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Final Level:. For each Underlying, the closing level of such Underlying on the Valuation Date. October 5, October 10, The securities will not be listed on any securities exchange. You may revoke your offer to purchase the securities at any time prior to the time at which we accept such offer on the date the securities are priced.

We reserve the right to change the terms of, or reject any offer to purchase the securities prior to their issuance. In the event of any changes to the terms of the securities, we will notify you and you will be asked to accept such changes in connection with your purchase.

You may also choose to reject such changes in which case we may reject your offer to purchase. Additional Terms Specific to the Securities. You may access these documents on the SEC website at www. Underlying supplement dated July 29, Product supplement No. U-I dated March 23, Prospectus supplement and Prospectus dated March 23, This pricing supplement, together with the documents listed above, contains the terms of the securities and supersedes all other prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, fact sheets, correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of ours.

You should consult your investment, legal, tax, accounting and other advisors before deciding to invest in the securities. The tables and examples below assume that i if a Coupon Barrier Event does not occur on an Observation Date, a contingent coupon will be paid for the corresponding contingent coupon period at a rate of The examples are intended to illustrate hypothetical calculations of only the Redemption Amount and do not illustrate the calculation or payment of any individual contingent coupon payment.

The hypothetical Redemption Amounts and total contingent coupon payments set forth below are for illustrative purposes only. The actual Redemption Amounts and total contingent coupon payments applicable to a purchaser of the securities will depend on the number of Coupon Barrier Events that have occurred over the term of the securities, whether a Knock-In Event occurs and on the Final Level of the Lowest Performing Underlying.

You should consider carefully whether the securities are suitable to your investment goals. The numbers appearing in the tables and examples below have been rounded for ease of analysis. Percentage Change. Underlying Return of the Lowest Performing Underlying. Redemption Amount excluding contingent coupon payments, if any. Total Contingent Coupon Payments. See table below. Number of Coupon Barrier Events. A Coupon Barrier Event does not occur.

The total payment on the securities will be equal to the Redemption Amount applicable to an investor plus the total contingent coupon payments on the securities. The following examples illustrate how the Redemption Amount is calculated. Final Level. Initial Level of RTY. Initial Level of SPX. Selected Risk Considerations. An investment in the securities involves significant risks.

Investing in the securities is not equivalent to investing directly in the Underlyings. In this case, the Redemption Amount you will be entitled to receive will be less than the principal amount of the securities, and you could lose your entire investment. Even if the Final Level of each Underlying is greater than its respective Initial Level, you will not participate in the appreciation of any Underlying.

Investors are dependent on our ability to pay all amounts due on the securities and, therefore, investors are subject to our credit risk. For example, if a Coupon Barrier Event occurs on every Observation Date, you will not receive any contingent coupon payments during the term of the securities. In this case, the Redemption Amount payable at maturity will be less than the principal amount of the securities. Prior to maturity, the securities may be redeemed on any Contingent Coupon Payment Date scheduled to occur on or after October 9, , upon notice on or before the immediately preceding Early Redemption Notice Date.

If the securities are redeemed prior to the Maturity Date, you will be entitled to receive the principal amount of your securities and any accrued and unpaid contingent coupon payable, if any, on that Contingent Coupon Payment Date. In this case, you will lose the opportunity to continue to accrue and be paid contingent coupons from the date of Early Redemption to the scheduled Maturity Date. If the securities are redeemed prior to the Maturity Date, you may be unable to invest in other securities with a similar level of risk that yield as much contingent coupon as the securities.

For example, if one Underlying appreciates from its Initial Level and the other Underlying does not appreciate as much, or even decreases from its Initial Level, you will not benefit from the appreciation of the first Underlying. Additionally, if a Knock-In Event occurs, even with respect to only one Underlying, the Underlying Return of the Lowest Performing Underlying will be negative and you will receive less than the principal amount of your securities at maturity.

Because the securities are not linked to a basket, in which case the risk is mitigated and diversified among all of the components of a basket, you will be exposed to the risk of fluctuations in the levels of the Underlyings to the same degree for each Underlying. For example, in the case of securities linked to a basket, the return would depend on the weighted aggregate performance of the basket components as reflected by the basket return. Thus, the depreciation of any basket component could be mitigated by the appreciation of another basket component, to the extent of the weightings of such components in the basket.

