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Published on 11/25/2009 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $2.76 million principal-protected ProNotes linked to three indexes

By Susanna Moon

Chicago, Nov. 25 - Credit Suisse, Nassau Branch priced $2.76 million of zero-coupon principal-protected ProNotes due Nov. 28, 2014 linked to a basket of three equally weighted indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The indexes are the Dow Jones Euro Stoxx 50 index, the FTSE 100 index and the Nikkei 225 index.

The payout at maturity will be par plus any basket gain.

Investors will receive at least par.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:Credit Suisse, Nassau Branch
Issue:Principal-protected ProNotes
Underlying indexes:Dow Jones Euro Stoxx 50, FTSE 100 and Nikkei 225, equally weighted
Amount:$2,757,000
Maturity:Nov. 28, 2014
Coupon:0%
Price:Par
Payout at maturity:Par plus any basket gain; floor of par
Initial index levels:2,877.58 for Euro Stoxx; 5,323.96 for FTSE; 9,401.58 for Nikkei
Pricing date:Nov. 24
Settlement date:Nov. 30
Agent:Credit Suisse Securities (USA) LLC
Fees:3%

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