Saunas busted in capital (6)

I believe the answer is:

nassau

'capital' is the definition.
(Nassau is an example)

'saunas busted' is the wordplay.
'busted' is an anagram indicator.
'saunas' with letters rearranged gives 'NASSAU'.

'in' is the link.

(Other definitions for nassau that I've seen before include "Capital of the Bahamas" , "Saunas (anag)" , "Port of the Bahamas" , "Caribbean resort" , "Bahamas cap." .)

I've seen this clue in The Independent.

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