The information in this pricing supplement is not complete and may be changed. A registration statement relating to these securities has been filed with the Securities and Exchange Commission. This pricing supplement and the accompanying product supplement, prospectus supplement and prospectus are not an offer to sell these securities and we are not soliciting an offer to buy these securities in any state where the offer or sale is not permitted.

PRICING SUPPLEMENT NO. A3 TO PRODUCT SUPPLEMENT NO. 2A DATED
JULY 2, 2008 TO PROSPECTUS SUPPLEMENT DATED MARCH 24, 2008
TO PROSPECTUS DATED MARCH 29, 2007


Issuer:		Credit Suisse, acting through its Nassau branch

CUSIP:		22546ECT9

Maturity Date:		September 30, 2009, subject to postponement if a market disruption event occurs on the valuation date.

Coupon:		We will not pay interest on the securities being offered by this pricing supplement.

Trade Date:		The day on which the securities are priced for initial sale to the public, which is expected to be August 26, 2008

Settlement Date:		Expected to be August 29, 2008

Valuation Date:		The valuation date is September 25, 2009, subject to postponement if a market disruption event occurs on the valuation date.

Underlying Index:		The return will be based on the performance of the S&P 500® Index, which we refer to as the "reference index" during the term of the securities.
Initial Index Level:		The closing level of the reference index on the date on the trade date.

Redemption Amount:		You will receive a redemption amount in cash at maturity that will equal the principal amount of the securities you hold multiplied by the sum of 1 plus the index return, calculated as set forth below.
		If the final index level is greater than the initial index level, the index return will be, subject to a cap within the range of 20% and 22% (to be determined on the trade date), equal to the percentage increase in the index level multiplied by an additional percentage of 200%. Therefore, the maximum redemption amount at maturity for each $1,000 principal amount of securities will be between $1,200 and $1,220. If the final index level is equal to the initial index level, then the index return will be zero and at maturity you will receive only the principal amount of your securities.
		If the final index level is less than the initial index level, then the index return will be negative and at maturity you will receive less than the principal amount of your securities, as explained herein.

Listing:		The securities will not be listed on any securities exchange.

Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of these securities or determined if this pricing supplement or the product supplement, prospectus supplement or prospectus to which it relates is truthful or complete. Any representation to the contrary is a criminal offense.

The securities will be issued in minimum denominations of $1,000 and integral multiples of $1,000 in excess thereof. Delivery of the securities in book-entry form only will be made through The Depository Trust Company. We expect that delivery of the securities will be made against payment therefor on or about August 29, 2008.

The securities are not deposit liabilities and are not insured by the Federal Deposit Insurance Corporation or any other governmental agency of the United States, Switzerland or any other jurisdiction.

You should read this pricing supplement together with the prospectus dated March 29, 2007, the prospectus supplement dated March 24, 2008 and the product supplement dated July 2, 2008 relating to our medium-term notes of which these securities are a part. This pricing supplement, together with the documents listed below, contains the terms of the securities and supersedes all prior or contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas, structures for implementation, sample structures, brochures or other educational materials of ours. You should carefully consider, among other things, the matters set forth in the "Risk Factors" section in this pricing supplement, as the securities involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other advisors before you invest in the securities.

You may access these documents on the SEC website at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

You should rely only on the information contained in this document or in any documents to which we have referred you. We have not authorized anyone to provide you with information that is different. This document may only be used where it is legal to sell these securities. The information in this document may only be accurate on the date of this document.

In this pricing supplement, unless otherwise specified or the context otherwise requires, references to "we", "us" and "our" are to Credit Suisse and its consolidated subsidiaries, and references to "dollars" and "$" are to United States dollars.

