FWP 1 dp14624_fwp.htm FORM FWP
 
 
 
Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Statement No. 333-158199-10
 
Equity-Linked Notes Linked to Bristol-Myers Squibb Company
Amended Final Terms & Conditions
August 25, 2009
 
 

Issuer:
Credit Suisse, acting through its Nassau Branch
   
CUSIP:
22542D 803
   
Reference Shares:
Bristol-Myers Squibb Company (Bloomberg ticker: BMY)
   
Trade Date:
August 25, 2009
Issue Date:
September 1, 2009
Valuation Date:
August 30, 2010
Maturity Date:
September 1, 2010
   
Interest Rate:
10% per annum computed on a 30/360 day count basis
   
Interest Payment Dates:
Interest will be paid monthly commencing on October 1, 2009 and ending on the Maturity Date, subject to the modified following business day convention
   
Record Date:
15 calendar days prior to the applicable Interest Payment Date
   
Aggregate Principal Amount:
$27,514,616.04
Number of Units:
1,203,614
Greenshoe Amount:
$2,514,600
   
Principal Amount per Unit:
$22.86
   
Initial Share Price:
$22.86
   
Offering Price:
$22.86 per Unit of Notes
   
Redemption Amount:
The Redemption Amount per Unit payable on the Maturity Date is based on the performance of the Reference Shares:
   
 
If the Final Share Price is less than or equal to the Lower Put Strike Price, then
         
Redemption Amount = Downside Participation × Lower Put Strike Price
   
 
If the Final Share Price is greater than the Lower Put Strike Price and less than the Upper Put Strike Price, then
        
Redemption Amount = Downside Participation × Final Share Price
   
 
If the Final Price is greater than or equal to the Upper Put Strike Price and less than the Call Strike Price, then
 
Redemption Amount = Principal Amount per Unit
   
 
If the Final Price is greater than or equal to the Call Strike Price, then
 
Redemption Amount = Upside Participation × (Final Share Price – Call Strike Price)
                                             
  + Principal Amount per Unit
   
 
The Issuer has the option to elect for cash or physical delivery of the Redemption Amount at Maturity
   
Final Share Price:
The closing price of the Reference Shares on the Valuation Date
   
Lower Put Strike Price:
$19.431 (85% of the Initial Share Price)
   
Upper Put Strike Price:
$24.895 (108.9% of the Initial Share Price)
 
 
Call Strike Price:
$28.575 (125% of the Initial Share Price)
   
Downside Participation:
91.8274%
   
Upside Participation:
65%
   
Adjustment for Ordinary Dividend:
Current Market Price / (Current Market Price – Amount of Ordinary Dividend per Share + Base dividend)
   
Base Dividend:
From Issue Date to Valuation Date, $0.31/quarter per Share
   
Calculation Agent:
Credit Suisse International

 
 
 
 
 
 
 
 
 
 
 
Credit Suisse has filed a registration statement (including a prospectus supplement and prospectus) with the Securities and Exchange Commission, or SEC, for the offering to which this communication relates.  Before you invest, you should read this communication together with the Prospectus Supplement and Prospectus, each 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 for free by visiting EDGAR on the SEC Web site at www.sec.gov.  Alternatively, Credit Suisse will arrange to send you the prospectus supplement and prospectus if you so request by calling toll free 1-800-221-1037.