Filed pursuant to Rule 433 Registration Statement No. 333-158199-10 Dated January 11, 2010 Credit Suisse FX Factor USD Excess Return Index Monthly Performance Report -December 2009 1 January 2010 HIGHLIGHTS o The CS FX Factor Index ended 2009 with strong momentum, registering a monthly gain of 1.80% in December. o For the full year, the Excess Return for FX Factor was 7.05%, with a realised volatility of 4.17%, resulting in a Sharpe Ratio of 1.62. o As risk appetite markedly improved over the past few weeks, Carry - particularly in the emerging market component - and Growth were key contributors to the overall index performance. o At the other end of the spectrum, Momentum contributed negatively, as the US dollar recovered strongly across the board. Credit Suisse has filed a registration statement (including a prospectus) with the Securities and Exchange Commission, or SEC, for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and the other documents relating to this offering that Credit Suisse has filed with the SEC for more complete information about Credit Suisse and this offering. You may obtain these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, Credit Suisse or any agent or any dealer participating in this offering will arrange to send you the prospectus, if you so request by calling 1-800- 221-1037. PERFORMANCE STATISTICS December 3 Months YTD 12 Months 5 Years Excess Return 1.80% 1.41% 7.05% 7.05% 25.76% Realized Volatility 5.48% 5.12% 4.17% 4.17% 5.23% Sharpe Ratio 3.76 1.10 1.62 1.62 0.88 Skew -0.40 -0.40 -0.30 -0.30 -0.47 Kurtosis -0.79 -0.29 -0.17 -0.17 1.68 Maximum Drawdown -1.33% -1.74% -1.74% -1.74% -5.97% Maximum Drawdown Date 09 Dec 09 03 Nov 09 03 Nov 09 03 Nov 09 18 Apr 05 Source: Credit Suisse - December 2004 to December 2009 FXFTERUS performance (simulated prior to April 2009) Performance (past 12 months) Risk-Return Comparison (12 month rolling) 250 Return Index Level 245 25% 240 20% MSCI World 235 CS Tremont 15% Hedge Fund 230 Index 225 10% JP Morgan 220 Global Bond S & P GS Index FXFTERUS 5% FXFTERUS Commodity 215 Index 210 0% Volatility Dec 08 Mar 09 Jun 09Sep 09Dec 09 0% 5% 10%15% 20% 25% 30% Source: Bloomberg, Datastream, Credit Suisse - Dec 2008 to Dec 2009 FXFTERUS performance (simulated prior to April 2009) Strategy Contribution 3 Months Rolling Contribution 3 Months 12 Months 4% Carry 0.87% 3.36% 3% 2% EM 0.15% 0.66% 1% Growth 0.74% 1.49% 0% -1% Momentum -0.44% -0.14% -2% Carry Terms of Terms of Trade -0.35% 0.03% -3% Growth Trade Value Momentum Value 0.44% 1.65% -4% FX Factor EM Dec-08 / Mar-09 / Jun-09 / Sep-09 / Overall 1.41% 7.05% Mar-09 Jun-09 Sep-09 Dec-09 Source: Credit Suisse - December 2008 to December 2009 FXFTERUS performance (simulated prior to April 2009) Index Facts [GRAPHIC OMITTED] Index Value (31 Dec 2009) 240.94 Bloomberg Index Ticker FXFTERUS Index (GO) (C)Copyright 2009 Credit Suisse Group AG and/or its subsidiaries and affiliates. All rights reserved. This document has been prepared by Credit Suisse.