However, in the case of securities linked to the lowest performing Underlying, the individual performance of each Underlying is not combined to calculate your return and the depreciation of any Underlying is not mitigated by the appreciation of any other Underlying. Instead, if a Knock-In Event occurs, the Redemption Amount payable at maturity will be based on the lowest performing of the Underlyings to which the securities are linked.

Likewise, if on any Observation Date, the closing level of any Underlying is less than its Coupon Barrier Level, no contingent coupon will be paid for the corresponding contingent coupon period. These equity securities often have greater stock price volatility, lower trading volume and less liquidity than the equity securities of large-capitalization companies, and are more vulnerable to adverse business and economic developments than those of large-capitalization companies.

In addition, small-capitalization companies are typically less established and less stable financially than large-capitalization companies. These companies may depend on a small number of key personnel, making them more vulnerable to loss of personnel. Such companies tend to have smaller revenues, less diverse product lines, smaller shares of their product or service markets, fewer financial resources and less competitive strengths than large-capitalization companies and are more susceptible to adverse developments related to their products.

Investments in securities linked to the value of foreign equity securities involve risks associated with the securities markets in those countries, including the risk of volatility in those markets, governmental intervention in those markets and cross-shareholdings in companies in certain countries. Foreign companies are subject to accounting, auditing and financial reporting standards and requirements different from those applicable to U. These costs will be effectively borne by you as an investor in the securities.

These amounts will be retained by Credit Suisse or our affiliates in connection with our structuring and. On the Trade Date, we value the components of the securities in accordance with our pricing models. These include a fixed income component valued using our internal funding rate, and individual option components valued using mid-market pricing.

Our option valuation models are proprietary. They take into account factors such as interest rates, volatility and time to maturity of the securities, and they rely in part on certain assumptions about future events, which may prove to be incorrect. In circumstances where the internal funding rate is lower than the secondary market credit spread, the value of the securities would be higher if we used our secondary market credit spread.

Our use of our lower internal funding rate is also reflected in the secondary market prices of the securities. The secondary market price of your securities at any time cannot be predicted and will reflect the then-current estimated value determined by reference to our pricing models and other factors.

These other factors include customary bid and ask spreads and other transaction costs, changes in market conditions and any deterioration or improvement in our creditworthiness. If you sell your securities to a dealer, the dealer may impose an additional discount or commission, and as a result the price you receive on your securities may be lower than the price at which we repurchase the securities from such dealer. We or an affiliate may initially offer to repurchase the securities from you at a price that will exceed the then-current estimated value of the securities.

That higher price reflects our projected profit and costs that were included in the Price to Public, and that higher price may also be initially used for account statements or otherwise. We or our affiliate may offer to pay this higher price, for your benefit, but the amount of any excess over the then-current estimated value will be temporary and is expected to decline over a period of approximately 90 days.

The securities are not designed to be short-term trading instruments and any sale prior to maturity could result in a substantial loss to you. You should be willing and able to hold your securities to maturity. Credit Suisse or its affiliates intends to offer to purchase the securities in the secondary market but is not required to do so. Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities when you wish to do so.

Because other dealers are not likely to make a secondary market for the securities, the price at which you may be able to trade your securities is likely to depend on the price, if any, at which Credit Suisse or its affiliates is willing to buy the securities. If you have to sell your securities prior to maturity, you may not be able to do so or you may have to sell them at a substantial loss. In performing these duties, the. Some or all of these factors may influence the price that you will receive if you choose to sell your securities prior to maturity.

The impact of any of the factors set forth above may enhance or offset some or all of any change resulting from another factor or factors. The return on your investment, which is based on the percentage change in the Underlyings, is not the same as the total return you would receive based on the purchase of the assets that comprise the Underlyings.

Supplemental Use of Proceeds and Hedging. We intend to use the proceeds of this offering for our general corporate purposes, which may include the refinancing of existing debt outside Switzerland. Some or all of the proceeds we receive from the sale of the securities may be used in connection with hedging our obligations under the securities through one or more of our affiliates.

Such hedging or trading activities on or prior to the Trade Date and during the term of the securities including on any Observation Date could adversely affect the value of the Underlyings and, as a result, could decrease the amount you may receive on the securities at maturity. Historical Information.

The following graphs set forth the historical performance of the Underlyings based on the closing level of each Underlying from January 1, through October 2, We obtained the historical information below from Bloomberg, without independent verification. You should not take the historical levels of the Underlyings as an indication of future performance of the Underlyings or the securities.

