Filed pursuant to Rule 433 Registration Statement No. 333-158199-10 Dated April 4, 2011 Highlights [] The CS FX Factor Index declined by 0.61% in March, as market sentiment deteriorated significantly following Japan's earthquake. Year to date, the FX Factor index is down by 1.04%, with a realised volatility of 5.28% . [] Pro-risk strategies, in particular Terms of Trade and Carry in G10 space, were the main culprits for the negative performance in March. [] On the other hand, some positive contributions emerged from momentum, as the US dollar resumed a bearish trend, and from Growth and Emerging Markets. 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. Performance Statistics March 3 Months YTD 12 Months 5 Years Excess Return -0.61% -1.04% -1.04% -1.39% 15.02% Realized Volatility 5.12% 5.28% 5.28% 5.69% 5.17% Sharpe Ratio -1.28 -0.76 -0.76 -0.21 0.56 Skew -0.84 -0.56 -0.56 -0.37 -0.36 Kurtosis 2.14 0.20 0.20 3.27 2.43 Maximum Drawdown -2.17% -2.87% -2.87% -4.73% -4.96% Maximum Drawdown Date 17 Mar 11 17 Mar 11 17 Mar 11 03 Aug 10 23 Sep 08 Source: Credit Suisse - Mar 2006 to Mar 2011 FXFTERUS performance (underlying simulated prior to Apr 09) Risk-Return Comparison Performance (past 12 months) (12 month rolling) Source: Bloomberg, Datastream, Credit Suisse-Mar 2010 to Mar 2011 FXFTERUS performance (underlying simulated prior to Apr 09) Strategy Contribution 3 Months 12 Months Carry -1.38% -0.08% EM 0.37% -0.98% Growth -0.25% 0.49% Momentum 1.17% 2.56% Terms of Trade -2.42% -2.73% Value 1.46% -0.66% Overall -1.04% -1.39% 3 Months Rolling Contribution Source: Credit Suisse - Mar 2010 to Mar 2011 FXFTERUS performance (underlying simulated prior to Apr 09) Index Facts Index Value (31 Mar 2011) 237.42 Bloomberg Index Ticker FXFTERUS Index [C] Copyright 2011 Credit Suisse Group AG and/or its subsidiaries and affiliates. All rights reserved. This document has been prepared by Credit Suisse.