		Page

Pricing Supplement
SUMMARY INFORMATION			U-1
SUPPLEMENTAL USE OF PROCEEDS			U-6
THE REFERENCE INDEX			U-7
CERTAIN UNITED STATES FEDERAL INCOME TAX CONSIDERATIONS			U-12
UNDERWRITING			U-15
Product Supplement
SUMMARY			PS-3
RISK FACTORS			PS-5
CREDIT SUISSE			PS-10
USE OF PROCEEDS AND HEDGING			PS-10
DESCRIPTION OF THE SECURITIES			PS-11
THE REFERENCE INDEX			PS-15
CERTAIN UNITED STATES FEDERAL INCOME TAX CONSIDERATIONS			PS-16
CERTAIN ERISA CONSIDERATIONS			PS-19
UNDERWRITING			PS-20
Prospectus Supplement
DESCRIPTION OF NOTES			S-3
PLAN OF DISTRIBUTION			S-6
INCORPORATION BY REFERENCE			S-11
INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM			S-11
Prospectus
ABOUT THIS PROSPECTUS			2
LIMITATIONS ON ENFORCEMENT OF U.S. LAWS			3
WHERE YOU CAN FIND MORE INFORMATION			3
FORWARD-LOOKING STATEMENTS			4
USE OF PROCEEDS			5
RATIO OF EARNINGS TO FIXED CHARGES			6
CREDIT SUISSE GROUP			6
CREDIT SUISSE			7
CREDIT SUISSE (USA)			7
THE FINANCE SUBSIDIARIES			7
THE TRUSTS			8
THE COMPANIES			8
DESCRIPTION OF DEBT SECURITIES			9
SPECIAL PROVISIONS RELATING TO FOREIGN CURRENCY DENOMINATED DEBT SECURITIES			36
FOREIGN CURRENCY RISKS			39
DESCRIPTION OF WARRANTS			40
DESCRIPTION OF SHARES			43
DESCRIPTION OF CAPITAL SECURITIES OF CREDIT SUISSE GROUP			45
DESCRIPTION OF THE GUARANTEED SENIOR DEBT SECURITIES OF CREDIT SUISSE (USA)			54
DESCRIPTION OF THE GUARANTEES OF THE GUARANTEED SENIOR DEBT SECURITIES OF CREDIT SUISSE (USA)			63
ERISA			65
TAXATION			67
PLAN OF DISTRIBUTION			75
MARKET-MAKING ACTIVITIES			77
LEGAL MATTERS			77
EXPERTS			77

This summary includes questions and answers that highlight selected information from the accompanying prospectus, prospectus supplement, product supplement and this pricing supplement to help you understand the Accelerated Return Equity Securities due 2009. You should carefully read the entire prospectus, prospectus supplement, product supplement and pricing supplement to understand fully the terms of the securities, as well as the principal tax and other considerations that are important to you in making a decision about whether to invest in the securities. You should, in particular, carefully review the sections entitled "Risk Factors," in the accompanying product supplement, which highlights a number of risks, to determine whether an investment in the securities is appropriate for you. All of the information set forth below is qualified in its entirety by the more detailed explanation set forth elsewhere in this pricing supplement and the accompanying product supplement, prospectus supplement and prospectus.

We will redeem the securities at maturity for a redemption amount in cash that will equal the principal amount of the securities multiplied by the sum of 1 plus the index return. The index return will be based on the difference between the final index level and the initial index level, expressed as a percentage. How the index return will be calculated depends on whether the final index level is greater than, less than or equal to the initial index level.

The "closing level" for the reference index will, on any relevant index business day, be the level of the reference index as determined by the calculation agent at the valuation time, which is the time at which the index calculation agent (as defined below) calculates the closing level of the reference index on such index business day, as calculated and published by the index calculation agent, subject to the provisions described under "Description of the Securities—Adjustments to the calculation of the reference index" on page PS-13 of the accompanying product supplement.

What are some hypothetical redemption amounts at maturity of the securities?

The table below sets forth a sampling of hypothetical redemption amounts at maturity of a $1,000 investment in the securities. The table assumes that the cap is set at 21%, the midpoint of the range set forth on the cover page of this pricing supplement. The actual final index level and redemption amount will be determined on the valuation date, as further described herein.

Principal Amount of Securities			Redemption Amount at Maturity

$1,000	-100	%	$	0
$1,000	-90	%	$	100
$1,000	-80	%	$	200
$1,000	-70	%	$	300
$1,000	-60	%	$	400
$1,000	-50	%	$	500
$1,000	-40	%	$	600
$1,000	-30	%	$	700
$1,000	-20	%	$	800
$1,000	-10	%	$	900
$1,000	0	%	$	1,000
$1,000	2	%	$	1,040
$1,000	4	%	$	1,180
$1,000	6	%	$	1,120
$1,000	10	%	$	1,200
$1,000	20	%	$	1,210
$1,000	30	%	$	1,210

The graph of hypothetical returns at maturity set forth below is intended to demonstrate the effect of the leveraged upside and the complete downside participation provided by the securities. The thick black line shows hypothetical percentage returns at maturity for an investment in an instrument directly linked to the value of the index. The actual final index level will be determined on the valuation date, as further described herein. The gray line shows the hypothetical percentage return at maturity for a similar investment in the securities. The graph assumes that the cap is set at 21%, the midpoint of the range set forth on the cover page of this pricing supplement.

