Filed pursuant to Rule 433 Registration Statement No. 333-158199-10 Dated March 1, 2010 Credit Suisse FX Factor USD Excess Return Index Monthly Performance Report - February 2010 Performance (past 12 months) Risk-Return Comparison (12 month rolling) 220 225 230 235 240 245 250 Feb 09 May 09 Aug 09 Nov 09 Index Level FXFTERUS FXFTERUS JP Morgan Global Bond Index CS Tremont Hedge Fund Index MSCI World S&P GS Commodity Index FX Parker - -10% Index 0% 10% 20% 30% 40% 50% 0% 5% 10% 15% 20% 25% 30% Highlights 0 The CS FX Factor Index showed a stable performance in February, declining by a modest 0.03% in difficult market conditions. Year to date, FX Factor yielded an excess return of -0.66%, with a realised volatility of 4.23%. 0 Market appetite for risk continued to drift lower amid ongoing concerns about Greece's fiscal position and the surprise discount rate hike in the US. 0 Against this background, Carry continued to contribute negatively to the overall index performance in February, while Value retraced some of the strong gains reported in January. 0 On the positive side, Momentum, Growth, Terms of Trade and Emerging Markets posted moderate gains in February, but with substantial intra-month volatility. 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. Source: Bloomberg, Datastream, Credit Suisse-Feb 2009 to Feb 2010 FXFTERUS performance (simulated prior to Apr 09) Strategy Contribution 3 Months 12 Months Carry 0.66% 2.44% EM 0.15% 0.87% Growth 1.06% 1.99% Momentum -0.91% -1.13% Terms of Trade -0.36% -0.74% Value 0.54% 1.22% Overall 1.13% 4.64% 3 Months Rolling Contribution Source: Credit Suisse - Feb 2009 to Feb 2010 FXFTERUS performance (simulated prior to Apr 09) Index Value (26 Feb 2010) 239.36 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.