that NYSE Arca is open for regular trading. No SLV Shares are issued unless the custodian
has allocated to the iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s account (except for an unallocated amount of silver not in excess of
1,100 ounces), the corresponding amount of silver. On the day of creation of the iShares<SUP>&reg;</SUP> Silver Trust, a basket required
delivery of 500,000 ounces of silver. The amount of silver necessary for the creation of a basket, or to be received upon redemption of
a basket, decreases continuously over the life of the iShares<SUP>&reg;</SUP> Silver Trust, due to the payment or accrual of fees and
other expenses or liabilities payable by the iShares<SUP>&reg;</SUP> Silver Trust. Baskets may be created or redeemed only by authorized
participants, who pay the trustee a transaction fee for each order to create or redeem baskets.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The demand for silver may
temporarily exceed available supply that is acceptable for delivery to the iShares<SUP>&reg;</SUP> Silver Trust. To the extent that demand
for silver exceeds the available supply at that time, authorized participants may not be able to readily acquire sufficient amounts of
silver necessary for the creation of a basket. Baskets may be created only by authorized participants, and are only issued in exchange
for an amount of silver determined by the trustee on each day that NYSE Arca is open for regular trading. Market speculation in silver
could result in increased requests for the issuance of baskets. It is possible that authorized participants may be unable to acquire sufficient
silver that is acceptable for delivery to the iShares<SUP>&reg;</SUP> Silver Trust for the issuance of new baskets due to a limited then-available
supply coupled with a surge in demand for the SLV Shares. In such circumstances, the demand for creation may outpace authorized participants&rsquo;
ability to obtain silver that is acceptable for delivery to the iShares<SUP>&reg;</SUP> Silver Trust, and the iShares<SUP>&reg;</SUP>
Silver Trust may suspend or restrict the issuance of baskets. Such occurrence may lead to further volatility in the SLV Share price and
deviations, which may be significant, in the market price of the SLV Shares relative to the net asset value per share (the &ldquo;NAV&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Valuation of Silver;
Computation of Net Asset Value</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">On each business day, as
soon as practicable after 4:00 p.m. (New York time), the trustee evaluates the silver held by the iShares<SUP>&reg;</SUP> Silver Trust
and determines the net asset value of the iShares<SUP>&reg;</SUP> Silver Trust and the NAV. For purposes of making these calculations,
a business day means any day other than a day when NYSE Arca is closed for regular trading.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The trustee values the
iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s silver on the basis of that day&rsquo;s announced silver price (&ldquo;<B>LBMA Silver Price</B>&rdquo;).
The LBMA Silver Price is the price per ounce, in U.S. dollars, of unallocated silver delivered in London by the ICE Benchmark Administration
(&ldquo;<B>IBA</B>&rdquo;) following an electronic auction consisting of one or more thirty-second rounds starting at 12:00 noon, London
time, on each day that the London silver market is open for business, and published shortly thereafter. At the start of each round of
auction, IBA publishes a price for that round. Participants then have 30 seconds to enter, change or cancel their orders (i.e., how much
silver they want to buy or sell at that price). At the end of each round, order entry is frozen, and the system checks to see if the imbalance
(i.e., the difference between buying and selling) is within the threshold (normally 500,000 ounces for silver). If the imbalance is outside
the threshold at the end of a round, then the auction is not balanced, the price is adjusted and a new round starts. If the imbalance
is within the threshold then the auction is finished, and the price is set as the LBMA Silver Price for that day. Any imbalance is shared
equally between all direct participants (even if they did not place orders or did not log in), and the net volume for each participant
trades at the final price. The prices during the auction</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">are determined by an algorithm that takes into
account current market conditions and activity in the auction. Each auction is actively supervised by IBA staff. As of August 2, 2023,
information publicly available on IBA's website indicates that the direct participants currently qualified to submit orders during the
electronic auctions used for the daily determination of the LBMA Silver Price are Bank of China, Citibank, N.A. London Branch, Coins &lsquo;N
Things Inc., DRW Investments, LLC, Goldman Sachs, HSBC Bank USA NA, Jane Street Global Trading, LLC, JPMorgan Chase Bank, N.A. London
Branch, Koch Supply and Trading LP, Marex, Morgan Stanley, Standard Chartered Bank, StoneX Financial Ltd, Toronto-Dominion Bank and Virtu
Financial Global Markets, LLC.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Prior to October 2, 2017,
the LBMA Silver Price was determined using an electronic auction administered by CME Group and published by Thomson Reuters. Effective
as of October 2, 2017, IBA replaced CME Group and Thomson Reuters as the administrator for the LBMA Silver Price and began administering
the electronic auction for the LBMA Silver Price.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If there is no LBMA Silver
Price on any day, The Bank of New York Mellon is authorized to use the most recently announced LBMA Silver Price unless The Bank of New
York Mellon, in consultation with the Sponsor, determines that such price is inappropriate as a basis for evaluation. Once the value of
the iShares<SUP>&reg; </SUP>Silver Trust&rsquo;s silver has been determined, The Bank of New York Mellon subtracts all accrued fees, expenses
and other liabilities of the iShares<SUP>&reg; </SUP>Silver Trust from the total value of the silver and all other assets of the iShares<SUP>&reg;
</SUP>Silver Trust. The resulting figure is the net asset value of the iShares<SUP>&reg; </SUP>Silver Trust. The Bank of New York Mellon
determines the NAV by dividing the net asset value of the Trust by the number of Shares outstanding on the day the computation is made.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Trust Expenses</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The iShares<SUP>&reg;</SUP>
Silver Trust&rsquo;s only ordinary recurring expense is expected to be the sponsor&rsquo;s fee. In exchange for the sponsor&rsquo;s fee,
the sponsor has agreed to assume the following administrative and marketing expenses incurred by the iShares<SUP>&reg;</SUP> Silver Trust:
the trustee&rsquo;s fee, the custodian&rsquo;s fee, NYSE Arca listing fees, SEC registration fees, printing and mailing costs, audit fees
and expenses and up to $500,000 per annum in legal fees and expenses. The Sponsor may determine in its sole discretion to assume legal
fees and expenses of the iShares<SUP>&reg;</SUP> Silver Trust in excess of the $500,000 per annum required under the agreement. To the
extent that the Sponsor does not voluntarily assume such fees and expenses, they will be the responsibility of the iShares<SUP>&reg;</SUP>
Silver Trust. The sponsor also paid the costs of the iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s organization and the initial sale of
the SLV Shares, including the applicable SEC registration fees.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The sponsor&rsquo;s fee
is accrued daily and paid monthly in arrears at an annualized rate equal to 0.50% of the net asset value of the iShares<SUP>&reg;</SUP>
Silver Trust. The trustee will, when directed by the sponsor, and, in the absence of such direction, may, in its discretion, sell silver
in such quantity and at such times, as may be necessary to permit payment of the sponsor&rsquo;s fee and of iShares<SUP>&reg;</SUP> Silver
Trust expenses or liabilities not assumed by the sponsor. The trustee is authorized to sell silver at such times and in the smallest amounts
required to permit such payments as they become due, it being the intention to avoid or minimize the iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s
holdings of assets other than silver. Accordingly, the amount of silver to be sold will vary from time to time depending on the level
of the iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s expenses and the market price of silver. The custodian has agreed to purchase from
the iShares<SUP>&reg;</SUP> Silver Trust, at the request of the trustee, silver needed to cover iShares<SUP>&reg;</SUP> Silver Trust expenses
at a price equal to the price used by the trustee to determine the value of the silver held by the iShares<SUP>&reg;</SUP> Silver Trust
on the date of the sale.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Cash held by the trustee
pending payment of the iShares<SUP>&reg;</SUP> Silver Trust&rsquo;s expenses will not bear any interest. Each sale of silver by the iShares<SUP>&reg;</SUP>
Silver Trust will be a taxable event to shareholders.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><I>Termination of the iShares<SUP>&reg;
</SUP>Silver Trust </I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The sponsor and the trustee
may agree to amend the trust agreement without the consent of the holders of SLV Shares. If an amendment imposes or increases fees or
charges, except for taxes and other governmental charges, or prejudices a substantial right of holders of SLV Shares, it will not become
effective for outstanding SLV Shares until 30 days after the trustee notifies the Depository Trust Company (&ldquo;DTC&rdquo;) of the
amendment. <I>At the time an amendment becomes effective, by continuing to hold SLV Shares or an interest therein, investors are deemed
to agree to the amendment and to be bound by the trust agreement as amended</I>.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The trustee will terminate
the trust agreement if any of the following events occur:</P>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the trustee is notified that the SLV Shares are delisted from NYSE Arca and are not approved for listing
on another national securities exchange within five business days of their delisting&#894;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">holders of at least 75% of the outstanding SLV Shares notify the trustee that they elect to terminate
the iShares<SUP>&reg;</SUP> Silver Trust;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">60 days have elapsed since the trustee notified the sponsor of the trustee&rsquo;s election to resign
and a successor trustee has not been appointed and accepted its appointment;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the SEC determines that the iShares<SUP>&reg;</SUP> Silver Trust is an investment company under the Investment
Company Act of 1940, as amended, and the trustee has actual knowledge of that determination;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the aggregate market capitalization of the iShares<SUP>&reg;</SUP> Silver Trust, based on the closing
price for the SLV Shares, was less than $350 million on each of five consecutive trading days and the trustee receives, within six months
from the last of those trading days, notice that the sponsor has decided to terminate the iShares<SUP>&reg;</SUP> Silver Trust;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the CFTC determines that the iShares<SUP>&reg;</SUP> Silver Trust is a commodity pool under the Commodity
Exchange Act and the trustee has actual knowledge of that determination; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">the iShares<SUP>&reg; </SUP>Silver Trust fails to qualify for treatment, or ceases to be treated, as a
grantor trust for United States federal income tax purposes and the trustee receives notice that the sponsor has determined that the termination
of the iShares<SUP>&reg;</SUP> Silver Trust is advisable.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The term of the iShares<SUP>&reg;</SUP>
Silver Trust is perpetual (unless terminated earlier in certain circumstances). The trustee will notify DTC at least 30 days before the
date for termination of the trust agreement. After termination, the trustee and its agents will do the following under the trust agreement
but nothing else: (1) collect distributions pertaining to trust property, (2) pay the iShares<SUP>&reg; </SUP>Silver Trust&rsquo;s expenses
and sell silver as necessary to meet those expenses and (3) deliver trust property upon surrender and cancellation of SLV Shares. Ninety
days or more after termination, the trustee may sell any remaining trust property by public or private sale. After that, the trustee will
hold the money it received on the sale, as well as any other cash it is holding under the trust agreement for the pro rata benefit of
the registered holders that have not surrendered their SLV Shares. It will not invest the money and has no liability for interest. The
trustee&rsquo;s only obligations will be to account for the money and other cash, after deduction of applicable fees, trust expenses and
taxes and governmental charges.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in"><I>Historical Performance
of the iShares<SUP>&reg; </SUP>Silver Trust </I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The following graph sets
forth the historical performance of the iShares<SUP>&reg;</SUP> Silver Trust based on the closing price of one SLV Share from December
26, 2008 through <FONT STYLE="background-color: white">July 31</FONT>, 2023. The closing price of one SLV Share on <FONT STYLE="background-color: white">July
31</FONT>, 2023 was $22.69. We obtained the closing prices below from Bloomberg, without independent verification. The historical prices
of the SLV Shares should not be taken as an indication of future performance, and no assurance can be given as to the future performance
of the SLV Shares.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: center; text-indent: 0in"><B>Historical Performance
of the iShares<SUP>&reg;</SUP> Silver Trust (SLV)</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: center; text-indent: 0in"><IMG SRC="image_005.jpg" ALT="" STYLE="height: 259px; width: 426px"></P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: center">DESCRIPTION
OF THE ETNS</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The market value of the
ETNs will be affected by several factors, many of which are beyond our control. We expect that generally the level of the Index on any
day will affect the market value of the ETNs more than any other factor. Other factors that may influence the market value of the ETNs
include, but are not limited to, the path and volatility of the Index; the prevailing market prices of options on the Index Components
and other financial instruments related to the Index; the Daily Investor Fee; the Notional Transaction Costs; supply and demand for the