These examples are for illustrative purposes only. The actual index return will depend on the final index level determined by the calculation agent as provided in this pricing supplement.

The following are illustrative examples of how the redemption amount would be calculated with hypothetical final index levels that are greater than, equal to, or less than, the initial index level. The actual final index level will be determined on the valuation date, as further described in this pricing supplement. Each of the examples assumes the following:

EXAMPLE 1: The final index level is 1150, an increase of 15% from the initial index level:

Index Return = 200% * (1100 - 1000)/1000 = 0.30; however, because the index return is subject to a cap of 21%, the index return cannot be more than 21%.

In this example, at maturity you will receive a redemption amount that is greater than the amount of your investment in the securities. Because of the cap, however, you will not participate in the full appreciation in the level of the reference index during the term of the securities.

EXAMPLE 2: The final index level is 1040, an increase of 4% from the initial index level:

Index Return = 200% * (1040 - 1000)/1000 = 0.08. In this example, the cap is inapplicable.

In this example, at maturity you will receive a redemption amount that is greater than the amount of your investment in the securities. Because the appreciation in the level of the reference index during the term of the securities is less than the cap, the index return will not be subject to the cap. As a result, you will participate fully in the appreciation in the level of the reference index.

EXAMPLE 3: The final index level is 500, a decrease of 50% from the initial index level:

In this example, at maturity you will receive a redemption amount that is less than the amount of your investment in the securities because you will participate fully in the depreciation in the level of the reference index during the term of the securities.

In this example, where there is neither an appreciation nor a depreciation in the level of the reference index during the term of the securities, at maturity you will receive the amount of your investment in the securities.

The net proceeds from this offering will be approximately $ . We intend to use the net proceeds for our general corporate purposes, which may include the refinancing of our existing debt outside Switzerland. We may also use some or all of the net proceeds from this offering to hedge our obligations under the securities. Please refer to "Use of Proceeds and Hedging" on page PS-10 of the accompanying product supplement.

Unless otherwise stated, all information regarding the S&P 500® Index provided in this pricing supplement is derived from S&P, or other publicly available sources. Such information reflects the policies of S&P as stated in such sources, and such policies are subject to change by S&P. S&P is under no obligation to continue to publish, and may discontinue or suspend the publication of, the S&P 500® Index at any time. We do not assume any responsibility for the accuracy or completeness of any information relating to the S&P 500® Index.

As of June 30, 2008, the aggregate market value of the 500 companies included in the S&P 500® Index represented approximately 75% of the market value of United States equities. S&P chooses companies for inclusion in the S&P 500® Index with the aim of achieving a distribution by broad industry groupings that approximates the distribution of these groupings in the common stock population of the NYSE, which S&P uses as an assumed model for the composition of the total market. Relevant criteria employed by S&P include the viability of the particular company, the extent to which that company represents the industry group to which it is assigned, the extent to which the market price of that company's common stock is generally responsive to changes in the affairs of the respective industry and the market value and trading activity of the common stock of that company.

As of July 28, 2008, the 500 companies included in the S&P 500® Index were divided into 10 Global Industry Classification Sectors. The Global Industry Classification Sectors included (with the number of companies currently included in such sectors indicated in parentheses): Consumer Discretionary (84), Consumer Staples (41), Energy (39), Financials (88), Health Care (52), Industrials (55), Information Technology (72), Materials (29), Telecommunication Services (9) and Utilities (31). S&P may from time to time, in its sole discretion, add companies to, or delete companies from, the S&P 500 Index to achieve the objectives stated above.

The S&P 500® Index does not reflect the payment of dividends on the stocks underlying it and therefore the return on your securities will not be the same as the return you would receive if you were to purchase such underlying stocks and hold them until the maturity date.

On March 21, 2005, S&P began to calculate the S&P 500® Index based on a half float adjusted formula, and on September 16, 2005 the S&P 500® Index was fully float adjusted. S&P's criteria for selecting stocks for the S&P 500® Index will not be changed by the shift to float adjustment. However, the adjustment affects each company's weight in the S&P 500® Index (i.e., its market value).

