REML Stock, Credit Suisse AG Nassau Branch FR SP ETN REDEEM 11/07/2036 USD 25 Information

The investment seeks to provide a monthly compounded 2x leveraged longexposure to the price return version of the FTSE NAREIT All Mortgage Capped Index theindex. The index measures the composite performance of taxqualified U.S. mortgage real estate investment trusts Mortgage REIT with more than 50% of total assets invested in mortgage loans or mortgagebacked securities secured by interests in real property that are listed on the New York Stock Exchange the NYSE Arca or the NASDAQ National Market List the index constituents. The index measures the composite performance of tax-qualified U.S. mortgage real estate investment trusts (Mortgage REITs) with more than 50% of total assets invested in mortgage loans or mortgage-backed securities secured by interests in real property that are listed on the New York Stock Exchange, the NYSE Arca or the NASDAQ National Market List (the index constituents).