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Published on 12/22/2009 in the Prospect News Structured Products Daily.

New Issue: Credit Suisse sells $838,000 of 0% 18-month Bares on Russell 2000

By Susanna Moon

Chicago, Dec. 22 - Credit Suisse, Nassau Branch priced $838,000 of 0% Buffered Accelerated Return Equity Securities due June 27, 2011 linked to the Russell 2000 index, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus double any index gain, up to a cap of 22%.

Investors will receive par if the index falls by up to 10% and will be exposed to losses 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:$838,000
Maturity:June 27, 2011
Coupon:0%
Price:Par
Payout at maturity:Par plus 200% of index gain, capped at 22%; par if index falls by up to 10% and share in losses beyond 10%
Initial level:610.57
Pricing date:Dec. 18
Settlement date:Dec. 28
Underwriter:Credit Suisse Securities (USA) LLC
Fees:1.55%

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