Under float adjustment, the share counts used in calculating the S&P 500® Index will reflect only those shares that are available to investors and not all of a company's outstanding shares. S&P defines three groups of shareholders whose holdings are subject to float adjustment:

However, treasury stock, stock options, restricted shares, equity participation units, warrants, preferred stock, convertible stock, and rights are not part of the float. In cases where holdings in a group exceed 10% of the outstanding shares of a company, the holdings of that group will be excluded from the float adjusted count of shares to be used in the S&P 500® Index calculation. Mutual funds, investment advisory firms, pension funds, or foundations not associated with the company and investment funds in insurance companies, shares of a United States company traded in Canada as "exchangeable shares," shares that trust beneficiaries may buy or sell without difficulty or significant additional expense beyond typical brokerage fees, and, if a company has multiple classes of stock outstanding, shares in an unlisted or non-traded class if such shares are convertible by shareholders without undue delay and cost, are also part of the float.

For each stock, an investable weight factor ("IWF") is calculated by dividing the available float shares, defined as the total shares outstanding less shares held in one or more of the three groups listed above where the group holdings exceed 10% of the outstanding shares, by the total shares outstanding. The float adjusted index will then be calculated by dividing the sum of the IWF multiplied by both the price and the total shares outstanding for each stock by the index divisor. For companies with multiple classes of stock, S&P will calculate the weighted average IWF for each stock using the proportion of the total company market capitalization of each share class as weights.

The S&P 500® Index is calculated using a base-weighted aggregate methodology: the level of the S&P 500® Index reflects the total market value of all 500 S&P 500® component stocks relative to the S&P 500® Index's base period of 1941-43 (the "base period").

An indexed number is used to represent the results of this calculation in order to make the value easier to work with and track over time.

The actual total market value of the S&P 500® component stocks during the base period has been set equal to an indexed value of 10. This is often indicated by the notation 1941-43=10. In practice, the daily calculation of the S&P 500® Index is computed by dividing the total market value of the S&P 500® component stocks by a number called the index divisor. By itself, the index divisor is an arbitrary number. However, in the context of the calculation of the S&P 500® Index, it is the only link to the original base period level of the S&P 500® Index. The index divisor keeps the S&P 500® Index comparable over time and is the manipulation point for all adjustments to the S&P 500® Index ("index maintenance").

Index maintenance includes monitoring and completing the adjustments for company additions and deletions, share changes, stock splits, stock dividends, and stock price adjustments due to company restructurings or spinoffs.

To prevent the level of the S&P 500® Index from changing due to corporate actions, all corporate actions which affect the total market value of the S&P 500® Index require an index divisor adjustment. By adjusting the index divisor for the change in total market value, the level of the S&P 500® Index remains constant. This helps maintain the level of the S&P 500® Index as an accurate barometer of stock market performance and ensures that the movement of the S&P 500® Index does not reflect the corporate actions of individual companies in the S&P 500® Index. All index divisor adjustments are made after the close of trading. Some corporate actions, such as stock splits and stock dividends, require simple changes in the common shares outstanding and the stock prices of the companies in the S&P 500® Index and do not require index divisor adjustments.

The table below summarizes the types of index maintenance adjustments and indicates whether or not an index divisor adjustment is required.

Stock splits and stock dividends do not affect the index divisor of the S&P 500® Index, because following a split or dividend both the stock price and number of shares outstanding are adjusted by S&P so that there is no change in the market value of the S&P 500® component stock. All stock split and dividend adjustments are made after the close of trading on the day before the ex-date.

Each of the corporate events exemplified in the table requiring an adjustment to the index divisor has the effect of altering the market value of the S&P 500® component stock and consequently of altering the aggregate market value of the S&P 500® component stocks (the "Post-Event Aggregate Market Value"). In order that the level of the S&P 500® Index (the "Pre-Event Index Value") not be affected by the altered market value (whether increase or decrease) of the affected S&P 500® component stock, a new index divisor ("New Divisor") is derived as follows:

A large part of the index maintenance process involves tracking the changes in the number of shares outstanding of each of the S&P 500® Index companies. Four times a year, on a Friday close to the end of each calendar quarter, the share totals of companies in the S&P 500® Index are updated as required by any changes in the number of shares outstanding. After the totals are updated, the index divisor is adjusted to compensate for the net change in the total market value of the S&P 500® Index. In addition, any changes over 5% in the current common shares outstanding for the index companies

are carefully reviewed on a weekly basis, and when appropriate, an immediate adjustment is made to the index divisor.

