Kickouts and correlation

Kickouts and correlation


Credit Suisse launched a two-year autocallable product linked to the performance of two US indexes, which was reviewed In Structured Products in November 2011. The product has an opportunity for kickout in September so we will consider the possibility of an early maturity.

The product offered a fixed return of 19.35% if, on the first anniversary of the strike date, both indexes are at or above their initial level. If the product does not kickout out, it will continue until the September 2013 mat

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