FWP 1 dp19177_fwp.htm FORM FWP Unassociated Document
 
Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Statement No. 333-158199-10
Equity-Linked Notes Linked to Bristol-Myers Squibb Company
Final Terms & Conditions
September 13, 2010

Issuer:
  
Credit Suisse, acting through its Nassau Branch
     
CUSIP:
  
22542D837
Reference Shares:
  
Bristol-Myers Squibb Company (Bloomberg ticker: BMY)
     
Trade Date:
  
September 13, 2010
Issue Date:
  
September 20, 2010
Valuation Date:
  
September 16, 2011
Maturity Date:
  
September 20, 2011
     
Interest Rate:
  
8% per annum computed on a 30/360 day count basis
     
Interest Payment Dates:
  
Interest will be paid monthly commencing on October 20, 2010 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:
  
$31,570,113.96
Aggregate Number of Units:
  
1,168,398
Greenshoe Amount:
  
$2,870,010.36
     
Principal Amount per Unit:
  
$27.02
     
Initial Share Price:
  
$27.02
     
Offering Price:
  
$27.02 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:
  
$22.967 (85% of the Initial Share Price)
     
Upper Put Strike Price:
  
$28.668 (106.1% of the Initial Share Price)
     
 
 
 
 
 
 
 
Call Strike Price:
  
$32.397 (119.9% of the Initial Share Price)
     
Downside Participation:
  
94.2507%
     
Upside Participation:
  
65%
     
Adjustment for Ordinary
    
Dividend:
  
The Final Share Price will be adjusted according to the below formula to reflect any ordinary dividend that is different (higher or lower) than the Base Dividend
     
   
Current Market Price / (Current Market Price – Amount of Ordinary Dividend per Share + Base Dividend)
     
Base Dividend:
  
From Issue Date to Valuation Date, $0.32/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.