New Issue: Credit Suisse prices $18.33 million return enhanced notes linked to S&P 500 via JPMorgan

By Jennifer Chiou

New York, Aug. 11 - Credit Suisse, Nassau Branch priced $18.33 million 0% average entry return enhanced notes due Sept. 29, 2009 linked to S&P 500 index via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA, according to a 424B2 filing with the Securities and Exchange Commission.

Payout at maturity will be par plus double any index gain, up to a maximum return of 16%.

Investors will receive par for losses up to 10% and will be exposed to any losses at a rate of 1.1111% per 1% drop beyond 10%.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Average entry buffered return enhanced notes
Underlying index:	S&P 500
Amount:	$18,333,000
Maturity:	Sept. 29, 2009
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any index gain, capped at 16%; investors will receive par for losses up to 10% and will be exposed to any losses at a rate of 1.1111% per 1% drop beyond 10%
Pricing date:	Aug. 8
Settlement date:	Aug. 13
Agents:	J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA
Fees:	1.1%

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