New Issue: Credit Suisse sells $464,000 of 0% Bares linked to S&P 500 index

By Susanna Moon

Chicago, May 4 - Credit Suisse, Nassau Branch priced $464,000 of 0% Buffered Accelerated Return Equity Securities due May 7, 2010 linked to the S&P 500 index, according to an FWP filing with the Securities and Exchange Commission.

The payout at maturity will be par plus five times any index gain, up to a return of 21%.

Investors will receive par if the index falls by up to 10% and will be exposed to losses beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying index:	S&P 500 index
Amount:	$464,000
Maturity:	May 7, 2010
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 500% of any index gain, capped at 21%; par if index falls by up to 10% and share in losses beyond 10%
Initial level:	872.81
Pricing date:	April 30
Settlement date:	May 5
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.25%

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