ETNs, including inventory positions with any market maker; the volatility of the Index; prevailing rates of interest; the volatility of
securities markets; economic, financial, political, regulatory or judicial events that affect the level of the Index or the market price
or forward volatility of commodities markets or options or futures contracts relating to the Index or the SLV Shares; the general interest
rate environment; the perceived creditworthiness of Credit Suisse; supply and demand in the listed and over-the-counter commodity derivative
markets; and supply and demand as well as hedging activities. See &ldquo;Risk Factors&rdquo; in this pricing supplement for a discussion
of the factors that may influence the market value of the ETNs prior to maturity.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Intraday Indicative Value</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Intraday
Indicative Value</B>&rdquo; of the ETNs is designed to reflect the economic value of the ETNs at a given time. The Intraday Indicative
Value of the ETNs will be calculated and published by the Index Calculation Agent every fifteen (15) seconds on each Trading Day during
normal trading hours so long as no Market Disruption Event has occurred or is continuing and will be disseminated over the consolidated
tape or other major market data vendor. The Intraday Indicative Value of the ETNs at any time is based on the most recent intraday level
of the Index. It is calculated using the same formula as the Closing Indicative Value, except that instead of using the Closing Level
of the Index, the calculation is based on the most recent reported level of the Index at the particular time (or, if the day on which
such time occurs is not a Trading Day, as determined by the Calculation Agent).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><B>At any time at which
a Market Disruption Event has occurred and is continuing, there shall be no Intraday Indicative Value. If the Intraday Indicative Value
of the ETNs is equal to or less than zero at any time or the Closing Indicative Value is equal to zero on any Trading Day, the Closing
Indicative Value of the ETNs on that day, and all future days, will be zero.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Neither the Intraday Indicative
Value nor the Closing Indicative Value calculation is intended as a price or quotation, or as an offer or solicitation for the purchase,
sale, redemption, acceleration or termination of your ETNs, nor will it reflect hedging or transaction costs, credit considerations, market
liquidity or bid-offer spreads. The Index Calculation Agent is responsible for computing and disseminating the ETN&rsquo;s Indicative
Values. Published levels of the Index from the Index Calculation Agent may occasionally be subject to delay or postponement. Any such
delays or postponements will affect the current level of the Index and therefore the Intraday Indicative Value of your ETNs. The actual
trading price of the ETNs may be different from their Intraday Indicative Value or Closing Indicative Value.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The actual trading price of the ETNs at
any time may vary significantly from the Intraday Indicative Value at such time. The trading price of the ETNs at any time is the price
that you may be able to buy or sell your ETNs in the secondary market at such time, if one exists.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The trading price of the
ETNs at any time is the price at which you may be able to buy or sell your ETNs in the secondary market at such time, if one exists. In
the absence of an active secondary market for the ETNs, the last reported trading price may not reflect the actual price at which you
may be able to buy or sell your ETNs at a particular time. The trading price of the ETNs at any time may vary significantly from their
Indicative Value at such time due to, among other things, imbalances of supply and demand, lack of liquidity, transaction costs, credit
considerations and bid-offer spreads.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The closing price of the
ETNs will be published on each Trading Day under the ticker symbol &ldquo;SLVO&rdquo;. Any premium or discount may be reduced or eliminated
at any time. Paying a premium purchase price of the ETNs over the Intraday Indicative Value or the Closing Indicative Value of the ETNs
could lead to significant losses in the event you sell your ETNs at a time when such premium is no longer present in the market place
or your ETNs are redeemed by us (including pursuant to an acceleration at our option), in which case you will be entitled to receive a
cash payment based on the Closing Indicative Value on the relevant Valuation Date(s).</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">The ETNs may be redeemed or accelerated
at any time, subject to the conditions described in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">As discussed in &ldquo;Specific
Terms of the ETNs&mdash;Payment Upon Early Redemption&rdquo; below, you may, subject to certain restrictions, provide a Redemption Notice
on any Business Day during the term of the ETNs beginning on April 17, 2013 through April 8, 2033 (or, if the maturity of the ETNs is
extended, five (5) scheduled Trading Days prior to the scheduled Final Valuation Date, as extended) (for an anticipated April 11, 2033
Early Redemption Valuation Date and an anticipated Early Redemption Date of April 14, 2033 or, if the maturity of the ETNs is extended,
an Early Redemption Valuation Date four (4) scheduled Trading Days prior to the scheduled Final Valuation Date, as extended, and an Early
Redemption Date one scheduled Business Day prior to the scheduled Final Valuation Date, as extended). If you elect to offer your ETNs
to Credit Suisse for redemption, you must offer at least the applicable Minimum Redemption Amount at one time for redemption on any Early
Redemption Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, we have the
right to accelerate the ETNs in whole or in part at any time on any Business Day occurring on or after the Inception Date or upon the
occurrence of certain events described herein. Upon an acceleration of all of the outstanding ETNs, you will be entitled to receive a
cash payment per ETN in an amount (the &ldquo;<B>Accelerated Redemption Amount</B>&rdquo;) equal to the arithmetic average, as determined
by the Calculation Agent, of the Closing Indicative Values of such ETNs during the Accelerated Valuation Period. If fewer than all of
the outstanding ETNs are accelerated, the Accelerated Redemption Amount will be the Closing Indicative Value on the Accelerated Valuation
Date. If less than all the ETNs are to be redeemed pursuant to an Optional Acceleration or an Event Acceleration, the trustee shall select,
pro rata, by lot or in such manner as it deems appropriate and fair, the ETNs to be redeemed pursuant to such acceleration. ETNs may be
accelerated in part in multiples of 50,000 ETNs, or an integral multiple of 50,000 ETNs in excess thereof.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The last date on which
Credit Suisse will redeem your ETNs at your option will be April 14, 2033 (or, if the maturity of the ETNs is extended, one scheduled
Business Day prior to the scheduled Maturity Date, as extended). As such, you must offer your ETNs for redemption no later than April
8, 2033 (or, if the maturity of the ETNs is extended, five (5) scheduled Trading Days prior to the scheduled Final Valuation Date, as
extended). The daily redemption feature is intended to induce arbitrageurs to counteract any trading of the ETNs at a premium or discount
to their Indicative Value, although there can be no assurance that arbitrageurs will employ the redemption feature in this manner.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Split or Reverse Split of the ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Calculation Agent may
initiate a split or reverse split of the ETNs on any Trading Day. If the Calculation Agent decides to initiate a split or reverse split,
the Calculation Agent will issue a notice to holders of the ETNs and a press release announcing the split or reverse split, specifying
the effective date of the split or reverse split. The Calculation Agent will determine the ratio of such split or reverse split, as the
case may be, using relevant market indicia, and will adjust the terms of the ETNs accordingly. Any adjustment of the closing value will
be rounded to 8 decimal places.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the case of a reverse
split, we reserve the right to address odd numbers of ETNs (commonly referred to as &ldquo;<B>partials</B>&rdquo;) in a manner determined
by the Calculation Agent in its sole discretion. For example, if the ETNs undergo a 1-for-4 reverse split, holders who own a number of
ETNs on the relevant record date that is not evenly divisible by 4 will receive the same treatment as all other holders for the maximum
number of ETNs they hold that is evenly divisible by 4, and we will have the right to compensate holders for their remaining or &ldquo;partial&rdquo;
ETNs in a manner determined by the Calculation Agent in its sole discretion. Our current intention is to provide holders with a cash payment
for their partials in an amount equal to the appropriate percentage of the Closing Indicative Value of the ETNs on a specified Trading
Day following the announcement date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A split or reverse split
of the ETNs will not affect the aggregate stated principal amount of ETNs held by an investor, other than to the extent of any &ldquo;partial&rdquo;
ETNs, but it will affect the number of ETNs an investor holds, the denominations used for trading purposes on the exchange and the trading
price, and may affect the liquidity, of the ETNs on the exchange.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Credit Suisse implemented
a 1-for-20 reverse split of the ETNs in accordance with the procedures described above. The reverse split became effective prior to the
opening of trading on September 27, 2022.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: center">SPECIFIC
TERMS OF THE ETNs</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In this section, references
to &ldquo;holders&rdquo; mean those who own the ETNs registered in their own names, on the books that we or the trustee maintain for this
purpose, and not those who own beneficial interests in the ETNs registered in street name or in the ETNs issued in book-entry form through
The Depository Trust Company (&ldquo;<B>DTC</B>&rdquo;) or another depositary. Owners of beneficial interests in the ETNs should read
the section entitled &ldquo;Description of Notes&mdash;Book-Entry, Delivery and Form&rdquo; in the accompanying prospectus supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The ETNs are Senior Medium-Term
Notes as described in the accompanying prospectus supplement dated <FONT STYLE="background-color: white">June 26, 2023 </FONT>and prospectus
which also contain a detailed summary of additional provisions of the ETNs and of the senior indenture, dated as of March 29, 2007, as
amended, between Credit Suisse AG (formerly Credit Suisse) and The Bank of New York Mellon (formerly The Bank of New York), as trustee,
under which the ETNs will be issued (the &ldquo;<B>indenture</B>&rdquo;). You should read all the provisions of the accompanying prospectus
and prospectus supplement, including information incorporated by reference, and the indenture.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Please note that the information
about the price to the public and the proceeds to Credit Suisse on the front cover of this pricing supplement relates only to the initial
sale of the ETNs. If you have purchased the ETNs after the initial sale, information about the price and date of sale to you will be provided
in a separate confirmation of sale.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Coupon Amount</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">On each Coupon Payment
Date, for each $400.00 stated principal amount of the ETNs, holders on the Coupon Record Date will be entitled to receive a variable cash
payment equal to the Closing Indicative Value on the Index Business Day immediately preceding the relevant Index Distribution Date multiplied
by the Coupon Percentage for that Index Distribution Date. The Coupon will be paid on the Coupon Payment Date to the holder of record
on the applicable Coupon Record Date. No Coupon Amount will be due or payable in the event you elect to offer your ETNs for early redemption
or we accelerate the maturity of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Coupon Percentage in
respect of an Index Distribution Date will be the Distribution for such Index Distribution Date <I>divided by</I> the Closing Level of
the Index the Index Business Day immediately preceding the Index Distribution Date. The Distribution represents the notional monthly call
premium earned on the sale of the call options written on the SLV Shares during the immediately preceding Index Rebalancing Period pursuant
to the Index methodology described herein.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The premiums generated
from the notional sales of the Options will be subtracted monthly from the Index and paid to holders of the ETNs in the form of a Coupon
Amount, the amount of which is determined based on the notional premiums received from the sale of the Options during the preceding Rebalancing
Period as described below.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Index Rebalancing
Period</B>&rdquo; refers to the five (5) consecutive Index Calculation Days beginning on and including the Index Calculation Day that
is ten (10) calendar days prior to the Expiry Date (as defined below) of the relevant Options (each, a &ldquo;<B>Roll Date</B>&rdquo;).
The Index will be rebalanced at the end of each Roll Date in accordance with the following steps:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">First, on the Index Calculation Day preceding the first Roll Date of each month, the strike price of the
new Option is determined. The strike price will be the lowest listed strike price that is above 106% of the price per Share as of the
4:00 p.m. New York City time on such date of determination. Then, the Index will roll its monthly exposure over the next five (5) consecutive
Index Calculation Days. The roll percentage is the proportion of the expiring position being rolled into a new position on each Roll Date.</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">At the end of the first Roll Date, and on each successive Roll Date of such Index Rebalancing Period,
the Index will notionally sell the new Option. Additionally, as of the end of each such Roll Date, the Index will hypothetically close
out through repurchase 20% (or such greater amount in the event of roll disruptions) of the Options notionally sold during the previous
Index Rebalancing Period (the expiring Options); the Index will notionally liquidate SLV Shares Units in an amount sufficient to fund
the notional repurchase.</TD></TR></TABLE>


