TVIZ (VelocityShares Daily 2x VIX Medium-Term ETN)

TVIZ was a leveraged VIX ETN by VelocityShares, issued by Credit Suisse.

It ceased trading on 10 August 2018.

TVIZ Exposure and Basic Characteristics

TVIZ was a double long leveraged ETN on the VIX by VelocityShares. It was similar to the better known TVIX (also already delisted), from which it differed in targeted maturity of the VIX futures. While TVIX targeted near term futures (constant maturity of one month), TVIZ targeted medium term futures (constant maturity five months).

Direction + leverage: 2x long

Underlying index: S&P500 VIX Mid-Term Futures Index ER

Exposure: Middle of the VIX futures curve (long positions in the fourth, fifth, sixth, and seventh VIX futures contract months, rolling from the fourth to the seventh with passing time to maintain constant 5-month maturity)

TVIZ options: Not available

Product type: ETN (exchange traded note)

Issuer: Credit Suisse AG

Provider: VelocityShares

Inception date: 29 November 2010

Closing date: 10 August 2018

Official Information

The VelocityShares Daily 2x VIX Medium-Term ETNs (the "ETNs") are senior, unsecured obligations of Credit Suisse AG ("Credit Suisse") acting through its Nassau branch. The return on the ETNs is linked to twice (2x) the daily performance of the S&P 500 VIX Mid-Term Futures Index ER less the investor fee.

Product page and prospectus no longer available (previously at https://www.velocityshares.com/etnstviz).

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