Corporate actions
May 23, 2017

Credit Suisse rights issue

The company Credit Suisse has announced a rights issue whereby shareholders are entitled to purchase 2 new shares for every 11 shares held, at a subscription price of CHF 10.80 per new share.

More information about this transaction is available on the company`s website under www.credit-suisse.com.

The rights issue will result in an adjustment of the above mentioned contracts.

Adjustment Result:

Closing price Credit Suisse: CHF 13.99

R-Factor:    0.96492000

CSGN/CSGE/CSG2/CSG4/CSG5 adjusted contract size
version 0:      100.0000  ->  version 1: 103.6355
version 1:      102.8881  ->  version 2: 106.6286

CSGI adjusted contract size:      103.6355
C3SG adjusted contract size:      1066.2862
C4SG adjusted contract size:      1036.3553

adjusted settlementprices CSGI:

JUN17    13.9830   ->  13.4925
DEC17    13.9297   ->  13.4410
MAR18    13.9036   ->  13.4159
DEC18    13.5196   ->  13.0453

adjusted settlementprices C3SG:

DEC17    0.700   ->  0.675
DEC18    0.310   ->  0.299

adjusted settlementprices C4SG:

DEC17    0.700   ->  0.675
DEC18    0.310   ->  0.299
DEC19    0.400   ->  0.386

There is no adjustment in CSG1 (Weekly Option Week 1) due to 0 Open Interest

Adjusted series:

CSGN

 560 0 ->  540 1      640 0 ->  618 1      700 0 ->  675 1
 720 0 ->  695 1      750 0 ->  724 1      800 0 ->  772 1
 850 0 ->  820 1      900 0 ->  868 1      950 0 ->  917 1
1000 0 ->  965 1     1050 0 -> 1013 1     1100 0 -> 1061 1
1150 0 -> 1110 1     1200 0 -> 1158 1     1250 0 -> 1206 1
1300 0 -> 1254 1     1350 0 -> 1303 1     1361 1 -> 1313 2
1400 0 -> 1351 1     1450 0 -> 1399 1     1500 0 -> 1447 1
1550 0 -> 1496 1     1555 1 -> 1500 2     1600 0 -> 1544 1
1650 0 -> 1592 1     1700 0 -> 1640 1     1725 0 -> 1664 1
1749 1 -> 1688 2     1750 0 -> 1689 1     1800 0 -> 1737 1
1825 0 -> 1761 1     1850 0 -> 1785 1     1900 0 -> 1833 1
1944 1 -> 1876 2     1950 0 -> 1882 1     2000 0 -> 1930 1

2041 1 -> 1969 2     2138 1 -> 2063 2     2200 0 -> 2123 1
2235 1 -> 2157 2     2333 1 -> 2251 2     2400 0 -> 2316 1
2430 1 -> 2345 2     2500 0 -> 2412 1     2527 1 -> 2438 2
2624 1 -> 2532 2     2700 0 -> 2605 1     2721 1 -> 2626 2
2800 0 -> 2702 1     2819 1 -> 2720 2     2916 1 -> 2814 2
3000 0 -> 2895 1     3013 1 -> 2907 2     3110 1 -> 3001 2
3200 0 -> 3088 1     3499 1 -> 3376 2     3600 0 -> 3474 1
3888 1 -> 3752 2     4276 1 -> 4126 2

CSG2

1180 0 -> 1139 1     1200 0 -> 1158 1     1220 0 -> 1177 1
1240 0 -> 1197 1     1260 0 -> 1216 1     1280 0 -> 1235 1
1300 0 -> 1254 1     1320 0 -> 1274 1     1340 0 -> 1293 1
1360 0 -> 1312 1     1380 0 -> 1332 1     1400 0 -> 1351 1
1420 0 -> 1370 1     1440 0 -> 1389 1     1460 0 -> 1409 1
1480 0 -> 1428 1     1500 0 -> 1447 1     1520 0 -> 1467 1
1540 0 -> 1486 1     1560 0 -> 1505 1     1580 0 -> 1525 1
1600 0 -> 1544 1     1620 0 -> 1563 1     1640 0 -> 1582 1
1660 0 -> 1602 1     1680 0 -> 1621 1     1700 0 -> 1640 1
1720 0 -> 1660 1     1740 0 -> 1679 1     