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<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Finally, on the last Roll Date of such Index Rebalancing Period, the Index will determine the amount of
the notional Option premium, which will, on the close of the last Roll Date of the next following Index Rebalancing Period, be subtracted
from the Index as a Distribution and paid to holders of the ETNs in the form of the Coupon Amount.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">An Index Distribution Date
will be the date on which the Distribution is subtracted from the level of the Index pursuant to the rules of the Index, which will occur
on the last Roll Date of a given Index Rebalancing Period.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The Coupon Amount is calculated
by reference to the notional Distribution from the Index, which will decrease the level of the Index (and therefore the value of the ETNs),
as the Distribution comes directly from the notional portfolio reflected by the Index Components. When the Distribution is deducted from
the Index on the Index Distribution Date, the Coupon Amount will be added to the Closing Indicative Value and the Intraday Indicative
Value of the ETNs. At the market opening on the Ex-Coupon Date, the ETNs will trade on an ex-coupon basis, adjusted for the Coupon Amount,
meaning that the Coupon Amount will no longer be included in the Closing Indicative Value or the Intraday Indicative Value of the ETNs.
For a holder to receive the upcoming Coupon Amount, the holder must own the ETNs on the Coupon Record Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Ex-Coupon
Date</B>&rdquo; means, with respect to each Coupon Amount, the first Trading Day on which the ETNs trade without the right to receive
such Coupon Amount.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Denomination</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Prior to September 27,
2022, the denomination and stated principal amount of each ETN was $20.00. Credit Suisse implemented a 1-for-20 reverse split of the ETNs,
effective September 27, 2022. As of September 27, 2022, the denomination and stated principal amount of each ETN is $400.00. ETNs may
be issued at a price that is higher or lower than the stated principal amount, based on the Indicative Value of the ETNs at that time.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Payment at Maturity</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If you hold your ETNs to
maturity, you will be entitled to receive a cash payment on April 21, 2033 (the &ldquo;<B>Maturity Date</B>&rdquo;) (or, if the maturity
of the ETNs is extended, on the scheduled Maturity Date, as extended) that is equal to the &ldquo;<B>Final Indicative Value</B>&rdquo;,
which will be the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Value on each of the immediately
preceding five (5) Trading Days to and including the Final Valuation Date (the &ldquo;<B>Final Valuation Period</B>&rdquo;). We refer
to the amount of such payment as the &ldquo;<B>Maturity Redemption Amount</B>&rdquo;. If the scheduled Maturity Date is not a Business
Day, the Maturity Date will be postponed to the first Business Day following the scheduled Maturity Date. If the scheduled Final Valuation
Date is not a Trading Day, the Final Valuation Date will be postponed to the next following Trading Day, in which case the Maturity Date
will be postponed to the third Business Day following the Final Valuation Date as so postponed. In addition, if a Market Disruption Event
occurs or is continuing on the Final Valuation Date, the Maturity Date will be postponed until the date three (3) Business Days following
the Final Valuation Date, as postponed. No interest or additional payment will accrue or be payable as a result of any postponement of
the Maturity Date. Any payment on the ETNs is subject to our ability to pay our obligations as they become due. In no event will the payment
at maturity be less than zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The scheduled Maturity
Date is initially April 21, 2033, but may be extended at our option for up to two (2) additional five-year periods. We may only extend
the scheduled Maturity Date for five (5) years at a time. If we exercise our option to extend the maturity of the ETNs, we will notify
DTC (the holder of the global note for the ETNs) and the trustee at least 45 but not more than 60 calendar days prior to the then scheduled
Maturity Date. We will provide such notice to DTC and the trustee in respect of each five-year extension of the scheduled Maturity Date
that we choose to effect.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">If the Final Indicative Value is zero,
the Maturity Redemption Amount will be zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Closing Indicative
Value on the Inception Date was $20.00 (the &ldquo;<B>Initial Indicative Value</B>&rdquo;). The Closing Indicative Value on each calendar
day following the Inception Date will be calculated by the Index Calculation Agent and will be equal to (1) the Current Principal Amount
for such calendar day <I>plus</I> (2) for any day on or after the Index Distribution Date but prior to the Ex-Coupon Date for a given
month, any accrued but unpaid Coupon Amount. The</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Closing Indicative Value will never be less
than zero. <B>If the Intraday Indicative Value is equal to or less than zero at any time or the Closing Indicative Value is equal to zero
on any Trading Day, the Closing Indicative Value of the ETNs on that day, and all future days, will be zero. </B>The ETNs underwent a
1-for-20 reverse split, effective September 27, 2022. Since September 27, 2022, the Closing Indicative Value has been expressed in an
amount per denomination and stated principal amount of $400.00 based on the split-adjusted Current Principal Amount. The Closing Indicative
Value is not the same as the closing price or any other trading price of the ETNs in the secondary market. The trading price of the ETNs
at any time may vary significantly from their Indicative Value at such time. See &ldquo;Description of the ETNs&rdquo;. If the ETNs undergo
a subsequent split or reverse split, the Closing Indicative Value of the ETNs will be adjusted accordingly (see &ldquo;Description of
the ETNs&mdash;Split or Reverse Split of the ETNs&rdquo; in this pricing supplement). Such adjustment may adversely affect the trading
price and liquidity of the ETNs. Even if the Closing Indicative Value or Intraday Indicative Value is equal to or less than zero at any
time, the trading price of the ETNs may remain above zero. Buying the ETNs at such a time will lead to a complete loss of your investment.
See &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;If the Intraday Indicative Value is equal to or less than
zero at any time or the Closing Indicative Value is equal to zero on any Trading Day, you will lose all of your investment&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Current Principal
Amount</B>&rdquo; on each calendar day following the Inception Date will be equal to (1)(a) the Current Principal Amount on the immediately
preceding calendar day <I>times</I> (b) the Daily Index Factor on such calendar day <I>minus</I> (2) the Daily Investor Fee on such calendar
day. The Current Principal Amount on the Inception Date was $20.00. The ETNs underwent a 1-for-20 reverse split, effective September 27,
2022. For the purposes of determining the Current Principal Amount on September 27, 2022, the Current Principal Amount on September 26,
2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above. Since September 27, 2022, the Current Principal
Amount has been expressed in an amount per denomination and stated principal amount of $400.00.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A &ldquo;<B>Business Day</B>&rdquo;
is a Monday, Tuesday, Wednesday, Thursday or Friday that is not a day on which banking institutions in New York City or London, England
generally are authorized or obligated by law, regulation or executive order to close.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A &ldquo;<B>Trading Day</B>&rdquo;
is a day which is (i)&nbsp;an Index Business Day, (ii)&nbsp;an ETN Business Day and (iii) an Index Component Business Day for each of
the Index Components.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>Index Business
Day</B>&rdquo;&#9;is a day on which the level of the Index is calculated and published.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">With respect to any Index
Component, an &ldquo;<B>Index Component Business Day</B>&rdquo; is a day on which trading is generally conducted on any markets on which
such Index Component is traded.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;<B>ETN Business
Day</B>&rdquo; is a day on which trading is generally conducted on the New York Stock Exchange, NYSE Arca and NASDAQ.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Daily Index
Factor</B>&rdquo; on any Index Business Day will equal (a) the Closing Level of the Index on such Index Business Day <I>divided by</I>
(b) the Closing Level of the Index on the immediately preceding Index Business Day. The Daily Index Factor is deemed to be one on any
day that is not an Index Business Day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">On any calendar day, the
&ldquo;<B>Daily Investor Fee</B>&rdquo; will be equal to the product of (1)(a) the Current Principal Amount on the immediately preceding
calendar day <I>times</I> (b) the Daily Index Factor on such calendar day <I>times</I> (2)(a) the Investor Fee Rate <I>divided by</I>
(b) 365. The &ldquo;<B>Investor Fee Rate</B>&rdquo; will be equal to 0.65%. The ETNs underwent a 1-for-20 reverse split, effective September
27, 2022. For the purposes of determining the Daily Investor Fee on September 27, 2022, the Current Principal Amount on September 26,
2022, multiplied by 20 and rounded to 8 decimal places, shall be used in the formula above.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><B>The ETNs do not guarantee
any return of your investment. If the level of the Index decreases or does not increase sufficiently to offset the Daily Investor Fee
(and in the case of Early Redemption, the Early Redemption Charge) over the term of the ETNs, you will receive less, and possibly significantly
less, at maturity or upon early redemption or acceleration of the ETNs than the amount of your investment. </B>See &ldquo;Hypothetical
Examples&rdquo; and &ldquo;Risk Factors&mdash;Risks Relating to the Return on the ETNs&mdash;Even if the Closing Level of the Index on
the applicable Valuation Date exceeds the initial Closing Level of the Index on the date of your investment, you may</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">receive less than your investment amount of
your ETNs&rdquo; in this pricing supplement for additional information on how the Daily Investor Fee affects the overall value of the
ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The &ldquo;<B>Closing Level</B>&rdquo;
of the Index on any Trading Day will be the Closing Level published on Bloomberg under the ticker symbol &ldquo;QSLVO &lt;Index&gt;&rdquo;
or any successor page on Bloomberg or any successor service, as applicable; provided that in the event a Market Disruption Event exists
on a Valuation Date, the Calculation Agent will determine the Closing Level of the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any payment you will be
entitled to receive is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For a further description
of how your payment at maturity will be calculated, see &ldquo;Hypothetical Examples&rdquo; and &ldquo;Specific Terms of the ETNs&rdquo;
in this pricing supplement.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Payment Upon Early Redemption</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Prior to maturity, you
may, subject to certain restrictions described below, offer at least the applicable Minimum Redemption Amount or more of your ETNs to
us for redemption on an Early Redemption Date during the term of the ETNs until April 8, 2033 (or, if the maturity of the ETNs is extended,
five (5) scheduled Trading Days prior to the scheduled Final Valuation Date, as extended). If you elect to offer your ETNs for redemption,
and the requirements for acceptance by us are met, you will be entitled to receive a cash payment per ETN on the Early Redemption Date
equal to the Early Redemption Amount. Any payment you will be entitled to receive on the ETNs is subject to our ability to pay our obligations
as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You may exercise your early
redemption right by causing your broker or other person with whom you hold your ETNs to deliver a Redemption Notice (as defined herein)
to Credit Suisse. If your Redemption Notice is delivered prior to 4:00 p.m., New York City time, on any Business Day, the immediately
following Trading Day will be the applicable &ldquo;<B>Early Redemption Valuation Date</B>&rdquo;. Otherwise, the second following Trading
Day will be the applicable Early Redemption Valuation Date. See &ldquo;&mdash;Procedures for Early Redemption&rdquo;.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You must offer for redemption
at least 10,000 ETNs or an integral multiple of 10,000 ETNs in excess thereof at one time in order to exercise your right to cause us
to redeem your ETNs on any Early Redemption Date (the &ldquo;<B>Minimum Redemption Amount</B>&rdquo;); provided that we or CSi as the
Calculation Agent may from time to time reduce, in part or in whole, the Minimum Redemption Amount. Any such reduction will be applied
on a consistent basis for all holders of the ETNs at the time the reduction becomes effective. If the ETNs undergo a subsequent split
or reverse split, the minimum number of ETNs needed to exercise your right to cause us to redeem your ETNs will remain the same.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">When you submit your ETNs
for redemption in accordance with the redemption procedures described herein, your ETNs may remain outstanding (and be resold by us or
an affiliate) or may be submitted by us for cancellation.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">The &ldquo;<B>Early Redemption
Date</B>&rdquo; is the third Business Day following an Early Redemption Valuation Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">The &ldquo;<B>Early Redemption
Charge</B>&rdquo; per ETN will equal 0.125% <I>times</I> the Closing Indicative Value on the Early Redemption Valuation Date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">The &ldquo;<B>Early Redemption
Amount</B>&rdquo; is a cash payment per ETN equal to the greater of (A) zero and (B)(1) the Closing Indicative Value on the applicable
Early Redemption Valuation Date <I>minus</I> (2) the Early Redemption Charge, calculated by the Calculation Agent.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Procedures for Early Redemption</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If you wish to offer your
ETNs to Credit Suisse for redemption, your broker or other person with whom you hold your ETNs must follow the following procedures:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Deliver a notice of redemption, in substantially the form of Annex A (the &ldquo;<B>Redemption Notice</B>&rdquo;),
to Credit Suisse via email or other electronic delivery as requested by Credit Suisse. If your Redemption Notice is delivered prior to
4:00 p.m., New York City time, on any Business Day, the</TD></TR></TABLE>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 1in; text-align: justify">immediately following Trading Day will
be the applicable &ldquo;<B>Early Redemption Valuation Date</B>&rdquo;. Otherwise, the second following Trading Day will be the applicable
Early Redemption Valuation Date. If Credit Suisse receives your Redemption Notice no later than 4:00 p.m., New York City time, on any
Business Day, Credit Suisse will respond by sending your broker an acknowledgment of the Redemption Notice accepting your redemption request
by 7:30 p.m., New York City time, on the Business Day prior to the applicable Early Redemption Valuation Date. Credit Suisse or its affiliate
must acknowledge to your broker acceptance of the Redemption Notice in order for your redemption request to be effective;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Notwithstanding the foregoing, Credit Suisse may, at its option, waive the requirement that the Redemption
Notice be delivered as set forth above, if confirmed by Credit Suisse that a written indication of an offer for early redemption has otherwise
been accepted by Credit Suisse. Any such written indication that is delivered after 4:00 p.m., New York City time, on any Business Day,
will be deemed to have been made on the following Business Day. For the avoidance of doubt, you may choose to comply with the procedures
set forth above in lieu of the procedures in this clause, irrespective of any waiver by Credit Suisse;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Cause your DTC custodian to book a delivery versus payment trade with respect to the ETNs on the applicable
Early Redemption Valuation Date at a price equal to the applicable Early Redemption Amount, facing us; and</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD><TD STYLE="text-align: justify">Cause your DTC custodian to deliver the trade as booked for settlement via DTC at or prior to 10:00 a.m.
New York City time, on the applicable Early Redemption Date (the third Business Day following the Early Redemption Valuation Date).</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">You are responsible for
(i) instructing or otherwise causing your broker to provide the Redemption Notice and (ii) your broker satisfying the additional requirements
as set forth in the second and third bullets above in order for the redemption to be effected. Different brokerage firms may have different
deadlines for accepting instructions from their customers. Accordingly, you should consult the brokerage firm through which you own your
interest in the ETNs in respect of such deadlines. If Credit Suisse does not (i) receive the Redemption Notice from your broker by 4:00
p.m. and (ii) deliver an acknowledgment of such Redemption Notice to your broker accepting your redemption request by 7:30 p.m., on the
Business Day prior to the applicable Early Redemption Valuation Date, such notice will not be effective for such Business Day and Credit
Suisse will treat such Redemption Notice as if it was received on the next Business Day. Any redemption instructions for which Credit
Suisse receives a valid confirmation in accordance with the procedures described above will be irrevocable after Credit Suisse confirms
your offer for early redemption.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Because the Early Redemption
Amount you will receive for each ETN will not be determined until the close of trading on the applicable Early Redemption Valuation Date,
you will not know the applicable Early Redemption Amount at the time you exercise your redemption right and will bear the risk that your
ETNs will decline in value between the time of your exercise and the time at which the Early Redemption Amount is determined.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Acceleration at Our Option or Upon an Acceleration
Event</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have the right to accelerate
the ETNs in whole or in part on any Business Day occurring on or after the Inception Date (an &ldquo;<B>Optional Acceleration</B>&rdquo;).
In addition, if an Acceleration Event (as defined herein) occurs at any time with respect to the ETNs, we will have the right to accelerate
