The Credit Suisse X-Links Gold Shares Covered Call ETNs (such exchange traded notes, the "ETNs") are senior, unsecured debt securities issued by Credit Suisse AG ("Credit Suisse"), acting through its Nassau Branch, that are linked to the return of the Credit Suisse NASDAQ Gold FLOWSTM (Formula-Linked OverWrite Strategy) 103 Index (the "Index"). The Index seeks to implement a "covered call" investment strategy by maintaining a notional long position in shares of the SPDR Gold Trust ETF (GLD UP ) (the "GLD shares") while notionally selling monthly out-of-the-money call options on that position. We have listed the ETNs on The Nasdaq Stock Market ("Nasdaq") under the ticker symbol "GLDI". The ETNs should be purchased only by knowledgeable investors who understand the potential consequences of investing in a covered call strategy on GLD shares. The ETNs pay a monthly variable cash coupon based on the notional premiums received from selling the calls.

The ETNs are not principal protected, 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.

ETN Profile

 

CUSIP:

22542D480

Primary Exchange:

NASDAQ

Inception Date:

January 28, 2013

Maturity Date:

February 02, 2033

Annual Investor Fee1:

0.65%

Underlying Index:

Credit Suisse NASDAQ Gold FLOWSTM 103 Index

Index Ticker:

QGLDI
X-Links Monthly Performance Update
 

Data (as of August 04, 2015)

       

Closing Indicative Value:

$10.71

 

Market Cap:

$32,011,067

Closing Traded Price:

$10.67

 

ETNs Outstanding:

3,000,100

Performance (as of August 04, 2015)

           
 

1 mo.

3 mo.

6 mo.

YTD

1 Yr.

Since Note Incept.

GLDIIV (Indicative Value)*

-6.95%

-8.77%

-14.25%

-10.53%

-20.73%

-46.45%

QGLDI

-6.85%

-8.63%

-13.97%

-10.17%

-20.17%

-45.56%

Performance Chart (QGLDI):

 

Performance Periods:

Performance of the Credit Suisse NASDAQ Gold FLOWSTM 103 Index

Performance Chart (GLDIIV):

 

Performance Periods:

Performance of the Credit Suisse X-Links Gold Shares Covered Call ETN Indicative Value

Current Yield (annualized)* 7.37%

 

Ex Date

Record Date

Payment Date

Coupon

July 20, 2015

July 22, 2015

July 27, 2015

$0.0764

June 18, 2015

June 22, 2015

June 25, 2015

$0.0882

May 18, 2015

May 20, 2015

May 26, 2015

$0.0328

April 20, 2015

April 22, 2015

April 27, 2015

$0.0641

March 18, 2015

March 20, 2015

March 25, 2015

$0.0801

February 18, 2015

February 20, 2015

February 25, 2015

$0.1552

January 16, 2015

January 21, 2015

January 26, 2015

$0.1442

December 18, 2014

December 22, 2014

December 29, 2014

$0.2317

November 18, 2014

November 20, 2014

November 25, 2014

$0.1464

October 20, 2014

October 22, 2014

October 27, 2014

$0.0476

September 18, 2014

September 22, 2014

September 25, 2014

$0.1389

August 18, 2014

August 20, 2014

August 26, 2014

$0.0774

July 18, 2014

July 22, 2014

July 25, 2014

$0.0722

June 18, 2014

June 20, 2014

June 25, 2014

$0.0491

May 19, 2014

May 21, 2014

May 27, 2014

$0.0939

April 17, 2014

April 22, 2014

April 25, 2014

$0.1764

March 18, 2014

March 20, 2014

March 25, 2014

$0.2008

February 19, 2014

February 21, 2014

February 26, 2014

$0.1086

January 17, 2014

January 22, 2014

January 27, 2014

$0.1355

December 18, 2013

December 20, 2013

December 27, 2013

$0.1167

November 18, 2013

November 20, 2013

November 25, 2013

$0.1269

October 18, 2013

October 22, 2013

October 25, 2013

$0.0829

September 18, 2013

September 20, 2013

September 25, 2013

$0.2090

August 19, 2013

August 21, 2013

August 27, 2013

$0.3479

July 18, 2013

July 22, 2013

July 25, 2013

$0.1717

June 18, 2013

June 20, 2013

June 25, 2013

$0.1340

May 20, 2013

May 22, 2013

May 28, 2013

$0.0572

April 18, 2013

April 22, 2013

April 25, 2013

$0.1319

March 18, 2013

March 20, 2013

March 25, 2013

$0.0724

February 15, 2013

February 20, 2013

February 25, 2013

$0.1146