New Issue: Credit Suisse prices $1.34 million 12% callable yield notes linked to three indexes

By E. Janene Geiss

Philadelphia, Sept. 29 - Credit Suisse, Nassau Branch priced $1.34 million of 12% callable yield notes due Sept. 30, 2009 linked to the Dow Jones Euro Stoxx 50, Russell 2000 and S&P 500 indexes, according to a 424B2 filing with the Securities and Exchange Commission.

Interest is payable quarterly.

If any index falls below its knock-in level - 68% of its initial level - during the life of the notes, the payout at maturity will be par plus the return of the lowest-performing index, capped at a maximum of par.

If each index remains at or above its knock-in level, the payout will be par.

The notes are callable at par plus accrued interest on any interest payment date.

Credit Suisse Securities (USA) Inc. is the underwriter.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Callable yield notes
Underlying indexes:	Dow Jones Euro Stoxx 50, Russell 2000 and S&P 500
Amount:	$1,344,000
Maturity:	Sept. 30, 2009
Coupon:	12%, payable quarterly
Price:	Par
Payout at maturity:	If each index remains at or above its knock-in level during the life of the notes, par; otherwise, par plus the return of the lowest-performing index, capped at maximum payout of par
Call option:	At par plus accrued interest on any interest payment date
Initial index levels:	1,209.18 for S&P 500; 705.74 for Russell 2000; 3,207.11 for Euro Stoxx 50
Knock-in levels:	For each index, 68% of its initial level
Pricing date:	Sept. 25
Settlement date:	Sept. 30
Underwriter:	Credit Suisse Securities (USA) Inc.
Fees:	2%

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