Any historical trend in the levels of the Underlyings during any period set forth below is not an indication that the levels of the Underlyings are more or less likely to increase or decrease at any time over the term of the securities. Market Disruption Events. The determination of the closing level for any Underlying not affected by a market disruption event on an Observation Date other than the Valuation Date or by an Observation Date other than the Valuation Date not being a trading day for such Underlying will occur on such Observation Date.

If the determination of the closing level for any Underlying on an Observation Date other than the Valuation Date is postponed as a result of a market disruption event as described above, or because such Observation Date is not a trading day for any Underlying, to a date on or after the corresponding Contingent Coupon Payment Date, then such corresponding Contingent Coupon Payment Date will be postponed to the business day following the latest date to which such determination is so postponed for any Underlying.

If the Valuation Date for any Underlying is postponed as a result of a market disruption event as described in the accompanying product supplement or because the scheduled Valuation Date is not an underlying business day for any Underlying, then the Maturity Date will be postponed to the fifth business day following the latest Valuation Date for any Underlying.

The Valuation Date for any Underlying not affected by a market disruption event or by the Valuation Date not being an underlying business day for such Underlying will be the scheduled Valuation Date. Material U. Federal Income Tax Considerations. The following discussion summarizes material U. Further, this discussion does not address all of the U. The discussion is based upon the Code, law, regulations, rulings and decisions, in each case, as available and in effect as of the date hereof, all of which are subject to change, possibly with retroactive effect.

Tax consequences under state, local and foreign laws are not addressed herein. No ruling from the U. You should consult your tax advisor as to the specific tax consequences to you of owning and disposing of the securities, including the application of federal, state, local and foreign income and other tax laws based on your particular facts and circumstances. Characterization of the Securities. There are no statutory provisions, regulations, published rulings, or judicial decisions addressing the characterization for U.

Thus, the characterization of the securities is not certain. The possible alternative characterizations and risks to investors of such characterizations are discussed below. Based on the advice of our special tax counsel, we intend to treat the securities, for U. In the absence of an administrative or judicial ruling to the contrary, we and, by acceptance of the securities, you agree to treat the securities for all tax purposes in accordance with such characterization.

In light of the fact that we agree to treat the securities as prepaid financial contracts, the balance of this discussion assumes that the securities will be so treated. Alternative Characterizations of the Securities. You should be aware that the characterization of the securities as described above is not certain, nor is it binding on the IRS or the courts. Thus, it is possible that the IRS would seek to characterize your securities in a manner that results in tax consequences to you that are different from those described below.

Payments made to terminate an NPC other than perhaps a final scheduled payment are capital in nature. Deductions for NPC payments may be limited in certain cases. Certain payments under an NPC may be treated as U. The IRS could also seek to. If the securities have a term of one year or less, it is also possible that the IRS would assert that the securities constitute short-term debt obligations.

A cash method U. Holder that does not elect to accrue the discount in income currently should include the payments attributable to interest on the security as income upon receipt. Under these rules, any contingent payment would be taxable upon receipt by a cash basis taxpayer as ordinary interest income. If the securities were to be treated as contingent payment debt instruments, you would be required to include in income on an economic accrual basis over the term of the securities an amount of interest that is based upon the yield at which we would issue a non-contingent fixed-rate debt instrument with other terms and conditions similar to your securities, or the comparable yield.

The characterization of securities as contingent payment debt instruments under these rules is likely to be adverse. You should consult your tax advisor regarding the possible tax consequences of characterization of the securities as debt instruments. We are not responsible for any adverse consequences that you may experience as a result of any alternative characterization of the securities for U. You should consult your tax advisor as to the tax consequences of such characterization and any possible alternative characterizations of your securities for U.

If a partnership or an entity treated as a partnership for U. In accordance with the agreed-upon tax treatment described above, a U. Holder will treat any coupon payment received in respect of a security as ordinary income includible in such U. If the security provides for the payment of the redemption amount in cash based on the return of the Underlyings, upon receipt of the redemption amount of the securities from us, a U.

Holder will recognize gain or loss equal to the difference between the amount of cash received from us and the U. For securities with a term of more than one year, such gain or loss will be long-term capital gain or loss if the U. Holder has held the security for more than one year at maturity. For securities with a term of one year or less, such gain or loss will be short-term capital gain or loss. If the security provides for the payment of the redemption amount in physical shares or units of the Underlyings, the U.

