New Issue: Credit Suisse prices $8.78 million 0% Bares linked to ETF, four indexes

By Susanna Moon

Chicago, July 8 - Credit Suisse, Nassau branch priced $8.78 million of 0% Buffered Accelerated Return Equity Securities due July 7, 2009 linked to a basket of four indexes and an exchange-traded fund, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the S&P 500 index with a 50% weight, the Dow Jones Euro Stoxx 50 index with a 20% weight, the FTSE 100 index with a 10% weight, the S&P/TSX 60 index with a 5% weight and iShares MSCI Emerging Markets index fund with a 15% weight.

If the final basket level is less than the initial level, the payout at maturity will be par plus double the absolute value of the return, up to a maximum return of 22.5%.

Investors will receive par if the basket gains by up to 18% and will be exposed to any gains beyond 18%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse, Nassau branch
Issue:	Buffered Accelerated Return Equity Securities (Bares)
Underlying basket:	S&P 500 index (50% weight), Dow Jones Euro Stoxx 50 index (20% weight), FTSE 100 index (10% weight), S&P/TSX 60 index (5% weight) and iShares MSCI Emerging Markets index fund (15% weight)
Amount:	$8,778,000
Maturity:	July 7, 2009
Coupon:	0%
Price:	Par
Payout at maturity:	If final basket level is less than initial level, par plus double the absolute value of the return, up to a maximum return of 22.5%; par for basket gains of up to 18% and exposure to gains beyond 18%
Initial levels:	1,262.90 for S&P 500, 3,330.90 for Euro Stoxx, 5,476.60 for FTSE, 846.10 for S&P/TSX and 129.13 for MSCI Emerging Markets
Pricing date:	July 3
Settlement date:	July 9
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	1%

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