CSG4

1160 0 -> 1119 1     1180 0 -> 1139 1     1200 0 -> 1158 1
1220 0 -> 1177 1     1240 0 -> 1197 1     1250 0 -> 1206 1
1260 0 -> 1216 1     1280 0 -> 1235 1     1300 0 -> 1254 1
1320 0 -> 1274 1     1340 0 -> 1293 1     1350 0 -> 1303 1
1360 0 -> 1312 1     1380 0 -> 1332 1     1400 0 -> 1351 1
1420 0 -> 1370 1     1440 0 -> 1389 1     1450 0 -> 1399 1
1460 0 -> 1409 1     1480 0 -> 1428 1     1500 0 -> 1447 1
1520 0 -> 1467 1     1540 0 -> 1486 1     1550 0 -> 1496 1
1560 0 -> 1505 1     1580 0 -> 1525 1     1600 0 -> 1544 1
1620 0 -> 1563 1     1640 0 -> 1582 1     1650 0 -> 1592 1
1660 0 -> 1602 1     1680 0 -> 1621 1     1700 0 -> 1640 1
1720 0 -> 1660 1     1740 0 -> 1679 1     1760 0 -> 1698 1

1780 0 -> 1718 1     1800 0 -> 1737 1   

CSG5

1000 0 ->  965 1     1100 0 -> 1061 1     1150 0 -> 1110 1
1160 0 -> 1119 1     1180 0 -> 1139 1     1200 0 -> 1158 1
1220 0 -> 1177 1     1240 0 -> 1197 1     1250 0 -> 1206 1
1260 0 -> 1216 1     1280 0 -> 1235 1     1300 0 -> 1254 1
1320 0 -> 1274 1     1340 0 -> 1293 1     1350 0 -> 1303 1
1360 0 -> 1312 1     1380 0 -> 1332 1     1400 0 -> 1351 1
1420 0 -> 1370 1     1440 0 -> 1389 1     1450 0 -> 1399 1
1460 0 -> 1409 1     1480 0 -> 1428 1     1500 0 -> 1447 1
1520 0 -> 1467 1     1540 0 -> 1486 1     1550 0 -> 1496 1
1560 0 -> 1505 1     1580 0 -> 1525 1     1600 0 -> 1544 1
1620 0 -> 1563 1     1640 0 -> 1582 1     1650 0 -> 1592 1
1660 0 -> 1602 1     1680 0 -> 1621 1     1700 0 -> 1640 1

1720 0 -> 1660 1     1740 0 -> 1679 1     1750 0 -> 1689 1
1760 0 -> 1698 1     1780 0 -> 1718 1     1800 0 -> 1737 1

CSGE

 640 0 ->  618 1      720 0 ->  695 1      800 0 ->  772 1
 850 0 ->  820 1      900 0 ->  868 1      950 0 ->  917 1
1000 0 ->  965 1     1050 0 -> 1013 1     1100 0 -> 1061 1
1150 0 -> 1110 1     1200 0 -> 1158 1     1250 0 -> 1206 1
1300 0 -> 1254 1     1350 0 -> 1303 1     1400 0 -> 1351 1
1450 0 -> 1399 1     1500 0 -> 1447 1     1550 0 -> 1496 1
1600 0 -> 1544 1     1650 0 -> 1592 1     1700 0 -> 1640 1
1750 0 -> 1689 1     1800 0 -> 1737 1     1850 0 -> 1785 1
1900 0 -> 1833 1     1950 0 -> 1882 1     2000 0 -> 1930 1
2400 0 -> 2316 1     2721 1 -> 2626 2     2800 0 -> 2702 1

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