Holder should not recognize any gain or loss with respect to the security other than with respect to cash received in lieu of fractional shares or units, as described below. Holder should have a tax basis in all physical shares or units received including for this purpose any fractional shares or units equal to its tax basis in the security generally its cost. Holder should generally recognize short-term capital gain or loss with respect to cash received in lieu of fractional shares or units in an amount equal to the difference between the amount of such cash received and the U.

Upon the sale or other taxable disposition of a security, a U. Holder generally will recognize gain or loss equal to the difference between the amount realized on the sale or other taxable disposition and the U. Holder has held the security for more than one year at the time of disposition. If a Knock-In Event does not occur, the Redemption Amount will equal the principal amount of the securities you hold.

Investing in the securities involves a number of risks. Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of the securities or passed upon the accuracy or the adequacy of this pricing supplement or the accompanying underlying supplement, the product supplement, the prospectus supplement and the prospectus. Any representation to the contrary is a criminal offense. Price to Public 1. Underwriting Discounts and Commissions 2.

Proceeds to Issuer. Per security. This range of estimated values reflects terms that are not yet fixed. A single estimated value reflecting final terms will be determined on the Trade Date. The securities 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.

Credit Suisse. Early Redemption:. Early Redemption Notice Dates:. Knock-In Event:. Knock-In Level:. The Knock-In Level for each Underlying will be approximately Lowest Performing Underlying:. The Underlying with the lowest Underlying Return. Underlying Return:. For each Underlying, the Underlying Return will be calculated as follows:.

Initial Level. For each Underlying, the closing level of such Underlying on the Trade Date. Final Level:. For each Underlying, the closing level of such Underlying on the Valuation Date. October 5, October 10, The securities will not be listed on any securities exchange. You may revoke your offer to purchase the securities at any time prior to the time at which we accept such offer on the date the securities are priced.

We reserve the right to change the terms of, or reject any offer to purchase the securities prior to their issuance. In the event of any changes to the terms of the securities, we will notify you and you will be asked to accept such changes in connection with your purchase.

You may also choose to reject such changes in which case we may reject your offer to purchase. Additional Terms Specific to the Securities. You may access these documents on the SEC website at www. Underlying supplement dated July 29, Product supplement No. U-I dated March 23, Prospectus supplement and Prospectus dated March 23, This pricing supplement, together with the documents listed above, contains the terms of the securities and supersedes all other prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, fact sheets, correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of ours.

You should consult your investment, legal, tax, accounting and other advisors before deciding to invest in the securities. The tables and examples below assume that i if a Coupon Barrier Event does not occur on an Observation Date, a contingent coupon will be paid for the corresponding contingent coupon period at a rate of The examples are intended to illustrate hypothetical calculations of only the Redemption Amount and do not illustrate the calculation or payment of any individual contingent coupon payment.

The hypothetical Redemption Amounts and total contingent coupon payments set forth below are for illustrative purposes only. The actual Redemption Amounts and total contingent coupon payments applicable to a purchaser of the securities will depend on the number of Coupon Barrier Events that have occurred over the term of the securities, whether a Knock-In Event occurs and on the Final Level of the Lowest Performing Underlying.

You should consider carefully whether the securities are suitable to your investment goals. The numbers appearing in the tables and examples below have been rounded for ease of analysis. Percentage Change. Underlying Return of the Lowest Performing Underlying.

Redemption Amount excluding contingent coupon payments, if any. Total Contingent Coupon Payments. See table below. Number of Coupon Barrier Events. A Coupon Barrier Event does not occur. The total payment on the securities will be equal to the Redemption Amount applicable to an investor plus the total contingent coupon payments on the securities. The following examples illustrate how the Redemption Amount is calculated.

Final Level. Initial Level of RTY. Initial Level of SPX. Selected Risk Considerations. An investment in the securities involves significant risks. Investing in the securities is not equivalent to investing directly in the Underlyings. In this case, the Redemption Amount you will be entitled to receive will be less than the principal amount of the securities, and you could lose your entire investment.

Even if the Final Level of each Underlying is greater than its respective Initial Level, you will not participate in the appreciation of any Underlying. Investors are dependent on our ability to pay all amounts due on the securities and, therefore, investors are subject to our credit risk. For example, if a Coupon Barrier Event occurs on every Observation Date, you will not receive any contingent coupon payments during the term of the securities.

