Credit Suisse to price buffered securities linked to four indexes

By Jennifer Chiou

New York, Jan. 2 - Credit Suisse, Nassau Branch plans to price euro-denominated 0% buffered securities due between Jan. 31, 2014 and Aug. 1, 2014 linked to an index basket, according to an FWP filing with the Securities and Exchange Commission.

The basket includes the Dow Jones Euro Stoxx 50 index with a 40%, the Nikkei 225 with a 25% weight, the FTSE 100 with a 25% weight and the S&P/ASX 200 with a 10% weight.

Investors will share in any basket gain. They will receive par for losses up to 20% and will share in losses beyond 20%.

The notes will price on Jan. 26 and settle on Jan. 30.

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

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