New Issue: Credit Suisse prices $1.33 million principal-protected ProNotes linked to three indexes

By Angela McDaniels

Tacoma, Wash., Oct. 29 - Credit Suisse, Nassau Branch priced $1.33 million of zero-coupon principal-protected ProNotes due Oct. 30, 2014 linked to a basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes equal weights of the Dow Jones Euro Stoxx 50 index, FTSE 100 index and Nikkei 225 index.

The payout at maturity will be par plus any basket gain. Investors will receive at least par.

The final basket level will be the average of the basket's levels on Oct. 27, 2010, Oct. 27, 2011, Oct. 27, 2012, Oct. 27, 2013 and Oct. 27, 2014.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Principal-protected ProNotes
Underlying indexes:	Dow Jones Euro Stoxx 50, FTSE 100 and Nikkei 225, equally weighted
Amount:	$1,333,000
Maturity:	Oct. 30, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus any basket gain; floor of par
Initial index levels:	2,825.17 for Euro Stoxx 50; 5,200.97 for FTSE 100; 10,212.46 for Nikkei 225
Final basket level:	Average of basket's levels on Oct. 27, 2010, Oct. 27, 2011, Oct. 27, 2012, Oct. 27, 2013 and Oct. 27, 2014
Pricing date:	Oct. 27
Settlement date:	Oct. 30
Agent:	Credit Suisse Securities (USA) LLC
Fees:	3.25%

© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.