New Issue: Credit Suisse prices $5.1 million digital plus barrier notes linked to Russell 2000 index

By Jennifer Chiou

New York, July 31 - Credit Suisse, Nassau Branch priced $5,098,000 of 0% digital plus barrier notes due Aug. 4, 2014 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above its initial level, the payout at maturity will be par plus the greater of the index gain and 10%.

Investors will still receive par plus 10% if the index falls by up to 25% and will lose 1% for every 1% decline from the initial level if the index falls by 25% or more.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Digital plus barrier notes
Underlying index:	Russell 2000
Amount:	$5,098,000
Maturity:	Aug. 4, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If index stays flat or gains, par plus greater of index return and 10%; par plus 10% if index falls by up to 25%; full exposure to losses if index falls by 25% or more
Initial level:	796.00
Knock-in level:	597.00, 75% of initial level
Pricing date:	July 27
Settlement date:	Aug. 3
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.85%, up to 0.55% for referral fees
Cusip:	22546TWD9

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