Filed pursuant to Rule 433 Registration Statement No. 333-158199-10 Dated November 2, 2010 CREDIT SUISSE LOGO Credit Suisse FX Factor USD Excess Return Index Monthly Performance Report - October 2010 -------------------------------------------------------------------------------- 1 November 2010 -------------------------------------------------------------------------------- Performance Statistics October 3 Months YTD 12 Months 5 Years -------------------------------------------------------------------------------- Excess Return 0.27% 1.64% -0.59% 1.23% 17.68% Realized Volatility 5.55% 5.06% 5.57% 5.53% 5.20% Sharpe Ratio 0.61 1.29 -0.10 0.24 0.64 Skew -0.61 -0.22 -0.37 -0.40 -0.36 Kurtosis -0.56 -0.32 4.57 3.89 2.40 Maximum Drawdown -1.50% -1.65% -4.73% -4.73% -4.96% Maximum Drawdown Date 27 Oct 10 22 Sep 10 03 Aug 10 03 Aug 10 23 Sep 08 Source: Credit Suisse - Oct 2005 to Oct 2010 FXFTERUS performance (underlying simulated prior to Apr 09) Highlights [] The CS FX Factor Index registered a gain of 0.27% in October. Year to date, the FX Factor index is down by 0.59%, with a realised volatility of 5.57% . [] Market sentiment remained overall constructive during the month, although uncertainty regarding the details of the largely anticipated QE2 from the Fed on November 3 has triggered some retracement in pro-liquidity strategies. [] Momentum continued to contribute strongly to the positive monthly performance, benefiting from general US dollar weakness, especially in the first half of October. Emerging Markets also contributed positively to this month's return. [] On the other hand, Growth, Terms of Trade underperformed, while contributions from Carry and Value were moderately negative. Performance (past 12 months) ---------------------------- [GRAPHIC OMITTED] Risk-Return Comparison (12 month rolling) ----------------------------------------- [GRAPHIC OMITTED] Strategy Contribution --------------------------------- 3 Months 12 Months --------------------------------- Carry 0.08% 1.10% EM 0.50% 0.28% Growth -0.36% 0.65% Momentum 2.69% 0.69% Terms of Trade -0.99% -1.87% Value -0.29% 0.38% Overall 1.64% 1.23% 3 Months Rolling Contribution ----------------------------- [GRAPHIC OMITTED] Source: Credit Suisse - Oct 2009 to Oct 2010 FXFTERUS performance (underlying simulated prior to Apr 09) Index Facts -------------------------------------------------------------------------------- Index Value (29 Oct 2010) 239.51 Bloomberg Index Ticker FXFTERUS Index [GO] 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. [C] Copyright 2010 Credit Suisse Group AG and/or its subsidiaries and affiliates. All rights reserved. This document has been prepared by Credit Suisse.