We or one of our affiliates and S&P are parties to a non-exclusive license agreement providing for the license to us, in exchange for a fee, of the right to use indices owned and published by S&P in connection with certain securities, including these securities. "Standard & Poor's®", "S&P®", "S&P 500®", Standard & Poor's 500®", and "500®" are trademarks of Standard & Poor's Corporation and have been licensed for use by Credit Suisse.

The license agreement between S&P and us provides that language substantially the same as the following language must be stated in this pricing supplement:

The following table sets forth the published high and low closing levels of the reference index during each calendar quarter from January 1, 2003 through July 29, 2008. The closing level of the reference index on July 29, 2008 was 1263.20. We obtained the closing levels and other information below from Bloomberg Financial Markets, without independent verification.

You should not take the historical index levels of the reference index as an indication of future performance of the reference index or the securities. We cannot give you any assurance that the index level of the reference index will increase over the term of the securities or that you will not receive at maturity an amount substantially less than the principal amount of the securities.



2003				2006
First Quarter	800.73	931.66	848.18	First Quarter	1254.78	1307.25	1294.83
Second Quarter	858.48	1011.66	974.50	Second Quarter	1223.69	1325.76	1270.20
Third Quarter	965.46	1039.58	995.97	Third Quarter	1234.49	1339.15	1335.85
Fourth Quarter	1018.22	1111.92	1111.92	Fourth Quarter	1331.32	1427.09	1418.30
2004				2007
First Quarter	1091.33	1157.76	1126.21	First Quarter	1374.12	1459.68	1420.86
Second Quarter	1084.10	1150.57	1140.84	Second Quarter	1424.55	1539.18	1503.35
Third Quarter	1063.23	1129.30	1114.58	Third Quarter	1406.70	1553.08	1526.75
Fourth Quarter	1094.81	1213.55	1211.92	Fourth Quarter	1407.22	1565.15	1468.36
2005				2008
First Quarter	1163.75	1225.31	1180.59	First Quarter	1273.37	1447.16	1322.70
Second Quarter	1137.50	1216.96	1191.33	Second Quarter	1278.38	1426.63	1280.00
Third Quarter	1194.44	1245.04	1228.81	Third Quarter (through
Fourth Quarter	1176.84	1272.74	1248.29	July 29, 2008)	1214.91	1284.91	1263.20

The following discussion summarizes certain United States federal income tax consequences of owning and disposing of securities that may be relevant to holders of securities that acquire their securities from us as part of the original issuance of the securities. This discussion applies only to holders that hold their securities as capital assets within the meaning of the Internal Revenue Code (the "Code"). Further, this discussion does not address all of the U.S. federal income tax consequences that may be relevant to you in light of your individual circumstances or if you are subject to special rules, such as if you are a:

The discussion is based upon the Code, law, regulations, rulings and decisions in effect as of the date of this prospectus supplement, all of which are subject to change, possibly with retroactive effect. Tax consequences under state, local and foreign laws are not addressed herein. No ruling from the U.S. Internal Revenue Service (the "IRS") has been or will be sought as to the U.S. federal income tax consequences of the ownership and disposition of securities, and the following discussion is not binding on the IRS.

For purposes of this discussion, the term "U.S. holder" means (1) a person who is a citizen or resident of the United States, (2) a corporation created or organized in or under the laws of the United States or any state thereof or the district of Columbia, (3) an estate the income of which is subject to U.S. federal income taxation regardless of its source or (4) a trust if (a) a court within the United States is able to exercise primary supervision over the administration of such trust and one or more U.S. person have the authority to control all substantial decisions of the trust or (b) such trust has in effect a valid election to be treated as a domestic trust for U.S. federal income tax purposes. If a partnership holds securities, the U.S. federal income tax treatment of a partner in such partnership will generally depend upon the status of the partner and the activities of the partnership. If you are a partner of a partnership holding securities, you should consult your tax advisor regarding the tax consequences to you from the partnership's purchase, ownership and disposition of the securities.

You should consult your tax advisor as to he specific tax consequences to you of owning and disposing of securities, including the application of federal, state, local and foreign income and other tax laws based on your particular facts and circumstances.

