New Issue: Credit Suisse prices $466,000 bull/bear ProNotes linked to S&P 500, iShares TIPS fund

By Angela McDaniels

Tacoma, Wash., April 5 - Credit Suisse, Nassau Branch priced $466,000 of zero-coupon bull/bear principal-protected ProNotes due April 6, 2015 linked to a basket containing equal weights of the S&P 500 index and the iShares Barclays TIPS Bond fund, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 110% of any basket gain or par plus 70% of the absolute value of any basket decline.

The final basket level will be the average of its closing levels on March 31 of each year from 2011 to 2015.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Bull/bear principal-protected ProNotes
Underlying basket:	S&P 500 index and iShares Barclays TIPS Bond fund
Amount:	$466,000
Maturity:	April 6, 2015
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 110% of the basket return if the return is positive; par plus 70% of the absolute value of the basket return if the return is negative
Initial levels:	1,169.43 for index; $103.91 for fund
Final levels:	Average of closing levels on March 31 of each year from 2011 to 2015
Pricing date:	March 31
Settlement date:	April 6
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	0.25%
Cusip:	22546ERL0

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