The table below shows the current allocation of weights across the components presently in the Index.
|Current Allocation as of||Weight||Asset Class||Asset Class Weight|
|CC||10.26%||No Asset Class||100.24%|
Source: Credit Suisse. Data collected from [date] to [date]. The Credit Suisse Backwardation F3 ex Grains and Livestock ER Index went live on [live date]. Any data shown prior to the live date is simulated. Past performance is no indication or guarantee of future performance. Performance figures for all strategy components refer to simulated performance until live date and real performance thereafter. The return results provided herein are illustrative only and were derived by means of a retroactive application of a back-casted model designed with the benefit of hindsight. These back-casted, hypothetical, historical annualized Index returns have inherent limitations. No representation is made that in the future the Index will have the returns shown. Alternative modeling techniques or assumptions might produce significantly different results and may prove to be more appropriate. Actual annualized returns may vary materially from this analysis. The Index returns are gross of index calculation fees and transaction / hedging costs. The Index could underperform relative to other indices, including equity indices. If the currency in which the past performance is shown differs from the currency of the country in which you reside, then you should be aware that due to exchange rate fluctuations, the performance shown may increase or decrease if converted into your local currency.
Please refer to the Risk Factors for additional information on the Index.