all or any portion of the outstanding ETNs (an &ldquo;<B>Event Acceleration</B>&rdquo;). Upon an acceleration of all of the outstanding
ETNs, you will be entitled to receive a cash payment per ETN in an amount (the &ldquo;<B>Accelerated Redemption Amount</B>&rdquo;) equal
to the arithmetic average, as determined by the Calculation Agent, of the Closing Indicative Values of such ETNs during the Accelerated
Valuation Period. If fewer than all of the outstanding ETNs are accelerated, the Accelerated Redemption Amount will be the Closing Indicative
Value on the Accelerated Valuation Date. If less than all the ETNs are to be redeemed pursuant to an Optional Acceleration or an Event
Acceleration, the trustee shall select, pro rata, by lot or in such manner as it deems appropriate and fair, the ETNs to be redeemed pursuant
to such acceleration. ETNs may be accelerated in part in multiples of 50,000 ETNs, or an integral multiple of 50,000 ETNs in excess thereof.
We will provide at least five (5) Business Days&rsquo; notice of any ETNs to be accelerated and, in the case of any ETNs selected for
partial redemption, the stated principal amount thereof to be redeemed. All provisions relating to the acceleration of the ETNs to be</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">redeemed only in part, relate to the portion
of the stated principal amount of ETNs which has been or is to be redeemed pursuant to these acceleration provisions.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any payment you will be
entitled to receive on the ETNs is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In the case of an Optional
Acceleration of all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Period</B>&rdquo; shall be a period of five (5) consecutive
Trading Days specified in our notice of Optional Acceleration, the first Trading Day of which shall be at least two (2) Business Days
after the date on which we give notice of such Optional Acceleration. In the case of an Event Acceleration of all outstanding ETNs, the
&ldquo;Accelerated Valuation Period&rdquo; shall be a period of five (5) consecutive Trading Days, the first Trading Day of which shall
be the day on which we give notice of such Event Acceleration (or, if such day is not a Trading Day, the next following Trading Day).
In the case of an acceleration of less than all outstanding ETNs, the &ldquo;<B>Accelerated Valuation Date</B>&rdquo; will be the first
Trading Day following the date of our notice of acceleration. The Accelerated Redemption Amount will be payable on the third Business
Day following the Accelerated Valuation Date or the third Business Day following the last Trading Day in the Accelerated Valuation Period
as the case may be (such date the &ldquo;<B>Acceleration Date</B>&rdquo;). We will give notice of any acceleration of the ETNs through
customary channels used to deliver notices to holders of exchange traded notes.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any payment you will be
entitled to receive is subject to our ability to pay our obligations as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">An &ldquo;Acceleration
Event&rdquo; means:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in">(a)</TD><TD STYLE="text-align: justify">an amendment to or change (including any officially announced proposed change) in the laws, regulations
or rules of the United States (or any political subdivision thereof), or any jurisdiction in which a Primary Exchange or Related Exchange
(each as defined herein) is located that (i) makes it illegal for CSi to hold, acquire or dispose of options or futures contracts relating
to the Index or the SLV Shares or options, futures, swaps or other derivatives on the Index, the SLV Shares or the Options (including
but not limited to exchange-imposed position limits), (ii) shall materially increase the cost to the Issuer, our affiliates, third parties
with whom we transact or similarly situated third parties in performing our or their obligations in connection with the ETNs, (iii) shall
have a material adverse effect on any of these parties&rsquo; ability to perform their obligations in connection with the ETNs or (iv)
shall materially affect our ability to issue or transact in exchange traded notes similar to the ETNs, each as determined by us or CSi,
as the Calculation Agent;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in">(b)</TD><TD STYLE="text-align: justify">any official administrative decision, judicial decision, administrative action, regulatory interpretation
or other official pronouncement interpreting or applying those laws, regulations or rules that is announced on or after the Inception
Date that (i) makes it illegal for CSi to hold, acquire or dispose of options or futures contracts relating to the Index or the SLV Shares
or options, futures, swaps or other derivatives on the Index or the futures contracts relating to the Index, the SLV Shares or the Options
(including but not limited to exchange-imposed position limits), (ii) shall materially increase the cost to the Issuer, our affiliates,
third parties with whom we transact or similarly situated third parties in performing our or their obligations in connection with the
ETNs, (iii) shall have a material adverse effect on the ability of the Issuer, our affiliates, third parties with whom we transact or
a similarly situated third party to perform our or their obligations in connection with the ETNs or (iv) shall materially affect our ability
to issue or transact in exchange traded notes similar to the ETNs, each as determined by us or CSi, as the Calculation Agent;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in">(c)</TD><TD STYLE="text-align: justify">any event that occurs on or after the Inception Date that makes it a violation of any law, regulation
or rule of the United States (or any political subdivision thereof), or any jurisdiction in which a Primary Exchange or Related Exchange
(each as defined herein) is located, or of any official administrative decision, judicial decision, administrative action, regulatory
interpretation or other official pronouncement interpreting or applying those laws, regulations or rules, (i) for CSi to hold, acquire
or dispose of options contracts relating to the Index or the SLV Shares or options, futures, swaps or other derivatives on the Index,
the SLV Shares or the Options (including but not limited to exchange-imposed position limits), (ii) for the Issuer, our affiliates, third
parties with whom we transact or similarly situated third parties to perform our or their obligations in connection with the</TD></TR></TABLE>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt 1in; text-align: justify">ETNs or (iii) for us to issue or transact
in exchange traded notes similar to the ETNs, each as determined by us or CSi, as the Calculation Agent;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in">(d)</TD><TD STYLE="text-align: justify">any event, as determined by us or CSi, as the Calculation Agent, that we or any of our affiliates or a
similarly situated party would, after using commercially reasonable efforts, be unable to, or would incur a materially increased amount
of tax, duty, expense or fee (other than brokerage commissions) to, acquire, establish, re-establish, substitute, maintain, unwind or
dispose of any transaction or asset it deems necessary to hedge the risk of the ETNs, or realize, recover or remit the proceeds of any
such transaction or asset;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in">(e)</TD><TD STYLE="text-align: justify">if at any point, the Intraday Indicative Value is equal to or less than five percent (5%) of the prior
day&rsquo;s Closing Indicative Value of such ETNs; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.5in"></TD><TD STYLE="width: 0.5in">(f)</TD><TD STYLE="text-align: justify">as determined by the Calculation Agent, the primary exchange or market for trading for the ETNs, if any,
announces that pursuant to the rules of such exchange or market, as applicable, the ETNs cease (or will cease) to be listed, traded or
publicly quoted on such exchange or market, as applicable, for any reason and are not immediately re-listed, re-traded or re-quoted on
an exchange or quotation system located in the same country as such exchange or market, as applicable.</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">&ldquo;<B>Primary Exchange</B>&rdquo;
means the primary exchange on which options or futures contracts relating to the Index or the SLV Shares are traded, as determined by
the Calculation Agent, which is initially the Chicago Board Options Exchange (CBOE).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">&ldquo;<B>Related Exchange</B>&rdquo;
means each exchange or quotation system where trading has a material effect (as determined by the Calculation Agent) for the overall market
for futures or options contracts relating to the Index or the SLV Shares.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Market Disruption Events</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Calculation Agent will
be solely responsible for the determination and calculation of any adjustments to any Index Component and of any related determinations
and calculations with respect to any event described below and its determinations and calculations will be conclusive absent manifest
error.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">A &ldquo;Market Disruption
Event&rdquo; is:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(a)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>the occurrence or existence of a suspension, absence or material limitation of trading of the Index Components on the relevant
exchange for such Index Component for more than two hours of trading or during the one-half hour period preceding the close of the principal
trading session on such relevant exchange;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(b)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;
</FONT>a breakdown or failure in the price and trade reporting systems of the relevant exchange for any Index Component, as a result of
which the reported trading prices for the Index Component during the last one-half hour preceding the close of the principal trading session
on such relevant exchange are materially inaccurate;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(c)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>the occurrence or existence of a suspension, absence or material limitation of trading on the primary related exchange or market
for trading in futures or options contracts related to any Index Component for more than two hours of trading during, or during the one-half
hour period preceding the close of the principal trading session for such related exchange or market;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(d)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;
</FONT>a decision to permanently discontinue trading in those related futures or options contracts; or</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(e)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>failure of the Index Calculation Agent to publish the level of the Index, including as a result of any disruption of the Index
Components;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in">in each case, as determined
by the Calculation Agent in its sole discretion; and in each case a determination by the Calculation Agent in its sole discretion that
any event described above materially interfered with our ability or the ability of any of our affiliates to effect transactions in the
Index Component or any instrument related to the Index Component or to adjust or unwind all or a material portion of any hedge position
in the Index Component with respect to the ETNs.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For the purpose of determining
whether a market disruption event in respect of an Index Component has occurred:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(a)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>a limitation on the hours or number of days of trading will not constitute a market disruption event if it results from an announced
change in the regular business hours of the relevant exchange for such Index Component or the primary related exchange or market for trading
in futures or options contracts related to such Index Component;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(b)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;
</FONT>limitations pursuant to NYSE Rule 80B (or any applicable rule or regulation enacted or promulgated by the NYSE, any other U.S.
self-regulatory organization, the SEC or any other relevant authority of scope similar to NYSE Rule 80B) on trading during significant
market fluctuations will constitute a suspension, absence or material limitation of trading; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(c)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>a suspension of trading in futures or options contracts related to such Index Component by the primary related exchange or market
for trading in such contracts, if available, by reason of:</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 67.5pt"></TD><TD STYLE="width: 22.5pt">(i)</TD><TD STYLE="text-align: justify">a price change exceeding limits set by such exchange or market;</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 67.5pt"></TD><TD STYLE="width: 22.5pt">(ii)</TD><TD STYLE="text-align: justify">an imbalance of orders relating to such contracts; or</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 67.5pt"></TD><TD STYLE="width: 22.5pt">(iii)</TD><TD STYLE="text-align: justify">a disparity in bid and ask quotes relating to such contracts;</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0in">will, in each such case,
constitute a suspension, absence or material limitation of trading in futures or options contracts related to such Index Component; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">(d)<FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt">&nbsp;&nbsp;&nbsp;
</FONT>a &ldquo;suspension, absence or material limitation of trading&rdquo; on the primary related exchange or market on which futures
or options contracts related to such Index Component are traded will not include any time when such exchange or market is itself closed
for trading under ordinary circumstances;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0in">in each case, as determined
by the Calculation Agent in its sole discretion.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Calculation Agent
determines that a Market Disruption Event occurs or is continuing on any Valuation Date (including, without limitation, the Final Valuation
Date, the Early Redemption Valuation Date, or any Valuation Date in the Accelerated Valuation Period or Final Valuation Period), that
Valuation Date will be postponed until the first Trading Day on which no Market Disruption Event occurs or is continuing, unless a Market
Disruption Event occurs or is continuing for each of the five (5) Trading Days following the applicable scheduled Valuation Date. In that
case, the fifth Trading Day following the applicable scheduled Valuation Date shall be deemed to be the applicable Valuation Date, notwithstanding
the fact that a Market Disruption Event occurred or was continuing on such Trading Day, and the Calculation Agent will determine the applicable
Closing Indicative Value using an appropriate Closing Level of the Index on that deemed Valuation Date taking into account the nature
and duration of such Market Disruption Event. If any Valuation Date in the Accelerated Valuation Period or Final Valuation Period is postponed
as described above, each subsequent Valuation Date in the Accelerated Valuation Period or Final Valuation Period will be postponed by
the same number of Trading Days. In addition, if the Final Valuation Date, the Valuation Date corresponding to an Early Redemption Date
or the last scheduled Valuation Date in the Accelerated Valuation Period is postponed, the Maturity Date, the corresponding Early Redemption
Date or the Acceleration Date, as the case may be, will be postponed until the date three (3) Business Days following such Valuation Date,
as postponed.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Default Amount on Acceleration</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">For the purpose of determining
whether the holders of our senior medium-term notes, of which the ETNs are a part, are entitled to take any action under the indenture,
we will treat the stated principal amount of each ETN outstanding as the stated principal amount of that ETN. Although the terms of the
ETNs may differ from those of the other senior medium-term notes, holders of specified percentages in stated principal amount of all senior
medium-term notes, together in some cases with other series of our debt securities, will be able to take action affecting all the senior
medium-term notes, including the ETNs. This action may involve changing some of the terms that apply to the senior medium-term notes,
accelerating the maturity of the senior medium-term notes (in accordance with the acceleration provisions set forth in the accompanying
prospectus) after a default or waiving some of our obligations under the indenture.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In case an event of default
(as defined in the accompanying prospectus) with respect to ETNs shall have occurred and be continuing, the amount declared due and payable
upon any acceleration of the ETNs will be determined by the Calculation Agent, and will equal, for each ETN that you then hold, the Closing
Indicative Value determined by the Calculation Agent occurring on the Trading Day following the date on which the ETNs were declared due
and payable.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Further Issuances</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We may, from time to time,
without notice to or the consent of the holders of the ETNs, create and issue additional securities having the same terms and conditions
as the ETNs offered by this pricing supplement, and ranking on an equal basis with the ETNs in all respects. If there is substantial demand
for the ETNs, we may issue additional ETNs frequently. We may sell additional ETNs at different prices but we are under no obligation
to issue or sell additional ETNs at any time, and if we do sell additional ETNs, we may limit or restrict such sales, including by adding
conditions on such additional issuances and sales at our sole discretion, and we may stop and subsequently resume selling additional ETNs
at any time. If we limit, restrict or stop sales of such additional ETNs, or if we subsequently resume sales of such additional ETNs,
the trading price and liquidity of the ETNs could be materially and adversely affected. Unless we indicate otherwise, if we suspend selling
additional ETNs, we reserve the right to resume selling additional ETNs at any time, which might result in the reduction or elimination
of any premium in the trading price. The maximum number of ETNs linked to the Index that we will issue under this pricing supplement is
set forth on the cover of this pricing supplement. However, we have no obligation to issue up to this number or any specific number of
ETNs and, in our sole discretion, may issue ETNs in excess of this number. Any further issuances of ETNs will have the same CUSIP number
and will trade interchangeably with the offered ETNs. Any further issuances will increase the outstanding number of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any additional ETNs will
be consolidated and form a single series with the ETNs. We have no obligation to take your interests into account when deciding to issue
additional securities. If, on any Valuation Date on which we price an additional ETN creation, a Market Disruption Event occurs or is
