New Issue: Credit Suisse prices $2.5 million Ares linked to index fund, index basket

By Jennifer Chiou

New York, Dec. 17 - Credit Suisse, Nassau Branch priced $2.5 million of 0% Accelerated Return Equity Securities due Dec. 24, 2010 linked to an index and index fund basket, according to an FWP with the Securities and Exchange Commission.

The basket includes the S&P 500 index with a 52% weight, the iShares MSCI EAFE index fund with a 34% weight, the S&P 400 MidCap index with a 7% weight and the Russell 2000 index with s 7% weight.

The payout at maturity will be par plus 300% of any basket increase, capped at 20.25%. Investors will be fully exposed to any decline in the share price.

Credit Suisse International is the agent.

Issuer:	Credit Suisse, Nassau Branch
Issue:	Accelerated Return Equity Securities
Underlying basket:	S&P 500 (52% weight), iShares MSCI EAFE index fund (34% weight), S&P 400 MidCap (7% weight), Russell 2000 (7% weight)
Amount:	$2.5 million
Maturity:	Dec. 24, 2010
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 300% of any basket increase, capped at 20.25%; full exposure to any decline
Initial levels:	S&P 500 at 1,109.18, iShares MSCI EAFE index fund at $56.03, S&P 400 MidCap at 719.46, Russell 2000 at 611.21
Pricing date:	Dec. 16
Settlement date:	Dec. 22
Agent:	Credit Suisse International
Fees:	0.75%

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