The Dow Jones Credit Suisse Core Hedge Fund Index Closed Down 0.45% in June

 The Dow Jones Credit Suisse Core Hedge Fund Index Closed Down 0.45% in June

PR Newswire

NEW YORK, July 6, 2012

NEW YORK, July 6, 2012 /PRNewswire/ --The Dow Jones Credit Suisse Core Hedge
Fund Index closed down 0.45% in June as the index component strategies
reported mixed results for June.

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The Dow Jones Credit Suisse Core Hedge Fund Index provides daily published
index values which seek to enable investors to track the impact of market
events on the hedge fund industry. June, May and year-to-date 2012
performances are listed below and are available at

Index                                         Jun-12 May-12 YTD 2012
Dow Jones Credit Suisse Core Hedge Fund Index -0.45% -1.50% 0.42%
Convertible Arbitrage                         -0.77% -1.06% 3.98%
Emerging Markets                              -0.09% -2.33% -0.18%
Event Driven                                  -0.70% -2.25% 0.67%
Fixed Income Arbitrage                        0.92%  -1.14% 1.48%
Global Macro                                  0.15%  -0.45% 2.18%
Long/Short Equity                             0.02%  -5.08% -3.15%
Managed Futures                               -3.37% 3.52%  -0.34%

About the Dow Jones Credit Suisse Core Hedge Fund Index

Following the market events of 2008, increased attention has been focused on
liquid hedge fund structures, including managed accounts which tend to offer
greater liquidity and increased transparency. The Dow Jones Credit Suisse Core
Hedge Fund Index is the only hedge fund index to seek to measure the
performance of this rapidly growing industry segment by sourcing funds from
multiple managed account platforms, an advantage over indices which are built
on a single managed account platform that may have a particular sector bias.

The Dow Jones Credit Suisse family of hedge fund indexes also includes:

1.The Dow Jones Credit Suisse Hedge Fund Index, an asset-weighted
benchmark that measures hedge fund performance and seeks to provide the most
accurate representation of the hedge fund universe.

2.The Dow Jones Credit Suisse AllHedge Index, an investable index
comprised of all 10 Dow Jones Credit Suisse AllHedge Strategy Indexes weighted
according to the sector weights of the Broad Index.

3.The Dow Jones Credit Suisse Blue Chip Hedge Fund Index, an investable
index comprised of 60 of the largest funds across the ten style-based sectors
in the Broad Index.

4.The Dow Jones Credit Suisse LEA Hedge Fund Index, an asset-weighted,
composite index which provides insight in to three specific regions of the
emerging markets hedge fund universe (Latin America, EEMEA (Emerging Europe,
Middle East and Africa) and Asia).

About S&P Dow Jones Indices
S&P Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies is the
world's largest, global resource for index-based concepts, data and research.
Home to iconic financial market indicators, such as the S&P 500® and the Dow
Jones Industrial Average, S&P Dow Jones Indices LLC has over 115 years of
experience constructing innovative and transparent solutions that fulfill the
needs of institutional and retail investors. More assets are invested in
products based upon our indices than any other provider in the world. With
over 830,000 indices covering a wide range of assets classes across the globe,
S&P Dow Jones Indices LLC defines the way investors measure and trade the
markets. To learn more about our company, please 

About Credit Suisse AG

Credit Suisse AG
Credit Suisse AG is one of the world's leading financial services providers
and is part of the Credit Suisse group of companies (referred to here as
'Credit Suisse'). As an integrated bank, Credit Suisse offers clients its
combined expertise in the areas of private banking, investment banking and
asset management. Credit Suisse provides advisory services, comprehensive
solutions and innovative products to companies, institutional clients and
high-net-worth private clients globally, as well as to retail clients in
Switzerland. Credit Suisse is headquartered in Zurich and operates in over 50
countries worldwide. The group employs approximately 48,700 people. The
registered shares (CSGN) of Credit Suisse's parent company, Credit Suisse
Group AG, are listed in Switzerland and, in the form of American Depositary
Shares (CS), in New York. Further information about Credit Suisse can be found

Asset Management
In its Asset Management business, Credit Suisse offers products across a broad
spectrum of investment classes, including hedge funds, credit, index, real
estate, commodities and private equity products, as well as multi-asset class
solutions, which include equities and fixed income products. Credit Suisse's
Asset Management business manages portfolios, mutual funds and other
investment vehicles for a broad spectrum of clients ranging from governments,
institutions and corporations to private individuals. With offices focused on
asset management in 19 countries, Credit Suisse's Asset Management business is
operated as a globally integrated network to deliver the bank's best
investment ideas and capabilities to clients around the world.

All businesses of Credit Suisse are subject to distinct regulatory
requirements; certain products and services may not be available in all
jurisdictions or to all client types.

Copyright © 2012, CREDIT SUISSE GROUP AG and/or its affiliates. All rights

Certain information contained in this document constitutes "Forward-Looking
Statements" (including observations about markets and industry and regulatory
trends as of the original date of this document), which can be identified by
the use of forward-looking terminology such as "may", "will", "should",
"expect", "anticipate", "target", "project", "estimate", "intend", "continue"
or "believe", or the negatives thereof or other variations thereon or
comparable terminology. Due to various risks and uncertainties beyond our
control, actual events, results or performance may differ materially from
those reflected or contemplated in such forward-looking statements. Readers
are cautioned not to place undue reliance on such statements. Credit Suisse
has no obligation to update any of the forward-looking statements in this

This document was produced by and the opinions expressed are those of Credit
Suisse as of the date of writing and are subject to change without obligation
to update. It has been prepared solely for information purposes and for the
use of the recipient. It does not constitute an offer or an invitation by or
on behalf of Credit Suisse to any person to buy or sell any security. Any
reference to past performance is not a guide or indicator to future
performance. The information and analysis contained in this publication have
been compiled or arrived at from sources believed to be reliable but Credit
Suisse does not make any representation as to their accuracy or completeness
and does not accept liability for any loss arising from the use hereof.

"Dow Jones®", "The Dow Jones Credit Suisse Hedge Fund Indexes" and "Dow Jones
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and Credit Suisse Group AG, as the case may be, and have been licensed for use
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Indices"). STANDARD & POOR'S and S&P are registered trademarks of Standard &
Poor's Financial Services LLC. It is not possible to invest directly in an
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employees and agents (collectively "S&P Dow Jones Indices") does not sponsor,
endorse, sell, or promote any investment fund or other vehicle that is offered
by third parties and that seeks to provide an investment return based on the
returns of any index. This document does not constitute an offer of services
in jurisdictions where S&P Dow Jones Indices or its affiliates do not have the
necessary licenses. S&P Dow Jones Indices receives compensation in connection
with licensing its indices to third parties.

SOURCE Credit Suisse AG

Contact: Credit Suisse, Katherine Herring, Corporate Communications,
+1-212-325-7545,; or S&P Dow Jones
Indices, Barbara Mahe, +44-20-3379-3804,
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