continuing, we will determine the Closing Level of the Index applicable to such creation in accordance with the procedures under &ldquo;&mdash;Market
Disruption Events&rdquo; in this pricing supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in"><B>We may condition our
acceptance of a market maker&rsquo;s, other market participant&rsquo;s or investor&rsquo;s offer to purchase the ETNs on its agreeing
to purchase exchange-traded notes issued by Credit Suisse or enter into certain transactions consistent with our hedging strategy, including
but not limited to swaps. Any limitation or suspension on the issuance of the ETNs may materially and adversely affect the trading price
and liquidity of the ETNs in the secondary market.</B></P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Discontinuation or Modification of the
Index</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Index Sponsors discontinue
publication of the Index and the Index Sponsors or anyone else publishes a substitute index that the Calculation Agent determines is comparable
to the Index, then the Calculation Agent will permanently replace the original Index with that substitute index (the &ldquo;<B>Successor
Index</B>&rdquo;) for all purposes, and all provisions described in this pricing supplement as applying to the Index will thereafter apply
to the Successor Index instead. If the Calculation Agent replaces the original Index with a Successor Index, then the Calculation Agent
will determine the Early Redemption Amount, Accelerated Redemption Amount or Maturity Redemption Amount (each, a &ldquo;<B>Redemption
Amount</B>&rdquo;) and the Coupon Amount, as applicable, by reference to the Successor Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Calculation Agent
determines that the publication of the Index is discontinued and there is no successor index, the Calculation Agent will determine the
level of the Index, and thus the applicable Redemption Amount, by a computation methodology that the Calculation Agent determines will
as closely as reasonably possible replicate the Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Calculation Agent
determines that the Index, the Options or the method of calculating the Index is changed at any time in any respect, including whether
the change is made by the Index Sponsors under their existing policies or following a modification of those policies, is due to the publication
of a successor index, is due to events affecting the SLV Shares or the Options, or is due to any other reason and is not otherwise reflected
in the level of the Index by the Index Sponsors pursuant to the methodology described herein, then the Calculation Agent will be permitted
(but not required) to make such adjustments in the Index or the method of its calculation as it believes are</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">appropriate to ensure that the Closing Level
of the Index used to determine the applicable Redemption Amount is equitable.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Manner of Payment and Delivery</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Any payment on or delivery
of the ETNs at maturity will be made to accounts designated by you and approved by us, or at the office of the trustee in New York City,
but only when the ETNs are surrendered to the trustee at that office. We also may make any payment or delivery in accordance with the
applicable procedures of the depositary.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Role of the Calculation Agent</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Credit Suisse International
(&ldquo;<B>CSi</B>&rdquo;), an affiliate of ours and the Calculation Agent, will, in its reasonable discretion, make certain calculations
and determinations that may impact the value of the ETNs, including determination of the arithmetic average of the Closing Indicative
Values where applicable, a split or reverse split of the ETNs, calculation of default amounts, Market Disruption Events, any Successor
Index, Business Days and Trading Days, the Current Principal Amount, the Daily Investor Fee amount, the Daily Index Factor, the Coupon
Amount, the Closing Level of the Index on any Trading Day, the Maturity Date, any Early Redemption Dates, the Acceleration Date, the amount
payable in respect of your ETNs at maturity, upon early redemption or acceleration and any other calculations or determinations to be
made by the Calculation Agent as specified herein. In addition, the Calculation Agent may modify the Index or adjust the method of its
calculation if it determines that the publication of the Index is discontinued and there is no Successor Index or in the case of a Market
Disruption Event.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We and our affiliates will
have the ability to make determinations with respect to reduction of the Minimum Redemption Amount, certain Acceleration Events, calculation
of default amounts and whether a Market Disruption Event has occurred. Absent manifest error, all determinations of the Calculation Agent
will be final and binding on you and us, without any liability on the part of the Calculation Agent. You will not be entitled to any compensation
from us for any loss suffered as a result of any of the above determinations by the Calculation Agent.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Although the Calculation
Agent obtains information for inclusion in or for use in calculations related to the ETNs from sources that the Calculation Agent considers
reliable, neither the Calculation Agent nor any other party guarantees the accuracy and/or the completeness of the Index or any data included
therein or any calculations made with respect to the ETNs. Without limiting any of the foregoing, in no event shall the Calculation Agent
or any other party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost
profits) even if notified of the possibility of such damages.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">If the Calculation Agent
ceases to perform its role as described in this pricing supplement, we will either, at our sole discretion, perform such role, appoint
another party to do so or accelerate the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We may appoint a different
Calculation Agent from time to time after the date of this pricing supplement without your consent and without notifying you.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left">Role of the Index Calculation Agent</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We have initially appointed
Nasdaq, Inc. as an Index Calculation Agent. The Index Calculation Agent will have the sole responsibility to calculate and disseminate
the Closing Indicative Value and the Intraday Indicative Value of the ETNs. See &ldquo;Description of the ETNs&rdquo; for more information.&nbsp;The
Index Sponsors may appoint a different Index Calculation Agent from time to time after the date of this pricing supplement without your
consent and without notifying you.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: center">CLEARANCE
AND SETTLEMENT</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">DTC participants that hold
the ETNs through DTC on behalf of investors will follow the settlement practices applicable to equity securities in DTC&rsquo;s settlement
system with respect to the primary distribution of the ETNs and secondary market trading between DTC participants.</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: center">SUPPLEMENTAL
USE OF PROCEEDS AND HEDGING</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We intend to use the net
proceeds from this offering for our general corporate purposes, which may include the refinancing of our existing indebtedness outside
Switzerland. We may also use some or all of the net proceeds from this offering to hedge our obligations under the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">One or more of our affiliates
before and following the issuance of the ETNs may acquire or dispose of the option contracts relating to the Index or the SLV Shares,
or listed or over-the-counter options contracts in, or other derivatives or synthetic instruments related to, the Index Components to
hedge our obligations under the ETNs. In the course of pursuing such a hedging strategy, the price at which such positions may be acquired
or disposed of may be a factor in determining the levels of the Index. Although we and our affiliates have no reason to believe that our
or their hedging activities will have a material impact on the level of the Index, there can be no assurance that the level of the Index
will not be affected.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">From time to time after
issuance and prior to the maturity of the ETNs, depending on market conditions (including the level of the Index), in connection with
hedging certain of the risks associated with the ETNs, we expect that one or more of our affiliates will increase or decrease their initial
hedging positions using dynamic hedging techniques and may take long or short positions in listed or over-the-counter options, futures
contracts, swaps, or other derivative or synthetic instruments relating to the Index or other instruments linked to the Index or options
or futures contracts relating to the Index or the SLV Shares. We or our affiliates will maintain, adjust or unwind our hedge by, among
other things, purchasing or selling any of the foregoing, at any time and from time to time, including on or before any Valuation Date.
We, our affiliates, or third parties with whom we transact, may also enter into, maintain, adjust and unwind hedging transactions relating
to other securities whose returns are linked to the Index or the SLV Shares. Any of these hedging activities may adversely affect the
level of the Index &mdash; directly or indirectly by affecting the price of the SLV Shares, the Options or listed or over-the-counter
options, futures contracts, swaps or other derivative instruments relating to the Index or the Options &mdash; and therefore, the market
value of your ETNs and the Coupon Amount or amount we will pay on your ETNs on the relevant Early Redemption Date, Acceleration Date or
the Maturity Date. Moreover, this hedging activity may result in our or our affiliates&rsquo; or third parties&rsquo; receipt of a profit,
even if the market value of the ETNs declines. In addition, we or one or more of our affiliates may take positions in other types of appropriate
financial instruments that may become available in the future. To the extent that we or one or more of our affiliates have a hedge position
in the Index, we or one or more of our affiliates may liquidate a portion of those holdings on or before the Final Valuation Date. Depending,
among other things, on future market conditions, the aggregate amount and the composition of such positions are likely to vary over time.
Our or our affiliates&rsquo; hedging activities will not be limited to any particular securities exchange or market.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The hedging activity or
trading activities discussed above during the term of the ETNs (including on the applicable Valuation Date) may adversely affect the level
of the Index and, as a consequence, the market value of the ETNs and the Coupon Amount or amount payable at maturity, or payment upon
early redemption or acceleration. See &ldquo;Risk Factors&rdquo; in this pricing supplement for a discussion of possible adverse effects
related to our hedging activities.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: center"><FONT STYLE="text-transform: none">MATERIAL
UNITED STATES FEDERAL INCOME TAX CONSIDERATIONS</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">The following discussion
summarizes material United States federal income tax consequences of owning and disposing of ETNs that may be relevant to holders of ETNs
that acquire their ETNs from us as part of the original issuance of the ETNs. This discussion applies only to holders that hold their
ETNs as capital assets within the meaning of the Internal Revenue Code of 1986, as amended (the &ldquo;<B>Code</B>&rdquo;). Further, this
discussion does not address all of the U.S. federal income tax consequences that may be relevant to you in light of your individual circumstances
or if you are subject to special rules, such as if you are:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 24px">&nbsp;</TD>
    <TD STYLE="width: 24px; padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a financial institution,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a regulated investment company,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a tax-exempt organization,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a grantor trust,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a U.S. expatriate,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">an insurance company,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a dealer or trader in securities or foreign currencies,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a person (including traders in securities) using a mark-to-market method of accounting,</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">a person who holds ETNs as a hedge or as part of a straddle with another position, constructive sale, conversion transaction or other integrated transaction, or</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-bottom: 3pt"><FONT STYLE="font-family: Symbol">&#183;</FONT></TD>
    <TD STYLE="padding-bottom: 3pt; text-align: justify">an entity that is treated as a partnership for U.S. federal income tax purposes.</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">The discussion is based
upon the Code, law, regulations, rulings and decisions, in each case, as available and in effect as of the date hereof, all of which are
subject to change, possibly with retroactive effect. Tax consequences under state, local and foreign laws are not addressed herein. No
ruling from the IRS has been or will be sought as to the U.S. federal income tax consequences of the ownership and disposition of ETNs,
and the following discussion is not binding on the IRS.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>You should consult your tax advisor as to
the specific tax consequences to you of owning and disposing of ETNs, including the application of federal, state, local and foreign income
and other tax laws based on your particular facts and circumstances.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>Characterization of the ETNs</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">There are no statutory
provisions, regulations, published rulings, or judicial decisions addressing the characterization for U.S. federal income tax purposes
of securities with terms that are substantially the same as those of your ETNs. In the opinion of Milbank LLP (&ldquo;<B>Special Tax Counsel</B>&rdquo;),
for U.S. federal income tax purposes your ETNs should be treated as a prepaid financial contract with respect to the Index and taxed as
described below. In the absence of an administrative or judicial ruling to the contrary, we and, by acceptance of the ETNs, you, agree
to treat your ETNs for all United States federal income tax purposes in accordance with such characterization. In light of the fact that
we agree to treat the ETNs as a prepaid financial contract, the balance of this discussion assumes that the ETNs will be so treated.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">You should be aware that
the characterization of the ETNs as described above is not certain, and the opinion of Special Tax Counsel is not binding on the IRS or
the courts. Thus, it is possible that the IRS would seek to characterize your ETNs in a manner that results in tax consequences to you
that are different from those described above. For example, the IRS might assert that the ETNs constitute debt instruments that are &ldquo;contingent
payment debt instruments&rdquo; that are subject to special tax rules under the applicable Treasury regulations governing the recognition
of income over the term of your ETNs. If the ETNs were to be treated as contingent payment debt instruments (one of the requirements of
which is that they have a term of more than one year), you would be required to include in income on an economic accrual basis over the
term of the ETNs an amount of interest that is based upon the yield at which we would issue a non-contingent fixed-rate debt instrument
with other terms and conditions similar to your ETNs, or the comparable yield. The characterization of ETNs as contingent payment debt
instruments under these rules is likely to be adverse. However, if the ETNs had a term of one year or less, the rules for short-term debt</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">obligations would apply rather than the rules
for contingent payment debt instruments. Under Treasury regulations, a short-term debt obligation is treated as issued at a discount equal
to the difference between all payments on the obligation and the obligation&rsquo;s issue price. A cash method U.S. Holder that does not
elect to accrue the discount in income currently should include the payments attributable to interest on the ETN as income upon receipt.
Under these rules, any contingent payment would be taxable upon receipt by a cash basis taxpayer as ordinary interest income. The rules
for recognition of income by an accrual method taxpayer on such an ETN are not clear, however. You should consult your tax advisor regarding
the possible tax consequences of characterization of the ETNs as contingent payment debt instruments or short-term debt obligations.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">It is also possible that
the IRS would seek to characterize your ETNs as Code Section 1256 contracts in the event that they are listed on a securities exchange.
In such case, the ETNs would be marked to market at the end of the year and 40% of any gain or loss would be treated as short-term capital
gain or loss, and the remaining 60% of any gain or loss would be treated as long-term capital gain or loss. Additionally, it is possible
that the IRS could seek to tax the ETNs by reference to your deemed ownership of the underlying SLV Shares and writing covered calls on
such shares. Under this treatment, the IRS could assert that you should be treated as if you had sold at least a portion of the SLV Shares
you are deemed to own through the Index each time a call option that is included in the Index is deemed exercised. Moreover, under this
alternative treatment, it is possible that you could be subject to the &ldquo;straddle&rdquo; rules of Section 1092 of the Code, with
respect to your ownership of the ETNs. The &ldquo;straddle&rdquo; rules could cause all or a portion of the gain you recognize with respect
to the ETNs to be short-term capital gain regardless of how long you held the ETNs and require you to capitalize, rather than deduct,
any interest or carrying charges you incurred to hold the ETNs. Accordingly, you should consult your tax advisor about the possibility
that the &ldquo;straddle&rdquo; rules could apply to the ETNs. We are not responsible for any adverse consequences that you may experience
as a result of any alternative characterization of the ETNs for U.S. federal income tax or other tax purposes.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in"><B>You should consult
your tax advisor as to the tax consequences of such characterization and any possible alternative characterizations of your ETNs for U.S.
federal income tax purposes.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify"><B>U.S. Holders</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">For purposes of this discussion,