IRS CIRCULAR 230 REQUIRES THAT WE INFORM YOU THAT ANY TAX STATEMENT HEREIN REGARDING ANY US FEDERAL TAX IS NOT INTENDED OR WRITTEN TO BE USED, AND CANNOT BE USED, BY ANY TAXPAYER FOR THE PURPOSE OF AVOIDING ANY PENALTIES. ANY SUCH STATEMENT HEREIN WAS WRITTEN TO SUPPORT THE MARKETING OR PROMOTION OF THE TRANSACTIONS(S) OR MATTER(S) TO WHICH THE STATEMENT RELATES. A PROSPECTIVE INVESTOR (INCLUDING A TAX-EXEMPT INVESTOR) IN THE SECURITIES SHOULD CONSULT ITS OWN TAX ADVISOR IN DETERMINING THE TAX

CONSEQUENCES OF AN INVESTMENT IN THE SECURITIES, INCLUDING THE APPLICATION OF STATE, LOCAL OR OTHER TAX LAWS AND THE POSSIBLE EFFECTS OF CHANGES IN FEDERAL OR OTHER TAX LAWS.

The treatment of the securities for U.S. federal income tax purposes is uncertain. The Issuer intends to treat the securities as a prepaid, cash-settled financial contract, with respect to the stocks that comprise the reference index or indices, that is eligible for open transaction treatment for U.S. federal income tax purposes and by purchasing the securities, you agree with us (in the absence of an administrative or judicial ruling to the contrary) to treat your securities for all tax purposes in accordance with such characterization. If your securities are so treated, you should recognize capital gain or loss upon the maturity of your securities (or upon your sale, exchange or other disposition of your securities prior to their maturity) in an amount equal to the difference between the amount realized at such time and your tax basis in the securities. In addition, your tax basis in your securities would generally be equal to the price you paid for them. Capital gain of a noncorporate U.S. holder is generally subject to tax at a maximum rate of 15% if the property is held for more than a year.

The characterization of the securities as prepaid financial contracts as described above is not free from doubt and it is possible that the IRS would seek to characterize your securities in a manner that results in tax consequences to you that are different from those described above. For example, the IRS might assert that the securities constitute "contingent payment debt instruments" that are subject to special tax rules governing that recognition of income over the term of your securities. If the securities were to be treated as contingent debt, you would be required to include in income on an economic accrual basis over the term of the securities an amount of interest that is based upon the yield at which we would issue a non-contingent fixed-rate debt instrument with other terms and conditions similar to your securities, or the comparable yield. The amount of interest that you would be required to include in income on a current basis would not be matched by cash distributions to you since the securities do not provide for any cash payments during their term. You would recognize gain or loss upon the sale, redemption or maturity of your securities in an amount equal to the difference, if any, between the amount you receive at such time and your adjusted basis in your securities. In general, your adjusted basis in your securities would be equal to the amount you paid for your securities, increased by the amount of interest you previously accrued with respect to your securities. Any gain you recognized upon the sale, redemption or maturity of your securities would be ordinary income and any loss to the extent of interest you included in income in the current or previous taxable years in respect of your securities would be ordinary loss, and thereafter would be capital loss. The Issuer is not responsible for any adverse consequences that a purchaser may experience as a result of any alternative characterization of the securities for U.S. federal income tax or other tax purposes.

You should consult your tax adviser as to the tax consequences of such characterization and any possible alternative characterizations of your securities for U.S. federal income tax purposes.

In the case of a holder of the securities that is not a U.S. holder and has no connections with the United States other than holding its security (a "non-U.S. holder"), payments made with respect to the securities will not be subject to U.S, withholding tax, provided that such holder complies with applicable certification requirements. Any capital gain realized upon the sale or other disposition of the securities by non-U.S. holder will generally not be subject to U.S. federal income tax if (i) such gain is not effectively connected with a U.S. trade or business or such holder and (ii) in the case of an individual, such individual is not present in the United States for 183 days or more in the taxable year of the sale or other disposition.

On December 7, 2007, the IRS and the Treasury Department issued Notice 2008-2, in which they stated that they are considering issuing new regulations or other guidance on whether holders of an instrument such as the securities should be required to accrue income during the term of the instrument. The IRS and Treasury Department also requested taxpayer comments on whether, (a) the holder of an instrument such as the securities should be required to accrue income during its term (e.g., under a mark-to-market, accrual or other methodology), (b) income and gain on such an instrument should be ordinary or capital, and (c) foreign holders should be subject to withholding tax on any deemed income accrual.

