FWP 1 a08-7044_3fwp.htm FWP

 

 

 

 

 

 

 

 

 

 

 

Filed Pursuant to Rule 433

 

 Terms and Conditions

 

Registration No. 333-132936-14

 

 

 

March 6, 2008                      

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1-Year Note linked to Microsoft Corporation

 

 

 

 

 

Due March 16, 2009

 

 

 

 

 

 

 

 

 

CUSIP

 

22542D308

 

 

 

ISIN

 

US22542D3089

 

 

 

Issuer

 

Credit Suisse, Nassau Branch

 

 

 

Distributor

 

Credit Suisse Securities (USA) LLC

 

 

 

Reference Shares

 

Microsoft Corporation (Bloomberg Ticker: MSFT <EQUITY>,  ISIN US5949181045)

 

 

 

Trade Date

 

March 6, 2008

 

 

 

Settlement Date

 

March 13, 2008

 

 

 

Final Valuation Date

 

March 11, 2009

 

 

 

Maturity Date

 

March 16, 2009 (adjusted for Market Disruption Events)

 

 

 

Aggregate Principal Amount

 

USD 63,800,592

 

 

 

Number of Units

 

2,288,400

 

 

 

Principal Amount per Unit

 

USD 27.88

 

 

 

Initial Share Price

 

USD 27.88

 

 

 

Coupon

 

11% per annum (30/360 basis)

 

 

 

Coupon Frequency

 

Monthly on the 16th of each month, commencing on April 16, 2008 and ending on Maturity Date (in accordance with the modified following business day convention)

 

 

 

Record Date

 

15 calendar days prior to the coupon payment date

 

 

 

Final Share Price

 

The closing price of the Reference Shares on Final Valuation Date, subject to Market Disruption Events

 

 

 

Lower Put Strike Price

 

USD 22.3040

 

 

 

Upper Put Strike Price

 

USD 31.2256

 

 

 

Call Strike Price

 

USD 33.4421

 

 

 

Downside Participation

 

89.2857%

 

 

 

Upside Participation

 

65.00%

 

 

 


 

Redemption Amount at
Maturity

 

The Redemption Amount per Unit payable on Maturity Date is an amount in USD equal to:

 

 

1)  If the Final Share Price is less than or equal to the Lower Put Strike Price, then

Redemption Amount = Downside Participation x Lower Put Strike Price

 

 

 

 

 

2)  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 x Final Share Price

 

 

 

 

 

3)  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 = 100% of a Unit Principal Amount

 

 

 

 

 

4)  If the Final Price is greater than or equal to the Call Strike Price, then

Redemption Amount = Upside Participation x (Final Share Price – Call Strike Price) + 100% of a Unit Principal Amount

 

 

 

Base Dividend

 

USD 0.11 per quarter

 

 

 

Dividend Adjustment

 

Two way dividend adjustment based on difference between the actual dividend and the Base Dividend.

 

 

 

Calculation Agent

 

Credit Suisse International

 


 

 

 

Credit Suisse has filed a registration statement (including a prospectus) and a prospectus supplement with the Securities and Exchange Commission or SEC, for each securities offering to which this offering summary relates. Before you invest, you should read the prospectus supplement dated May 7, 2007 and the prospectus dated March 29, 2007 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 get these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, Credit Suisse, any agent or any dealer participating in this offering will arrange to send you the pricing supplement, prospectus supplement and prospectus if you so request by calling toll-free 1 (800) 221-1037.