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Credit Suisse Commodity Rotation ETN (CSCR)

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CSCR Description
The Credit Suisse Commodity Rotation ETNs are linked to the Credit Suisse Commodity Backwardation Total Return Index (the "Index"). The Index is a long-only commodity index that follows a rules-based strategy to select 8 out of 24 eligible commodities based on the price of the commodity futures contracts of various terms. The Index provides exposure to the commodities for which the prices of futures contracts that are nearer to expiration are highest relative to the prices of futures contracts for the same commodity that are longer to expiration. The Index is equally weighted and rebalanced monthly. The ETNs do not guarantee any return of principal. Any payment on the ETNs is subject to our ability to pay our obligations as they become due.
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