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Published on 10/18/2007 in the Prospect News Structured Products Daily.

Credit Suisse to price 0% Bares linked to Dow Jones - AIG Commodity

By Laura Lutz

Des Moines, Oct. 18 - Credit Suisse, Nassau branch plans to price an offering of 0% Buffered Accelerated Return Equity Securities (Bares) due April 25, 2012 linked to the Dow Jones - AIG Commodity index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is at least the initial level, the payout at maturity will be par plus 160% of any gain on the index.

The payout will be par if the index declines by up to 10%. Investors will lose 1% for each 1% decline beyond 10%.

The notes are expected to price and settle in October.

Credit Suisse will be the underwriter.


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