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Published on 6/27/2006 in the Prospect News Convertibles Daily.

Credit Suisse to price 0% ProNotes linked to S&P 500

By Jennifer Chiou

New York, June 27 - Credit Suisse (USA), Inc. is planning to sell an issue 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.

The return will be dependent on the performance of the index basket on the valuation date of Jan. 26, 2010. If the final index level is greater than the initial level, investors will share in the percentage gain. Investors will receive par if the final index level is less than or equal to the initial level.

Credit Suisse will be the underwriter.


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