Accordingly, it is possible that regulations or other guidance may be issued that require holders of the securities to recognize income in respect of the securities prior to receipt of any payments thereunder or sale thereof. Any regulations or other guidance that may be issued could result in income and gain (either at maturity or upon sale) in respect of the securities being treated as ordinary income. It is also possible that a non-U.S. holder of the securities could be subject to U.S. withholding tax in respect of the securities under such regulations or other guidance. It is not possible to determine whether such regulations or other guidance with apply to the securities (possibly on a retroactive basis). Prospective investors are urged to consult their tax advisors regarding Notice 2008-2 and its possible impact on them.

On December 19, 2007, Representative Richard Neal introduced a tax bill (the "Bill") before the House Ways and Means Committee that would apply to "prepaid derivative contracts" acquired after the date of enactment of the Bill.

The Bill, if enacted would apply to certain derivative financial contracts with a term of more than one year, where there is no substantial likelihood that the taxpayer will be required to pay any additional amount thereunder, and would require the holder of such a contract to include as interest income each year in respect of such contract an amount determined by reference to the monthly federal short-term rate determined under Code Section 1274(d). A holder's tax basis in such contract would be increased by the amount so included. Any gain (either at maturity or upon sale) with respect to contract would be treated as long-term capital gain if the contract is a capital asset in the hands of the holder and such holder has held the contract for more than one year. Any loss would be treated as ordinary loss to the extent of prior interest accruals.

While the Bill, if enacted, would not apply to the securities (due to its prospective effective date), it is not possible to predict whether any tax legislation that may ultimately be enacted will apply to the securities (possibly on a retroactive basis). Prospective investors are urged to consult their tax advisors regarding the Bill and any future tax legislation that may apply to their securities.

A HOLDER OF THE SECURITIES MAY BE SUBJECT TO INFORMATION REPORTING AND TO BACKUP WITHHOLDING WITH RESPECT TO CERTAIN AMOUNTS PAID TO THE HOLDER UNLESS SUCH HOLDER PROVIDES A CORRECT TAXPAYER IDENTIFICATION NUMBER (OR OTHER PROOF OF AN APPLICABLE EXEMPTION) AND OTHERWISE COMPLIES WITH APPLICABLE REQUIREMENTS OF THE BACKUP WITHHOLDING RULES.

Under the terms and subject to the conditions contained in a distribution agreement dated May 7, 2007, as amended, which we refer to as the distribution agreement, we have agreed to sell $ principal amount of securities to Credit Suisse Securities (USA) LLC.

The distribution agreement provides that Credit Suisse Securities (USA) LLC is obligated to purchase all of the securities if any are purchased.

Credit Suisse Securities (USA) LLC proposes to offer the securities at the offering price and will receive the underwriting discounts and commissions set forth on the cover page of this pricing supplement. Credit Suisse Securities (USA) LLC may allow the same discount on the principal amount per security on sales of such securities of other brokers or dealers. If all of the securities are not sold at the initial offering price, Credit Suisse Securities (USA) LLC may change the public offering price and other selling terms.

We estimate that our out-of-pocket expenses for this offering will be approximately $2,000. Please refer to "Underwriting" on page PS-20 of the accompanying product supplement.

	Price to the Public	Underwriting Discounts and Commissions	Proceeds to the Company

Per security	$	$	$
Total	$	$	$

Type of Corporate Action	Adjustment Factor		Divisor Adjustment Required

Stock split (e.g., 2-for-1)	Shares outstanding multiplied by 2; Stock price divided by 2		No
Share issuance (i.e., change is greater than or equal to 5%)	Shares outstanding plus newly issued shares		Yes
Share repurchase (i.e., change is greater than or equal to 5%)	Shares outstanding minus repurchased shares		Yes
Special cash dividends	Share price minus special dividend		Yes
Company change	Add new company market value minus old company market value		Yes
Rights offering	Price of parent company minus		Yes
		(Price of rights) (Right ratio)
Spinoffs	Price of parent company minus		Yes
		(Price of spinoff co.) (Right ratio)



200% *				final index level - initial index level
				initial index level



		final index level - initial index level initial index level


Post-Event Aggregate Market Value		=		Pre-Event Index Value New Divisor


New Divisor		=		Post-Event Aggregate Market Value Pre-Event Index Value