the term &ldquo;<B>U.S. Holder</B>,&rdquo; for U.S. federal income tax purposes, means a beneficial owner of ETNs that is (1) a citizen
or resident of the United States, (2) a corporation (or an entity treated as a corporation for U.S. federal income tax purposes) created
or organized in or under the laws of the United States or any state thereof or the District of Columbia, (3) an estate, the income of
which is subject to U.S. federal income taxation regardless of its source, or (4) a trust, if (a) a court within the United States is
able to exercise primary supervision over the administration of such trust and one or more U.S. persons have the authority to control
all substantial decisions of the trust or (b) such trust has in effect a valid election to be treated as a domestic trust for U.S. federal
income tax purposes. If a partnership (or an entity treated as a partnership for U.S. federal income tax purposes) holds ETNs, the U.S.
federal income tax treatment of such partnership and a partner in such partnership will generally depend upon the status of the partner
and the activities of the partnership. If you are a partnership, or a partner of a partnership, holding ETNs, you should consult your
tax advisor regarding the tax consequences to you from the partnership's purchase, ownership and disposition of the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">In accordance with the
agreed-upon tax treatment described above, you will recognize ordinary income upon receipt or accrual of the Coupon Amounts in accordance
with your regular method of accounting. In addition, upon receipt of the redemption amount of the ETNs from us, a U.S. Holder will recognize
gain or loss equal to the difference between the amount of cash received from us and the U.S. Holder&rsquo;s tax basis in the ETN at that
time. For ETNs with a term of more than one year, such gain or loss will be long-term capital gain or loss if the U.S. Holder has held
the ETN for more than one year at maturity. For ETNs with a term of one year or less, such gain or loss will be short-term capital gain
or loss. Upon the sale or other taxable disposition of a ETN, a U.S. Holder generally will recognize capital gain or loss equal to the
difference between the amount realized on the sale or other taxable disposition and the U.S. Holder&rsquo;s tax basis in the ETN (generally
its cost). For ETNs with a term of more than one year, such gain or loss will be long-term capital gain or loss if the U.S. Holder has
held the ETN for more than one year at the time of disposition. For ETNs with a term of one year or less or that are held for one year
or less, such gain or loss will be short-term capital gain or loss. The deductibility of capital losses is subject to certain limitations.
It is possible, however, that the IRS could assert that gain with respect to the ETNs held for more than one year should be treated as
&ldquo;collectibles gain,&rdquo; the maximum tax rate on which is greater than the maximum tax rate on long term capital gains.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">However, even if the agreed-upon
tax characterization of the ETNs (as described above) were upheld, it is possible that the IRS could assert that any reconstitution, restructuring,
split, reverse split or rebalancing of the applicable Index or of or under the ETNs (collectively, &ldquo;<B>Rebalancing</B>&rdquo;) is
considered a taxable event to you. If the IRS were to prevail in treating a Rebalancing as a taxable event, you would recognize capital
gain or, possibly, loss on the ETNs on the date of each Rebalancing to the extent of the difference between the fair market value of the
ETNs and your adjusted basis in the ETNs at that time. Such gain or loss generally will be short-term or long-term capital gain or loss
based on the U.S. Holder&rsquo;s holding period at the time of the Rebalancing.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.25in">U.S. Holders that use
an accrual method of accounting for tax purposes generally will be required to include certain amounts in income no later than the time
such amounts are reflected on certain financial statements. The application of this law may require the accrual of income earlier than
would be the case under the general tax rules described above, although the precise application of this law is unclear at this time. U.S.
Holders that use an accrual method of accounting should consult with their tax advisors regarding the potential applicability of this
law to their particular situation.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Non-U.S. Holders Generally</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">In the case of a holder
of the ETNs that is not a U.S. Holder (a &ldquo;<B>Non-U.S. Holder</B>&rdquo;), in the opinion of our Special Tax Counsel, which is in
part based on certain representations about the Issuer, the Coupon Amounts should not be subject to United States withholding. If the
Coupon is treated as effectively connected with a U.S. trade or business of the Non-U.S. Holder, such Non-U.S. Holder will be subject
to United States federal income tax with respect to the Coupon in the same manner as if it were a U.S. Holder. Any gain realized upon
the sale or other disposition of the ETNs by a Non-U.S. Holder generally will not be subject to U.S. federal income tax unless (1) such
gain is effectively connected with a U.S. trade or business of such Non-U.S. Holder or (2) in the case of an individual, such individual
is present in the United States for 183 days or more in the taxable year of the sale or other disposition and certain other conditions
are met. Any effectively connected Coupons or gains described above realized by a Non-U.S. Holder that is, or is taxable as, a corporation
for U.S. federal income tax purposes may also, under certain circumstances, be subject to an additional branch profits tax at a 30% rate
or such lower rate as may be specified by an applicable income tax treaty. Non-U.S. Holders that are subject to U.S. federal income taxation
on a net income basis with respect to their investment in the ETNs should refer to the discussion above relating to U.S. Holders.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">If you are, or hold your
ETNs through a foreign financial institution or foreign entity, or you otherwise fail to comply with information reporting and certification
requirements necessary for an applicable withholding agent to determine your status for purposes of the provisions of the Hiring Incentives
to Restore Employment Act (the &ldquo;<B>Act</B>&rdquo;) commonly referred to as &ldquo;<B>FATCA</B>,&rdquo; a portion of any of the payments
made to you that are withholdable payments (as defined under FATCA and applicable Treasury Regulations) may be subject to 30% withholding.
We are not required to pay any additional amounts if withholding is required under the Act or otherwise.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>U.S. Federal Estate Tax Treatment of Non-U.S.
Holders</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">The ETNs may be subject
to U.S. federal estate tax if an individual Non-U.S. Holder holds the ETNs at the time of his or her death. The gross estate of a Non-U.S.
Holder domiciled outside the United States includes only property situated in the United States. Individual Non-U.S. Holders should consult
their tax advisors regarding the U.S. federal estate tax consequences of holding the ETNs at death.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Unrelated Business Taxable Income</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">A U.S. holder that is
a tax-exempt organization for U.S. federal income tax purposes and therefore generally exempt from U.S. federal income taxation, will
nevertheless be subject to tax to the extent income or gain from the ETNs constitutes unrelated business taxable income (&ldquo;<B>UBTI</B>&rdquo;).
Although the matter is not free from doubt, income or gain from the ETNs should not constitute UBTI to a U.S. holder that is a tax-exempt
organization unless such U.S. holder has incurred &ldquo;debt-financing&rdquo; in respect of its acquisition or ownership of the ETNs.</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>IRS Notices and Proposed Legislation on
Certain Financial Transactions </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">The IRS and Treasury Department
have stated that they are considering whether holders of instruments such as the ETNs should be required to accrue income during the term
of the ETNs, and solicited comments from taxpayers regarding other tax aspects of holding instruments like the ETNs. Additionally, members
of Congress have from time-to-time proposed legislation relating to financial instruments, including legislation that would require holders
to annually mark to market affected financial instruments (potentially including the ETNs). These or other potential changes in law, regulations
or other guidance could adversely affect the tax treatment of the ETNs and may be applied with retroactive effect. You are urged to consult
your tax advisor regarding how any such potential changes in law, regulation or guidance could affect you.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Information Reporting Regarding Specified
Foreign Financial Assets</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">The Act and final regulations
generally require individual U.S. Holders (&ldquo;<B>specified individuals</B>&rdquo;) with an interest in any &ldquo;specified foreign
financial asset&rdquo; to file an annual report on IRS Form 8938 with information relating to the asset, including the maximum value thereof,
for any taxable year in which the aggregate value of all such assets is greater than $50,000 on the last day of the taxable year or $75,000
at any time during the taxable year. Certain individuals are permitted to have an interest in a higher aggregate value of such assets
before being required to file a report. The Act further requires that, to the extent provided in regulations, the filing requirements
described shall above also apply to certain domestic entities that are formed or used for the purposes of holding, directly or indirectly,
specified foreign financial assets (&ldquo;<B>specified domestic entities</B>&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">Pursuant to final regulations,
subject to certain exceptions, a domestic corporation or domestic partnership is a specified domestic entity for any taxable year if it
is closely held (within the meaning of the regulations) by a specified individual and at least 50 percent of the corporation&rsquo;s or
partnership&rsquo;s gross income for the taxable year is passive income or at least 50 percent of the assets held by the corporation or
partnership for the taxable year are assets that produce or are held for the production of passive income. Subject to certain exceptions,
a domestic trust is a specified domestic entity if the trust has one or more specified persons (within the meaning of the regulations)
as a current beneficiary.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">Depending on the aggregate
value of your investment in specified foreign financial assets, you may be obligated to file an IRS Form 8938 under this provision if
you are an individual U.S. Holder or a specified domestic entity. Penalties apply to any failure to file IRS Form 8938. In the event a
U.S. Holder (either a specified individual or specified domestic entity) does not file such form, the statute of limitations on the assessment
and collection of U.S. federal income taxes of such U.S. Holder for the related tax year may not close before the date which is three
years after the date such information is filed. You should consult your tax advisor as to the possible application to you of this information
reporting requirement and related statute of limitations tolling provision.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify"><B>Backup Withholding</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: justify; text-indent: 0.25in">A holder of the ETNs (whether
a U.S. Holder or a Non-U.S. Holder) may be subject to backup withholding with respect to certain amounts paid to such holder unless it
provides a correct taxpayer identification number, complies with certain certification procedures establishing that it is not a U.S. Holder
or establishes proof of another applicable exemption, and otherwise complies with applicable requirements of the backup withholding rules.
Backup withholding is not an additional tax. You can claim a credit against your U.S. federal income tax liability for amounts withheld
under the backup withholding rules, and amounts in excess of your liability are refundable if you provide the required information to
the IRS in a timely fashion.</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: center">SUPPLEMENTAL PLAN OF DISTRIBUTION (CONFLICTS
OF INTEREST)</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The agent for this offering,
CSSU, is our affiliate. ETNs may be issued and sold from time to time at a price that is higher or lower than the stated principal amount
based on the Indicative Value of the ETNs at that time, through CSSU, acting as principal or as our agent, to investors and to dealers
acting as principals for resale to investors. Sales of the ETNs will be made at market prices prevailing at the time of sale, at prices
related to market prices or at negotiated prices. We expect to receive proceeds equal to 100% of the issue price to the public of the
ETNs we issue and sell after the Inception Date, less any commissions paid to CSSU or any other agent.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We may also sell ETNs to
CSSU for sale directly to investors or for the purpose of lending the ETNs to broker-dealers and other market participants who may have
made short sales of such ETNs and who may cover such short positions by borrowing or purchasing ETNs from us or our affiliates. We may
issue and sell additional ETNs solely to authorized market makers, other market participants or investors and we may condition our acceptance
of an offer to purchase any series of the ETNs on such market maker&rsquo;s, such market participant&rsquo;s or investor&rsquo;s agreement
to purchase certain exchange-traded notes issued by Credit Suisse or enter into certain transactions consistent with our hedging strategy.
If these activities are commenced, they may be discontinued at any time.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">We may deliver ETNs against
payment therefor on a date that is greater than two (2) Business Days following the date of sale of any ETNs. Under Rule 15c6&#45;1 of
the Securities Exchange Act of 1934, trades in the secondary market generally are required to settle in two (2) Business Days, unless
parties to any such trade expressly agree otherwise. Accordingly, purchasers who wish to transact in ETNs that are to be issued more than
two (2) Business Days after the related trade date will be required to specify alternative settlement arrangements to prevent a failed
settlement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">CSSU and any other agent
in the initial and any subsequent distribution are expected to charge normal commissions for the purchase of ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, we may from
time to time purchase outstanding ETNs in the open market, in connection with early redemptions or in other transactions, and we may use
this pricing supplement together with the accompanying prospectus supplement and prospectus in connection with resales of some or all
of the purchased ETNs in the secondary market. Broker-dealers, including our affiliates, may make a market in the ETNs, although none
of them are obligated to do so and any of them may stop doing so at any time without notice. This pricing supplement (including the accompanying
prospectus supplement and prospectus) may be used by such dealers in connection with market-making transactions. In these transactions,
dealers may resell an ETN covered by this pricing supplement (including the accompanying prospectus supplement and prospectus) that they
acquire from other holders after the original offering and sale of the ETNs, or they may sell an ETN covered by this pricing supplement
(including the accompanying prospectus supplement and prospectus) in short sale transactions.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Broker-dealers and other
market participants are cautioned that some of their activities, including covering short sales with ETNs borrowed from one of our affiliates,
may result in their being deemed participants in the distribution of the ETNs in a manner that would render them statutory underwriters
and subject them to the prospectus delivery and liability provisions of the Securities Act of 1933. A determination of whether a particular
market participant is an underwriter must take into account all the facts and circumstances pertaining to the activities of the participant
in the particular case, and the example mentioned above should not be considered a complete description of all the activities that would
lead to designation as an underwriter and subject a market participant to the prospectus-delivery and liability provisions of the Securities
Act. This prospectus will be deemed to cover any short sales of ETNs by market participants who cover their short positions with ETNs
borrowed or acquired from us or our affiliates in the manner described above.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">CSSU or another FINRA member
will provide certain services relating to the distribution of the ETNs and may be paid a fee for its services equal to all, or a portion
of, the Daily Investor Fee. CSSU may also pay fees to other dealers pursuant to one or more separate agreements. Any portion of the Daily
Investor Fee paid to CSSU or such other FINRA member will be paid on a periodic basis over the term of the ETNs. Although CSSU will not
receive any discounts in connection with such sales, CSSU is expected to charge normal commissions for the purchase of any such ETNs.
Any distribution of the ETNs in which CSSU participates will conform to the requirements of FINRA Rule 5121. CSSU will act as our agent
in connection with any redemptions at the investor&rsquo;s option and will charge investors an Early Redemption Charge of 0.125% <I>times</I>
the Closing Indicative Value on the Early Redemption</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">Valuation Date for each ETN redeemed at the
investor&rsquo;s option. The amount of the fees paid in connection with the ETNs that represent underwriting compensation will not exceed
a total of 8% of the proceeds to us from the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt; text-align: justify; text-indent: 0.5in">No action has been or will
be taken by us or our affiliates or any underwriter, dealer or agent that would permit a public offering of the securities or possession
or distribution of this pricing supplement, the prospectus or any free writing prospectus in any jurisdiction, other than the United States,
where action for that purpose is required. No offers, sales or deliveries of the ETNs, or distribution of the prospectus or any other
offering material relating to the ETNs may be made in or from any jurisdiction outside the United States, except in circumstances that
will result in compliance with any applicable laws and regulations and will not impose any obligations on us or our affiliates, any underwriter,
dealer or agent. You should refer to the section &ldquo;Plan of Distribution (Conflicts of Interest)&mdash;Selling Restrictions&rdquo;
in the accompanying prospectus supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt; text-align: left; text-indent: 0.5in">&nbsp;</P>


