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Published on 12/9/2009 in the Prospect News Structured Products Daily.

Credit Suisse plans 0% Ares linked to CS FX Factor U.S. Dollar index

By Jennifer Chiou

New York, Dec. 9 - Credit Suisse, Nassau Branch plans to price 0% Accelerated Return Equity Securities due May 19, 2014 linked to the Credit Suisse FX Factor U.S. Dollar Excess Return index, according to an FWP filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 200% of any gain on the index.

Investors are fully exposed to any index decline.

The notes will price on Dec. 14 and settle on Dec. 17.

Credit Suisse Securities (USA) LLC will be the underwriter.


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