New Issue: Goldman Sachs prices $7.33 million notes linked to six currencies

By Toni Weeks

San Diego, Nov. 28 - Goldman Sachs Group, Inc. priced $7.33 million of 0% currency-linked notes due Jan. 15, 2014 tied to a basket of six equally weighted exchange rates relative to the dollar, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying currencies are the New Zealand dollar, the Swedish krona, the Russian ruble, the Korean won, the Malaysian ringgit and the Chilean peso.

If the basket return is zero or positive, the payout at maturity will be the greater of (a) par plus 1.5 times the basket return and (b) the threshold settlement amount of $1,300 per $1,000 principal amount.

Investors will receive par if the basket declines by up to 20% and will lose 1.25% for every 1% drop beyond 20%.

Goldman Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Currency-linked notes
Underlying currencies:	New Zealand dollar, Swedish krona, Russian ruble, Korean won, Malaysian ringgit and Chilean peso, equally weighted and relative to the dollar
Amount:	$7,325,000
Maturity:	Jan. 15, 2014
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is zero or positive, greater of (a) par plus 1.5 times basket return and (b) $1,300 per $1,000 of notes; par if basket declines up to 20%; 1.25% loss for every 1% drop beyond 20%
Initial rates:	1.3387 for New Zealand dollar, 6.8050 for krona, 31.03 for ruble, 1,145.00 for won, 3.1735 for ringgit and 516.00 for peso
Pricing date:	Nov. 22
Settlement date:	Nov. 30
Underwriter:	Goldman Sachs & Co.
Fees:	0.175%
Cusip:	38143UG96

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