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<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-transform: uppercase; text-align: center">ERISA CONSIDERATIONS</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">The Employee Retirement
Income Security Act of 1974, as amended (&ldquo;<B>ERISA</B>&rdquo;), and Section 4975 of the Code, impose certain requirements on (a)
employee benefit plans subject to Title I of ERISA, (b) individual retirement accounts, Keogh plans or other arrangements subject to Section
4975 of the Code, (c) entities whose underlying assets include &ldquo;plan assets&rdquo; (within the meaning of U.S. Department of Labor
Regulation Section 2510.3&ndash;101, as modified by Section 3(42) of ERISA) by reason of investment by any such employee benefit plan,
plan or arrangement therein (we refer to each entity enumerated in the foregoing paragraphs (a) &ndash; (c) as a &ldquo;<B>Plan</B>&rdquo;)
and (d) persons who are fiduciaries with respect to Plans. In addition, certain governmental, church and non-U.S. plans (each, a &ldquo;<B>Non</B>-<B>ERISA
Arrangement</B>&rdquo;) are not subject to Section 406 of ERISA or Section 4975 of the Code, but may be subject to other laws that are
substantially similar to those provisions (each, a &ldquo;<B>Similar Law</B>&rdquo;).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In considering an investment
in the ETNs with a portion of the assets of any Plan, a fiduciary should determine whether the investment is in accordance with the documents
and instruments governing the Plan and the applicable provisions of ERISA, the Code or any Similar Law relating to a fiduciary&rsquo;s
duties to the Plan including, without limitation, the prudence, diversification, delegation of control and prohibited transaction provisions
of ERISA, the Code and any other applicable Similar Laws. Fiduciaries of any Plans and Non-ERISA Arrangements should consult their own
legal counsel before purchasing the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition to ERISA&rsquo;s
general fiduciary standards, Section 406 of ERISA and Section 4975 of the Code prohibit certain transactions involving the assets of a
Plan and persons who have specified relationships to the Plan, <I>i</I>.<I>e</I>., &ldquo;parties in interest&rdquo; as defined in ERISA
or &ldquo;disqualified persons&rdquo; as defined in Section 4975 of the Code (we refer to the foregoing collectively as &ldquo;<B>parties
in interest</B>&rdquo;) unless exemptive relief is available by statute or under an exemption issued by the U.S. Department of Labor.
Parties in interest that engage in a non-exempt prohibited transaction may be subject to excise taxes and other penalties and liabilities
under ERISA and Section 4975 of the Code. We, and our current and future affiliates, including CSSU and the Calculation Agent, may be
parties in interest with respect to many Plans. Thus, a Plan fiduciary considering an investment in the ETNs should also consider whether
such an investment might constitute or give rise to a prohibited transaction under ERISA or Section 4975 of the Code. For example, the
ETNs may be deemed to represent a direct or indirect sale of property, extension of credit or furnishing of services between us and an
investing Plan which would be prohibited if we are a party in interest with respect to the Plan unless exemptive relief were available
under an applicable exemption.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In this regard, each prospective
purchaser that is, or is acting on behalf of, a Plan, and proposes to purchase the ETNs, should consider the exemptive relief available
under the following prohibited transaction class exemptions, or PTCEs: (A) the in-house asset manager exemption (PTCE 96&ndash;23), (B)
the insurance company general account exemption (PTCE 95&ndash;60), (C) the bank collective investment fund exemption (PTCE 91&ndash;38),
(D) the insurance company pooled separate account exemption (PTCE 90&ndash;1) and (E) the qualified professional asset manager exemption
(PTCE 84&ndash;14). In addition, ERISA Section 408(b)(17) and Section 4975(d)(20) of the Code provide a limited exemption for the purchase
and sale of ETNs and related lending transactions, <I>provided</I> that neither the Issuer of the ETNs nor any of its affiliates have
or exercise any discretionary authority or control or render any investment advice with respect to the assets of any Plan involved in
the transaction and <I>provided further</I> that the Plan pays no more, and receives no less, than adequate consideration (within the
meaning of Section 408(b)(17) of ERISA or Section 4975(f)(10) of the Code) in connection with the transaction (the so-called &ldquo;<B>service
provider exemption</B>&rdquo;). There can be no assurance that any of these statutory or class exemptions will be available with respect
to transactions involving the ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Each purchaser or holder
of the ETNs, and each fiduciary who causes any entity to purchase or hold the ETNs, shall be deemed to have represented and warranted,
on each day such purchaser or holder holds such ETNs, that either (i) it is neither a Plan nor a Non-ERISA Arrangement and it is not purchasing
or holding the ETNs on behalf of or with the assets of any Plan or Non-ERISA Arrangement, or (ii) its purchase, holding and subsequent
disposition of such ETNs shall not constitute or result in a non-exempt prohibited transaction under Section 406 of ERISA, Section 4975
of the Code, or violate any provision of Similar Law.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">In addition, any purchaser
that is a Plan or Non-ERISA Arrangement or that is acquiring the ETNs on behalf of a Plan, including any fiduciary purchasing on behalf
of a Plan or Non-ERISA Arrangement, shall be deemed to represent, in its corporate and its fiduciary capacity, by its purchase, holding,
or disposition of the ETNs that (a) none of Credit Suisse, the Calculation Agent or any of their respective affiliates (collectively,
the &ldquo;<B>Seller</B>&rdquo;) is a &ldquo;fiduciary&rdquo;</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">(under Section 3(21) of ERISA, or under any
regulation thereunder, or with respect to a Non-ERISA Arrangement under Similar Law) with respect to the acquisition, holding, or disposition
of the ETNs, or as a result of any exercise by us or our affiliates of any rights in connection with the ETNs, (b) no communication from
the Seller has been directed specifically to, or has been based on the particular investment needs of, such purchaser or has formed a
primary basis for any investment decision by or on behalf of such purchaser, and (c) it recognizes and agrees that any communication from
the Seller to the purchaser with respect to the ETNs is not intended by the Seller to be investment advice and is rendered in its capacity
as a seller of such ETNs and not a fiduciary to such purchaser.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">Each purchaser of an ETN
will have exclusive responsibility for ensuring that its purchase, holding and subsequent disposition of the ETN does not violate the
fiduciary or prohibited transaction rules of ERISA, the Code or any Similar Law. Nothing herein shall be construed as a representation
that an investment in the ETNs would meet any or all of the relevant legal requirements with respect to investments by, or is appropriate
for, Plans or Non-ERISA Arrangements generally or any particular Plan or Non-ERISA Arrangement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify; text-indent: 0.5in">&nbsp;</P>