In this case, the Redemption Amount payable at maturity will be less than the principal amount of the securities. Prior to maturity, the securities may be redeemed on any Contingent Coupon Payment Date scheduled to occur on or after October 9, , upon notice on or before the immediately preceding Early Redemption Notice Date.

If the securities are redeemed prior to the Maturity Date, you will be entitled to receive the principal amount of your securities and any accrued and unpaid contingent coupon payable, if any, on that Contingent Coupon Payment Date. In this case, you will lose the opportunity to continue to accrue and be paid contingent coupons from the date of Early Redemption to the scheduled Maturity Date. If the securities are redeemed prior to the Maturity Date, you may be unable to invest in other securities with a similar level of risk that yield as much contingent coupon as the securities.

For example, if one Underlying appreciates from its Initial Level and the other Underlying does not appreciate as much, or even decreases from its Initial Level, you will not benefit from the appreciation of the first Underlying. Additionally, if a Knock-In Event occurs, even with respect to only one Underlying, the Underlying Return of the Lowest Performing Underlying will be negative and you will receive less than the principal amount of your securities at maturity.

Because the securities are not linked to a basket, in which case the risk is mitigated and diversified among all of the components of a basket, you will be exposed to the risk of fluctuations in the levels of the Underlyings to the same degree for each Underlying.

For example, in the case of securities linked to a basket, the return would depend on the weighted aggregate performance of the basket components as reflected by the basket return. Thus, the depreciation of any basket component could be mitigated by the appreciation of another basket component, to the extent of the weightings of such components in the basket.

However, in the case of securities linked to the lowest performing Underlying, the individual performance of each Underlying is not combined to calculate your return and the depreciation of any Underlying is not mitigated by the appreciation of any other Underlying. Instead, if a Knock-In Event occurs, the Redemption Amount payable at maturity will be based on the lowest performing of the Underlyings to which the securities are linked.

Likewise, if on any Observation Date, the closing level of any Underlying is less than its Coupon Barrier Level, no contingent coupon will be paid for the corresponding contingent coupon period. These equity securities often have greater stock price volatility, lower trading volume and less liquidity than the equity securities of large-capitalization companies, and are more vulnerable to adverse business and economic developments than those of large-capitalization companies. In addition, small-capitalization companies are typically less established and less stable financially than large-capitalization companies.

These companies may depend on a small number of key personnel, making them more vulnerable to loss of personnel. Such companies tend to have smaller revenues, less diverse product lines, smaller shares of their product or service markets, fewer financial resources and less competitive strengths than large-capitalization companies and are more susceptible to adverse developments related to their products.

Investments in securities linked to the value of foreign equity securities involve risks associated with the securities markets in those countries, including the risk of volatility in those markets, governmental intervention in those markets and cross-shareholdings in companies in certain countries. Foreign companies are subject to accounting, auditing and financial reporting standards and requirements different from those applicable to U. These costs will be effectively borne by you as an investor in the securities.

These amounts will be retained by Credit Suisse or our affiliates in connection with our structuring and. On the Trade Date, we value the components of the securities in accordance with our pricing models. These include a fixed income component valued using our internal funding rate, and individual option components valued using mid-market pricing. Our option valuation models are proprietary. They take into account factors such as interest rates, volatility and time to maturity of the securities, and they rely in part on certain assumptions about future events, which may prove to be incorrect.

In circumstances where the internal funding rate is lower than the secondary market credit spread, the value of the securities would be higher if we used our secondary market credit spread. Our use of our lower internal funding rate is also reflected in the secondary market prices of the securities. The secondary market price of your securities at any time cannot be predicted and will reflect the then-current estimated value determined by reference to our pricing models and other factors.

These other factors include customary bid and ask spreads and other transaction costs, changes in market conditions and any deterioration or improvement in our creditworthiness. If you sell your securities to a dealer, the dealer may impose an additional discount or commission, and as a result the price you receive on your securities may be lower than the price at which we repurchase the securities from such dealer. We or an affiliate may initially offer to repurchase the securities from you at a price that will exceed the then-current estimated value of the securities.

That higher price reflects our projected profit and costs that were included in the Price to Public, and that higher price may also be initially used for account statements or otherwise. We or our affiliate may offer to pay this higher price, for your benefit, but the amount of any excess over the then-current estimated value will be temporary and is expected to decline over a period of approximately 90 days.

