Filed pursuant to Rule 433 Registration Statement No. 333-158199-10 FINANCIAL PRODUCTS FACT SHEET (T37) |
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Offering Period: March 31, 2011 April 28, 2011
6-year
Cert PLUS Linked to S&P 500 Index
Return Profile
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Terms & Knock-In Event
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Issuer: | Credit Suisse, Nassau Branch |
Trade Date: | Expected to be April 29, 2011 |
Settlement Date: | Expected to be May 4, 2011 |
Underlying: | S&P 500 Index |
Upside Participation Rate: |
Expected to be between [130 140] % (to be determined on the Trade Date) |
Redemption Amount: |
An amount in cash equal to the principal amount of the securities held multiplied by the sum of 1 plus the Underlying Return |
Underlying Return: |
If (a) the Final Level is equal to or greater than the Initial Level, then: Upside Participation Rate x ((Final Level Initial Level)/Initial Level); (b) if the Final Level is less than the Initial Level and (i) a Knock-In Event occurs, then: ((Final Level Initial Level)/Initial Level); (ii) a Knock-In Event does not occur, then: zero. |
Knock-In Level: | Expected to be approximately 40.0% of the Initial Level |
Knock-In Event: |
A Knock-In Event occurs if the closing level of the Underlying is equal to or less than the Knock-In Level on any trading day during the Observation Period. |
Observation Period: |
The period from but excluding the Trade Date to and including the Valuation Date. |
Initial Level: | The closing level of the Underlying on the Trade Date. |
Final Level: | The closing level of the Underlying on the Valuation Date. |
Valuation Date: |
May 1, 2017 |
Maturity Date: |
May 4, 2017 |
CUSIP: | 22546E3P7 |
Benefits
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Hypothetical Returns at Maturity
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Percentage Change in Underlying |
Redemption Amount (Knock In Event Does Not Occur) (1)(2) |
Redemption Amount (Knock In Event Occurs (1)(2) |
50% | $1,675 | $1,675 |
40% | $1,540 | $1,540 |
30% | $1,405 | $1,405 |
20% | $1,270 | $1,270 |
10% | $1,135 | $1,135 |
0% | $1,000 | $1,000 |
-10% | $1,000 | $900 |
-20% | $1,000 | $800 |
-30% | $1,000 | $700 |
-40% | $1,000 | $600 |
-50% | $1,000 | $500 |
(1) | Assumes an Upside Participation Rate of 135% (the midpoint of the expected range) (to be determined on the Trade Date) |
(2) | The hypothetical Redemption Amounts set forth above are for illustrative purposes only and may not be the actual returns applicable to the investor. The numbers appearing in the table have been rounded for ease of analysis. |
Product Risks
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(See Additional Risk Considerations below)
Product Summary
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Horizon (years) | 6-year | |
Principal Repayment | Principal at Risk | |
Investment Objective | Appreciation | |
Market Outlook | Bullish |
FINANCIAL PRODUCTS FACT SHEET |
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Offering Period: March 31, 2011 April 28, 2011
6-year Cert PLUS Linked to S&P 500 Index
Additional Risk Considerations
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The risks set forth in the section entitled Product Risks on the preceding page and this section Additional Risk Considerations are only intended as summaries of some of the risks relating to an investment in the securities. Prior to investing in the securities, you should, in particular, review the Product Risks and Additional Risk Considerations sections herein, the Selected Risk Considerations section in the pricing supplement, and the Risk Factors section of the product supplement, which set forth risks related to an investment in the securities.
Disclaimer
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IRS Circular 230 Disclosure: Credit Suisse and its affiliates do not provide tax advice. Accordingly, any discussion of U.S. tax matters contained herein (including any attachments) is not intended or written to be used and cannot be used, in connection with the promotion, marketing or recommendation by anyone unaffiliated with Credit Suisse of any of the matters address herein or for the purpose of avoiding U.S. tax-related penalties.
Investment suitability must be determined individually for each investor, and the financial instruments described herein may not be suitable for all investors. The products described herein should generally be held to maturity as early sales could result in lower than anticipated returns. This information is not intended to provide and should not be relied upon as providing accounting, legal, regulatory or tax advice. Investors should consult with their own advisors as to these matters.
This material is not a product of Credit Suisse Research Departments. Financial Products may involve a high degree of risk, and may be appropriate investments only for sophisticated investors who are capable of understanding and assuming the risks involved. Credit Suisse and its affiliates may have positions (long or short), effect transactions or make markets in securities or financial instruments mentioned herein (or options with respect thereto), or provide advice or loans to, or participate in the underwriting or restructuring of the obligations, issuers of the stocks comprising the applicable index, indices or fund mentioned herein. Credit Suisse is a member of FINRA, NYSE and SIPC. Clients should contact their salespersons at, and execute transactions through, a Credit Suisse entity qualified in their home jurisdiction unless governing law permits otherwise.
This document is a summary of the terms of the securities and factors that you should consider before deciding to invest in the securities. Credit Suisse has filed a registration statement (including pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission, or SEC, for the offering to which this offering summary relates. Before you invest, you should read this summary together with the Preliminary Pricing Supplement dated March 31, 2011, Underlying Supplement dated June 24, 2010, Product Supplement No. T-I dated March 25, 2009, Prospectus Supplement dated March 25, 2009 and Prospectus dated March 25, 2009 to understand fully the terms of the securities and other considerations that are important in making a decision about investing in the securities. You may get these documents without cost by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, Credit Suisse, any agent or any dealer participating in this offering will arrange to send you the pricing supplement, product supplement, underlying supplement, prospectus supplement and prospectus if you so request by calling toll-free 1 (800) 221-1037.
You may access the pricing supplement related to the offering summarized herein on the SEC website at: http://www.sec.gov/Archives/edgar/data/1053092/000089109211002125/e42846_424b2.htm
You may access the product supplement, underlying supplement, prospectus supplement and prospectus on the SEC website at www.sec.gov or by clicking on the hyperlinks to each of the respective documents incorporated by reference in the pricing supplement.