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Published on 7/31/2006 in the Prospect News Convertibles Daily.

New Issue: Credit Suisse prices $1 million ProNotes linked to S&P

By Jennifer Chiou

New York, July 31 - Credit Suisse (USA), Inc. priced $1 million of 0% ProNotes due Jan. 29, 2010 linked to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

Issuer:Credit Suisse (USA), Inc.
Issue:ProNotes
Underlying index:S&P 500
Amount:$1 million
Maturity:Jan. 29, 2010
Coupon:0%
Price:Par
Payout at maturity:Par plus the return on the basket, capped at 35%; floor of par
Pricing date:July 27
Settlement date:July 31
Underwriter:Credit Suisse Securities (USA) LLC

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