New Issue: Credit Suisse prices $3.91 million Bares linked to index, ETF basket

By Angela McDaniels

Tacoma, Wash., Feb. 4 - Credit Suisse, Nassau Branch priced $3.91 million of 0% Buffered Accelerated Return Equity Securities due July 10, 2012 linked to a basket of three indexes and an exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Dow Jones Euro Stoxx 50 index with a 50% weight, the Nikkei 225 index with a 20% weight, the FTSE 100 index with a 20% weight and the iShares MSCI Emerging Markets index fund with a 10% weight.

The payout at maturity will be par plus 125% of any basket gain, subject to a maximum return of 76.1%. Investors will receive par if the basket declines by 15% or less and will lose 1% for every 1% that the basket declines beyond 15%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying basket:	Dow Jones Euro Stoxx 50 index (50% weight), Nikkei 225 index (20% weight), FTSE 100 index (20% weight) and iShares MSCI Emerging Markets index fund (10% weight)
Amount:	$3,905,000
Maturity:	July 10, 2012
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 125% of any basket gain, up to maximum return of 76.1%; par if basket declines by 15% or less; 1% loss for every 1% basket decline beyond 15%
Initial levels:	2,198.74 for Euro Stoxx; 7,873.98 for Nikkei; 4,077.78 for FTSE; $22.42 for iShares MSCI Emerging Markets
Pricing date:	Feb. 2
Settlement date:	Feb. 9
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	1.75%

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