New Issue: Credit Suisse prices $3.98 million 0% Bares linked to four indexes

By Angela McDaniels

Tacoma, Wash., June 19 - Credit Suisse, Nassau branch priced $3.98 million of 0% Buffered Accelerated Return Equity Securities (Bares) due June 25, 2012 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Dow Jones Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 25% weight, the Nikkei 225 index with a 25% weight and the S&P/ASX 200 index with a 10% weight.

The payout at maturity will be par plus 138% of any basket gain. Investors will receive par if the basket declines by 7.5% or less and will lose 1% for every 1% decline beyond 7.5%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse, Nassau branch
Issue:	Buffered Accelerated Return Equity Securities (Bares)
Underlying indexes:	Dow Jones Euro Stoxx 50 (40% weight), FTSE 100 (25% weight), Nikkei 225 (25% weight) and S&P/ASX 200 (10% weight)
Amount:	$3.98 million
Maturity:	June 25, 2012
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 138% of any basket gain; par if basket falls by 7.5% or less; 1% loss for each 1% decline beyond 7.5%
Initial index levels:	3,507.97 for Euro Stoxx 50; 5,756.90 for FTSE 100; 14,452.82 for Nikkei 225; 5,443.20 for S&P/ASX 200
Pricing date:	June 18
Settlement date:	June 25
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	None

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