New Issue: Credit Suisse prices $240,000 0% Bares linked to Russell 2000 index

By Jennifer Chiou

New York, Nov. 3 - Credit Suisse, Nassau Branch priced $240,000 of 0% Buffered Accelerated Return Equity Securities due May 5, 2011 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than the initial index level, the payout at maturity will be par plus double the gain, capped at 21%.

If the index loses up to 10%, the payout at maturity will be par. Investors will share in losses at a rate of 1% per 1% decline beyond 10%.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Buffered Accelerated Return Equity Securities
Underlying index:	Russell 2000
Amount:	$240,000
Maturity:	May 5, 2011
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus double any basket gain, capped at 21%; par if basket remains flat or falls by no more than 10%; 1% loss for each 1% decline beyond 10%
Initial index level:	562.77
Pricing date:	Oct. 30
Settlement date:	Nov. 4
Underwriter:	Credit Suisse Securities (USA) LLC
Underwriting discount:	0.75%

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