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    <!-- Field: /Page -->

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

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-transform: uppercase; text-align: center">LEGAL MATTERS</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">Latham &amp; Watkins LLP has
acted as special counsel to the agent. Milbank LLP has acted as special tax counsel to the Issuer.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: left; text-indent: 0.5in">&nbsp;</P>


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

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 20pt 0 10pt; text-transform: uppercase; text-align: right">ANNEX A</P>

<P STYLE="font: bold 10pt Times New Roman, Times, Serif; margin: 10pt 0; text-transform: uppercase; text-align: center">FORM OF OFFER
FOR REDEMPTION</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">PART A:
TO BE COMPLETED BY THE BENEFICIAL OWNER</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 100%; padding-right: 9.35pt; padding-left: 0.5in">Dated:______________</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 1in; padding-right: 9.35pt; text-align: left">[insert date]</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Credit Suisse
AG (&ldquo;Credit Suisse&rdquo;)</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">E-mail:
<FONT STYLE="color: Blue"><U>list.etndesk@credit-suisse.com</U></FONT></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify">Re: Credit Suisse X-Links<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif">&reg;</FONT>
Silver Shares Covered Call ETNs due April 21, 2033</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Ladies and
Gentlemen:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">The undersigned
beneficial owner hereby irrevocably offers to Credit Suisse the right to redeem the ETNs, as described in the Pricing Supplement dated
August 3, 2023, in the amounts and on the date set forth below.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 31%; padding-left: 0.25in">Name of beneficial holder:</TD>
    <TD STYLE="vertical-align: bottom; width: 69%">&nbsp;_______________________________</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">[insert name of beneficial owner]</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">Number
of ETNs offered for redemption (You must offer at least the applicable minimum redemption amount for redemption at one time for your offer
to be valid. The minimum redemption amount will be equal to 10,000 ETNs and integral multiples of 10,000 ETNs in excess thereof. The trading
day immediately succeeding the date you offered your ETNs for redemption will be the valuation date applicable to such redemption.):</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 60%; border-bottom: black 1.5pt solid">&nbsp;</TD>
    <TD STYLE="width: 40%">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 5.7pt 0 0; background-color: white"><FONT STYLE="background-color: white">[insert
number of ETNs offered for redemption]</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 28%; padding-left: 0.25in; text-indent: -0.25in">Applicable valuation date:</TD>
    <TD STYLE="vertical-align: bottom; width: 19%; border-bottom: black 1.5pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 17%">,</TD>
    <TD STYLE="vertical-align: bottom; width: 19%; border-bottom: black 1.5pt solid">20&nbsp;&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 17%">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">Applicable redemption date:</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: black 1.5pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">,</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: black 1.5pt solid">20&nbsp;&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">[insert a date that is three (3) business days following the applicable valuation date]</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 23%; border: Black 1pt solid; padding-left: 0.25in">Contact Name:</TD>
    <TD STYLE="vertical-align: bottom; width: 77%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid">[insert the name of a person or entity to be contacted with respect to this Offer for Redemption]</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-left: 0.25in">Telephone #:</TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid">[insert the telephone number at which the contact person or entity can be reached]</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 10pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">My ETNs
are held in the following DTC Participant&rsquo;s Account (the following information is available from the broker through which you hold
your ETNs):</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; background-color: white"><FONT STYLE="background-color: white">Name:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; background-color: white"><FONT STYLE="background-color: white">DTC
Account Number (and any relevant sub-account):</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; background-color: white"><FONT STYLE="background-color: white">Contact
Name:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; background-color: white"><FONT STYLE="background-color: white">Telephone
Number:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">Acknowledgement:
In addition to any other requirements specified in the Pricing Supplement being satisfied, I acknowledge that the ETNs specified above
will not be redeemed unless (i)&nbsp;this Offer for Redemption, as completed and signed by the DTC Participant through which my ETNs are
held (the &ldquo;DTC Participant&rdquo;), is delivered to Credit Suisse, (ii)&nbsp;the DTC Participant</FONT></P>


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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">has booked a &ldquo;delivery
versus payment&rdquo; (&ldquo;DVP&rdquo;) trade on the applicable valuation date facing Credit Suisse, and (iii)&nbsp;the DTC Participant
instructs DTC to deliver the DVP trade to Credit Suisse as booked for settlement via DTC at or prior to 10:00&nbsp;a.m., New York City
time, on the applicable redemption date. I also acknowledge that if this Offer for Redemption is received after 4:00 p.m., New York City
time, on a business day, I will be deemed to have made this Offer for Redemption on the following business day. I understand that no Offer
for Redemption will be accepted following notice of acceleration of all of the outstanding ETNs.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">The
undersigned acknowledges that Credit Suisse will not be responsible for any failure by the DTC Participant through which such undersigned&rsquo;s
ETNs are held to fulfill the requirements for redemption set forth above.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 24%; border-bottom: black 1.5pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: top; width: 23%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 53%">&nbsp;</TD></TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">[Beneficial Holder]</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">PART
B OF THIS NOTICE IS TO BE COMPLETED BY THE DTC PARTICIPANT IN WHOSE ACCOUNT THE ETNs ARE HELD AND DELIVERED TO CREDIT SUISSE BY 4:00&nbsp;P.M.,
NEW YORK CITY TIME, ON THE BUSINESS DAY IMMEDIATELY PRECEDING THE APPLICABLE VALUATION DATE</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">&nbsp;</FONT></P>


<!-- Field: Page; Sequence: 92; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; border-bottom: Black 1.5pt solid"><P STYLE="font: 10pt Times New Roman, Times, Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">A-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; background-color: white"><FONT STYLE="background-color: white"><B>BROKER&rsquo;S
CONFIRMATION OF REDEMPTION</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">[PART B:
TO BE COMPLETED BY BROKER]</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 100%; padding-right: 9.35pt; padding-left: 0.5in">Dated:&nbsp;________________</TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 1in; padding-right: 9.35pt; text-align: left">[insert date]</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Credit Suisse
AG (&ldquo;Credit Suisse&rdquo;)</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top">
    <TD STYLE="width: 100%">Re: Credit Suisse X-Links<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif">&reg;</FONT> Silver Shares Covered Call ETNs due April 21, 2033</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Ladies and
Gentlemen:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">The
undersigned holder of Exchange Traded Notes due April 21, 2033 Linked to the Credit Suisse NASDAQ Silver FLOWS<SUP>TM</SUP> (Formula-Linked
OverWrite Strategy) 106 Index, issued by Credit Suisse AG, acting through its Nassau Branch, CUSIP No.&nbsp;22542D225 (the &ldquo;ETNs&rdquo;)
hereby irrevocably offers to Credit Suisse the right to redeem, on the Redemption Date of&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U>,
with respect to the number of the ETNs indicated below as described in the Pricing Supplement dated August 3, 2023 relating to the ETNs
(the &ldquo;Pricing Supplement&rdquo;). Terms not defined herein have the meanings given to such terms in the Pricing Supplement.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">The
undersigned certifies to you that it will (i)&nbsp;book a delivery versus payment trade on the valuation date with respect to the number
of ETNs specified below at a price per ETN equal to the redemption value, facing Credit Suisse AG, DTC #355 and (ii)&nbsp;deliver the
trade as booked for settlement via DTC at or prior to 10:00&nbsp;a.m., New York City time, on the redemption date.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Very truly
yours,</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">[NAME OF
DTC PARTICIPANT HOLDER]</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 5.7pt 0 0; background-color: white"><FONT STYLE="background-color: white">Contact
Name:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Title:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Telephone:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Fax:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">E-mail:</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white"><FONT STYLE="background-color: white">Number of
ETNs offered for redemption (You must offer at least the applicable minimum redemption amount for redemption at one time for your offer
to be valid (10,000 ETNs and integral multiples of 10,000 ETNs in excess thereof)). The trading day immediately succeeding the date you
offered your ETNs for redemption will be the valuation date applicable to such redemption.):</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; background-color: white">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 5.7pt 0 0; text-align: justify; background-color: white"><FONT STYLE="background-color: white">&nbsp;DTC
# (and any relevant sub-account):</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: justify; background-color: white">&nbsp;</P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: right; background-color: white"><B>&nbsp;</B></P>


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

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

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>Credit Suisse AG,</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0 0 100pt; text-align: center"><B>Acting through its Nassau Branch</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>Credit Suisse X-Links<FONT STYLE="font-family: Calibri, Helvetica, Sans-Serif">&reg;</FONT>
Silver Shares Covered Call ETNs</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0 0 12pt; text-align: center"><B>due April 21, 2033</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 150pt; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 75pt; text-align: center"><B>August 3, 2023</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Credit Suisse</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B></B></P>

<!-- Field: Page; Sequence: 94; Options: Last -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; border-bottom: Black 1.5pt solid"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 14pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>


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<DOCUMENT>
<TYPE>EX-FILING FEES
<SEQUENCE>2
<FILENAME>ea159324_ex-filingfees.htm
<DESCRIPTION>EX-FILING FEES
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0in">The amended and restated pricing supplement to which this Exhibit is attached is an amendment of the final prospectus for the related
offering. This amendment increases the maximum aggregate offering price of that offering by $31,869,600.</P>

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

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

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

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

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