The securities are not designed to be short-term trading instruments and any sale prior to maturity could result in a substantial loss to you. You should be willing and able to hold your securities to maturity. Credit Suisse or its affiliates intends to offer to purchase the securities in the secondary market but is not required to do so.

Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities when you wish to do so. Because other dealers are not likely to make a secondary market for the securities, the price at which you may be able to trade your securities is likely to depend on the price, if any, at which Credit Suisse or its affiliates is willing to buy the securities. If you have to sell your securities prior to maturity, you may not be able to do so or you may have to sell them at a substantial loss.

In performing these duties, the. Some or all of these factors may influence the price that you will receive if you choose to sell your securities prior to maturity. The impact of any of the factors set forth above may enhance or offset some or all of any change resulting from another factor or factors. The return on your investment, which is based on the percentage change in the Underlyings, is not the same as the total return you would receive based on the purchase of the assets that comprise the Underlyings.

Supplemental Use of Proceeds and Hedging. We intend to use the proceeds of this offering for our general corporate purposes, which may include the refinancing of existing debt outside Switzerland. Some or all of the proceeds we receive from the sale of the securities may be used in connection with hedging our obligations under the securities through one or more of our affiliates. Such hedging or trading activities on or prior to the Trade Date and during the term of the securities including on any Observation Date could adversely affect the value of the Underlyings and, as a result, could decrease the amount you may receive on the securities at maturity.

Historical Information. The following graphs set forth the historical performance of the Underlyings based on the closing level of each Underlying from January 1, through October 2, We obtained the historical information below from Bloomberg, without independent verification. You should not take the historical levels of the Underlyings as an indication of future performance of the Underlyings or the securities. Any historical trend in the levels of the Underlyings during any period set forth below is not an indication that the levels of the Underlyings are more or less likely to increase or decrease at any time over the term of the securities.

Market Disruption Events. The determination of the closing level for any Underlying not affected by a market disruption event on an Observation Date other than the Valuation Date or by an Observation Date other than the Valuation Date not being a trading day for such Underlying will occur on such Observation Date. If the determination of the closing level for any Underlying on an Observation Date other than the Valuation Date is postponed as a result of a market disruption event as described above, or because such Observation Date is not a trading day for any Underlying, to a date on or after the corresponding Contingent Coupon Payment Date, then such corresponding Contingent Coupon Payment Date will be postponed to the business day following the latest date to which such determination is so postponed for any Underlying.

If the Valuation Date for any Underlying is postponed as a result of a market disruption event as described in the accompanying product supplement or because the scheduled Valuation Date is not an underlying business day for any Underlying, then the Maturity Date will be postponed to the fifth business day following the latest Valuation Date for any Underlying. The Valuation Date for any Underlying not affected by a market disruption event or by the Valuation Date not being an underlying business day for such Underlying will be the scheduled Valuation Date.

Material U. Federal Income Tax Considerations. The following discussion summarizes material U. Further, this discussion does not address all of the U. The discussion is based upon the Code, law, regulations, rulings and decisions, in each case, as available and in effect as of the date hereof, all of which are subject to change, possibly with retroactive effect.

Tax consequences under state, local and foreign laws are not addressed herein. No ruling from the U. You should consult your tax advisor as to the specific tax consequences to you of owning and disposing of the securities, including the application of federal, state, local and foreign income and other tax laws based on your particular facts and circumstances.

Characterization of the Securities. There are no statutory provisions, regulations, published rulings, or judicial decisions addressing the characterization for U. Thus, the characterization of the securities is not certain. The possible alternative characterizations and risks to investors of such characterizations are discussed below. Based on the advice of our special tax counsel, we intend to treat the securities, for U.

In the absence of an administrative or judicial ruling to the contrary, we and, by acceptance of the securities, you agree to treat the securities for all tax purposes in accordance with such characterization. In light of the fact that we agree to treat the securities as prepaid financial contracts, the balance of this discussion assumes that the securities will be so treated.

Alternative Characterizations of the Securities. You should be aware that the characterization of the securities as described above is not certain, nor is it binding on the IRS or the courts. Thus, it is possible that the IRS would seek to characterize your securities in a manner that results in tax consequences to you that are different from those described below.

Payments made to terminate an NPC other than perhaps a final scheduled payment are capital in nature. Deductions for NPC payments may be limited in certain cases. Certain payments under an NPC may be treated as U. The IRS could also seek to. If the securities have a term of one year or less, it is also possible that the IRS would assert that the securities constitute short-term debt obligations.

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